Logo
Munich Personal RePEc Archive

Items where Subject is "C32 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models"

Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | Ü
Number of items at this level: 1202.

A

Abdul Karim, Bakri and Abdul Majid, M. Shabri and Abdul Karim, Samsul Ariffin (2009): Financial Integration between Indonesia and Its Major Trading Partners.

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

Abdul Karim, Zulkefly and Jusoh, Mansor and Khalid, Norlin (2008): Halaju wang di Malaysia : bukti empirik. Published in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): 149--170.

Abdul Karim, Zulkefly and Zaidi, Mohd Azlan Shah and W.N.W, Azman-Saini (2011): Relative price effects of monetary policy shock in Malaysia: a svar study.

Abdurrahman, Korkmaz (2012): The transmission process of financial crises across the emerging markets: an alternative consideration.

Abu-Qarn, Aamer and Abu-Bader, Suleiman (2001): The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis. Published in: Applied Economics , Vol. 36, No. 15 (August 2004): pp. 1685-1695.

Accolley, Delali (2003): The Determinants and Impacts of Foreign Direct Investment.

Adam, Anokye M. and Siaw, Frimpong (2010): Does financial sector development cause investment and growth? empirical analysis of the case of Ghana. Published in: Journal of Business and Enterprise Development , Vol. 2, No. 1 (2010): pp. 67-84.

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

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

Adekunle, Wasiu and Bekoe, William and Badmus, Sheriff and Anagun, Michael and Alimi, Wasiu (2021): Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria.

Adesoye, A. Bolaji and Maku, Olukayode E. and Atanda, Akinwande AbdulMaliq (2012): Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach. Forthcoming in: : pp. 1-24.

Ageli, Mohammed Moosa (2013): Tourism Economics in Saudi Arabia: PP-VAR Approach. Published in: Asian Journal of Business and Management , Vol. 1, No. 1 (1 April 2013): pp. 21-27.

Ageli, Mohammed Moosa (2013): Wagner’s Law in Saudi Arabia 1970 - 2012: An Econometric Analysis. Published in: Asian Economic and Financial Review , Vol. 3, No. 5 : pp. 647-659.

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

Ahamad, Mazbahul Golam and Tanin, Fahian (2010): Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh.

Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2018): Periodicity in Bitcoin returns: A time-varying volatility approach.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos and Touche, Nassim (2019): Integer-valued stochastic volatility.

Akpa, Emeka (2018): Private Remittances Received and Household Consumption in Ghana (1980-2016): An ARDL Analysis with Structural Breaks. Published in: International Journal of Management and Economics Invention , Vol. 05, No. 05 (May 2018): pp. 1771-1777.

Akpan, Usenobong F. and Chuku, Agbai (2011): Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve. Forthcoming in: Procedings of 2011 Annual Conference of NAEE, Abuja

Aktas, Erkan (2006): Çukurova Bölgesi’nde Pamuk Arz Duyarlılığının Tahmini Üzerine Bir Çalışma. Published in: Turkish Journal of Agricultural Economics , Vol. 12, (2006): pp. 3-8.

Aktas, Erkan and Tuncer, İsmail and Aydın, Murat (2010): 1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri. Published in: IX. Tarım Ekonomisi Kongresi. (21 September 2010)

Aktas, Erkan and Özenç, Çiğdem and Arıca, Feyza (2010): The Impact of Oil Prices in Turkey on Macroeconomics.

Alexiou, Constantinos and Tsaliki, Persefoni and Tsoulfidis, Lefteris (2008): The Greek Hyperinflation Revisited. Published in: Ekonomia , Vol. 11, No. 1 (2008): pp. 19-34.

Ali, Sharafat (2013): The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis. Published in: European Journal of Business and Economics , Vol. 8, No. 2 (September 2013): pp. 25-30.

Ali, Wajid and Munir, Kashif (2016): Testing Wagner versus Keynesian Hypothesis for Pakistan: The Role of Aggregate and Disaggregate Expenditure.

Alimi, R. Santos (2013): Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error-Correction Modelling Techniques.

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

Almeida, Pedro Cameira de and Fuinhas, José Alberto and Marques, António Cardoso (2011): A assimetria dos ciclos económicos: Evidência internacional usando o teste triples.

Almosabbeh, Imadeddin (2008): العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك.

Alper, C. Emre and Saglam, Ismail (1999): The Equilibrium Real Exchange Rate: Evidence from Turkey. Published in: Topics in Middle Eastern and North African Economies , Vol. 2, No. 1 (September 2000)

Anas, Jacques and Ferrara, Laurent (2002): Un indicateur d'entrée et sortie de récession: application aux Etats-Unis. Published in: Document de travail du COE No. 58 : pp. 1-56.

Andriamanga, Fidimanantsoa (2017): Relation entre l’énergie et la croissance économique : approche empirique appliquée au cas de Madagascar pour la periode 1995 à 2015.

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 (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: Intra-day versus inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.

Angelini, Giovanni and Fanelli, Luca (2018): Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments.

Antonakakis, Nikolaos (2012): Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades.

Antonakakis, Nikolaos (2012): Exchange return co-movements and volatility spillovers before and after the introduction of Euro.

Antonakakis, Nikolaos (2012): The great synchronization of international trade collapse.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Floros, Christos (2015): Dynamic Connectedness of UK Regional Property Prices.

Antonakakis, Nikolaos and Darby, Julia (2012): Forecasting Volatility in Developing Countries' Nominal Exchange Returns.

Antonakakis, Nikolaos and Dragouni, Mina and Filis, George (2013): Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.

Antonakakis, Nikolaos and Gabauer, David (2017): Refined Measures of Dynamic Connectedness based on TVP-VAR.

Antonakakis, Nikolaos and Gupta, Rangan and Andre, Christophe (2015): Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.

Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.

Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.

Antonakakis, Nikos and Dragouni, Mina and Eeckels, Bruno and Filis, George (2015): Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach.

Anyikwa, Izunna and Hamman, Nicolene and Phiri, Andrew (2018): Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests.

Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.

Apopo, Natalay and Phiri, Andrew (2019): On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?

Aqib, Muhammad and Zaman, Khalid (2023): Greening the Workforce: The Power of Investing in Human Capital. Published in: Archives of the Social Sciences: A Journal of Collaborative Memory , Vol. 1, No. 1 (8 February 2023): pp. 31-51.

Ardakani, Omid and Kishor, N. Kundan (2014): Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics.

Ardia, David and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.

Ardic, Oya Pinar (2006): Output, the Real Exchange Rate, and the Crises in Turkey. Published in: Topics in Middle Eastern and North African Economies, MEEA Online Journal , Vol. 8, (2006)

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Arevilca Vasquez, Bismarck Javier and Risso Charquero, Adrian Winston (2007): Balance of payments constrained growth model: evidence for Bolivia 1953-2002.

Ari, Ali and Yılmaz, Ahmet and Cergibozan, Raif and Ozcan, Yunus (2013): The Inflation Dynamics of the Turkish Economy in 1990-2011 Period. Published in: Journal of Financial Researches and Studies , Vol. 5, No. 9 (July 2013): pp. 1-16.

Arigoni, Filippo and Breznikar, Miha and Lenarčič, Črt and Maletič, Matjaž (2023): Impact of fiscal measures in response to the COVID-19 pandemic on small-open economies: lessons from Slovenia.

Arigoni, Filippo and Lenarčič, Črt (2023): Foreign economic policy uncertainty shocks and real activity in the Euro area.

Arigoni, Filippo and Lenarčič, Črt (2020): The impact of trade policy uncertainty shocks on the Euro Area.

Arora, Vipin (2014): Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States.

Arora, Vipin (2018): Natural Gas and the US Economy: Some Preliminary Rules of Thumb.

Arreola Hernandez, Jose and Hammoudeh, Shawkat and Nguyen, Duc Khuong and Al Janabi, Mazin A. M. and Reboredo, Juan Carlos (2014): Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.

Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets.

Aruga, Kentaka and Managi, Shunsuke (2011): Price Linkages in the Copper Futures, Primary, and Scrap Markets. Published in: Resources, Conservation and Recycling , Vol. 56, (31 August 2011): pp. 43-47.

Asaduzzaman, Md (2019): FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) No. https://ssrn.com/abstract=3498742 (26 December 2019): pp. 1-28.

Asaduzzaman, Md (2021): Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) (18 March 2021): pp. 1-21.

Asafo, Shuffield Seyram (2019): Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana. Forthcoming in:

Aslam, Faheem and Aziz, Saqib and Nguyen, Duc Khuong and Mughal, Khurram S. and Khan, Maaz (2020): On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.

Asongu, Simplice and Agboola, Mary and Alola, Andrew and Bekun, Festus (2019): The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. Published in: Science of the Total Environment , Vol. 712, No. April (January 2020): p. 136376.

Atif, Syed Muhammad and Siddiqi, Muhammad Wasif (2010): The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence.

Avellán, Guillermo and González-Astudillo, Manuel and Salcedo, Juan José (2020): A Streamlined Procedure to Construct a Macroeconomic Uncertainty Index with an Application to the Ecuadorian Economy.

Azuara, Oliver and Marinescu, Ioana (2011): Informality and the expansion of social protection programs.

amri amamou, souhir (2021): Cryptocurrencies responses to the Covid-19 waves.

B

BENDOB, Ali and Benahmed-Daho, Rachida (2017): Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ? Published in: Chercheur Economique No. 7 (11 June 2017): pp. 7-19.

BENYOUB, Mohammed (2018): L’impact De L’investissement Des Revenus Pétroliers Sur La Croissance, L’inflation Et Le Chômage : Cas D’Algérie (2000-2015).

BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.

BIKAI, J. Landry and KENKOUO, Guy Albert (2015): Analysis and evaluation of the Monetary Policy Transmission Channels in the CEMAC: A SVAR and SPVAR Approaches.

Baafi Antwi, Joseph (2010): Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants. Published in: DiVA (23 June 2010): pp. 1-72.

Babaei Balderlou, Saharnaz and Ebrahimi Torki, Mahyar and Heidari, Hassan (2013): تفكيك اثرات منشأ شوك‌هاي نفتي بر همبستگی پویای بین رشد بخش صنعت و معدن و قیمت نفت خام در ایران.

Badiane, Ousmane and Goudan, Anatole and Tankari, Mahamadou Roufahi (2013): Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices.

Bai, Jushan and Li, Kunpeng and Lu, Lina (2014): Estimation and inference of FAVAR models.

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

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

Bakari, Sayef (2024): Causality between Domestic Investment and Economic Growth: New Evidence from Argentina.

Bakari, Sayef (2024): Link among Domestic Investments, Exports and Economic Growth: New Evidence from Australia.

Balaguer, Jacint and Ripollés, Jordi (2013): Asymmetric fuel price responses under heterogeneity.

Balcilar, Mehmet and Bagzibagli, Kemal (2010): Sources of Macroeconomic Fluctuations in MENA Countries.

Balli, Faruk and Elsamadisy, Elsayed (2010): Modelling the Currency in Circulation for the State of Qatar.

Balogun, Emmanuel Dele and Dauda, Risikat O. S. (2012): Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications.

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

Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.

Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer?

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

Barhoumi, Karim (2006): Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation.

Barja, Gover (1995): Time Series Analysis of Macroeconomic Conditions in Open Economies.

Barnett, William and Park, Sohee (2021): Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates.

Barnett, William A. and Bhadury, Soumya and Ghosh, Taniya (2015): An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy.

Barnett, William A. and Chauvet, Marcelle and Leiva-Leon, Danilo (2014): Real-Time Nowcasting Nominal GDP Under Structural Break.

Barnett, William A. and Diewert, W. Erwin and Zellner, Arnold (2009): Introduction to Measurement with Theory.

Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?

Barnett, William A. and Tang, Biyan (2015): Chinese Divisia monetary index and GDP nowcasting.

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

Barışık, Salih and Cevik, Emrah Ismail (2009): Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey. Published in: The Empirical Economics Letters , Vol. 9, No. 3 (2009): pp. 255-260.

Bashar, Omar H M N (2009): The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries.

Basher, Syed A. and Fachin, Stefano (2008): The long-term decline of internal migration in Canada – Ontario as a case study.

Basher, Syed A. and Westerlund, Joakim (2006): Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. Forthcoming in: Applied Economics Letters

Basher, Syed A. and Westerlund, Joakim (2008): Panel Cointegration and the Monetary Exchange Rate Model.

Basher, Syed Abul and Elsamadisy, Elsayed Mousa (2010): Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States.

Basher, Syed Abul and Fachin, Stefano (2011): The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States.

Basistha, Arabinda and Kurov, Alexander and Wolfe, Marketa Halova (2019): Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Published in: Journal of Risk Model Validation , Vol. 14, (2019): pp. 43-53.

Bastianin, Andrea and Lanza, Alessandro and Manera, Matteo (2018): Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market. Published in: Agricultural Economics , Vol. 49, No. 5 (2018): pp. 623-633.

Bastourre, Diego (2008): Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio.

Bataa, Erdenebat (2012): Macroeconomic risks of Mongolia and ways to mitigate them.

Bataa, Erdenebat and Wohar, Mark and Vivian, Andrew (2015): Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014.

Baumohl, Eduard and Lyocsa, Stefan (2013): Volatility and dynamic conditional correlations of European emerging stock markets.

Baumöhl, Eduard (2013): Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.

Bayraci, Selcuk (2015): Return, shock and volatility co-movements between the bond markets of Turkey and developed countries.

Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.

Bekiros, Stelios and Boubaker, Sabri and Nguyen, Duc Khuong and Uddin, Gazi Salah (2015): Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.

Bell, Peter N (2014): A Method for Experimental Events that Break Cointegration: Counterfactual Simulation.

Ben Cheikh, Nidhaleddine and Louhichi, Waël (2014): Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis.

Ben Jebli, Mehdi and Ben Youssef, Slim (2016): Combustible renewables and waste consumption, agriculture, CO2 emissions and economic growth in Brazil.

Ben Jebli, Mehdi and Ben Youssef, Slim (2017): Investigating the interdependence between non-hydroelectric renewable energy, agricultural value added, and arable land use in Argentina.

Ben Jebli, Mehdi and Ben Youssef, Slim and Apergis, Nicholas (2014): The dynamic interaction between combustible renewables and waste consumption and international tourism: The case of Tunisia.

Ben Youssef, Slim (2021): Symmetric and asymmetric relationships between renewable energy, oil imports, arms exports, military spending, and economic growth in China.

Ben Youssef, Slim (2020): The relationships between renewable energy, net energy imports, arms exports, and military expenditures in the USA.

Benamar, Abdelhak and CHERIF, Nasreddine and Benbouziane, Mohamed (2011): Money and prices in the Maghreb countries: cointegration and causality analyses. Published in: International Journal of Business and Social Science , Vol. Vol. 2, No. Special Issue – December 2011 (21 December 2011): pp. 92-107.

Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.

Bento Cerdeira, João Paulo (2012): The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis. Forthcoming in:

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

Bentour, El Mostafa (2015): A ranking of VAR and structural models in forecasting.

Bersimis, Sotirios and Degiannakis, Stavros and Georgakellos, Dimitrios (2017): Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting. Published in: Journal of Applied Statistics , Vol. 1, No. 44 (2017): pp. 89-118.

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

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

Bhadury, Soumya and Ghosh, Saurabh and Gopalakrishnan, Pawan (2021): In quest for policy 'silver bullets' towards triggering a v-shaped recovery.

Bhadury, Soumya and Ghosh, Saurabh and Kumar, Pankaj (2019): Nowcasting GDP Growth Using a Coincident Economic Indicator for India.

Bhandari, Avishek (2020): Long memory and fractality among global equity markets: A multivariate wavelet approach.

Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. (1978): Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. Published in: Compstat 1978, Proceedings in Computational Statistics No. Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354.

Bianchi, Giuseppe and Cesaroni, Tatiana and Ricchi, Ottavio (2010): Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria.

Bigerna, Simona and D'Errico, Maria Chiara and Polinori, Paolo and Simshauer, Paul (2022): Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries.

Bilgili, Faik (1999): Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi. Published in: The Papers of IVth National Conference on Econometrics and Statistics held by Marmara University, Belek (1999) 551-571. , Vol. 1, No. 1 (1999): pp. 551-571.

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

Bilgili, Faik (2007): The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy.

Bilgili, Faik (2006): Random walk, excess smoothness or excess sensitivity? Evidence from literature and an application for Turkish economy.

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

Bilgili, Faik (1997): Testing the Ricardian equivalence theorem in the framework of the permanent income hypothesis.

Bilgili, Faik (1999): Türkiye'de bütçe açıklarının makro ekonomik sonuçları. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 15 (1999): pp. 153-169.

Bilgili, Faik (1998): The effects of tax-cuts and government bonds on aggregate demand. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 123-130.

Bilgili, Faik and Doğan, İbrahim and H. Tülüce, Nadide and Kuşkaya, Sevda (2014): The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts.

Bilgili, Faik and Mugaloglu, Erhan and Koçak, Emrah (2018): The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach.

Bodha Hannadige, Sium and Gao, Jiti and Silvapulle, Mervyn and Silvapulle, Param (2021): Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors.

Boer, Lukas and Pescatori, Andrea and Stuermer, Martin (2021): Energy Transition Metals.

Bokusheva, Raushan (2010): Measuring the dependence structure between yield and weather variables.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2016): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis No. 48 (2016): pp. 209-220.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2015): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.

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

Bollino, Carlo Andrea and Ciferri, Davide and Polinori, Paolo (2013): Integration and Convergence in European Electricity Markets.

Bonga, Wellington G. (2018): Trade Balance Analysis in Zimbabwe: Import and Export Examination Using Vector Auto-Regression Model.

Boschi, Melisso (2004): International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002. Published in: Applied Financial Economics , Vol. 15, No. 3 (February 2005): pp. 153-163.

Boschi, Melisso and Girardi, Alessandro (2005): Does one monetary policy fit all? the determinants of inflation in EMU countries. Published in: Current Politics and Economics of Europe , Vol. 1/2, No. 19 (January 2008): pp. 31-62.

Boschi, Melisso and Girardi, Alessandro (2009): The contribution of domestic, regional and international factors to Latin America's business cycle.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.

Boubacar Mainassara, Yacouba and Francq, Christian (2009): Estimating structural VARMA models with uncorrelated but non-independent error terms.

Boufateh, Talel and Ajmi, Ahdi Noomen and El Montasser, Ghassen and Issaoui, Fakhri (2013): Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach.

Bouzahzah, Mohamed and El Menyari, Younesse (2013): The relationship between international tourism and economic growth: the case of Morocco and Tunisia.

Bragoudakis, Zacharias and Degiannakis, Stavros and Filis, George (2019): Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?

Brambila Macias, Jose (2008): The Dynamics of Parallel Economies. Measuring the Informal Sector in México.

Brinca, Pedro and Iskrev, Nikolay and Loria, Francesca (2018): On Identification Issues in Business Cycle Accounting Models.

Brissimis, Sophocles and Migiakis, Petros (2011): Inflation persistence and the rationality of inflation expectations.

Brissimis, Sophocles N. and Garganas, Eugenie N. and Hall, Stephen G. (2012): Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?

Brunhart, Andreas (2012): Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series. Published in: KOFL Working Papers No. 14 (November 2012)

Bruno, Giancarlo and Lupi, Claudio (2003): Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data.

Bua, Giovanna and Trecroci, Carmine (2016): International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?

Bukowski, Maciej and Koloch, Grzegorz and Lewandowski, Piotr (2008): Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach.

Buono, Dario and Alpay, Kocak (2010): Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP. Published in: Euroindicators working papers No. ISSN 1977-3331 EWP 2011/005 (26 March 2012)

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

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

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

Bystrov, Victor (2013): A factor-augemented model of markup on mortgage loans in Poland.

Bystrov, Victor and di Salvatore, Antonietta (2012): Martingale approximation for common factor representation.

C

C, Prasanth and Chakraborty, Lekha and K Shihab, Nehla (2024): Interest Rate Determination in India: Analyzing RBI’s Post-Covid Monetary Policy Stance Using High Frequency Data.

CHAFIK, Omar (2018): Financial cycle and conduct of monetary policy: The amplifier/divider theory.

CHAFIK, Omar (2018): Financial cycle and conduct of monetary policy: The amplifier/divider theory.

Cagnone, Silvia and Bartolucci, Francesco (2013): Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data.

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

Caiado, Jorge and Crato, Nuno (2005): Discrimination between deterministic trend and stochastic trend processes. Published in: Proceedings of the XIth International Conference on Applied Stochastic Models and Data Analysis : pp. 1419-1424.

Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference

Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.

Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns.

Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2007): Comparison of time series with unequal length.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2009): Comparison of time series with unequal length in the frequency domain. Published in: Communications in Statistics: Simulation and Computation , Vol. 38, (April 2009): pp. 527-542.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2006): An interpolated periodogram-based metric for comparison of time series with unequal lengths. Published in: Proceedings of the 2006 Joint Statistical Meetings, American Statistical Association

Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.

Can, Muhlis and Gozgor, Giray (2016): Dynamic Relationships among CO2 Emissions, Energy Consumption, Economic Growth, and Economic Complexity in France.

Capistran, Carlos and Chiquiar, Daniel and Hernandez, Juan R. (2017): Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. Published in: International Journal of Central Banking No. December (December 2019): pp. 207-254.

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features. Published in: Brazilian Review of Econometrics , Vol. 29, No. 1 (2009): pp. 59-78.

Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics

Carrasco Gutierrez, Carlos Enrique and Issler, João Victor (2015): Evaluating the effectiveness of Common-Factor Portfolios.

Carrasco-Gutierrez, Carlos Enrique and Reis Gomes, Fábio Augusto (2007): Evidence on Common Feature and Business Cycle Synchronization in Mercosur. Published in: Brazilian Review of Econometrics , Vol. 29, No. 1 (2009): pp. 37-58.

Carrillo, Paul A. (2010): Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009. Forthcoming in: Revista Fiscalidad , Vol. 6, (2011)

Carrillo, Paul A. (2010): Una Evaluación Macroeconométrica de la Efectos de la Política Fiscal en Ecuador con Hechos Estilizados. Forthcoming in: Revista Fiscalidad , Vol. 6, (2011)

Casadio, Paolo and Paradiso, Antonio (2010): Private sector balance, financial markets, and U.S. cycle: A SVAR analysis.

Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango?

Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango?

Castelnuovo, Efrem and Duc Tran, Trung (2017): Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. Forthcoming in: Economics Letters

Cavalcante, Mileno (2010): An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009. Published in: 33rd IAEE International Conference No. Conference Proceedings (June 2010)

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

Cellini, Roberto and Di Caro, Paolo and Torrisi, Gianpiero (2014): Regional resilience in Italy: do employment and income tell the same story?

Cerdeira Bento, João Paulo (2014): The determinants of CO2 emissions: empirical evidence from Italy.

Cerovecki, Clément and Francq, Christian and Hormann, Siegfried and Zakoian, Jean-Michel (2018): Functional GARCH models: the quasi-likelihood approach and its applications.

Cerro, Ana Maria and Michel Rivero, Andrés (2012): Business cycles and crime. the case of Argentina.

Cerro, Ana María and Rodríguez Andrés, Antonio (2010): The Effect of Crime on the Job Market: An ARDL approach to Argentina.

Cesaroni, Tatiana (2008): Estimating potential output using business survey data in a SVAR framework.

Chadwick, Meltem (2010): Modelling Time-varying Bond Risk Premia for Utilities Industry.

Chakraborty, Pinaki and Chakraborty, Lekha S (2006): Is Fiscal Policy Contracyclical in India: An Empirical Analysis.

Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.

Chan, Joshua and Strachan, Rodney (2012): Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.

Chan, Tze-Haw (2002): Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition.

Chan, Tze-Haw and Baharumshah, Ahmad Zubaidi (2003): Measuring Capital Mobility in the Asia Pacific Rim. Published in: Open Economy Macroeconomics in East Asia-Chapter 9 (2005): pp. 169-195.

Chan, Tze-Haw and Khong, Wye Leong Roy and Baharumshah, Ahmad Zubaidi (2003): Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity. Published in: Capital Markets Review , Vol. 11 (1, No. special issue (2003): pp. 23-40.

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

Chang, Chia-Lin and Ke, Yu-Pei (2014): Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds.

Chapda Nana, Guy and Gervais, Jean-Philippe and Larue, Bruno (2010): Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States.

Chassem, Nacisse Palissy (2011): Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine.

Chassem, Nacisse Palissy (2011): Hypothèse de Thirlwall: cas des pays de la zone Franc.

Chatterjee, Sidharta (2009): Market Wide Liquidity Instability in Business Cycles.

Chatziantoniou, Ioannis and Degiannakis, Stavros and Delis, Panagiotis and Filis, George (2019): Can spillover effects provide forecasting gains? The case of oil price volatility.

Chauvet, Marcelle and Senyuz, Zeynep (2008): A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles.

Chauvet, Marcelle and Senyuz, Zeynep and Yoldas, Emre (2010): What does financial volatility tell us about macroeconomic fluctuations?

Checo, Ariadne and Mejía, Mariam and Ramírez, Francisco A. (2017): El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016.

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

Cheng, Ka Ming and Kim, Hyeongwoo and Thompson, Henry (2009): The Exchange Rate and US Tourism Balance of Trade.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres.

Chin-Hong, Puah and Lee-Chea, Hiew (2010): Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia. Published in: Labuan Bulletin of International Business & Finance , Vol. 8, (December 2010): pp. 76-93.

Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.

Chomteu Kouam, Sorel Francine and Abo Ekomie, Alain and Bahouayila, Chancel (2010): Effet du taux de change réel sur la balance commerciale: le cas du Gabon.

Choudhary, Ali and Hanif, Nadim and Iqbal, Javed (2013): On smoothing macroeconomic time series using HP and modified HP filter.

Christoffel, Kai and Coenen, Gunter and Warne, Anders (2007): Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area.

Chuluunbayar, Delgerjargal (2020): Asymmetric transmission and effects of resource shocks: Case of Mongolia.

Chuluunbayar, Delgerjargal (2019): Output Composition of Monetary Policy Transmission in Mongolia.

Cifter, Atilla and Ozun, Alper (2007): Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).

Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.

Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.

Cioffi, Antonio and Santeramo, Fabio Gaetano and Vitale, Cosimo (2009): The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes.

Cobb, Marcus P A (2017): Aggregate Density Forecasting from Disaggregate Components Using Large VARs.

Coenen, Gunter (2009): Extending the NAWM with a partial indexation mechanism linking wages and trend productivitiy.

Craigwell, Roland and Greenidge, Kevin and Maynard, Tracy (2009): Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries. Published in: Central Bank of Barbados Economic Review , Vol. 36, No. 2 (2009): pp. 22-36.

Cubadda, Gianluca and Hecq, Alain and Telg, Sean (2017): Detecting Co-Movements in Noncausal Time Series.

Cuesta, Lizeth (2020): Efecto del crecimiento demográfico en la deuda externa. Estudio para países sudamericanos usando un análisis de cointegración.

D

D'Adamo, Gaetano (2010): Estimating Central Bank preferences in a small open economy: Sweden 1995-2009.

D'Adamo, Gaetano (2011): Wage spillovers across sectors in Eastern Europe.

D'Agostino, Antonello and Mendicino, Caterina (2014): Expectation-Driven Cycles: Time-varying Effects.

Dagher, Leila and El Hariri, Sadika (2012): The impact of global oil price shocks on the Lebanese stock market. Published in: Energy , Vol. 63, (2013): pp. 366-374.

Dagher, Leila and Jamali, Ibrahim and badra, nasser (2018): The Predictive Power of Oil and Commodity Prices for Equity Markets.

Dagher, Leila and yacoubian, talar (2011): The causal relationship between energy consumption and economic growth in Lebanon. Published in: Energy Policy , Vol. 50, (2012): pp. 795-801.

Dahem, Ahlem and Siala Guermazi, Fatma (2016): Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis.

Dahem, Ahlem and Skander, Slim and Fatma, Siala Guermazi (2017): Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia.

Damianov, Damian S and Escobari, Diego (2019): Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis. Forthcoming in: Real Estate Economics

Damianov, Damian S and Escobari, Diego (2015): Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble. Forthcoming in: Journal of Real Estate Finance and Economics

Danne, Christian (2015): VARsignR: Estimating VARs using sign restrictions in R.

Das, Nimai (2017): In Search of Long Run Stability for Fiscal Transfers in Indian Federalism.

Das, Rituparna (2009): Endogenous Money, Output and Prices in India.

Das, Seshanwita and Das, Tapas (2012): A Time-series Analysis of Impact of FDI on Economic Development In India during Post-reforms Era (1991-2010). Published in: International Journal of Management, IT & Engineering , Vol. 2, No. 12 (December 2012): pp. 529-545.

Dayoro, Donatien (2024): Hybrid Model Construction for Integrating Climate Risks into Côte d'Ivoire's Economic Policy: Theoretical Approach and Management Strategies. Published in: , Vol. 28, (5 December 2024): pp. 1-28.

Dağdeviren, Sengül and Ogus Binatli, Ayla and Sohrabji, Niloufer (2011): Misalignment under different exchange rate regimes: the case of Turkey. Published in: Economie Internationale , Vol. 2012, No. 130 (2012): pp. 81-98.

Dechert, Andreas (2012): Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks.

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

Degiannakis, Stavros (2004): Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.

Degiannakis, Stavros (2008): Forecasting Vix. Published in: Journal of Money, Investment and Banking No. 4 (2008): pp. 5-19.

Degiannakis, Stavros (2018): Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts. Published in: Global Finance Journal No. 36 (2018): pp. 41-61.

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 (2004): Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.

Degiannakis, Stavros (2017): The one-trading-day-ahead forecast errors of intra-day realized volatility. Published in: Research in International Business and Finance No. 42 (2017): pp. 1298-1314.

Degiannakis, Stavros and Dent, Pamela and Floros, Christos (2014): A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. Published in: The Manchester School , Vol. 1, No. 82 (2014): pp. 71-102.

Degiannakis, Stavros and Duffy, David and Filis, George (2014): Business Cycle Synchronisation in EU: A time-varying approach. Published in: Scottish Journal of Political Economy , Vol. 4, No. 61 (2014): pp. 348-370.

Degiannakis, Stavros and Duffy, David and Filis, George (2013): Time-varying Business Cycles Synchronisation in Europe. Forthcoming in: Scottish Journal of Political Economy , Vol. N/A, No. not known yet

Degiannakis, Stavros and Duffy, David and Filis, George and Livada, Alexandra (2014): Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer? Forthcoming in: Economic Modelling

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

Degiannakis, Stavros and Filis, George and Kizys, Renatas (2014): The effects of oil price shocks on stock market volatility: Evidence from European data. Published in: Energy Journal , Vol. 1, No. 35 (2014): pp. 35-56.

Degiannakis, Stavros and Filis, George and Palaiodimos, George (2015): Investments and uncertainty revisited: The case of the US economy.

Degiannakis, Stavros and Filis, George and Panagiotakopoulou, Sofia (2018): Oil Price Shocks and Uncertainty: How stable is their relationship over time? Published in: Economic Modelling No. 72 (2018): pp. 42-53.

Degiannakis, Stavros and Floros, Christos (2010): Hedge Ratios in South African Stock Index Futures. Published in: Journal of Emerging Market Finance , Vol. 3, No. 9 (2010): pp. 285-304.

Degiannakis, Stavros and Floros, Christos (2014): Intra-Day Realized Volatility for European and USA Stock Indices. Forthcoming in: Global Finance Journal

Degiannakis, Stavros and Floros, Christos (2013): Modeling CAC40 Volatility Using Ultra-high Frequency Data. Published in: Research in International Business and Finance No. 28 (2013): pp. 68-81.

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 Dent, Pamela (2013): Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence. Published in: International Review of Financial Analysis No. 27 (2013): pp. 21-33.

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 Floros, Christos and Salvador, Enrique and Vougas, Dimitrios (2020): On the Stationarity of Futures Hedge Ratios. Forthcoming in: Operational Research (2020)

Degiannakis, Stavros and Livada, Alexandra (2016): Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors. Published in: Journal of Applied Statistics , Vol. 5, No. 43 (2016): pp. 871-892.

Degiannakis, Stavros and Livada, Alexandra and Panas, Epaminondas (2008): Rolling-sampled parameters of ARCH and Levy-stable models. Published in: Applied Economics , Vol. 23, No. 40 (2008): pp. 3051-3067.

Degiannakis, Stavros and Potamia, Artemis (2017): Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. Published in: International Review of Financial Analysis No. 49 (2017): pp. 176-190.

Degiannakis, Stavros and Xekalaki, Evdokia (2007): Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models. Published in: Applied Financial Economics No. 17 (2007): pp. 149-171.

Degiannakis, Stavros and Xekalaki, Evdokia (2007): Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes. Published in: Applied Financial Economics Letters No. 3 (2007): pp. 31-37.

Delavari, Majid and Gandali Alikhani, Nadiya (2013): The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol.

Delavari, Majid and Gandali Alikhani, Nadiya (2012): The Effect of Crude Oil Price on the Methanol price.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol.

Delis, Manthos and Savva, Christos and Theodossiou, Panayiotis (2020): A Coronavirus Asset Pricing Model: The Role of Skewness.

Deluna, Roperto Jr (2014): The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines. Forthcoming in:

Deluna, Roperto Jr and Chelly, Antiquisa (2014): Economic Growth, Financial and Trade Globalization in the Philippines: A Vector Autoregressive Analysis. Forthcoming in:

Deluna, Roperto Jr and Pedida, Sunshine (2014): Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines.

Deluna, Roperto Jr and Peralta, Tiffany Faith (2014): Public Health Expenditures, Income and Health Outcomes in the Philippines. Forthcoming in:

Demary, Markus (2009): The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics.

Demiralay, Sercan and Ulusoy, Veysel (2014): Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises.

Detotto, Claudio and Pulina, Manuela (2010): Assessing substitution and complementary effects amongst crime typologies. Published in: European Journal on Criminal Policy and Research (February 2013)

Devi, Sandhya (2016): Financial Market Dynamics: Superdiffusive or not?

Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit?

Diego, Cerdeiro (2010): Measuring Monetary Policy in Open Economies.

Dimitris, Chrsitopoulos and Miguel, Leon-Ledesma (2009): International Output Convergence, Breaks, and Asymmetric Adjustment.

Dinda, Soumyananda (2011): Carbon emission and production technology: evidence from the US.

Dinda, Soumyananda (2012): Factors Determining FDI in Nigeria: Role of Emerging Economies. Published in: Asian Journal of Research in Social Science and Humanities , Vol. 2, No. 9 (4 September 2012): pp. 1-10.

Dinda, Soumyananda (2009): Factors determining FDI in Nigeria: an empirical investigation.

Dinda, Soumyananda (2015): Impact of China’s slowdown on the Global Economy: Modified GVAR Approach.

Dobrescu, Emilian (2013): Modelling the sectoral structure of the final output.

Dominique, C-René and Rivera-Solis, Luis Eduardo (2011): Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index. Forthcoming in: International Business and Management , Vol. Vol.3, No. No.2 (30 November 2011): pp. 1-13.

Doojav, Gan-Ochir (2021): Macroeconomic modeling for optimal stabilization policy in Mongolia.

Doojav, Gan-Ochir (2021): Socio-economic recovery from the Covid-19 pandemic: Macroeconomic impacts and policy issues in Mongolia.

Doran, Justin and Fingleton, Bernard (2012): Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis. Forthcoming in: Papers in Regional Science

Dramani, Latif and Laye, Oumy (2007): Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels.

Dridi, Jemma and Nguyen, Anh D. M. (2017): Inflation Convergence In East African Countries.

Duasa, Jarita (2009): Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia.

Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis.

Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis.

Dumitru, Ionut (2006): Estimarea cursului de schimb real de echilibru in România.

Duque Garcia, Carlos Alberto (2022): Ciclos económicos, inversión y rentabilidad del capital en Colombia: un análisis de series de tiempo.

Duque Garcia, Carlos Alberto (2021): Economic Growth and the Rate of Profit in Colombia 1967-2019: A VAR Time-Series Analysis.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México

Dąbrowski, Marek A. (2019): A new approach to estimation of actively managed component of foreign exchange reserves.

de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.

de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition.

de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches.

del Barrio Castro, Tomás and Osborn, Denise R. (2023): Periodic Integration and Seasonal Unit Roots. Forthcoming in: Oxford Research Encyclopedias: Economics and Finance (2023)

del Barrio Castro, Tomás (2021): Testing for the cointegration rank between Periodically Integrated processes.

del Barrio Castro, Tomás (2021): Testing for the cointegration rank between Periodically Integrated processes.

del Barrio Castro, Tomás and Cubada, Gianluca and Osborn, Denise R. (2020): On cointegration for processes integrated at different frequencies.

dogru, bulent (2013): Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012.

dogru, bulent and marabaoglu, akif (2011): Impact of inflatıon gap to nomınal interest rates: case of Turkey.

E

Ebghaei, Felor (2013): Türkiye’de Kamu Yatırım Harcamalarının Özel Sektör Yatırım Üzerindeki Etkisi.

Eita, Joel Hinaunye and Mbazima, Daisy (2008): The Causal Relationship Between Government Revenue and Expenditure in Namibia.

Ekor, Maxwell and Adeniyi, Oluwatosin and Saka, Jimoh (2015): Ethiopia and the BRICS: An Assessment of Trade and Investment Flows. Published in: Economy , Vol. 2, No. 1 (2015): pp. 1-9.

El Alaoui, Aicha (2015): Causality and cointegration between export, import and economic growth: evidence from Morocco. Published in: Journal of World Economic Research , Vol. 3, No. 4 (8 June 2015): pp. 83-91.

El Montasser, Ghassen (2012): The seasonal KPSS Test: some extensions and further results.

El Montasser, Ghassen (2014): The seasonal KPSS Test: some extensions and further results.

Ellahie, Atif and Ricco, Giovanni (2012): Government Spending Reloaded: Informational Insufficiency and Heterogeneity in Fiscal VARs.

Ellalee, Haider and Al-Qaysi, Israa I. (2023): Digital Government a Pathway to Sustainable Development.

Ellalee, Haider and Alali, Walid Y. (2018): The Brexit Impact on Inward FDI in the UK. Forthcoming in: (20 May 2018)

Ellul, Reuben (2015): Analysing correlation between the MSE index and global stock markets. Published in: Xjenza Online - Journal of the Malta Chamber of Scientists , Vol. 3, No. 2 (December 2015): pp. 105-114.

Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.

Erdogdu, Oya Safinaz (2006): Political Decisions, Defence and Growth.

Erdogdu, Oya Safinaz (2007): Özel Sektör Tasarruflarında Mali Politika Etkileri.

Erol, Isil and Unal, Umut (2015): Role of Construction Sector in Economic Growth: New Evidence from Turkey.

Eruygur, Aysegul (2004): The impact of foreign interest rate on the macroeconomic performance of Turkey.

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

Esquivel Monge, Manfred and Gomez Rodriguez, Jose Fabio (2010): Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica. Published in: CEMLA (June 2010)

Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.

Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.

Ezzat, Hassan and Kirkulak, Berna (2014): Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul).

erdogdu, oya (2006): Tüketim ve Kamu Harcamaları: VECM modeli. Published in: İktisat,işletme ve finans No. 255 (June 2007): pp. 63-73.

erdogdu, oya safinaz (2007): The Effects of Energy Imports: The Case of Turkey.

F

Fakhri, Hasanov (2010): The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan. Forthcoming in: Economic Journal of Economic Cooperation Organization No. 2nd issue

Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca and Cavaliere, Giuseppe and Gardini, Attilio (2004): Consumption risk sharing and adjustment costs.

Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems.

Fantazzini, Dean (2023): Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. Forthcoming in: Information

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 (2022): Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. Forthcoming in: Journal of Risk and Financial Management

Fantazzini, Dean (2020): Discussing copulas with Sergey Aivazian: a memoir. Forthcoming in: Model Assisted Statistics and Applications : pp. 1-14.

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 (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 Kolesnikova, Anna (2021): Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports. Forthcoming in: Energy Policy (2021)

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

Fantazzini, Dean and Zimin, Stephan (2019): A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. Forthcoming in: Journal of Industrial and Business Economics

Fatemah, Ambreen and Qayyum, Abdul (2018): Modeling the Impact of Exports on the Economic Growth of Pakistan.

Feng, Yuanhua (2006): A local dynamic conditional correlation model.

Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model.

Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models.

Ferrara, Laurent (2006): A real-time recession indicator for the Euro area.

Ferroni, Filippo (2009): Trend agnostic one step estimation of DSGE models.

Filipovski, Vladimir and Tevdovski, Dragan (2017): Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects.

Filis, George and Degiannakis, Stavros and Floros, Christos (2011): Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis , Vol. 3, No. 20 (2011): pp. 152-164.

Fokin, Nikita and Haritonova, Marina (2020): Сравнительный анализ прогнозных моделей российского ВВП в условиях наличия структурных сдвигов.

Foresti, Pasquale (2007): Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis.

Foueka, Romuald (2009): Essai de justification de la croissance des dépenses publiques au Cameroun.

Fragetta, Matteo (2010): Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective.

Francisco, Ramirez (2011): Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana.

Francq, Christian and Zakoian, Jean-Michel (2024): Finite moments testing in a general class of nonlinear time series models.

Francq, Christian and Jiménez Gamero, Maria Dolores and Meintanis, Simos (2015): Tests for sphericity in multivariate garch models.

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

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

Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.

Francq, Christian and Zakoian, Jean-Michel (2019): Virtual Historical Simulation for estimating the conditional VaR of large portfolios. Forthcoming in: Journal of Econometrics

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bivariate causality analysis between FDI inflows and economic growth in Ghana.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships. Forthcoming in: American Journal of Applied Sciences

Fuentes-Albero, Cristina (2007): Technology Shocks, Statistical Models, and The Great Moderation.

Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.

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

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

G

GAUTAM, BISHNU PRASAD (2009): FINANCING PRACTICES OF BANKS AND FINANCIAL INSTITUTIONS IN NEPAL. Published in: NPA Journal , Vol. 4, No. 1 (1 August 2012): pp. 37-48.

GRITLI, Mohamed Ilyes (2018): Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA.

Gabriel, Ricardo Duque and Pessoa, Ana Sofia (2020): Adopting the Euro: a synthetic control approach.

Gachet, Ivan and Maldonado, Diego and Pérez, Wilson (2008): Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. Published in: Cuestiones Economicas , Vol. 24, No. 1 (February 2008): pp. 5-28.

Gajewski, Krzysztof and Pawłowska, Małgorzata and Rogowski, Wojciech (2012): Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej. Published in: Materiały i Studia - National Bank of Poland No. 275 (October 2012)

García-Albán, Freddy and Gonzalez-Astudillo, Manuel and Vera-Albán, Cristhian (2020): Good Luck or Good Policy? An Analysis of the Effects of Oil Revenue and Fiscal Policy Shocks: The Case of Ecuador.

Garratt, Anthony and Petrella, Ivan and Zhang, Yunyi (2022): Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts.

Garratt, Anthony and Petrella, Ivan and Zhang, Yunyi (2022): Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts.

Garz, Marcel (2014): Consumption, labor income uncertainty, and economic news coverage.

Gatt, William (2013): Forecasting inflation at the Central Bank of Malta. Published in: Central Bank of Malta Quarterly Review 2012 No. 4 (March 2013): pp. 68-71.

Gauvin, Ludovic and Rebillard, Cyril (2013): Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model.

Gbaguidi, David Sedo (2011): Expectations impact on the effectiveness of the inflation-real activity trade-off.

Gbaguidi, David Sedo (2011): Regime switching in a new Keynesian Phillips Curve with non-zero steady-state inflation Rate.

Gesteira, Marcos and Carrasco Gutierrez, Carlos Enrique (2015): Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil. Forthcoming in: Brazilian Review of Economics (2015)

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

Givens, Gregory (2016): Do data revisions matter for DSGE estimation?

Gluschenko, Konstantin (2018): Пространственная интеграция региональных рынков Сибири. Published in: Экономика Сибири в условиях глобальных вызовов XXI века , Vol. 2, (September 2018): pp. 64-76.

Gluschenko, Konstantin (2018): Market of the Novosibirsk Oblast in the System of Regional Markets.

Gluschenko, Konstantin (2017): The Moscow market in country’s economic space.

Gluschenko, Konstantin (2020): Nonlinear Models of Convergence.

Gluschenko, Konstantin (2021): Regional inequality in Russia: Anatomy of convergence.

Gluschenko, Konstantin (2018): Spatial Integration of Siberian Regional Markets.

Golinski, Adam and Madeira, Joao and Rambaccussing, Dooruj (2014): Fractional Integration of the Price-Dividend Ratio in a Present-Value Model.

Gomez-Gonzalez, Jose and Rojas-Espinosa, Wilmer (2018): Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas.

Gomez-Loscos, Ana and Gadea, M. Dolores and Bandres, Eduardo (2018): Business cycle patterns in European regions.

Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.

Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.

Goncharuk, Anatoliy G. (2006): Прогнозирование эффективности экономики Украины.

Gonzalez-Astudillo, Manuel (2009): An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play.

Gonzalez-Astudillo, Manuel (2013): Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients.

Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.

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

Goyal, Ashima and Paul, Manas (2004): Interest groups or incentives: the political economy of fiscal decay. Published in: Reforms, Institutions and Policies: Challenges Confronting the Indian Economy (2004)

Goyal, Ashima and Pujari, Ayan Kumar (2005): Analysing Core Inflation in India: A Structural VAR Approach. Published in: ICFAI Journal of Monetary Economics , Vol. 3, No. 2 (May 2005): pp. 76-90.

Goyal, Ashima and Pujari, Ayan Kumar (2005): Identifying long run supply curve of India. Published in: Journal of Quantitative Economics , Vol. Volume, No. New Series , No. 2 (July 2005): pp. 1-15.

Gozgor, Giray and Can, Muhlis (2016): Does Export Product Quality Matter for CO2 Emissions? Evidence from China.

Gozgor, Giray and Can, Muhlis (2016): Export Product Diversification and the Environmental Kuznets Curve: Evidence from Turkey. Published in: Environmental Science and Pollution Research , Vol. 21, No. 23 (15 December 2016): pp. 21594-21603.

Gradzewicz, Michal and Kolasa, Marcin (2004): Estimating the output gap in the Polish economy: the VECM approach. Published in: Bank i Kredyt , Vol. 35, No. 2 (February 2004): pp. 14-30.

Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.

Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.

Grigoryeva, Lyudmila and Ortega, Juan-Pablo and Peresetsky, Anatoly (2015): Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.

Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?

Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.

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

Guesmi, Khaled and Kablan, Sandrine (2015): Financial integration and Japanese stock market.

Guesmi, Khaled and Kablan, Sandrine and Belgacem, Aymen (2015): The regional pricing of risk: An empirical investigation of the MENA equity determinants.

Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets.

Guidi, Francesco (2009): The economic effects of oil prices shocks on the UK manufacturing and services sector.

Gurgul, Henryk and Lach, Łukasz (2011): Causality analysis between public expenditure and economic growth of Polish economy in last decade. Published in: Statistics in Transition: new series. International journal of the Polish Statistical Association , Vol. 11, (2011): pp. 329-359.

Gurgul, Henryk and Lach, Łukasz (2012): Financial Development and Economic Growth in Poland in Transition: Causality Analysis. Published in: Czech Journal of Economics and Finance , Vol. 62, (2012): pp. 347-367.

Gurgul, Henryk and Lach, Łukasz (2010): International trade and economic growth in the Polish economy. Published in: Operations Research and Decisions , Vol. 20, (2010): pp. 5-29.

Gurgul, Henryk and Lach, Łukasz (2012): Technological progress and economic growth: evidence from Poland. Published in: Ekonometria. Zastosowania Metod Ilościowych , Vol. 34, (2012): pp. 354-386.

Gurgul, Henryk and Lach, Łukasz (2012): Two deficits and economic growth: Case of CEE countries in transition. Published in: Managerial Economics , Vol. 12, (2012): pp. 79-108.

Gurgul, Henryk and Lach, Łukasz (2012): The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 64, No. 2 (2012): p. 2012.

Gurgul, Henryk and Lach, Łukasz (2010): The causal link between Polish stock market and key macroeconomic aggregates. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 4, (2010): pp. 367-383.

Gurgul, Henryk and Lach, Łukasz (2012): The electricity consumption versus economic growth of the Polish economy. Published in: Energy Economics , Vol. 34, No. 2 (2012): pp. 500-510.

Gurgul, Henryk and Lach, Łukasz (2011): The impact of regional disparities on economic growth. Published in: Operations Research and Decisions , Vol. 22, No. 2 (2011): pp. 37-63.

Gurgul, Henryk and Lach, Łukasz (2011): The interdependence between energy consumption and economic growth in the Polish economy in the last decade. Published in: Managerial Economics , Vol. 9, (2011): pp. 25-48.

Gurgul, Henryk and Lach, Łukasz (2011): The role of coal consumption in the economic growth of the Polish economy in transition. Published in: Energy Policy , Vol. 39, (2011): pp. 2088-2099.

Gurgul, Henryk and Lach, Łukasz and Mestel, Roland (2012): The relationship between budgetary expenditure and economic growth in Poland. Published in: Central European Journal of Operations Research , Vol. 20, (2012): pp. 161-182.

Gurgul, Henryk and Łukasz, Lach (2011): Financial development and economic growth in Poland in transition: causality analysis.

Gómez, Manuel and Ventosa-Santaulària, Daniel (2007): Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends. Published in: Annales d'Economie et de Statisque No. 99/100 (2010): pp. 429-445.

H

Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS.

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

Hamidi Sahneh, Mehdi (2015): Are the shocks obtained from SVAR fundamental?

Hamidi Sahneh, Mehdi (2016): Testing for Non-Fundamentalness. Forthcoming in:

Hamidi Sahneh, Mehdi (2013): Testing for Noncausal Vector Autoregressive Representation.

Hamrita, Mohamed Essaied (2014): Export-Led Growth in Tunisia: A wavelet filtering based analysis.

Hamzah, Siti Nur Zahara and Lau, Evan (2013): The Role of Social Factors in Explaining Crime.

Harding, Don (2002): The Australian Business Cycle: A New View.

Hasanov, Fakhri (2010): The impact of real oil price on real effective exchange rate: The case of Azerbaijan. Published in: Discussion Papers of DIW Berlin No. DP1041 (July 2010): pp. 1-28.

Hasanov, Fakhri (2012): The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium? Published in: The George Washington University, RPF Working Paper No. No. 2012-005 (May 2012): pp. 1-24.

Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)

Hassan, Mai (2017): The impact of the shadow economy on aid and economic development nexus in Egypt.

Hasumi, Ryo and Iiboshi, Hirokuni (2019): A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan.

Hasumi, Ryo and Iiboshi, Hirokuni and Matsumae, Tatsuyoshi and Nakamura, Daisuke (2018): Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods.

Hasumi, Ryo and Iiboshi, Hirokuni and Nakamura, Daisuke (2017): R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model.

Hasumi, Ryo and Iibsoshi, Hirokuni and Nakamura, Daisuke (2018): Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth. Forthcoming in: Japan & the World Economy

Hatemi-J, Abdulnasser (2011): Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.

Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.

Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

Hatipoglu, Ozan and Alper, C. Emre (2007): Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey.

He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right.

Hecq, Alain and Goetz, Thomas (2018): Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.

Heidari, Hassan and Babaei Balderlou, Saharnaz (2014): بررسی تأثیر نااطمینانی قیمت نفت خام بر رشد بخش صنعت و معدن در ایران کاربردی از مدل‌های تبدیل مارکف. Published in: Quarterly Energy Economics Review , Vol. 11, No. 41 (11 November 2014): pp. 43-70.

Heidari, Hassan and Babaei Balderlou, Saharnaz and Ebrahimi Torki, Mahyar (2016): بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران. Published in: Quarterly Journal Of Energy Policy and Planning Research , Vol. 2, No. 2 (22 November 2016): pp. 195-234.

Heidari, Hassan and Ebrahimi Torki, Mahyar and Babaei Balderlou, Saharnaz (2015): How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?

Helali, Kamel and Kalai, Maha and Boujelben, Thouraya (2014): Exchange rate Pass-Through to domestic prices in Tunisia: a short and long run analysis.

Hernandez Martinez, Fernando (2009): Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor. Published in: FUNCAS Working Papers Series No. 1988-8767 (February 2009)

Heryan, Tomas and Stavarek, Daniel (2010): How related are interbank and lending interest rates? Evidence on selected EU countries. Published in: European Financial and Accounting Journal , Vol. 5, No. 3-4 : pp. 42-55.

Herzer, Dierk and Kemper, Niels and Zamparelli, Luca (2009): Balanced growth and structural breaks: Evidence for Germany.

Hina, Hafsa and Qayyum, Abdul (2013): Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors.

Hina, Hafsa and Qayyum, Abdul (2015): Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis.

Hirota, Keiko (2006): Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors. Published in: Studies in Regional Science , Vol. 37, No. 1 (2007): pp. 25-39.

Hlongwane, Nyiko Worship and Daw, Olebogeng David (2021): An increase of electricity generation can lead to economic growth in South Africa.

Hlongwane, Nyiko Worship and Daw, Olebogeng David (2022): Renewable electricity consumption and economic growth: A comparative study of South Africa and Zimbabwe.

Ho, Sin-Yu (2018): Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development. Forthcoming in:

Ho, Sin-Yu and Njindan Iyke, Bernard (2017): Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence. Forthcoming in: Journal of Economics and Behavioral Studies , Vol. 9, No. 1 (2017)

Ho, Sin-Yu and Njindan Iyke, Bernard (2017): Empirical Reassessment of Bank-based Financial Development and Economic Growth in Hong Kong. Forthcoming in: Journal of Applied Economic Sciences , Vol. 12, (2017)

Ho, Sin-Yu and Njindan Iyke, Bernard (2018): Financial Development, Growth and Poverty Reduction: Evidence from Ghana. Forthcoming in: International Journal of Economic Perspective

Ho, Sy-Hoa and OUEGHLISSI, Rim and EL FERKTAJI, Riadh (2019): The dynamic causality between ESG and economic growth: Evidence from panel causality analysis.

Hoffmaister, Alexander W. (2022): Two's not company: mis-aggregation and "supply-induced" unemployment increases.

Holt, Matthew T. and Balagtas, Joseph V. (2009): Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand. Forthcoming in: American Journal of Agricultural Economics , Vol. 91, No. 5 (2009)

Holt, Matthew T. and Goodwin, Barry K. (2009): The Almost Ideal and Translog Demand Systems. Forthcoming in: Contributions to Economic Analysis, Quantifying Consumer Preferences , Vol. 288, (2009)

Hong, Yongmiao (1996): Testing for independence between two covariance stationary time series. Published in: Biometrika , Vol. 83, No. 3 (September 1996): pp. 615-625.

Hooy, Chee Wooi and Chan, Tze-Haw (2008): The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia.

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

Huang, Y-F. (2012): Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach.

Huhtala, Anni and Toppinen, Anne and Boman, Mattias (2003): When the theory is not enough – valuation of forest resources with “efficiency” prices in practice. Published in: Journal of Forest Economics , Vol. 9, No. 3 (2003): pp. 205-222.

Huo, Da (2024): Efficient Estimation of Stochastic Parameters: A GLS Approach.

Hurvich, Clifford and Wang, Yi (2009): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects. Forthcoming in: Journal of Business and Economic Statistics

Huseynov, Salman and Ahmadov, Vugar (2014): Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma.

Huseynov, Salman and Ahmadov, Vugar and Adigozalov, Shaig (2014): Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?

Huseynov, Salman and Mammadov, Fuad (2016): A small scale forecasting and simulation model for Azerbaijan (FORSAZ).

Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan.

Hyde, Stuart J and Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns.

I

Ibanez, Francisco and Urga, Giovanni (2024): Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach.

Idrovo Aguirre, Byron and Caro S., Juan Carlos (2008): Indicadores de Actividad para la Inversión en Infraestructura y Vivienda. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 51, No. 51 (30 January 2009): pp. 1-29.

Idrovo Aguirre, Byron and Tejada, Mauricio (2010): Modelos de predicción para la inflación de Chile. Published in: Cámara Chilena de la Construcción. Documentos de trabajo (29 March 2010)

Iiboshi, Hirokuni and Iwata, Yasuharu and Kajita, Yuto and Soma, Naoto (2019): Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model.

Iiboshi, Hirokuni and Nishiyama, Shin-Ichi and Watanabe, Toshiaki (2006): An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis.

Iiboshi, Hirokuni and Umeda, Masanobu and Wakita, Shigeru (2008): Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis.

Iiboshi, Hirokuni and Wakita, Shigeru (2004): Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan.

Iqbal, Javed (2011): Forecasting Performance of Alternative Error Correction Models.

Iqbal, Javed and Nadeem, Khurram (2006): Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan. Published in: Pakistan Economic and Social Review , Vol. 44, No. 1 (June 2006): pp. 39-56.

Irzal, Muhamad and Verico, Kiki (2017): The Economic Correlation between China and Southeast Asian Countries: derivative market and real sector analysis. Published in: LPEM FEB UI Working Paper , Vol. 3, No. 34 (31 March 2019): pp. 1-26.

Islam, Faridul and Shahbaz, Muhammad and Alam, Mahmudul (2011): Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis.

Islas-Camargo, Alejandro and Cortez, Willy W. (2011): How relevant is monetary policy to explain Mexican unemployment fluctuations?

Islas-Camargo, Alejandro and Cortez, Willy W. (2011): Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output.

Ismail, Mohd Adib and Mawar, Murni Yunus (2012): Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia.

J

JAWAD, MUHAMMAD and QAYYUM, ABDUL (2015): Modelling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis. Published in: Research Journal Social Science , Vol. 5, No. 1 (2016): pp. 23-39.

Jabbie, Mohamed and Jackson, Emerson Abraham (2020): On the Validity of Purchasing Power Parity (PPP): The Case of Sierra Leone. Published in: Journal of Advanced Studies in Finance , Vol. 11, No. 1(21) (2 December 2020): pp. 18-27.

Jackman, Mahalia (2010): Money demand and economic uncertainty in Barbados. Published in: The Empirical Economics Letters , Vol. 10, (May 2011)

Jackman, Mahalia (2010): Money demand and economic uncertainty in Barbados.

Jackson, Emerson Abraham and Barrie, Mohamed Samba and Tamuke, Edmund (2023): Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone.

Jackson, Emerson Abraham and Tamuke, Edmund (2019): Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model. Forthcoming in: Theoretical and Practical Research in Economic Fields , Vol. 10, No. 2(20) (31 December 2019)

Jackson, Emerson Abraham and Tamuke, Edmund (2018): Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy.

Jahan-Parvar, Mohammad R. and Mohammadi, Hassan (2008): Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach. Forthcoming in: Journal of Developing Areas , Vol. 1, No. 44 (2010)

Jang, Tae-Seok (2012): Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations.

Jang, Tae-Seok (2012): Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations.

Jangili, Ramesh (2011): Causal relationship between saving, investment and economic growth for India – what does the relation imply? Published in: Reserve Bank of India Occasional Papers , Vol. 32, No. 1 (2011): pp. 25-39.

Jaramillo Franco, Miguel and Serván Lozano, Sergio (2012): Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. Published in: Superintendence of Banks, Insurance Companies and Private Pension Funds of Peru No. DT/01/2012

Jarocinski, Marek (2014): A note on implementing the Durbin and Koopman simulation smoother.

Jawad, Muhammad and Qayyum, Abdul (2015): Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis.

Jean Louis, Rosmy and Balli, Faruk and Osman, Mohammad (2009): Is the US dollar a suitable anchor for the newly proposed GCC currency? Published in: THe World Economy , Vol. 33, No. 12 (December 2010): pp. 1898-1922.

Jean Louis, Rosmy and Brown, Ryan and Balli, Faruk (2011): On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area? Published in: Economic Modelling , Vol. vol 28, No. 6 (2011): pp. 2701-2718.

Jee, Hui-Siang Brenda and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?

Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.

Jiménez Sotelo, Renzo (2003): Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada. Published in: Revista Apuntes No. 52 (31 December 2004): pp. 91-134.

Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.

Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.

Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.

Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)

Jiranyakul, Komain (2014): Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test.

Jiranyakul, Komain (2014): Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test.

Jiranyakul, Komain (2017): How Does the Policy Rate Respond to Output and Prices in Thailand?

Jiranyakul, Komain (2016): Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand.

Jiranyakul, Komain (2018): Is the Thai Government Revenue-Spending Nexus Asymmetric?

Jiranyakul, Komain (2009): Relationship among Money, Prices and Aggregate Output in Thailand. Published in: Empirical Economics Letters , Vol. 8, No. 11 (2009): pp. 1063-1071.

Jones, Clive (2015): Predictability of the daily high and low of the S&P 500 index.

Jong, Meng-Chang and Soh, Ann-Ni (2021): Responsible Recovery from COVID-19: An Empirical Overview of Tourism Industry.

K

KARGI, Bilal (2014): The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period. Published in: International Journal of Economics and Research , Vol. 2, No. 5 (March 2014): pp. 29-36.

KARGI, Bilal (2013): Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012). Published in: International Journal of Human Sciences , Vol. 10, No. 1 (February 2013): pp. 897-926.

KARIM HASHMI, RIMSHA and QAYYUM, ABDUL (2016): Estimating the Long-Run Creditworthiness of Pakistan. Published in: Research Journal Social Science , Vol. 6, No. 2 (2017): pp. 75-87.

KCHIKECHE, Ahmed and KHALLOUK, Ouafaà (2021): On the Nexus Between Economic Growth and Bank-based Financial Development: Evidence from Morocco. Published in: Middle East Development Journal , Vol. 13, No. 2 (31 May 2021): pp. 245-264.

KPEMOUA, Palakiyem (2016): ANALYSE DU LIEN ENTRE LES EMISSIONS DE CO2, LEUR RESTRICTION ET LA CROISSANCE ECONOMIQUE DU TOGO.

KPEMOUA, Palakiyèm (2016): Croissance agricole, transformation locale des ressources naturelles et industrialisation au Togo.

KPEMOUA, Palakiyèm (2016): LA DETTE EXTERIEURE HANDICAPE T’ELLE LA CROISSANCE ECONOMIQUE DU TOGO ?

Kaninda, Aristote (2021): Coordination des Politiques Monétaires et Croissance Economique en RDC: Rôle de la Gouvernance.

Karahasan, Burhan Can (2009): Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries. Published in: Proceedings of GBATA (2009)

Karan Singh, B and Kanakaraj, A and Sridevi, T.O (2010): Revisiting the empirical existence of the Phillips Curve for India. Published in: Journal of Asian Economics , Vol. 2, No. 22 (1 June 2011): pp. 1-20.

Karapanagiotidis, Paul (2014): Dynamic State-Space Models.

Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.

Karimi, Mohammad Sharif and Yusop, Zulkornain (2009): FDI and Economic Growth in Malaysia. Forthcoming in: Asian-African Journal of Economics and Econometrics

Karkowska, Renata (2014): Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis.

Kavese, Kambale and Phiri, Andrew (2018): Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?

Kavese, Kambale and Phiri, Andrew (2018): A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa.

Kavli, Haakon and Viegi, Nicola (2015): Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model.

Kenny, Geoff and Meyler, Aidan and Quinn, Terry (1998): Bayesian VAR Models for Forecasting Irish Inflation. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 4/RT/98 (December 1998): pp. 1-37.

Ketenci, Natalya (2009): The ARDL Approach to Cointegration Analysis of Tourism Demand in Turkey: with Greece as the substitution destination. Published in: Middle East Technical University Studies in Development , Vol. 36, No. 2 (2009): pp. 363-382.

Ketenci, Natalya and Uz, Idil (2010): Trade in services: The elasticity approach for the case of Turkey. Published in: The International Trade Journal , Vol. 24, No. 3 (27 October 2010): pp. 261-297.

Khan, Majid (2023): Shifting Gender Roles in Society and the Workplace: Implications for Environmental Sustainability. Published in: Politica , Vol. 1, No. 1 (12 February 2023): pp. 9-25.

Khan, Muhammad Arshad and Qayyum, Abdul (2007): EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY. Published in: Pakistan Economic and Social Review , Vol. 44, No. 2 (December 2007): pp. 181-202.

Khan, Muhammad Tufail and Imran, Muhammad (2023): Unveiling the Carbon Footprint of Europe and Central Asia: Insights into the Impact of Key Factors on CO2 Emissions. Published in: Archives of the Social Sciences: A Journal of Collaborative Memory , Vol. 1, No. 1 (23 February 2023): pp. 52-66.

Khatun, Fahmida and Ahamad, Mazbahul G. (2012): Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F-Test Approach.

Khayyat, Nabaz T. and Lee, Jongsu and Lee, Jeong-Dong (2014): How ICT Investment Influences Energy Demand in South Korea and Japan?

Khemraj, Tarron (2011): The Non-Zero Lower Bound Lending Rate and the Liquidity Trap.

Khiabani, Nasser (2010): How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran.

Khobai, Hlalefang (2018): Investigating the linkage between Renewable Energy Consumption and Economic Growth: The case of Turkey.

Khobai, Hlalefang (2018): Renewable energy consumption and economic growth in Argentina. A multivariate co-integration analysis.

Khobai, Hlalefang (2018): Renewable energy consumption and economic growth in Indonesia. Evidence from the ARDL bounds testing approach.

Khobai, Hlalefang (2018): The causal linkages between renewable electricity generation and economic growth in South Africa.

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

Khundrakpam, Jeevan Kumar (2013): Are there Asymmetric Effects of Monetary Policy in India?

Khundrakpam, Jeevan Kumar (2013): A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India.

Kim, Hyeongwoo (2009): Generalized Impulse Response Analysis: General or Extreme?

Kim, Hyeongwoo (2011): VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored.

Kiptui, Moses (2015): Sources of Exchange Rate Fluctuations in Kenya: The Relative Importance of Real and Nominal Shocks.

Kiptui, Moses C. and Ndirangu, Lydia (2015): Determinants of Equilibrium Real Exchange Rate and its Misalignment in Kenya: A Behavioral Equilibrium Exchange Rate Approach.

Kishor, N. Kundan (2023): Estimating Expected Asset Returns With the Present Value Model of Consumption and Fed Forecasts.

Kitov, Ivan and KItov, Oleg (2013): Does Banque de France control inflation and unemployment?

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Inflation as a function of labor force change rate: cointegration test for the USA.

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Relationship between inflation, unemployment and labor force change rate in France: cointegration test.

Klein, Achim and Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach.

Klößner, Stefan and Pfeifer, Gregor (2018): Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment?

Ko, Byoung Wook (2010): An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size. Forthcoming in: KMI International Journal of Maritime Affairs and Fisheries , Vol. 3, No. 1

Ko, Jun-Hyung and Funashima, Yoshito (2016): On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies.

Kociecki, Andrzej (2013): Further Results on Identification of Structural VAR Models.

Kociecki, Andrzej (2012): Orbital Priors for Time-Series Models.

Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.

Koester, Gerrit B. and Priesmeier, Christoph (2015): The Timing and Responsiveness of Fiscal Policy over the Business Cycle in Germany.

Komijani, Akbar and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran. Published in: International Journal of Energy Economics and Policy , Vol. 3, No. 1 (1 January 2013): pp. 43-50.

Konchyn, Vadym and Horban, Yuliia (2016): ЭКОНОМИЧЕСКАЯ ТОЧКА БИФУРКАЦИИ ДЛЯ УКРАИНСКОГО ОЛИГАРХИЧЕСКОГО ГОСУДАРСТВА В КОНТЕКСТЕ МОДЕЛИ СТАЦИОНАРНОГО БАНДИТА.

Konstantakis, Konstantinos N. and Michaelides, Panayotis G. and Vouldis, Angelos T. (2016): Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015). Published in: Physica A: Statistical Mechanics and its Applications , Vol. C, No. 451 (2016): pp. 149-161.

Koop, Gary and Korobilis, Dimitris (2015): Forecasting with High-Dimensional Panel VARs.

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

Korap, Levent (2008): Determinants of reserve money demand: a multivariate co-integrating approach. Published in: Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 1, No. 2 (2008): pp. 33-42.

Korap, Levent (2010): Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy. Published in: Doğuş University Journal , Vol. 2, No. 11 (2010): pp. 223-232.

Korap, Levent (2009): On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. Published in: İktisat İşletme ve Finans , Vol. 24, No. 285 (December 2009): pp. 89-110.

Korap, Levent (2010): Testing homogeneity for real income and prices in a money demand equation: the case of Turkey. Published in: İstanbul Üniversitesi İktisat Fakültesi Maliye Araştırma Merkezi Konferansları , Vol. 53, (2010): pp. 59-76.

Korap, Levent (2010): Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 2 (2010): pp. 157-172.

Korap, Levent (2011): A closer look at the money multipliers for the Turkish economy: Is there a stable relationship? Published in: İstanbul Üniversitesi İktisat Fakültesi Memuası , Vol. 1, No. 61 (2011): pp. 283-299.

Korap, Levent (2011): An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses. Published in: İstanbul University Department of Economics Econometrics and Statistics e-Journal , Vol. 14, (2011): pp. 38-61.

Korap, Levent (2010): A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 1 (2010): pp. 71-96.

Korap, Levent and Aslan, Özgür (2010): Re-examination of the long-run purchasing power parity: further evidence from Turkey. Published in: Applied Economics , Vol. 42, No. 27 (2010): pp. 3559-3564.

Korap, Levent and Saatçioğlu, Cem (2009): New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. Published in: Doğuş University Journal , Vol. 10, No. 2 (July 2009): pp. 235-248.

Korkmaz, Turhan and Cevik, Emrah Ismail and Birkan, Elif and Özataç, Nesrin (2010): Testing CAPM using Markov switching model: the case of coal firms. Published in: Economic Research-Ekonomska Istraživanja , Vol. 23, No. 2 (2010): pp. 44-59.

Korkmaz, Turhan and Cevik, Emrah Ismail and Gurkan, Serhan (2010): Testing the international capital asset pricing model with Markov switching model in emerging markets. Published in: Investment Management and Financial Innovations , Vol. 7, No. 1 (2010): pp. 37-49.

Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.

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

Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.

Korobilis, Dimitris (2015): Prior selection for panel vector autoregressions.

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment.

Krishnankutty, Raveesh (2010): Testing the relationship between FDI inflow and out flow in India: a critical analysis.

Krishnankutty, Raveesh and Chakraborty, Kiran Shankar (2013): Determinants of debt capital in Indian corporate sector: a quantile regression analysis.

Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Abu Mansor, Shazali (2009): Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective. Published in: International Review of Business Research Paper , Vol. 5, No. 1 (2009): pp. 124-134.

Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Lau, Evan and Abu Mansor, Shazali (2007): FDI-trade nexus: empirical analysis on ASEAN-5.

Kuikeu, Oscar (2019): Le syndrome hollandais en zone CEMAC: une approche par la modélisation VAR structurelle.

Kuikeu, Oscar (2020): Age d’entrée dans le Mariage : enseignements tirés des Modèles de Durée. Le cas des économies de la Communauté économique et Monétaire d’Afrique centrale (CEMAC).

Kuikeu, Oscar (2021): A Bird eye from covid-19 crisis on the Relevance of the cfa franc devaluation of January 1994 and the honeymoon effect: an assessment with the equilibrium real exchange rate. Cases of Cameroonian, Gabonese and Central African Republic economies.

Kuikeu, Oscar (2020): Convergence des politiques fiscales de la CEMAC: une application des tests de la racine unitaire en données de panel.

Kuikeu, Oscar (2020): Essai sur la stabilité monétaire: la Cyclicité et la contra cyclicité de l’activité productive comme critères de cette stabilité. Cas de la Communauté économique et Monétaire de l’Afrique centrale (CEMAC).

Kuikeu, Oscar (2022): Etude empirique de l’impact des formes traditionnelles de protectionnisme : cas de l’économie camerounaise.

Kuikeu, Oscar (2020): Intérêt de la diligence: appréhension de l’impact économique de la Covid-19 au Cameroun sous le prisme de la santé Reproductive. Une approche par la Modélisation VAR.

Kuikeu, Oscar (2020): La Coopération internationale à l’épreuve des faits : sur quelle base légiférer ? enseignements des relations de parité monétaire. Le cas de la Communauté économique et Monétaire d’Afrique centrale (CEMAC).

Kuikeu, Oscar (2020): La Covid-19 à l’épreuve des faits: quel est donc l’impact économique attendu au Cameroun? Une approche par la Modélisation VAR.

Kuikeu, Oscar (2021): Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021.

Kuikeu, Oscar (2020): Le Protectionnisme: analyse économétrique. Le cas de la Communauté économique et Monétaire de l’Afrique centrale (CEMAC).

Kuikeu, Oscar (2014): L’impact de la politique monétaire unique sur l’économie de la zone CEMAC: une approche par la modélisation VAR structurelle et bayésienne.

Kuikeu, Oscar (2020): L’impact économique du COVID-19 au Cameroun: une approche par la Modélisation VAR.

Kuikeu, Oscar (2021): L’impact économique du Covid-19 au Cameroun : une approche par la modélisation VAR ― Nouveaux Résultats.

Kuikeu, Oscar (2021): Pertinence de la dévaluation du franc cfa de Janvier 1994: une approche par le taux de change réel d’équilibre. Cas de l’économie camerounaise ― Nouveaux Résultats.

Kuikeu, Oscar (2021): Real Exchange Rate Misalignment : concepts and measurement in the context of coronavirus crisis for developing countries as central African Republic knowing civil war.

Kuikeu, Oscar (2021): The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis.

Kuikeu, Oscar (2021): Robustesse du modèle d’évaluation d’impact de la Covid-19 au Cameroun: une approche par la modélisation VAR.

Kuikeu, Oscar (2021): Ré-appréhension de la relation Ouverture ― Croissance : le rôle du facteur travail, du facteur capital et de la position extérieure de la nation. Cas de l’économie camerounaise.

Kuikeu, Oscar (2021): The living standard determinants from lessons of covid-19 crisis ― New Insights: case of Cameroonian economy.

Kuikeu, Oscar (2021): The main attempts of the making of an special economic area in Cameroon: lessons from the covid-19 crisis.

Kulaksizoglu, Tamer (2004): Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry.

Kumar, Anshul (2023): A basic two-sector new Keynesian DSGE model of the Indian economy.

Kummer-Noormamode, Sabina (2018): The Relationship between Public Debt and Economic Growth: Nonlinearity and Country-Specificity.

Känzig, Diego Raoul (2020): The macroeconomic effects of oil supply news: Evidence from OPEC announcements. Forthcoming in:

Köksal, Bülent and Orhan, Mehmet (2012): Market risk of developed and developing countries during the global financial crisis.

L

L. Arnaut, Javier (2008): Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion.

LAOURARI, Imène and GASMI, Farid (2016): The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data.

Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.

Laborde, David and Rey, Serge (2001): Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000.

Lach, Łukasz (2010): Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems. Published in: Managing Global Transitions: International Research Journal , Vol. 8, (2010): pp. 167-186.

Lach, Łukasz (2010): Fixed capital and long run economic growth: evidence from Poland. Published in: Systems Science , Vol. 36, No. 4 (2010): pp. 33-50.

Lach, Łukasz (2011): Impact of hard coal usage for metal production on economic growth of Poland. Published in: Managerial Economics , Vol. 9, (2011): pp. 103-120.

Lach, Łukasz (2014): Oil usage, gas consumption and economic growth: Evidence from Poland. Forthcoming in: Energy Sources, Part B: Economics, Planning, and Policy

Lai, Jennifer /J.T. (2008): Capital flow to China and the issue of hot money: an empirical investigation.

Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities.

Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)

Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.

Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".

Lau, Evan and Hamzah, Siti Nur Zahara (2012): Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah.

Lau, Evan and Oh, Swee-Ling and Hu, Sing-Sing (2008): TOURIST ARRIVALS AND ECONOMIC GROWTH IN SARAWAK.

Lazea, Valentin and Cozmanca, Bogdan Octavian (2003): Currency substitution in Romania.

Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

Lee, Mei-Yu (2014): Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures. Published in: Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures , Vol. 3, No. 3 (October 2014): pp. 1-22.

Lehmann, Robert and Wikman, Ida (2022): Quarterly GDP Estimates for the German States.

Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?

Leitão, João (2007): The Taylor Effect on the Performances of the Red Devils’ Football Brand.

Leiva-Leon, Danilo (2013): A New Approach to Infer Changes in the Synchronization of Business Cycle Phases.

Lemoine, Matthieu and Mazzi, Gian Luigi and Monperrus-Veroni, Paola and Reynes, Frédéric (2008): Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches. Published in: Document de travail de l'OFCE , Vol. 34, (November 2008): pp. 1-44.

Lenarčič, Črt (2021): Estimating business and financial cycles in Slovenia.

Lenarčič, Črt (2019): Inflation – Harrod-Balassa-Samuelson effect in a DSGE model setting. Published in: Economic and Business Review , Vol. 21, No. 2 (2019): pp. 275-308.

Lence, Sergio and Moschini, Giancarlo and Santeramo, Fabio Gaetano (2017): Threshold cointegration and spatial price transmission when expectations matter. Forthcoming in: Agricultural Economics

Levent, Korap (2007): Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy. Published in: International Research Journal of Finance and Economics No. 10 (2007): pp. 120-128.

Levent, Korap (2009): Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 2 (2009): pp. 503-523.

Levent, Korap (2007): Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience. Published in: The Business Review, Cambridge , Vol. 8, No. 2 (December 2007): pp. 150-158.

Levent, Korap (2008): Long-run relations between money, prices and output: the case of Turkey. Published in: Zonguldak Karaelmas Üniversitesi Sosyal Bilimler Dergisi , Vol. 4, No. 7 (2008): pp. 33-54.

Levent, Korap (2008): Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy. Published in: Selçuk Üniversitesi İktisadi ve İdari Bilimler Fakültesi Sosyal ve Ekonomik Araştırmalar Dergisi , Vol. 9, No. 15 (2008): pp. 1-13.

Levent, Korap (2008): Modeling base money demand and inflation for the Turkish economy. Published in: Doğuş University Journal , Vol. 9, No. 2 (2008): pp. 207-216.

Levent, Korap (2007): Modeling purchasing power parity using co-integration: evidence from Turkey. Published in: The Journal of American Academy of Business, Cambridge , Vol. 11, No. 2 (September 2007): pp. 51-57.

Levent, Korap (2009): Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği. Published in: İstanbul Üniversitesi İktisat Fakültesi Ekonometri ve İstatistik e-Dergisi , Vol. 9, (2009): pp. 56-74.

Levent, Korap (2006): Seigniorage revenue and Turkish economy. Published in: Cumhuriyet Üniversitesi İktisadi ve İdari Bililer Dergisi , Vol. 7, No. 2 (2006): pp. 101-120.

Levent, Korap (2007): Structural VAR identification of the Turkish business cycles. Published in: International Research Journal of Finance and Economics , Vol. 9, (2007): pp. 72-86.

Levent, Korap (2007): Testing causal relationships between energy consumption, real income and prices: evidence from Turkey. Published in: Beykent University Journal of Social Sciences , Vol. 1, No. 2 (2007): pp. 1-29.

Levent, Korap (2008): Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksek Okulu Sosyal Bilimler Dergisi , Vol. 2008, No. 1 (2008): pp. 129-137.

Levent, Korap (2007): Testing quantity theory of money for the Turkish economy. Published in: Journal of BRSA Banking and Financial Markets , Vol. 1, No. 2 (2007): pp. 93-109.

Levent, Korap (2007): Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks. Published in: Boğaziçi Journal, Review of Social, Economic and Administrative Studies , Vol. 21, No. 1-2 (2007): pp. 107-127.

Levent, Korap (2006): An empirical analysis of Turkish inflation (1988-2004): some non-monetarist estimations. Published in: Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , Vol. 26, No. Ocak-Haziran (2006): pp. 83-101.

Levent, Korap (2008): A monetary model of TL/US$ exchange rate: a co-integrating approach. Published in: İstanbul Üniversitesi İşletme Fakültesi İşletme İktisadı Enstitüsü Dergisi , Vol. 19, No. 59 (2009): pp. 75-80.

Levent, Korap (2009): The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy. Published in: panoeconomicus , Vol. LVI, No. 1 (2009): pp. 55-72.

Levent, Korap and Özgür, Aslan (2007): Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Sosyal Bilimler Dergisi , Vol. 2007, No. 1 (2007): pp. 1-16.

Levrero, Enrico Sergio and Deleidi, Matteo (2017): The money creation process: A theoretical and empirical analysis for the US.

Li, Chenxing and Maheu, John M (2023): Beyond Conditional Second Moments: Does Nonparametric Density Modelling Matter to Portfolio Allocation?

Li, Chenxing and Maheu, John M (2020): A Multivariate GARCH-Jump Mixture Model.

Li, Hong and Mueller, Ulrich (2006): Valid Inference in Partially Unstable GMM Models.

Li, Kui-Wai (2011): Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate.

Li, Kui-Wai (2012): The US monetary performance prior to the 2008 crisis. Published in: Applied Economics , Vol. 45, No. 24 (2013): pp. 3449-3460.

Liew, Freddy (2012): Forecasting inflation in Asian economies. Forthcoming in:

Liew, Venus Khim-Sen (2009): Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen. Forthcoming in: Economics Bulletin (2009)

Liew, Venus Khim-Sen and Ahmad, Yusuf (2006): Income convergence? Evidence of non-linearity in the East Asian Economies: A comment.

Liew, Venus Khim-Sen and Baharumshah, Ahmad Zubaidi and Habibullah, Muzafar Shah and Midi, Habshah (2008): Monetary exchange rate model: supportive evidence from nonlinear testing procedures.

Lin, William and Sun, David (2006): Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels. Published in: Taiwan Banking and Finance Quarterly , Vol. 2, No. 8 (June 2007): pp. 1-24.

Liu, Jia and Maheu, John M and Song, Yong (2023): Identification and Forecasting of Bull and Bear Markets using Multivariate Returns.

Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.

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

Liu, Lin and Hussain, Syed (2013): Understanding the Sims-Cogley-Nason Approach in A Finite Sample.

Loermann, Julius and Maas, Benedikt (2019): Nowcasting US GDP with artificial neural networks.

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

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

Lomonosov, Daniil (2021): Роль коронавирусной пандемии и развала сделки ОПЕК+ в динамике цены на нефть в 2020 году.

Lomonosov, Daniil and Polbin, Andrey and Fokin, Nikita (2021): Влияние шоков мировой деловой активности, предложения нефти и спекулятивных нефтяных шоков на экономику РФ.

Lopez, Claude and Papell, David (2010): Convergence of Euro Area Inflation Rates.

Lopez, Claude and Papell, David (2010): Testing for Group-Wise Convergence with an Application to Euro Area Inflation.

Lopez Buenache, German and Borsi, Mihály Tamás and Rosa-García, Alfonso (2020): Credit cycles and labor market slacks: predictive evidence from Markov-switching models.

Lorca-Susino, Maria (2008): The US Dollar and the Euro: Deus Ex-Machina. Published in: European Union Miami Analysis (EUMA), Special Series, , Vol. Vol. 5, (April 2008): pp. 1-12.

Lord, Montague (1999): The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate.

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

Lord, Montague (2001): Macroeconomic Policies for Poverty Reduction in Cambodia.

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

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

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

Lord, Montague (2000): Macroeconomic Dynamics of Egypt: An Integrated Approach to Trade and Exchange Rate Policy Reforms.

Louis, Rosmy and Osman, Mohammad and Balli, FAruk (2007): On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?

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

Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity.

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

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

Ludwig, Alexander (2013): Sovereign risk contagion in the Eurozone: a time-varying coefficient approach.

Lusompa, Amaze (2019): Local Projections, Autocorrelation, and Efficiency.

Luvsannyam, Davaajargal and Batmunkh, Khuslen (2018): A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy”.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500.

lahlou, kamal (2017): Conduite de la politique budgétaire: enseignements des expériences internationales et évidences des fonctions de réaction. Published in: Critique économique , Vol. 1, No. 33 (2017): pp. 43-80.

M

MALATA, Alain K. and PINSHI, Christian P. (2020): Fading the effects of coronavirus with monetary policy.

MALATA, Alain K. and PINSHI, Christian P. (2020): Système financier et COVID-19 : Un examen de l’impact en RDC.

MAO TAKONGMO, Charles Olivier (2016): Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons.

MAT RAHIM, SITI ROHAYA (2014): Asymmetric Cointegration: Barley and Crude Oil Price in United States.

MESSAILI, Moussa and KAID TLILANE, Nouara (2018): Essai d’évaluation de la contribution de la santé à la croissance économique en Algérie.

MULOWAYI, Francis K. and PINSHI, Christian P. (2023): Lucas Paradox, Institutional Quality and Corruption: Evidence from D.R. Congo.

MULOWAYI, Francis K. and PINSHI, Christian P. (2023): Lucas Paradox, Institutional Quality and Corruption: Evidence from D.R. Congo.

Maas, Benedikt (2019): Nowcasting and forecasting US recessions: Evidence from the Super Learner.

Maas, Benedikt (2019): Short-term forecasting of the US unemployment rate.

Mabrouki, Mohamed (2016): The sense of causality between growth and economic development: an essay on VAR modeling in the case of Tunisia.

Magazzino, Cosimo (2010): Wagner's law and Italian disaggregated public spending: some empirical evidences.

Magazzino, Cosimo (2010): Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality. Published in: C.R.E.I. Working Papers No. 05 (October 2010)

Magazzino, Cosimo (2011): The nexus between public expenditure and inflation in the Mediterranean countries.

Maheu, John M and Shamsi, Azam (2016): Nonparametric Dynamic Conditional Beta.

Maheu, John M and Song, Yong (2017): An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series.

Maheu, John M and Song, Yong and Yang, Qiao (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

Maheu, John M and Yang, Qiao and Song, Yong (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

Majumder, Rajarshi and Mukherjee, Dipa (2005): Infrastructure and Development Interlinkage in West Bengal: A VAR Analysis. Published in: Artha-Niti , Vol. III, No. 1 & 2 (2005)

Malangeni, Luxolo and Phiri, Andrew (2017): Education and economic growth in post-Apartheid South Africa: An ARDL approach. Published in:

Malgarini, Marco (2012): Industrial production and Confidence after the crisis: what's going on?

Mamipour, Siab and Vaezi Jezeie, Fereshteh (2015): Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach.

Mamoon, Dawood (2007): Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange.

Mandler, Martin (2008): Decomposing Federal Funds Rate forecast uncertainty using real-time data.

Mandler, Martin (2010): Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions.

Mandler, Martin (2010): Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions.

Mandler, Martin (2007): The Taylor rule and interest rate uncertainty in the U.S. 1970-2006.

Mansour-Ichrakieh, Layal (2020): The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier.

Mansur, Alfan (2015): Identifying Shocks on the Economic Fluctuations in Indonesia and US: The Role of Oil Price Shocks in a Structural Vector Autoregression Model.

Mansur, Alfan (2018): Measuring Systemic Risk on Indonesia’s Banking System. Published in: Kajian Ekonomi dan Keuangan , Vol. 2, No. 2 (4 June 2018): pp. 94-105.

Mansur, Alfan (2019): Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia. Published in: Jurnal Ekonomi Malaysia , Vol. 2, No. 53 (31 October 2019): pp. 1-15.

Mansur, Alfan and Liu, Yichang and Zaman, Kazi Arif Uz (2015): Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach.

Mansur, Alfan and Syaifullah, Syaifullah (2016): Membangun Kredibilitas Kebijakan Moneter Melalui Suku Bunga Acuan Baru. Published in: Buku Akselerasi dan Inklusivitas Sektor Keuangan : Jalan Menuju Kesejahteraan Rakyat , Vol. -, No. - (November 2016): pp. 93-119.

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.

Mapa, Dennis S. and Castillo, Kristelle and Francisco, Krizia (2015): Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor.

Mapapu, Babalwa and Phiri, Andrew (2017): Carbon emissions and economic growth in South Africa: A quantile regression approach.

Mariam, Yohannes (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries.

Mariam, Yohannes and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.

Mariolis, Theodore and Veltsistas, Panagiotis (2020): Γιορτάζοντας τα 60 χρόνια των Θεωριών του Rudolf E. Kálmán και του Piero Sraffa: Τα Συστήματα Τιμών του Πραγματικού Κόσμου είναι Σχεδόν Μη-Ελέγξιμα.

Maryatmo, Rogatianus (2010): Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4).

Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): TESTANDO A HIPÓTESE DE CONTÁGIO A PARTIR DE MODELOS MULTIVARIADOS DE VOLATILIDADE. Forthcoming in: Brazilian Review of Econometrics , Vol. 28, No. 2 (2008)

Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): Testing the Hypothesis of Contagion using Multivariate Volatility Models. Published in: Brazilian Review of Econometrics , Vol. 28, No. 2 (November 2008): pp. 21-34.

Marçal, Emerson F. and Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.

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

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

Matuka, Adelajda (2019): Exchange Rate Pass-Through to Prices: VAR Evidence for Albania. Forthcoming in:

Mavikela, Nomahlubi and Mhaka, Simba and Phiri, Andrew (2018): The inflation-growth relationship in SSA inflation targeting countries.

Mazonzika, God's will Makuikila (2017): Analyse de la croissance économique mondiale et de la RDC: Application du modèle de Solow avec capital humain.

Mbazia, Nadia (2017): Inequality and Growth in Tunisia: Empirical evidence on the role of macroeconomic factors.

Mbekeni, Lutho and Phiri, Andrew (2019): South African unemployment in the post-financial crisis era: What are the determinants?

Medel, Carlos and Camilleri, Gilmour and Hsu, Hsiang-Ling and Kania, Stefan and Touloumtzoglou, Miltiadis (2015): Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis.

Mehdiyev, Mehdi and Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad (2015): Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər.

Memon, Manzoor Hussain and Baig, Waqar Saleem and Ali, Muhammad (2008): Causal Relationship Between Exports and Agricultural GDP in Pakistan.

Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics.

Mendoza Lugo, Omar and Pedauga, Luis Enrique (2006): Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela. Published in: Nueva Economía , Vol. XV, No. 26

Mesagan, Ekundayo P. and Ezeji, Amarachi C. (2016): The Role of Social and Economic Infrastructure in Manufacturing Sector Performance in Nigeria. Published in: Babcock Journal of Economics, Banking and Finance , Vol. 5, (December 2016): pp. 101-119.

Metodieva, Tsvetana Harizanova and Bartos, Hristina Harizanova (2020): Relation between emitted CO2, asset expenditures, produced energy from renewables and energy consumption. Evidence from Bulgaria. Published in: Agrarian Economy and Rural Development - Realities and Perspectives for Romania , Vol. 11, No. ISSN 2668-0955, ISSN-L 2285-6803 (19 November 2020): pp. 196-202.

Mhlaba, Ncebakazi and Phiri, Andrew (2017): Is public debt harmful towards economic growth? New evidence from South Africa.

Mirdala, Rajmund (2013): Current Account Adjustments and Real Exchange Rates in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 2 (July 2013): pp. 210-227.

Mirdala, Rajmund (2015): Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates. Published in: Journal of Advanced Research in Law and Economics , Vol. 7, No. 4 (December 2015): pp. 716-739.

Mirdala, Rajmund (2016): Effects of Fiscal Policy Shocks in the Euro Area (Lessons Learned from Fiscal Consolidation). Published in: Journal of Advanced Research in Law and Economics , Vol. 7, No. 8 (December 2016): pp. 2236-2277.

Mirdala, Rajmund (2009): Effects of Fiscal Policy Shocks in the European Transition Economies. Published in: Journal of Applied Research in Finance , Vol. 1, No. 2 (December 2009): pp. 141-155.

Mirdala, Rajmund (2015): Exchange Rate Pass-Through in the Euro Area. Published in: Journal of Applied Economic Sciences , Vol. 10, No. 5 (September 2015): pp. 778-794.

Mirdala, Rajmund (2013): Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 4 (December 2013): pp. 466-491.

Mirdala, Rajmund (2009): Exchange rate pass-through to domestic prices in the Central European countries. Published in: Journal of Applied Economic Sciences , Vol. 4, No. 3 (September 2009): pp. 408-424.

Mirdala, Rajmund (2013): Fiscal Imbalances and Current Account Adjustments in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 3 (October 2013): pp. 323-352.

Mirdala, Rajmund (2012): Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies). Published in: Journal of Applied Economic Sciences , Vol. 7, No. 4 (December 2012): pp. 418-436.

Mirdala, Rajmund (2014): Interest Rates and Structural Shocks in European Transition Economies. Published in: Business and Economic Horizons , Vol. 10, No. 4 (December 2014): pp. 305-319.

Mirdala, Rajmund (2009): Interest rate transmission mechanism of monetary policy in the selected EMU candidate countries. Published in: Panoeconomicus , Vol. 56, No. 3 (September 2009): pp. 359-377.

Mirdala, Rajmund (2013): Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 1 (April 2013): pp. 73-98.

Mirdala, Rajmund (2012): Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries. Published in: Journal of Applied Economic Sciences , Vol. 7, No. 2 (July 2012): pp. 163-178.

Mirdala, Rajmund (2010): Monetary aspects of short-term capital inflows in the Central European Countries. Published in: Journal of Applied Economic Sciences , Vol. 5, No. 4 (December 2010): pp. 342-358.

Mirdala, Rajmund (2015): Real Exchange Rates, Current Accounts and Competitiveness Issues in the Euro Area. Published in: Journal of Applied Economic Sciences , Vol. 10, No. 7 (December 2015): pp. 1096-1128.

Mirdala, Rajmund (2013): Real Output and Prices Adjustments under Different Exchange Rate Regimes. Published in: Financial Aspects of Recent Trends in the Global Economy (FINART) ISBN-L: 978-606-93129-5-7 , Vol. 1, No. Chap. 11 (April 2013): pp. 207-230.

Mirdala, Rajmund (2009): Shocking aspects of monetary integration (SVAR approach). Published in: Journal of Applied Research in Finance , Vol. 1, No. 1 (July 2009): pp. 52-63.

Mirdala, Rajmund (2010): Sources of exchange rate dynamics in the European transition economies. Published in: Journal of Advanced Studies in Finance , Vol. Volume, No. Issue Number 1 (June 2010): pp. 60-71.

Mirdala, Rajmund (2012): Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed). Published in: Journal of Applied Economic Sciences , Vol. 7, No. 3 (October 2012): pp. 270-282.

Mirdala, Rajmund (2009): Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky. Published in: Acta Academica Karviniensia No. 1 (July 2009): pp. 141-154.

Mirdala, Rajmund and Kameník, Martin (2017): Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach). Published in: E+M. Economics and Management , Vol. 20, No. 2 (July 2017): pp. 46-64.

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

Mohajan, Devajit (2023): Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt. Published in: Annals of Spiru Haret University. Economic Series , Vol. 23, No. 3 (21 October 2023): pp. 223-248.

Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials. Published in: Frontiers in Management Scienc , Vol. 2, No. 2 (28 February 2023): pp. 13-28.

Mohan, Ramesh and Nandwa, Boaz (2007): Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach.

Mora Barrenechea, Mauricio (2020): Time-varying effects of commodities prices in the Bolivian economy.

Moradi, Alireza (2016): Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran.

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.

Mosconi, Rocco and Paruolo, Paolo (2014): Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two.

Mothuti, Gosego and Phiri, Andrew (2018): inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?

Motloja, Lehlohonolo and Makhoana, Tsholofelo and Kassoma, Rooyen and Houdman, Rozadian and Phiri, Andrew (2016): Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period.

Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 1-12.

Moussa, Zakaria (2010): The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model.

Moussir, Charaf-Eddine and Tabit, Safaa (2016): Diversification des exportations et transformation structurelle au Maroc: Quel rôle pour les IDE ? Published in: OCP Policy Center No. Équilibres externes, Compétitivité et Processus de Transformation Structurelle de l’Economie Marocaine (2016): pp. 211-232.

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

Muhammad, Shahbaz and Mihai, Mutascu and Parvez, Azim (2011): Environmental Kuznets Curve in Romania and the Role of Energy Consumption.

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

Mumtaz, Kinza and Munir, Kashif (2016): Dynamics of Twin Deficits in South Asian Countries.

Munir, Kashif and Qayyum, Abdul (2012): Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach.

Murad, S. M. Woahid (2012): Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach. Published in: Bangladesh Development Studies , Vol. Vol. X, No. March 2012, No. 1 (March 2012): pp. 43-60.

Murasawa, Yasutomo (2019): Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration.

Murasawa, Yasutomo (2015): The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series.

Murhula, Pacifique (2020): Tendance de l'inflation sous-jacente en RDC: une modélisation à partir de l'approche VAR structurelle. Forthcoming in:

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

Muto, Ichiro and Kumano, Yusuke and Nakano, Akihiro (2013): What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production.

Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)

Mynbayev, Kairat (2007): OLS Asymptotics for Vector Autoregressions with Deterministic Regressors. Published in: EURASIAN MATHEMATICAL JOURNAL , Vol. 9, No. 1 (2018): pp. 40-68.

Møller, Niels Framroze (2015): Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors.

Møller, Niels Framroze (2016): How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence.

N

N'GUESSAN BI ZAMBE, SERGE CONSTANT (2010): Export-Led growth hypothesis: Evidence from Cote d’Ivoire.

NEIFAR, MALIKA and HarzAllah, AMIRA (2024): Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole.

NEIFAR, MALIKA (2020): Cyclical Output, Cyclical Unemployment, and augmented Okun's Law in MENA zone.

NEIFAR, MALIKA (2021): Multivariate Causality between Stock price index and Macro variables: ‎evidence from Canadian stock market.

NEIFAR, MALIKA (2020): Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets.

NEIFAR, MALIKA (2021): Suisse stock return, Macro Factors, and Efficient Market ‎Hypothesis: evidence from ARDL model. Published in:

NEIFAR, MALIKA and Dhouib, Salma ‎ and Bouhamed, Jihen ‎ and Ben Abdallah, Fatma ‎ and Arous, Islem ‎ and Ben Braiek, Fatma ‎ and Mrabet, Donia ‎ (2021): The impact of macroeconomic variables on Stock ‎market in United Kingdom.

NEIFAR, MALIKA and HarzAllah, AMIRA (2020): Can Canadian Stock market provide complete hedge against Inflation ?

Nabi, Amina Ghulam and Khan, Usman Ullah (2015): Exchange Rate Volatility and Import Demand Function: A Comparative Analysis of Selected SAARC Countries.

Nadeem, Sana and Munir, Kashif (2016): Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis.

Nakashima, Kiyotaka (2005): The Bank of Japan's Operating Procedures and the Identification of Monetary Policy Shocks: A Reexamination using the Bernanke-Mihov Approach. Published in: Journal of the Japanese and International Economies , Vol. 20, No. 3 (2006): pp. 406-433.

Nakashima, Kiyotaka (2006): Ideal and Real Japanese Monetary Policy: A Comparative Analysis of Actual and Optimal Policy Measures. Published in: The Japanese Economic Review , Vol. 59, No. 3 (2008): pp. 345-369.

Nakmai, Siwat (2016): Foreign exchange risk premia: from traditional to state-space analyses.

Nandwa, Boaz and Mohan, Ramesh (2007): A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya.

Naser, Hanan (2014): On the cointegration and causality between Oil market, Nuclear Energy Consumption, and Economic Growth: Evidence from Developed Countries.

Nassirou, Aïchat (2017): Chocs macroéconomiques et intégration d’une union économique et monétaire: cas du Nigéria.

Natoli, Filippo (2022): Temperature surprise shocks.

Nelimarkka, Jaakko (2017): Evidence on News Shocks under Information Deficiency.

Nelimarkka, Jaakko (2017): The effects of government spending under anticipation: the noncausal VAR approach.

Ngomba Bodi, Francis Ghislain (2018): Contributions relatives des chocs de demande agrégée et d’offre agrégée aux fluctuations de la croissance réelle en zone CEMAC.

Ngwa Edielle, T. H. Jackson (2005): Education, innovation and economic growth in Cameroon.

Nicar, Stephen (2014): International spillovers from U.S. fiscal policy shocks. Forthcoming in: Open Economies Review

Njindan Iyke, Bernard (2016): Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification.

Njindan Iyke, Bernard (2015): Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa.

Njindan Iyke, Bernard (2014): Electricity consumption and economic growth in Nigeria: A revisit of the energy-growth debate. Published in: Energy Economics , Vol. 51, No. C (30 June 2015): pp. 166-176.

Njindan Iyke, Bernard (2016): Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country.

Nogueira, David Coito and Fuinhas, José Alberto and Marques, António Cardoso (2014): Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA.

Nomatye, Anelisa and Phiri, Andrew (2017): Investigating the macroeconomic determinants of household debt in South Africa.

Ntanga Ntita, Jean de Dieu and Kazadi Ntita, François and Ntita Ntita, Jean (2019): INVESTISSEMENTS DIRECTS ÉTRANGERS ET CROISSANCE ÉCONOMIQUE EN RÉPUBLIQUE DÉMOCRATIQUE DU CONGO (RDC).

Ntita Ntita, Jean and Ntanga Ntita, Jean de Dieu and Kazadi Ntita, François (2017): Investissement public et croissance économique en République Démocratique Du Congo.

Nurrachmi, Rininta (2018): Movements of Islamic Stock Indices in Selected OIC Countries. Published in: Al-Muzara’ah Journal , Vol. 6, No. No. 2, 2018 (September 2018): pp. 77-90.

Nyberg, Henri (2010): QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles.

Nyoni, Bothwell and Phiri, Andrew (2018): Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent? Published in:

n.a.m, Naseem and m.s, Hamizah (2013): Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia. Published in: Pertanikan Joournal of Social Sciences and Humanities , Vol. 21(s), No. special issue in economics (2013): pp. 47-66.

niaz ahmad mohd, Naseem and yusop, Zulkornain and masron, Tajul ariffin (2009): How did the Malaysian real exchange rate misalign during the 1997 Asian crisis? Published in: International Journal of Economics, Management and Accounting , Vol. 2, No. 18 (2010): pp. 161-195.

O

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

Ochoa, Diego and Alvarado, Rafael (2010): Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall.

Ochoa Jiménez, Diego (2010): Crecimiento Económico y Sector Externo en la Economía Ecuatoriana.

Ofria, Ferdinando and Millemaci, Emanuele (2010): Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries.

Ogundari, Kolawole (2011): Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model.

Oh, Swee-Ling and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets.

Okpara, Godwin Chigozie (2012): An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria.

Okpara, Godwin Chigozie (2020): News on Stock Market Returns and Conditional Volatility in Nigeria: An EGARCH-in-Mean Approach.

Olimov, Ulugbek and Sirajiddinov, Nishanbay (2008): The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan.

Olmos, Lorena and Sanso Frago, Marcos (2014): Non-linear effects of the U.S. Monetary Policy in the Long Run.

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

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 and Aluftekin, Nilay and Karadagli, Ece C. (2009): The relationship between output growth and inflation: Evidence from Turkey.

Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi.

Omojolaibi, Joseph and Mesagan, Ekundayo and Olaifa, Adeyemi (2015): The Impact of Non-oil Export on Domestic Investment in Nigeria. Published in: The Empirical Econometrics and Quantitative Economics Letters , Vol. 4, No. 3 (September 2015): pp. 15-29.

Omotosho, Babatunde S. (2015): Is Real Exchange Rate Misalignment a Leading Indicator of Currency Crises in Nigeria? Published in: CBN Journal of Applied Statistics , Vol. 6, No. 1 (2015): pp. 153-179.

Onanuga, Abayomi and Oshinloye, Michael and Onanuga, Olaronke (2015): Monetary Policy-Making in Nigeria: Does evidence support augmented Taylor Rule? Published in: Fountain Journal of Management and Social Sciences , Vol. 5, No. 1 (30 June 2016): pp. 23-30.

Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise.

Ono, Masanori (2009): Invoice currencies, import prices, and inflation. Published in: Journal of Tohoku Economic Association , Vol. Fiscal, (March 2009): pp. 67-71.

Oseni, Isiaq and Akpa, Emeka and Aberu, Felix (2018): Does Stock Market impact on the Growth of Nigerian Economy using 3SLS Analysis? Published in: EKSU Journal of the Management Scientists , Vol. 2, No. 1 (1 June 2018): pp. 34-43.

Osman, Mohammad and Jean Louis, Rosmy and Balli, Faruk (2008): Output gap and inflation nexus: the case of United Arab Emirates. Published in: International Journal of Economics and Business Research , Vol. 1, No. 1 (January 2009): pp. 118-135.

Osti, Davide (2021): Returns to scale with a Cobb-Douglas production function for a small italian mechanical firm.

Otero, Karina V. (2016): Intensity of default in sovereign bonds: Estimation of an unobservable process.

Otranto, Edoardo and Calzolari, Giorgio and Di Iorio, Francesca (2005): Indirect estimation of Markov switching models with endogenous switching. Published in: S.Co. 2005: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione No. A cura di C. Provasi. Padova: CLEUP Editrice (2005): pp. 227-232.

Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.

Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.

P

P., Srinivasan and M., Kalaivani (2013): Stock Market Linkages in Emerging Asia-Pacific Markets.

PINSHI, Christian P. (2023): Claims, Deposits and Financial Conditions in DR Congo: Impact of COVID-19 on the Financial System.

PINSHI, Christian (2020): Rethinking error correction model in macroeconometric analysis : A relevant review.

PINSHI, Christian P. (2020): Arithmétique du Pass-through de la COVID 19 sur le Système financier Congolais.

PINSHI, Christian P. (2020): COVID-19 uncertainty and monetary policy.

PINSHI, Christian P. (2020): On the causal nature between financial development and economic growth in the Democratic Republic of the Congo: Is it supply leading or demand following?

PINSHI, Christian P. (2021): Repenser le modèle à correction d’erreurs dans l’analyse macroéconométrique : Une revue.

PINSHI, Christian P. (2020): Rethinking Error Correction Model in Macroeconometric Analysis: A Relevant Review. Published in: Journal of Applied Economic Sciences , Vol. XV, (30 June 2020): pp. 267-274.

PINSHI, Christian P. (2020): Uncertainty, monetary policy and COVID-19.

PINSHI, Christian P. and KABEYA, Anselme M. (2020): Financial development and Economic growth in the Democratic Republic of the Congo : Supply leading or Demand following?

PINSHI, Christian P. and MALATA, Alain (2020): Canal d’incertitude de la COVID-19 : Quelles stratégies et tactiques pour la politique monétaire ?

Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.

Paolo, Foschi (2005): Estimating regressions and seemingly unrelated regressions with error component disturbances.

Papież, Monika (2014): A dynamic analysis of causality between prices of corn, crude oil and ethanol.

Paradiso, Antonio and Rao, B. Bhaskara (2011): What Caused the Decline in the US Saving Ratio?

Paradiso, Antonio and Rao, B. Bhaskara and Margani, Patrizia (2011): Time Series Estimates of the Italian Consumer Confidence Indicator.

Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.

Pedini, Luca and Severini, Sabrina (2022): Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis.

Peeters, Marga (2011): Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare.

Peeters, Marga (1998): Persistence, asymmetries and interrelation in factor demand. Published in: Scandinavian Journal of Economics , Vol. 4, No. 100 : pp. 747-764.

Pennoni, Fulvia and Bartolucci, Francesco and Forte, Gianfranco and Ametrano, Ferdinando (2020): Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model.

Pentecôte, J.-S. (2010): Long-run identifying restrictions on VARs within the AS-AD framework.

Pereira, Alfredo and Pereira, Rui (2017): Is All Infrastructure Investment Created Equal? The Case of Portugal.

Pereira, Vitor (2007): The possible impacts of energy imports in the economic growth of USA.

Phillips, Kerk L. and Spencer, David E. (2010): Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions. Published in: Journal of Macroeconomics , Vol. 33, No. 4 (2011): pp. 582-594.

Phiri, Andrew (2014): Asymmetric co-integration and causality effects between financial development and economic growth in South Africa.

Phiri, Andrew (2016): Asymmetries in the revenue-expenditure nexus: New evidence from South Africa.

Phiri, Andrew (2016): Does military spending nonlinearly affect economic growth in South Africa?

Phiri, Andrew (2018): Endogenous monetary approach to optimal inflation-growth nexus in Swaziland.

Phiri, Andrew (2018): Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do? Published in:

Phiri, Andrew (2018): How sustainable are fiscal budgets in the Kingdom of Swaziland?

Phiri, Andrew (2014): Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis.

Phiri, Andrew (2018): Pursuing the Phillips curve in an African monarchy: The Swazi case.

Phiri, Andrew (2018): Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform.

Phiri, Andrew (2017): Threshold convergence between the federal fund rate and South African equity returns around the colocation period.

Phiri, Andrew and Bothwell, Nyoni (2015): Re-visting the electricity-growth nexus in South Africa.

Phiri, Andrew and Nyoni, Botha (2014): The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis.

Pillai N., Vijayamohanan (2008): Forecasting Demand for Electricity: Some Methodological Issues and an Analysis.

Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

Pinshi, Christian P. (2020): Monetary policy, Uncertainty and COVID-19. Published in: Journal of Applied Economic Sciences , Vol. XV, No. 3(69) (30 September 2020): pp. 579-593.

Pirtea, Marilen and Dima, Bogdan and Milos, Laura Raisa (2009): The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange.

Polbin, Andrey (2020): Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia.

Polemis, Michail and Fotis, Panagiotis (2011): The gasoline Industry in European Union and the USA.

Pomenkova, Jitka and Kapounek, Svatopluk (2009): Interest rates and prices causality in the Czech Republic - Granger approach. Published in: Agricultural Economics , Vol. 55, No. 7 (2009): pp. 347-356.

Pop, Raluca Elena (2012): Herd behavior towards the market index: evidence from Romanian stock exchange.

Pop-Silaghi, Monica Ioana (2006): Testing Trade-led-Growth Hypothesis for Romania.

Pourghorban, Mojtaba and Mamipour, Siab (2019): Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models). Published in: International Conference on Innovations in Business administration and Economics

Preinerstorfer, David (2014): Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators.

Proietti, Tommaso (2008): Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components.

Proietti, Tommaso (2008): Structural Time Series Models for Business Cycle Analysis.

Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies.

Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models.

Puah, Chin-Hong and Habibullah, M.S. and Abu Mansor, Shazali (2008): On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries. Published in: Journal of Money, Investment and Banking No. 2 (2008): pp. 50-62.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Abu Mansor, Shazali (2008): Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5. Published in: Pakistan Journal of Applied Economics , Vol. 18, No. 1 & 2 (2008): pp. 31-47.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Lim, Kian-Ping (2006): Testing long-run neutrality of money: evidence from Malaysian stock market. Published in: The ICFAI Journal of Applied Economics , Vol. V, No. 4 (July 2006): pp. 15-37.

Puah, Chin-Hong and Kueh, Jerome Swee-Hui and Lau, Evan (2007): THE IMPLICATIONS OF EMERGENCE OF CHINA TOWARDS ASEAN-5: FDI-GDP PERSPECTIVE.

Puah, Chin-Hong and Lau, Evan and Tan, Kim Lee (2006): Budget-current account deficits nexus in Malaysia. Published in: The Journal of Global Business Management , Vol. 2, No. 2 (2006): pp. 126-135.

Q

Qian, Hang (2012): A Flexible State Space Model and its Applications.

Qian, Hang (2015): Inequality Constrained State Space Models.

Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.

Qian, Hang (2010): Vector autoregression with varied frequency data.

Quaas, Georg (2020): The reproduction number and its measurement. A critique of the Robert Koch Institute.

Quaas, Georg (2020): The reproduction number and its measurement. A critique of the Robert Koch Institute. Revised.

R

Raheem, Aremu Idowu and Ayodeji, Musa Adebiyi (2016): Analysis of the relationship between Oil price, Exchange rate and Stock market in Nigeria.

Rahooja, Sabbah and Ali, Asif and Ahmed, Jameel and Hussain, Fayyaz and Rifat, Rizwana (2014): Monetary Policy and Bank Hetrogeneity: Effectiveness of Bank Lending Channel in Pakistan.

Ramirez, Francisco (2013): The Relationship Between Credit and Business Cycles in Central America and the Dominican Republic.

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.

Ramu M R, Anantha and Gayithri, K (2016): Fiscal deficit composition and economic growth relation in India: A time series econometric analysis. Published in: ISEC Working Paper , Vol. No-367, No. 367 (15 September 2016): pp. 1-18.

Rao, B. Bhaskara and Tamazian, Artur (2008): A model of growth and finance: FIML estimates for India.

Rao, Nasir Hamid and Bukhari, Syed Kalim Hyder (2010): Asymmetric Shocks and Co-movement of Price Indices. Published in: State Bank of Pakistan Working Paper Sereis (4 February 2011): pp. 1-26.

Rapacciuolo, Ciro (2003): Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana. Published in: CSC Working Paper No. n. 36 - 2003 (June 2003)

Raputsoane, Leroi (2015): Alternative measures of credit extension for countercyclical buffer decisions in South Africa.

Rashid, Abdul (2010): Testing for nonlinear causation between capital inflows and domestic prices.

Rashid, Abdul and Ling, Jeffrey (2009): Fundamentals and Exchange Rates: Evidence from ASEAN-5.

Razzak, Weshah (2006): Explaining the gaps in labour productivity for some developed countries.

Razzak, Weshah (2005): Explaining the gaps in labour productivity in some developed countries. Forthcoming in: Applied Econometrics and International Development (August 2007)

Reda, Cherif and Fuad, Hasanov (2010): Public Debt Dynamics and Debt Feedback.

Reynaerts, Jo and Vanschoonbeek, Jakob (2016): The Economics of State Fragmentation - Assessing the Economic Impact of Secession.

Reynaerts, Jo and Vanschoonbeek, Jakob (2016): The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum.

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2021): Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model.

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2019): Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models.

Rimgailaite, Ramune (2012): Exchange rate modelling for Lithuania and Switzerland.

Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.

Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis.

Roy Trivedi, Smita (2018): Exchange rate volatility: Trader's beliefs and the role of news.

Rubaszek, Michał (2008): Economic convergence and the fundamental equilibrium exchange rate in Poland.

Ruja, Catalin (2014): Macro Stress-Testing Credit Risk in Romanian Banking System.

Rzigui, Lotfi (2005): External shocks and economic fluctuations: evidence from Tunisia.

Rzigui, Lotfi (2005): Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks.

S

Saccal, Alessandro (2022): Confidence and economic activity in Europe. Published in: The IUP Journal of Applied Economics , Vol. XXI, No. 1 (3 January 2022): pp. 55-67.

Saccal, Alessandro (2023): A finite, empirically useless and almost sure VAR representation for all minimal transition equations.

Saccal, Alessandro (2021): A note on gensys’ minimality. Published in: Theoretical and Practical Research in Economic Fields , Vol. XII, No. 1 (23) (30 June 2021): pp. 57-60.

Saccal, Alessandro (2020): A note on minimality in Dynare.

Saeidinezhad, Elham (2014): The International Spillover of Fiscal and Technology Shocks before the Crisis: The case of the UK and Italy.

Saglio, Sophie and López-Villavicencio, Antonia (2012): Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities.

Saglio, Sophie and lopez-villavicencio, antonia (2015): The wage inflation-unemployment curve at the macroeconomic level.

Saha, Malayendu and Bhunia, Amalendu (2012): How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis.

Sahin, Afsin and Tansel, Aysit and Berument, Hakan (2011): Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective.

Saidón, Mariana (2009): Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007).

Salamaliki, Paraskevi (2019): Assessing labor market conditions in Greece: a note.

Salles, Andre Assis de and Oliveira, Erick Meira de (2014): The Relationship between Oil and Brazilian Agricultural Commodities Prices.

Salmsnov, Oleg and Babina, Natalia and Koba, Ekaterina and Koba, Ekaterina and Lopatina, Olga (2017): Efficiency of Monetary Policy Mechanisms Before and After the 2008 Financial Crisis in the Russian Economy. Published in: International Journal of Economic Research , Vol. Vol.14, No. Volume 14 • Number 7 (1 July 2017): pp. 95-108.

Samreth, Sovannroeun (2008): Estimating Money Demand Function in Cambodia: ARDL Approach.

Sandoval Paucar, Giovanny (2019): Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH.

Sanogo, Issa (2008): SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border. Published in: Asian Journal of Agriculture and Development , Vol. 4, No. 1 (2008): pp. 139-156.

Santeramo, Fabio (2021): Price dynamics, LOP and quantile regressions. Forthcoming in: Journal of Agricultural and Resource Economics

Santeramo, Fabio Gaetano (2012): Price transmission in the European tomatoes and cauliflowers sectors.

Santeramo, Fabio Gaetano (2012): Price transmission in the European tomatoes and cauliflowers sectors.

Santeramo, Fabio Gaetano and von Cramon-Taubadel, Stephan (2016): On Perishability and Vertical Price Transmission: empirical evidences from Italy. Forthcoming in: Bio Based Applied Economics No. 2

Sanu, Md Sahnewaz (2018): The Contribution of MSMEs in India’s Total Exports and GDP Growth: Evidence from Cointegration and Causality Tests.

Sanu, Md Sahnewaz (2019): Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence. Published in: Indian Journal of Economics and Development , Vol. 15, No. 3 (September 2019): pp. 331-340.

Sanu, Md Sahnewaz (2019): Re-examining the Environmental Kuznets Curve Hypothesis in India: The Role of Coal Consumption, Financial Development and Trade Openness. Published in: International Journal of Ecology & Development , Vol. 35, No. 3 (2020): pp. 58-76.

Saraogi, Ravi (2008): GDP Forecast for Australia.

Sbaouelgi, Jihène (2015): L’impact de l’Enseignement Supérieur sur la Croissance Economique L'Impact de l'Enseignement Supérieur sur la Croissance Economique Cas de la Tunisie, le Maroc et la Corée du Sud.

Sbia, Rashid and Al Rousan, Sahel (2015): Does Financial Development Induce Economic Growth in UAE? The Role of Foreign Direct Investment and Capitalization.

Sbia, Rashid and Hamdi, Helmi (2013): Are Investment and Saving Cointegrated Evidence From Middle East and North African Countries.

Sbia, Rashid and Hamdi, Helmi (2013): Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy.

Sebri, Maamar and Ben Salha, Ousama (2013): On the causal dynamics between economic growth, renewable energy consumption, CO2 emissions and trade openness: Fresh evidence from BRICS countries.

Sek, Siok Kun and Kapsalyamova, Zhanna (2008): Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries.

Selim, Tarek (1999): Testing the Structural Empirical Dynamics of the Economic Growth Path of Egypt, 1950-1997. Published in: ERF Annual Conference 1999 (October 1999)

Senyuz, Zeynep (2009): Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market. Forthcoming in: Journal of Applied Econometrics No. Forthcoming

Sergio, Brasini and Marzia, Freo and Giorgio, Tassinari (2008): An analysis of the role of liking on the memorial response to advertising.

Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth.

Shahateet, Mohammed and Bdour, Jaber (2010): Consumption of Electricity and Oil in Jordan: A non-parametric analysis using B-splines. Published in: Dirasat, Administrative Sciences , Vol. 37, No. 2 (2010): pp. 557-568.

Shahateet, Mohammed Issa and Al-Majali, Khalid Ali and Al-Hahabashneh, Fedel (2014): Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan. Published in: International Journal of Economics and Finance , Vol. 6, No. 10 (October 2014): pp. 270-279.

Shahbaz, Muhammad and Balcilar, Mehmet and Ozdemir, Zeynel Abidin (2017): Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.

Shahbaz, Muhammad and Jalil, Abdul and Islam, Faridul (2010): Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.

Sharafat, Ali and Hamid, Waqas and Muhammad, Asghar and Raheel Abbas, Kalroo and Muhammad, Ayaz and Mukhtyar, Khan (2013): Foreign Capital and Investment in Pakistan: A Cointegration and Causality Analysis. Published in: Journal of Basic and Applied Scientific Research , Vol. 4, No. 4 (29 April 2014): pp. 217-226.

Shen, Yifan and Shi, Xunpeng and Zeng, Ting (2017): Global Uncertainty, Macroeconomic Activity and Commodity Price.

Shijaku, Gerti (2016): Does bank competition affect bank stability after the global financial crisis?

Shijaku, Gerti (2016): Foreign currency lending in Albania. Published in: (2016)

Shijaku, Gerti (2016): The role of money as an important pillar for monetary policy: the case of Albania. Published in:

Shijaku, Gerti and Kalluci, Irini (2013): Determinants of bank credit to the private sector: The case of Albania. Published in:

Shumilov, Andrei and Sosunov, Kirill (2005): Оценивание равновесного реального обменного курса российского рубля. Published in: Ekonomicheskii zhurnal VShE , Vol. 9, No. 2 (2005): pp. 216-229.

Shvets, Serhii (2017): Internal public debt and economic growth: a case study of Ukraine. Published in: Public and Municipal Finance , Vol. 6, No. 4 (2017): pp. 23-32.

Sikdar, Asaduzzaman and Kundu, Nobinkhor and Khan, Zakir Saadullah (2013): Trade openness and inflation: A test of Romer hypothesis for Bangladesh. Published in: The Journal of Comilla University , Vol. 2, No. 1 (26 December 2013): pp. 85-96.

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.

Simwaka, Kisu (2012): Time varying fractional cointegration.

Sinha, Dipendra (1996): Saving and economic growth in India. Published in: Economia Internazionale , Vol. 49, No. 4 (1996): pp. 637-647.

Sinha, Dipendra and Macri, Joseph (2001): Financial development and economic growth: The case of eight Asian countries. Published in: Economia Internazionale , Vol. 54, No. 2 (2001): pp. 219-234.

Sinha, Pankaj and Agnihotri, Shalini (2014): Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH.

Sinha, Pankaj and Srinivas, Sandeep and Paul, Anik and Chaudhari, Gunjan (2016): Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model.

Sinha Roy, Saikat (2007): Demand and Supply Factors in the Determination of India's Disaggregated Manufactured Exports: A Simultaneous Error-Correction Aprroach.

Skrypnik, Dmitriy (2016): A Macroeconomic Model of the Russian Economy. Published in: "Economics and the Mathematical Methods" , Vol. 3, (September 2016)

Slavescu, Ecaterina and Panait, Iulian (2012): Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry. Forthcoming in: Ovidius University Annals - Economic Sciences Series , Vol. 12, No. 1 (2012)

Slimani, Slah and Bakari, Sayef and Othmani, Abdelhafidh (2015): Croissance et Soutenabilité de la Dette Extérieure Tunisienne pour la Période 1970-2012 : Une Analyse Dynamique.

Stanova, Nadja (2015): Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback.

Stanova, Nadja (2015): Fiscal discretion, growth and output volatility in new EU member countries.

Stavarek, Daniel (2007): Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective.

Stavarek, Daniel (2010): Determinants of the exchange market pressure in the euro-candidate countries.

Stavarek, Daniel (2006): Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach. Published in: Investment Management and Financial Innovations , Vol. 4, No. 3 (2007): pp. 80-94.

Stavarek, Daniel (2008): Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective. Published in: South East European Journal of Economics and Business , Vol. 3, No. 2 : pp. 7-18.

Stavarek, Daniel (2004): Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions. Published in: Finance a úvěr - Czech Journal of Economics and Finance , Vol. 55, No. 3-4 (2005): pp. 141-161.

Stavarek, Daniel and Dohnal, Marek (2009): Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model. Published in: Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings. Tallinn, 14-16 June 2009. ISBN 978-9949-430-28-4.

Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.

Stepanenko, Bohdana (2011): ОЦІНКА ВПЛИВУ ЕЛЕМЕНТІВ ФІНАНСОВОГО МЕХАНІЗМУ НА СТАНОВЛЕННЯ ТА РОЗВИТКУ ЗЕЛЕНОГО БІЗНЕСУ В ЄВРОПІ. Published in: Науковий вісник Чернівецького університету: Економіка , Vol. 579-58, (2011): pp. 165-170.

Stepanenko-Lypovyk, Bohdana (2012): МОДЕЛЬНА ОЦІНКА ВПЛИВУ ЕЛЕМЕНТІВ ФІНАНСОВОГО МЕХАНІЗМУ ЗЕЛЕНОГО БІЗНЕСУ НА ОСНОВНІ МАКРОІНДИКАТОРИ. Published in: Ефективна еконмоіка (March 2012)

Stevans, Lonnie (2007): The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach.

Stevans, Lonnie and Sessions, David (2008): Speculation, Futures Prices, and the U.S. Real Price of Crude Oil.

Storti, Giuseppe and Wang, Chao (2022): A multivariate semi-parametric portfolio risk optimization and forecasting framework.

Stuermer, Martin (2022): Non-Renewable Resource Extraction over the Long Term: Empirical Evidence from Global Copper Production.

Su, Yongyang and Lau, Chi Keung Marco and Tan, Na (2013): Hedging China’s Energy Oil Market Risks.

Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

Sun, David and Lin, William T. and Nieh, Chien-Chung (2007): Long run credit risk diversification: empirical decomposition of corporate bond spreads. Published in: Review of Securities and Futures Markets , Vol. 2, No. 20 (July 2008): pp. 135-187.

Sun, Zhuowei and Dunne, Peter G. and Li, Youwei (2015): Price Discovery in the Dual-Platform US Treasury Market.

Syed Abul, Basher and Lawrence M., Kessler and Murat K., Munkin (2017): Bank capital and portfolio risk among Islamic banks.

Syed Muhammad, Atif and Sardar, Mohazzam (2012): Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!

Szarowska, Irena (2011): Development and the cyclicality of government spending in the Czech Republic. Published in: Proceedings of the 29th international conference on mathematical methods in economics. No. Prague: Professional Publishing, WOS:000309074600111 (2011): pp. 671-676.

Szarowska, Irena (2011): Development and the cyclicality of government spending in the Czech Republic.

Szarowska, Irena (2013): Relationship between government expenditure and output in the problematic regions in the European Union. Published in: Economy of region No. 4 (December 2013): pp. 190-199.

T

Taboga, Marco (2008): Macro-finance VARs and bond risk premia: a caveat.

Takumah, Wisdom (2014): The Dynamic Causal Relationship between Government Revenue and Government Expenditure Nexus in Ghana.

Tan, Fei (2018): A Frequency-Domain Approach to Dynamic Macroeconomic Models.

Tang, Bo (2014): Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach. Published in: China Economic Review , Vol. 34, (July 2015): pp. 293-310.

Tang, Chor Foon (2015): Medical Tourism and Its Implication on Malaysia's Economic Growth.

Tang, Chor Foon (2011): Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples.

Tang, Chor Foon (2008): A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth. Published in: International Journal of Management Studies , Vol. 15, No. Bumper Issue (2008): pp. 47-67.

Tang, Chor Foon and Shahbaz, Muhammad (2011): Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis.

Theophilopoulou, Angeliki (2018): The impact of macroeconomic uncertainty on inequality: An empirical study for the UK.

Thomadakis, Apostolos (2016): Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence.

Tiwari, Aviral and Shahbaz, Muhammad (2010): Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India.

Tiwari, Aviral and Shahbaz, Muhammad and Shabbir, Muhammad (2011): Is per capita GDP non-linear stationary in SAARC countries?

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.

Todd, Prono (2009): Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique.

Toledo, Wilfredo (2010): Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico.

Tomić, Bojan and Sesar, Andrijana (2015): Interdependence of Industrial Production Index and capital market in Croatia: VAR model. Published in: Journal of Accounting and Management , Vol. V, No. 1 (June 2015): pp. 17-32.

Tonni, Lorenzo (2022): Business cycle and factor income shares: a VAR sign restriction approach.

Tsyplakov, Alexander (2010): The links between inflation and inflation uncertainty at the longer horizon.

Tumala, Mohammed M and Olubusoye, Olusanya E and Yaaba, Baba N and Yaya, OlaOluwa S and Akanbi, Olawale B (2017): Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks.

Tunio, Mohsin Waheed (2023): What Explains the Volatility in Pakistan’s Sovereign Bond Yields?

Tursoy, Turgut and Faisal, Faisal and Berk, Niyazi and Shahbaz, Muhammad (2018): How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL.

U

UMBA, Gilles Bertrand (2017): Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo.

Ucal, Meltem and Bilgin, Mehmet Huseyin (2009): Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration.

Ucal, Meltem and Bilgin, Mehmet Hüseyin and Haug, Alfred A. (2014): Income Inequality and FDI: Evidence with Turkish Data.

Uduji, Joseph and Okolo-Obasi, Elda and Asongu, Simplice (2020): Oil Extraction in Nigeria’s Ogoniland: the Role of Corporate Social Responsibility in Averting a Resurgence of Violence. Published in: Resources Policy , Vol. 70, No. March (March 2021): p. 101927.

Umer, Shahzad and Buhari, Dogan and Avik, Sinha and Zeeshan, Fareed (2020): Does Export product diversification help to reduce energy demand: Exploring the contextual evidences from the newly industrialized countries. Published in: Energy , Vol. 214, (2021): p. 118881.

Upreti, Priyanka and Handa, Akanksha and Chaudhari, Dipak and Ghosh, Saurabh (2021): A Composite Indicator of Realty Sector Activity in India.

Urom, christian and Guesmi, Khaled and abid, ilyes and Dagher, Leila (2020): Dynamic integration and transmission channels among interest rates and oil price shocks. Published in: The Quarterly Review of Economics and Finance (2021): pp. 1-22.

V

Valdivia Coria, Joab Dan and Valdivia Coria, Daney David (2019): Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006.

Van, Germinal (2022): An Empirical Analysis of the Socioeconomic Status of Blacks on Police Treatment and Arrests: A Granger Causality Approach.

Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.

Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?

Vazquez, Miguel and Barquín, Julián (2009): Representing the effects of oligopolistic competition on risk-neutral prices in power markets.

Vecchione, Gaetano (2010): Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007.

Venier, Guido (2007): A new Model for Stock Price Movements. Published in: Journal of Applied Economic Sciences , Vol. 3, No. 3 (November 2008): pp. 327-347.

Vespignani, Joaquin L. (2012): The industrial impact of monetary shocks during the inflation targeting era in Australia.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vázquez, Miguel and Sánchez-Úbeda, Eugenio F. and Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets.

W

Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Waheed, Muhammad (2007): Central bank intervention, sterilization and monetary independence: the case of Pakistan.

Wakamatsu, Hiroki and Miyata, Tsutomu (2014): Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?

Wasim, Ahmad and Bandi, Kamaiah (2011): Identifying regime shifts in Indian stock market: A Markov switching approach.

Weaver, Robert D and Natcher, William C (2000): Commodity Price Volatility under New Market Orientations.

Weber, Enzo (2006): Common and uncommon sources of growth in Asia Pacific.

Weber, Enzo (2007): Economic Integration and the Foreign Exchange.

Weber, Enzo (2007): Regional and Outward Economic Integration in South-East Asia.

Weber, Enzo (2007): Who Leads Financial Markets?

Wesselbaum, Dennis (2014): Fiscal and Monetary Policy Interactions in New Zealand.

Westerlund, Joakim and Basher, Syed A. (2006): Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?

Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling

Westerlund, Joakim and Basher, Syed A. (2007): Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data. Forthcoming in: Environmental and Resource Economics

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.

X

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, Jack (2022): Beyond Merton: Multi-Dimensional Balance Sheet in Default Modeling.

Y

Yadav, Jayant (2020): Flight to Safety in Business cycles.

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

Yang, Zixiu and Fantazzini, Dean (2022): Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. Forthcoming in: Information

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 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.

Yildirim, Yusuf and Sanyal, Anirban (2021): Financial Stress and Effect on Real Economy: The Turkish Experience.

Yilmaz, Tolgahan (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange.

Yin, Ming (2015): Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation.

Yusifzada, Tural (2022): Response of Inflation to the Climate Stress: Evidence from Azerbaijan. Published in: Central Bank of the Republic of Azerbaijan, Working Paper Series No. 02/2022 (January 2023): pp. 1-28.

Yves, Togba Boboy and Yoon, Seong-Min (2018): Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries.

Yıldırım, Durmuş Çağrı and Çevik, Emrah İsmail (2017): Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi. Published in: Finans Politik & Ekonomik Yorumlar , Vol. 625, No. 54 (March 2017): pp. 41-51.

Yıldırım, Metin and Korap, Levent (2012): Testing the Lucas critique for the Turkish money demand function. Published in: İktisat, İşletme ve Finans , Vol. 318, No. 27 (2012): pp. 57-82.

Z

ZAREEN, SHUMAILA and Qayyum, Abdul (2014): An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth. Published in: Research Journal Social Science , Vol. 4, No. 1 (2015): pp. 61-80.

Zafar, Sabahat and Butt, Muhammad Sabihuddin (2008): Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan.

Zaghini, Andrea and Bencivelli, Lorenzo (2012): Financial innovation, macroeconomic volatility and the great moderation. Forthcoming in: modern economy , Vol. 3, No. 5 (2012)

Zaman, Khalid (2023): A Note on Cross-Panel Data Techniques. Published in: Latest Developments in Econometrics , Vol. 1, No. 1 (24 January 2023): pp. 1-7.

Zandile, Zezethu and Phiri, Andrew (2018): FDI as a contributing factor to economic growth in Burkina Faso: How true is this?

Zanetti Chini, Emilio (2010): Updating the PPP puzzle: should we use nonlinear models?

Zeren, Fatma and Korap, Levent (2010): A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach. Published in: Panoeconomicus , Vol. 2010, No. 2 (2010): pp. 173-188.

Zikidou, Stavroula and Hadjidema, Stamatina (2019): Households Health Expenditure in interannual correlation with Public Health Expenditure in Greece.

Zipitria, Leandro (2010): New Directions in Price Test for Market Definition.

Zouabi, Oussama (2012): Changement climatique, agriculture et croissance économique :Une modélisation VAR.

Zouri, Stéphane (2019): Synchronisation des chocs d'offre et de demande dans la Communauté Economique des Etats de l'Afrique de l'Ouest (CEDEAO).

Zubarev, Andrey and Kirillova, Maria (2022): Оценивание влияния внешних шоков на российскую экономику с помощью модели GVAR.

Zubarev, Andrey and Kirillova, Maria (2021): Эконометрическая оценка влияния шоков на рынке нефти на макроэкономические показатели Российской Федерации с помощью GVAR моделирования.

Ü

Ülke, Volkan (2015): The Degree of Currency Substitution and Exchange Rate Pass-Through.

Ülke, Volkan and Ergun, Ugur (2013): The Relationship between Consumer Price and Producer Price Indices in Turkey. Published in: International Journal of Academic Research in Economics and Management Sciences , Vol. vol. 3, No. No. 1 (22 February 2014): pp. 205-2022.

This list was generated on Wed Dec 11 14:09:56 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.