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Notes, Comments and Preliminary results |
| Jun 30 2025 |
Guglielmo Maria Caporale , Luis Alberiko Gil-Alana and Sakiru Solarin |
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Persistence in US real personal consumption expenditure: durable versus non-durable goods |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Soo Khoon Goh , Yanru Yu , Chung Yan Sam and Tuck Cheong Tang |
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Purchasing power parity (PPP) in developed countries: updated evidence from multivariate ARDL unit root test |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Hiroshi Gunji and Kazuki Miura |
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Re-examination of monetary policy using a shift-share regressor and instrumental variables |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2024 |
Maria Noelia Romero |
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Lessons from the application of the Instrumental Variable (IV) research design to sudden immigration shocks |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Jarle Aarstad and Olav A. Kvitastein |
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Unpacking how wages cause changes in consumer prices by analyzing monthly data with long lags |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Håvard Hungnes , Terje Skjerpen , Jørn Ivar Hamre and Xiaoming Chen Jansen |
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Implications of not controlling for known events in seasonal adjustment |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Yann Kossi |
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Productivity and selection effects in French economics departments |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Boniface Yemba , Yi Duan and Nabaneeta Biswas |
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Government spending news and stock price index |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Christian Pierdzioch , Sebastian Rohloff and Roland von Campe |
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The stance of U.S. monetary policy and the realized variance of gold-price returns |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Zeineb Gouasmi and Riadh El Ferktaji |
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Detecting and date-stamping unsustainability: The case of Tunisian Budget Deficit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Houda Badri and Saïd Souam |
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Inequality, education and democracy in Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Jean-François Verne |
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Forecast the inflation rate in Lebanon: The use of the artificial neural networks method |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Sébastien Charles |
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Fiscal multipliers and policies in France and Italy: What has happened in the decade after the Great Recession? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
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Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Guillermo Peña and Fernando Sanz-Gracia |
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Zipf's exponent and Zipf's law in the BRICS: a rolling sample regressions approach |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 29 2021 |
Hiroaki Masuhara |
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Multi-episode count data estimation for health care demand |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 29 2021 |
Iacopo Grassi and Claudia Cantabene |
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R&D cooperation and choice of partner, in high and low-tech industries. Evidence from Italian firms. |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2021 |
Sinda Hadhri |
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Fear of the Coronavirus and Cryptocurrencies' returns |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Fumitaka Furuoka |
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Testing hysteresis in unemployment using artificial network (ANN) unit root test
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Thiernaud T. D. Behanzin and Mamadou A. Konte |
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Impact of trade openness on the budget balance in WAEMU |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Elie Bouri , Rangan Gupta , Chi keung marco Lau and David Roubaud |
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Risk aversion and Bitcoin returns in extreme quantiles |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Manuel Carlos Nogueira and Mara Madaleno |
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New evidence of competitiveness based on the global competitiveness index |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2021 |
Flavio Vilela Vieira and Cleomar Gomes da Silva |
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What drives export performance in the BRICS countries? An ARDL investigation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 10 2021 |
Andrew Phiri |
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Beyond the chains: Slavery and Africa's wealth gap with the world |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 31 2020 |
Georg Stadtmann , Christian Pierdzioch and Timo Schöber |
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Law of one price: BigMac versus Fortnite - A Note |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 23 2020 |
Robert F. Phillips |
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The equivalence of two-step first difference and forward orthogonal deviations GMM |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2020 |
Harry Aginta |
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Does the law of one price hold in 82 Indonesian cities? Evidence from club convergence approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 24 2020 |
Ba Chu and Shafiullah Qureshi |
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Predicting the COVID-19 pandemic in Canada and the US |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 24 2020 |
Olivier Darne and Amelie Charles |
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Nowcasting GDP growth using data reduction methods: Evidence for the French economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 24 2020 |
Bopjun Gwak |
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Long-term Inflation Expectations and Central Bank Credibility |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2020 |
Frederique Bec and Melika Ben Salem |
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An asymmetrical overshooting correction model for G20 nominal effective exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 18 2020 |
Cyriac Guillaumin , Salem Boubakri and Alexandre Silanine |
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Do commodity price volatilities impact currency misalignments in commodity-exporting countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 29 2020 |
Masaya Nishihata and Taisuke Otsu |
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Conditional GMM estimation for gravity models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2020 |
Michael Polemis and Thanasis Stengos |
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The impact of state aid on economic growth |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 05 2020 |
Adeola Oyenubi |
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A note on Covariate Balancing Propensity Score and Instrument-like variables |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 05 2020 |
Tauã Vital , Daniel Morais De Souza and Jessica Faciroli |
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Unemployment, poverty and police performance: an ARDL analysis of crime in São Paulo |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 13 2019 |
Jochen Hartwig |
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Further insights into 'Baumol's disease' in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2019 |
Clark Lundberg |
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Identifying horizon-based heterogeneity in the cross section of portfolio returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 26 2019 |
Amélie Charles and Olivier Darné |
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Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 25 2019 |
Brantly Callaway and Weige Huang |
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Local Intergenerational Elasticities |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 27 2018 |
Mohammad Ariful Islam and Seiichi Fukui |
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The influence of share tenancy contracts on the cost efficiency of rice production during the Bangladeshi wet season |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2018 |
Jean-Pascal Bassino , Celine Gimet and Stephane Quefelec |
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Climate and output variability in the Euro-Mediterranean region, 1950-2000 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 07 2018 |
Harri Pönkä |
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Sentiment and sign predictability of stock returns |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 23 2018 |
Martin Becker , Stefan Klößner and Gregor Pfeifer |
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Cross-Validating Synthetic Controls |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
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Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2017 |
Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari |
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Is there any convergence in health expenditures across EU countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Burkhard Raunig |
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Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 31 2017 |
Nabil Alimi and Nabil Aflouk |
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The threshold effect of oil-price shocks on economic growth |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Amba Oyon Claude Marius , Taoufiki Mbratana and Kane Gilles Quentin |
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Assessing the current account sustainability in ECCAS economies: A dual cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 04 2017 |
Ya-Wen Lai |
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Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 20 2017 |
Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang |
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Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2016 |
Daniel Melser |
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Prices over the business cycle: micro-level evidence from scanner data |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 03 2016 |
Antonio Rodríguez Andrés and Raufhon Salahodjaev |
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Do cognitive able societies nurture entrepreneurs? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 03 2016 |
Athanasios Lapatinas |
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Economic complexity and human development: a note |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 22 2016 |
Dirk Ulbricht |
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It is not structural breaks that earn average forecasts their fame |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 11 2016 |
Emna Trabelsi |
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What effects exert Economic Globalization and Central Bank Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 11 2016 |
G P Girish and Aviral Kumar Tiwari |
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A comparison of different univariate forecasting models forSpot Electricity Price in India |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2016 |
Komain Jiranyakul |
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Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 13 2015 |
Omid Ranjbar and Zahra (Mila) Elmi |
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Analyzing the effect of financial development and trade openness on income convergence |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2015 |
Yaya Keho |
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Is Foreign Direct Investment Good or Bad for the Environment? Times Series Evidence from ECOWAS Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2015 |
Wenjie Wang and Qingfeng Liu |
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Bootstrap-based Selection for Instrumental Variables Model |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 13 2015 |
Naomi Motlhasedi and Andrew Phiri |
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The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2015 |
Jacques Jaussaud , Sophie Nivoix and Serge Rey |
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The Great East Japan Earthquake and Stock Prices |
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Abstract Contact Information Citation Full Text - Note |
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| May 14 2015 |
Antonio Palestrini and Mauro Gallegati |
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Unbiased Adaptive Expectation Schemes |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2015 |
Ang Sun , Rui Wang and Zhaoguo Zhan |
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A medal share model for Olympic performance |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 22 2015 |
Siddhartha Bandyopadhyay , Samrat Bhattacharya and Rudra Sensarma |
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An analysis of the factors determining crime in England and Wales: A quantile regression approach |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2015 |
Fábio Gomes and Lourenço Paz |
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Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 05 2014 |
Juan carlos Cuestas and Barry Harrison |
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Unemployment hysteresis in the EU15: Has anything changed? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 05 2014 |
Alexandru Todea and Andrei Rusu |
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Liquidity, information and market efficiency: an intraday approach on a frontier stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 13 2014 |
Arcade Ndoricimpa and Esther Leah Achandi |
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Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2014 |
Jan-Moritz Hohn |
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If you call it a wave: system parameters of merger waves - a wave pattern analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 20 2014 |
Julia Bersch and Tara M. Sinclair |
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Statistical versus economic output gap measures: evidence from Mongolia |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Kien C Tran |
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Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 23 2014 |
Kuang-Liang Chang and Ming-Hui Yen |
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The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 31 2014 |
Khaled GUESMI and Salma FATTOUM |
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The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
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BRICS countries: real interest rates and long memory |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 28 2014 |
Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar |
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Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? |
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Abstract Contact Information Citation Full Text - Comment |
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| Jan 06 2014 |
Alexander Ludwig |
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What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2013 |
Alexander Ludwig |
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Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2013 |
Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik |
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A panel cointegration analysis of the exchange rate pass-through |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2013 |
Junsoo Lee and Mark C. Strazicich |
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Minimum LM unit root test with one structural break |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 03 2013 |
Frederique Bec and Marie Bessec |
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Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2013 |
Luis a. Gil-alana and Liang Jiang |
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Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 21 2013 |
Jean-pierre Allegret and Sana Azzabi |
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Financial development, threshold effects and convergence in developing and emerging countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 03 2013 |
Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez |
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Long-run relationship with shifts between Mexican current account revenues and expenditures |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2012 |
Mingming Jiang |
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On the Performance of Foreign Direct Investment in China: 1981-2004 |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
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Does noncausality help in forecasting economic time series? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2012 |
Gabriella Legrenzi and Costas Milas |
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Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 05 2012 |
Olivier Darné and Amélie Charles |
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A note on the uncertain trend in US real GNP: Evidence from robust unit root tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 06 2012 |
Chieh-hsuan Wang , Chien-ping Chung and Jen-Te Hwang |
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Hedonic and GMM Estimates of the Relationship between House Prices and Rents in Taiwan |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
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Quantiles autocorrelation in stock markets returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 15 2012 |
Coro Chasco and Julie Le Gallo |
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Hierarchy and spatial autocorrelation effects in hedonic models. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 14 2012 |
David Coyne and Chih-ming Tan |
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Do political institutions yield multiple growth regimes? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 17 2012 |
Sheng-Pin Hsueh and Wei-Ming Lee |
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A revisit to the relationship between patents and R&D using empirical likelihood estimation |
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Abstract Contact Information Citation Full Text - Note |
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