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Munich Personal RePEc Archive

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

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Number of items at this level: 1194.

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 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.

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.

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

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

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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.

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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)

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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)

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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.

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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.

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

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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.

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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.

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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.

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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.

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.

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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.

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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 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.

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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.

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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.

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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.

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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.

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

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

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

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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.

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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.

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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)

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

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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?

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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