Notes, Comments and Preliminary results Mar 30 2024 Yang Mestre Zhou and Roman Mestre   A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Ange Nsouadi and Virginie Terraza   The multi-scale analysis of dynamic transmission volatility of carbon prices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Aditya Sekhar Das , Arya Gangopadhyay and Zakir Husain   Heterogeneity, incomplete information and efficiency: a longitudinal study of a students' network   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2023 Guilherme Amorim and Marcelo E. A. Silva   Governance and growth: A panel VAR approach.   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2023 Jamel Jouini   New evidence on financial integration in Latin America   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2023 Pratyush Raychaudhuri   A gravity model analysis for the renewable energy trade potential in India, South Asia and Southeast Asia   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2023 Christian Pierdzioch , Sebastian Rohloff and Roland von Campe   The stance of U.S. monetary policy and the realized variance of gold-price returns   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Christian Pierdzioch   A bootstrap test of the time-varying efficiency of German growth forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Adilson de Oliveira , Susan Schommer and Ledson L. G. da Rosa   Oil price volatility: impacts in the Brazilian economy   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Guglielmo Maria Caporale , Juan Infante , Luis Gil-Alana and Raquel Ayestaran   Inflation persistence in Europe: the effects of the covid-19 pandemic and of the Russia-Ukraine war   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Yu Wang and Yao Luo   SpMV approaches to dynamic discrete choice models with limited transition   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Tucker S McElroy   Stationary parameterization of GARCH processes   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Yuta Kurose   Bayesian GARCH modeling for return and range   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Poomthan Rangkakulnuwat and Rungravee Weravess   The gravity model for rice exports: The cases of India and Thailand   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 20 2022 Stephen Bazen and Jean-marie Cardebat   Why have Bordeaux wine prices become so difficult to forecast ?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2022 Ngo Thai Hung   The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 20 2022 Binh Thai Pham   Sectoral consumer price synchronization: evidence from an emerging ASEAN economy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin   Does global financial cycle drive systemic risk?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Juan G Brida , Bibiana Lanzilotta and Lucia I Rosich   On the empirical relations between producers expectations and economic growth   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Salvatore Caruso and Giuseppe Pernagallo   On the efficiency of online soccer betting markets: a new methodology based on symbolic series   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Kavita Sardana   Double truncation in choice-based sample: An application of on-site survey sample   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Timothy E. Zimmer , Allison Snyder and Lawrence Bukenya   American Baseball Fans Do Not Influence Game Outcomes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Pål Børing , Arne Martin Fevolden and André Lynum   Skills for the future – forecasting firm competitiveness using machine learning methods and employer–employee register data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 30 2020 Elena Lagomarsino   A graphical approach to select the nested structure of a CES function   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 12 2020 Jamiil Jeetoo   Healthcare Expenditure and Baumol Cost Disease in Sub-Sahara Africa   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2020 Ba Chu and Shafiullah Qureshi   Predicting the COVID-19 pandemic in Canada and the US   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan   Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Anoop S Kumar   Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 18 2020 Zameelah Khan Jaffur , Boopen Seetanah and Noor-Ul-Hacq Sookia   A cross-country analysis of the determinants of the real effective exchange rate in fifteen Sub-Saharan African countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 02 2020 Joseph Siani   International remittances, poverty and growth into WAEMU countries: evidence from panel cointegration approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 05 2020 Gianni Betti , Antonella D'Agostino , Giulio Ghellini and Sergio Longobardi   Measuring the impact of financial crisis on quality of life in Europe   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 18 2019 Bhushan P Jangam and Vaseem Akram   Does participation in global value chain foster export concentration?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 12 2019 Adam J. Check , Anna K Nolan and Tyler C. Schipper   Forecasting GDP Growth using Disaggregated GDP Revisions   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 03 2019 Mikhail Stolbov   Was there a bubble in the ICO market?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2019 Xiaojie Xu   Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 11 2019 Manuela Coromaldi , Alessandra Garbero and Marco Letta   Recovering the counterfactual as part of ex-ante impact assessments: an application to the PASIDP – II project in Ethiopia   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Jean-Michel Sahut and Faten Ben Bouheni   Profitability and Risk-Taking Among Cooperative Banks in the Eurozone   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 19 2019 Avik Sinha   Revisiting the growth-emission feedback mechanism: a note on contradicting results   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 16 2019 Dweepobotee Brahma and Debasri Mukherjee   India's Universal Immunization Program: a lesson from Machine Learning   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 02 2019 Anna Bussu , Claudio Detotto and Peter Leadbetter   Understanding the influence of guilt, loss and self-awareness on gambling behaviour   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 02 2018 José César Cruz Junior , Daniel H D Capitani and Rodrigo L F Silveira   The effect of Brazilian corn and soybean crop expansion on price and volatility transmission   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2018 Roman Mestre and Michel Terraza   Time-Frequency varying beta estimation -a continuous wavelets approach-   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 21 2018 Nicoleta Iliescu   Long-run co-movements between oil prices and rig count in the presence of structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 28 2018 Enzo Weber and Roland Weigand   Identifying macroeconomic effects of refugee migration to Germany   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2018 Martin Becker , Stefan Klößner and Gregor Pfeifer   Cross-Validating Synthetic Controls   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 24 2018 Doris A. Oberdabernig   Determinants of IMF lending: How different is Sub-Saharan Africa?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka   Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2017 Vicente German-Soto , Luis Gutierrez Flores and Hector Alonso Barajas Bustillos   An analysis of the relationship between infrastructure investment and economic growth in Mexican urban areas, 1985-2008   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   Jun 05 2017 Fei Tan   Interpreting rational expectations econometrics via analytic function approach   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2017 Helton Saulo and Jeremias Leão   On log-symmetric duration models applied to high frequency financial data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 05 2017 Nidhal Mgadmi and Khemaies Bougatef   Modeling volatility of the French stock market   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2017 Mustafa U. Karakaplan and Levent Kutlu   Handling Endogeneity in Stochastic Frontier Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Cleiton Silva de Jesus , Thiago Rios Lopes and Silvana Dantas Guimarães   Monetary policy credibility and inflation in an emerging economy   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Antonio Ribba   What Drives US Inflation and Unemployment in the Long Run?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 20 2017 René Cabral , Luciano Ayala and Victor Hugo Delgado   Residential Water Demand and Price Perception under Increasing Block Rates   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 10 2016 Manel Hamdi , Chaker Aloui and Santosh kumar Nanda   Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev   Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Cleomar Gomes da silva and Flavio V. Vieira   Monetary policy decision making: the role of ideology, institutions and central bank independence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Aug 24 2016 Muhammad Shahbaz , Aviral Kumar Tiwari and Saleheen Khan   Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 11 2016 Katsuhiro Sugita   Bayesian inference in Markov switching vector error correction model   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 08 2016 Afees A. Salisu   Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2016 Andreza A Palma   Natural interest rate in Brazil: further evidence from an AR-trend-bound model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 22 2016 Dirk Ulbricht   It is not structural breaks that earn average forecasts their fame   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 11 2016 Akimitsu Inoue   Density estimation based on pointwise mutual information.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 14 2016 Jungho Baek   Analyzing a Long-Run Relationship between Exports and Imports Revisited: Evidence from G-7 Countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 28 2016 Roman Matkovskyy   Arbitrary temporal heterogeneity in time of European countries panel model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 18 2015 Walid Chkili   Gold–oil prices co-movements and portfolio diversification implications   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 18 2015 Joao Tovar Jalles   How Quickly is News Incorporated in Fiscal Forecasts?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Pavel Yakovlev and David Gilson   Public Trust and Press Freedom   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 03 2014 Jamal Bouoiyour and Refk Selmi   The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 06 2014 Chandan Sharma and Sunny K Singh   Determinants of International Reserves: Empirical Evidence from Emerging Asia   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2014 Marcelo Griebeler   Models for forecasting exchange rate volatility: a comparison between developed and emerging countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 04 2014 Aviral Kumar Tiwari , Claudiu T Albulescu and Phouphet Kyophilavong   A comparison of different forecasting models of the international trade in India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 30 2014 Manel Hamdi and Sami Mestiri   Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 06 2014 Alexander Ludwig   What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 19 2013 Vipin Arora   Comparisons of Chinese and Indian Energy Consumption Forecasting Models   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 22 2013 Gazi Salah Uddin and Aviral Kumar Tiwari   Measuring co-movement of oil price and exchange rate differential in Bangladesh   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2013 Helmi Hamdi and Rashid Sbia   The relationship between natural resources rents, trade openness and economic growth in Algeria   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 14 2013 Helmi Hamdi , Rashid Sbia , Hakimi Abdelaziz and Wafa Khlaifia hakimi   Multivariate Granger causality between foreign direct investment and economic growth in Tunisia   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 12 2013 Helmi Hamdi   Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 12 2013 Afees Salisu , Idris Ademuyiwa and Basiru Fatai   Modelling the Demand for Money in Sub-Saharan Africa (SSA)   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 04 2013 Ertan Oktay and Giray Gozgor   Estimation of disaggregated import demand functions for Turkey   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 08 2013 Rosemarie Bröker Bone and Eduardo P Ribeiro   Informational content of corporate ratings in a developing country: the case of Brazilian firms   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 20 2012 Nwosu O. Emmanuel , Fonta M. William , Aneke Gladys and Yuni N. Denis   Microeconomic determinants of migrant remittances to Nigerian households   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 06 2012 Afees Salisu and Idris Ademuyiwa   Trade creation and trade diversion in West African Monetary Zone (WAMZ)   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 22 2012 Neeliah Harris and Deenapanray Prakash   The economic growth and electricity consumption nexus: Evidence from Mauritius   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 22 2012 Gijsbert Suren and Guilherme Moura   Heteroskedastic Dynamic Factor Models: A Monte Carlo Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Oct 09 2012 Yashobanta Parida   Causal Link between Central Government Revenue and Expenditure: Evidence for India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2012 Hyeon-seung Huh and Yeana Lee   A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 30 2012 Raymond Li and Guy C.K. Leung   Gasoline consumption in China: a dynamic panel data analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi   Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 23 2012 Tara M. Sinclair , H. O. Stekler and Warren Carnow   A new approach for evaluating economic forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos   Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 20 2012 Aymen Belgacem and Amine Lahiani   More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 26 2012 Jens Boysen-Hogrefe   A note on predicting recessions in the euro area using real M1   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes   Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 13 2012 Matthias Hartmann , Helmut Herwartz and Yabibal M. Walle   Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah   A structural VARX modelling of international parities between China and Japan in the liberalization era   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori   Exploring the dynamic interdependence between gold and other financial markets   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Zaichao Du   Intraday probability of informed trading   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 24 2011 Tolga Omay   The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2011 Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik   Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 05 2011 Emmanuel Kemel , Roger Collet and Laurent Hivert   Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 21 2011 Tarkan Cavusoglu and Erdinc Telatar   Purchasing Power Parity Revisited: A Time-Varying Parameter Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 12 2011 Khaled Guesmi   What Drives the Regional Integration of Emerging Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 11 2011 Kazuhiro Miyagawa , Tadanobu Misawa and Tetsuya Shimokawa   The role of the orbitofrontal cortex in human adaptive learning under strategic environments   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 20 2011 Ozlem Goktas and Aycan Hepsag   Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy   Nonlinear prediction of Malaysian exchange rate with monetary fundamentals   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2011 Tran MANH Tuyen   Modeling Volatility Using GARCH Models: Evidence from Vietnam   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 29 2011 Mei-yin Lin , Yi-ting Tseng and Jue-shyan Wang   Closeness and Turnout: Evidence from Election of Taiwan   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 15 2011 Serge Rey   Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 22 2011 Mili Roy and Md. Israt Rayhan   Trade Flows of Bangladesh: A Gravity Model Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 21 2011 Christos S Savva   Modeling interbank relations during the international financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 21 2011 Ju-Ann Yang , Shyan-Rong Chou and Chen-Hsun Lee   A new monetary aggregates measurement: Application to Taiwanese data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 14 2011 François Benhmad   A wavelet analysis of oil price volatility dynamic   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 14 2011 François Benhmad   Noise traders or Fundamentalists? A Wavelet approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Masato Ubukata   Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 23 2010 Andreas Knabe and Steffen Rätzel   Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing   Abstract  Contact Information  Citation  Full Text  -  Note   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   Mar 25 2010 Luca Zanin   The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 29 2010 Yen-Chen Chiu   Industry Concentration and Cash Flow at Risk   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2009 Cinzia Di Novi   Sample Selection Correction in Panel Data Models When Selectivity Is Due to Two Sources   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2009 Takamitsu Kurita   A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2009 Jim Lee   Food and Energy Prices in Core Inflation   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 30 2009 Derek Stimel   An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 01 2009 Anthony N Rezitis and Konstantinos S Stavropoulos   Modeling sheep supply response under asymmetric price volatility and cap reforms   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2009 Helena Veiga   Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 16 2009 Amitrajeet Batabyal   An independence result concerning the arrival rate of and the provision of transport to tourists   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2008 Stephen Pilgrim and Sunday Iyare   Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 21 2008 Sergio Da Silva and Mauricio Nunes   Explosive and periodically collapsing bubbles in emerging stockmarkets   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 04 2008 Ahmad Zubaidi Baharumshah and Darja Borsic   Purchasing power parity in Central and Eastern European countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 02 2008 Olivier Darne   Using business survey in industrial and services sector to nowcast GDP growth:The French case   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2008 Laurent Ferrara and Dominique Guégan   Business surveys modelling with Seasonal-Cyclical Long Memory models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 27 2008 Panos Fousekis   Price Convergence in the EU Poultry and Eggs Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 06 2008 Manami Ogura   The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2008 Atanu Ghoshray   Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 14 2007 Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu   Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 14 2007 Cho-Min Lin and Kung-Cheng Lin   The demand for lottery expenditure in Taiwan: a quantile regression approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 18 2007 Carlos Santos   A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 17 2007 Marcio Laurini   A note on the use of quantile regression in beta convergence analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 18 2007 Sheng-Kai Chang   The asymptotic global power comparisons of the GMM overidentifying restrictions tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2007 Luis Gil-Alana   Seasonal fractional integration with structural break. An application to the German GNP data   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 20 2007 Ranasinghe Malmini   Scale invariance in financial time series   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan   Habit Formation: Deep and Uncertain   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 08 2006 Kristine M. Grimsrud , Robert P. Berrens and Ron C. Mittelhammer   A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 07 2006 Alan T.K. Wan   On discrimination and the status of immigrants in the Hong Kong labour market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 28 2006 Sainan Jin , Wanjun Jiang , Liangjun Su and Jianying Hu   The Rise in House Prices in China: Bubbles or Fundamentals?   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2005 Dimitris Hatzinikolaou and Athanassios Stavrakoudis   A New Variant of RESET for Distributed Lag Models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 29 2005 Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang   Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2005 Alexander Gorobets   The Optimal Prediction Simultaneous Equations Selection   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 07 2005 Robert W. Turner , Laura Noddin and Alita Giuda   Estimating nonuse values using conjoint analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 17 2005 BARHOUMI Karim   Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 04 2005 Boriss Siliverstovs   The Bi-parameter Smooth Transition Autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2005 Sunil Sapra   "A regression error specification test (RESET) for generalized linear models".   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2004 Luis A. Gil-Alana   Fractional cointegration in the consumption and income relationship using semiparametric techniques   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2004 Taro Kanatani   Integrated volatility measuring from unevenly sampled observations   Abstract  Contact Information  Citation  Full Text  -  Comment   Sep 16 2004 Luis A. Gil-Alana   Testing of I(d) processes in the real output   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2004 Francesca Di Iorio and Stefano Fachin   Models of labour demand with fixed costs of adjustment: a generalised tobit approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 08 2004 Godwin Nwaobi   Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 17 2004 Valerie Mignon , Gilles Dufrenot and Slim Chaouachi   Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2004 Stefano Fachin   Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Mar 16 2004 Steven Cook   On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 03 2004 Luis Alberiko Gil-Alana   A fractionally integrated model for the Spanish real GDP   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 12 2003 AHAMADA IBRAHIM   Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 29 2003 Jérôme Fillol   Multifractality: Theory and Evidence an Application to the French Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2003 Boriss Siliverstovs   Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Nov 22 2003 Anthony Bende-Nabende and Jim Slater   Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 06 2003 Ilaski Barañano and M. Paz Moral   Output dynamics in an endogenous growth model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 27 2003 Francis Ahking   Efficient unit root tests of real exchange rates in the post-Bretton Woods era   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2003 Jesus Crespo Cuaresma   Asymmetric cycles in unobserved components models   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2003 Jussi Tolvi   Long memory in a small stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 05 2002 Theodore Panagiotidis   Testing the assumption of Linearity   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2002 Konstantin A. Kholodilin   Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 22 2002 Konstantin A. Kholodilin   Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2002 Yi-Ting Chen   On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2002 Patrick Fève and Xavier Fairise   Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 28 2002 Stanislav Anatolyev   Electoral behavior of US counties: a panel data approach   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2002 Konstantin Kholodilin   Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 10 2002 GODWIN NWAOBI   A vector error correction and nonnested modeling of money demand function in Nigeria   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 17 2001 Konstantin Kholodilin   Latent Leading and Coincident Factors Model with Markov-Switching Dynamics   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result