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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.
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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
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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.
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Foresti, Pasquale (2007): Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis.
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Francisco, Ramirez (2011): Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana.
Francq, Christian and Zakoian, Jean-Michel (2024): Finite moments testing in a general class of nonlinear time series models.
Francq, Christian and Jiménez Gamero, Maria Dolores and Meintanis, Simos (2015): Tests for sphericity in multivariate garch models.
Francq, Christian and Meintanis, Simos (2012): Fourier--type estimation of the power garch model with stable--paretian innovations.
Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.
Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.
Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.
Francq, Christian and Zakoian, Jean-Michel (2019): Virtual Historical Simulation for estimating the conditional VaR of large portfolios. Forthcoming in: Journal of Econometrics
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bivariate causality analysis between FDI inflows and economic growth in Ghana.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships. Forthcoming in: American Journal of Applied Sciences
Fuentes-Albero, Cristina (2007): Technology Shocks, Statistical Models, and The Great Moderation.
Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.
Fugarolas Álvarez-Ude, Guadalupe and Matesanz Gómez, David (2005): Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso.
Fugarolas Álvarez-Ude, Guadalupe and Mañalich Gálvez, Isis and Matesanz Gómez, David (2008): EMPIRICAL EVIDENCE OF THE BALANCE OF PAYMENTS CONSTRAINED GROWTH IN CUBA. THE EFFECTS OF COMERCIAL REGIMES SINCE 1960.
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.
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Gabriel, Ricardo Duque and Pessoa, Ana Sofia (2020): Adopting the Euro: a synthetic control approach.
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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)
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Garratt, Anthony and Petrella, Ivan and Zhang, Yunyi (2022): Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts.
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Gbaguidi, David Sedo (2011): Regime switching in a new Keynesian Phillips Curve with non-zero steady-state inflation Rate.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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.
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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)
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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
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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.
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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.
Ibanez, Francisco and Urga, Giovanni (2024): Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach.
Idrovo Aguirre, Byron and Caro S., Juan Carlos (2008): Indicadores de Actividad para la Inversión en Infraestructura y Vivienda. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 51, No. 51 (30 January 2009): pp. 1-29.
Idrovo Aguirre, Byron and Tejada, Mauricio (2010): Modelos de predicción para la inflación de Chile. Published in: Cámara Chilena de la Construcción. Documentos de trabajo (29 March 2010)
Iiboshi, Hirokuni and Iwata, Yasuharu and Kajita, Yuto and Soma, Naoto (2019): Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model.
Iiboshi, Hirokuni and Nishiyama, Shin-Ichi and Watanabe, Toshiaki (2006): An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis.
Iiboshi, Hirokuni and Umeda, Masanobu and Wakita, Shigeru (2008): Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis.
Iiboshi, Hirokuni and Wakita, Shigeru (2004): Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan.
Iqbal, Javed (2011): Forecasting Performance of Alternative Error Correction Models.
Iqbal, Javed and Nadeem, Khurram (2006): Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan. Published in: Pakistan Economic and Social Review , Vol. 44, No. 1 (June 2006): pp. 39-56.
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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.
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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.
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.
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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.
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.
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.
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.
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.
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.
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.
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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