Sep 30 2025 Helder Rojas , Macavilca Tello Bartolome , Kevin Fernandez and Oscar Cutipa-Luque   Dynamic interconnections between corruption and economic growth   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2025 Marcelo Arbex , Marcio Correa and Marcos Magalhaes   The economic implications of corruption dynamics   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2024 Boumediene Souiki and Françoise Seyte   Liquidity on Eurozone stock markets: A non-linear approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Jean-François Verne   Forecast the inflation rate in Lebanon: The use of the artificial neural networks method   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Chiara Casoli , Luca Pedini and Francesco Valentini   Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 30 2020 Soonho Kim   Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 14 2020 Frederique Bec and Melika Ben Salem   An asymmetrical overshooting correction model for G20 nominal effective exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2017 Ralf Dewenter and Ulrich Heimeshoff   Predicting Advertising Volumes Using Structural Time Series Models: A Case Study   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi   Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 05 2016 Stephen Norman   Attractor misspecification and threshold estimation bias   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2015 Katsuhiro Sugita   Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2015 Luisa Bisaglia and Margherita Gerolimetto   Forecasting integer autoregressive processes of order 1: are simple AR competitive?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 11 2012 Henri Nyberg , Markku Lanne and Erkka Saarinen   Does noncausality help in forecasting economic time series?   Abstract  Contact Information  Citation  Full Text  -  Note   May 17 2012 Yunmi Kim   Autoregressive conditional beta   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi   The fractional integrated bi- parameter smooth transition autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 25 2011 Tiziana Caliman and Enrico di Bella   Spatial Autoregressive Models for House Price Dynamics in Italy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 09 2011 Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee   Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 21 2010 Matthew J. Holian and Ali M. Reza   The persistence of accounting versus economic profit   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang   Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 13 2009 Md abdul Wadud   Financial development and economic growth: a cointegration and error-correction modeling approach for south Asian countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2009 Qaiser Munir and Kasim Mansur   Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2008 Katsuhiro Sugita   Bayesian analysis of a vector autoregressive model with multiple structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   May 23 2006 Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew   Estimation of the Autoregressive Order in the Presence of Measurement Errors   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2005 Jean-Claude Maswana   Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2005 Boriss Siliverstovs   The Bi-parameter Smooth Transition Autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note