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Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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  79. Presidential Approval Ratings and Stock Market Performance in Latin America. (2024). GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana.
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  80. Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre.
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  81. An empirical investigation of Bangladesh’s inflation dynamics: evaluating persistence and identifying structural breaks. (2024). Basher, Syed ; Rafa, Mujtaba Rafid.
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  82. The impact of Russia–Ukraine war on crude oil prices: an EMC framework. (2024). Hu, YI ; Wang, Shouyang ; Zhang, QI ; Jiao, Jianbin.
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  83. The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950. (2024). Siklos, Pierre L ; Bordo, Michael D.
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  84. How did Transition to the GST Regime Affect Inflation in India?. (2024). Bhattacharya, Rudrani.
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  85. Does increasing inequality threaten social stability? Evidence from the lab. (2024). Barr, Abigail ; Sonderegger, Silvia ; Hochleitner, Anna.
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  86. Abrupt increase in Arctic-Subarctic wildfires caused by future permafrost thaw. (2024). Lee, Sun-Seon ; Rodgers, Keith B ; Kim, Ji-Eun ; Timmermann, Axel ; Wieder, William R.
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  87. Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species. (2024). Gompert, Zachariah ; Nosil, Patrik ; Funk, Daniel J.
    In: Nature Communications.
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  88. Quiet revolutions in early-modern England. (2024). Murrell, Peter ; Grajzl, Peter.
    In: Public Choice.
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  89. The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America. (2024). Dima, Tefana Maria.
    In: Empirica.
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  90. Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet.
    In: Computational Economics.
    RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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  91. Does increasing inequality threaten social stability? Evidence from the lab. (2024). Barr, Abigail ; Sonderegger, Silvia ; Hochleitner, Anna.
    In: Discussion Paper Series in Economics.
    RePEc:hhs:nhheco:2024_002.

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  92. Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan.
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  93. Examining the Long-Run and Short-Run Relationship between Water Demand and Socio-Economic Explanatory Variables: Evidence from Amman. (2024). Ismail, Rabah ; Telfah, Duaa B ; Jaradat, Aiman Q.
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  94. Board Expertise Background and Firm Performance. (2024). Wen, Chun-Ru ; Lee, Chiou-Yann ; Thi-Thanh, Binh.
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  95. Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur.
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  96. State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export. (2024). Prastyo, Dedy ; Sasmita, Yoga ; Kuswanto, Heri.
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  97. The Impact of Nuclear Energy Consumption, Green Technological Innovation, and Trade Openness on the Sustainable Environment in the USA. (2024). Doan, Mesut ; Topcu, Betul Altay ; Jowik, Bartosz.
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  98. Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz.
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  99. Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War. (2024). Zhang, J ; Liu, H.
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  100. Crouching beliefs, hidden biases: The rise and fall of growth narratives. (2024). Hasanov, Fuad ; Cherif, Reda ; Engher, Marc.
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  101. Social and spatial disparities in individuals’ mobility response time to COVID-19: A big data analysis incorporating changepoint detection and accelerated failure time models. (2024). Wu, Yulin ; Zhang, Wenjia ; Deng, Guobang.
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  102. Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie.
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  103. Imported Inputs, Balance of Payments and Economic Growth: a model and a test on the case of Turkey. (2024). Civcir, İrfan ; Bolukbai, Halime.
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  104. Dynamics of innovation over time: Evidence from the Spanish business elite. (2024). Ortiz-Villajos, José M..
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:69:y:2024:i:c:p:378-394.

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  105. Carjacking and homicide in Minneapolis after the police killing of George Floyd: Evidence from an interrupted time series analysis. (2024). Uggen, Christopher ; Mason, Susan M ; Larson, Ryan P ; Lind, Allison.
    In: Social Science & Medicine.
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  106. Doing good in good times only? Uncertainty as contingency factor of warm-glow investment. (2024). Tatomir, Mirel ; Sund, Kristian J ; Dreyer, Johannes K.
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  107. High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet.
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  108. Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng.
    In: Research in International Business and Finance.
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  109. Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi.
    In: International Review of Economics & Finance.
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  110. Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?. (2024). Ordóñez, Javier ; Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier.
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  111. Money demand function with time-varying coefficients. (2024). Movaghari, Hadi ; Elyasiani, Elyas.
    In: The Quarterly Review of Economics and Finance.
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  112. Fear, extreme fear and U.S. stock market returns. (2024). Gradojevic, Nikola ; Bouri, Elie ; Nekhili, Ramzi.
    In: Physica A: Statistical Mechanics and its Applications.
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  113. The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
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  114. Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean. (2024). Le Clech, Néstor.
    In: Resources Policy.
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  115. Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
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  116. Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Li, Yang ; Du, Qingfeng.
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  117. Asymmetric effects of economic policy uncertainty on demand for money in developed countries. (2024). Olson, Dennis ; Nusair, Salah ; Al-Khasawneh, Jamal.
    In: The Journal of Economic Asymmetries.
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  118. Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan.
    In: Journal of Commodity Markets.
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  119. The volatility of capital flows in emerging markets: Measures and determinants. (2024). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed.
    In: Journal of International Money and Finance.
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  120. Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros.
    In: Journal of International Money and Finance.
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  121. Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:225:y:2024:i:c:p:483-521.

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  122. Improving models and forecasts after equilibrium-mean shifts. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:3:p:1085-1100.

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  123. (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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  124. The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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  125. Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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  126. Money demand stability: New evidence from transfer entropy. (2024). Sermpinis, Georgios ; Serletis, Apostolos ; Movaghari, Hadi.
    In: International Economics.
    RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000477.

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  127. Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

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  128. Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta.
    In: Global Finance Journal.
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  129. The pass-through effect of the Reserve Bank of Australias cash rate on deposit and lending rates. (2024). O'Mahony, Barry ; Valadkhani, Abbas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013588.

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  130. Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks. (2024). Chen, Zhenling ; Cherif, Houda Hadj ; Ni, Guohua.
    In: Finance Research Letters.
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  131. Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks. (2024). Yoon, Seong-Min ; Xiong, Youlin ; Dong, Xiyong ; Shen, Jun.
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  132. Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil.
    In: Finance Research Letters.
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  133. Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse.
    In: International Review of Financial Analysis.
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  134. Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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  135. Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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  136. Uncovering the spillover effects between the new energy industry and eleven economic sectors in China: Evidence based on stock data. (2024). Wen, Weixin ; Sun, Mei ; Gao, Anna.
    In: Energy.
    RePEc:eee:energy:v:301:y:2024:i:c:s0360544224014440.

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  137. How connected is withholding capacity to electricity, fossil fuel and carbon markets? Perspectives from a high renewable energy consumption economy. (2024). Shao, Zhen ; Yang, Shanlin ; Jiao, Jianling ; Liu, Chen.
    In: Energy Policy.
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  138. Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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  139. Cross-border competition in the gasoline retail market: Impact of proximity at the German-Polish border. (2024). Kahl, Mats Petter.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006698.

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  140. Unveiling the Nexus: Climate change, green innovation, and the pendulum of energy consumption and carbon emissions. (2024). Suardi, Sandy ; Kirat, Yassine ; Prodromou, Tina.
    In: Energy Economics.
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  141. Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David ; Cheffou, Abdoulkarim Idi.
    In: Energy Economics.
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  142. Energy ETF performance: The role of fossil fuels. (2024). Decclesia, Rita Laura ; Stefanelli, Kevyn ; Morelli, Giacomo.
    In: Energy Economics.
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  143. Media sentiment emotions and consumer energy prices. (2024). Beckmann, Joscha ; Gaschler, Robert ; Rogmann, Jennifer ; Landmann, Helen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007764.

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  144. Reassessing grain price variability in early modern Europe (c. 1500–1800). (2024). Seim, Andrea ; Ljungqvist, Fredrik Charpentier.
    In: European Economic Review.
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  145. Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio.
    In: Economic Systems.
    RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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  146. Income inequality and monetary policy regimes. (2024). Miller, Stephen ; Teryoshin, Yevgeniy.
    In: Economics Letters.
    RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003744.

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  147. Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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  148. Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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  149. Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies. (2024). Gil-Alana, Luis ; Carmona-Gonzalez, Nieves ; Martin-Valmayor, Miguel A ; Sanchez-Martin, Maria-Pilar.
    In: Economic Analysis and Policy.
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  150. Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno.
    In: Chaos, Solitons & Fractals.
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  151. Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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  152. Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali.
    In: Applied Energy.
    RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332.

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  153. The euro area business cycle and its drivers. (2024). Toth, Mate ; Grigora, Veaceslav ; Warmedinger, Thomas ; Saiz, Lorena ; Stoevsky, Grigor ; Palenzuela, Diego Rodriguez.
    In: Occasional Paper Series.
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  154. Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima.
    In: CESifo Working Paper Series.
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  155. Drivers of Investment Accelerations. (2024). Yu, Shu ; de Haan, Jakob ; Stamm, Kersten.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11100.

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  156. A new test of fiscal dominance and central bank independence. (2024). Hoddenbagh, Jonathan.
    In: French Stata Users' Group Meetings 2024.
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  157. Driven by crises: Price integration on the grain market in late medieval Flanders. (2024). Espeel, Stef.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:77:y:2024:i:3:p:849-872.

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  158. On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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  159. Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya.
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  160. Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan.
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  161. There has been an awakening. The rise (and fall) of inflation in the euro area. (2024). Neri, Stefano.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  162. The Effects of COVID-19 Pandemic on Cross-Border Banking Flows: comparative analysis between advanced and emerging market economies. (2024). Tiberto, Bruno ; Viana, Francisco Fernando.
    In: Working Papers Series.
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  163. Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir.
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  164. Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel.
    In: Papers.
    RePEc:arx:papers:2411.12845.

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  165. Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P.
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  166. Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong.
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  167. Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander.
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  168. Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo.
    In: Papers.
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  169. When Did Argentina Lose its Mojo? A Short Note on Economic Divergence. (2024). Levy Yeyati, Eduardo ; Katz, Sebastian.
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  170. Tracking the trend of quinoa price in Bolivia: Structural breaks and persistence of shoks. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron.
    In: Development Research Working Paper Series.
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  171. Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron.
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  176. Investigating the inflation-output-nexus for the euro area: Old questions and new results. (2023). Reimers, Hans-Eggert ; Gerdesmeier, Dieter ; Roffia, Barbara.
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  177. Contagion between selected European indexes during the Covid-19 pandemic. (2023). Gurgul, Henryk ; Syrek, Robert.
    In: Operations Research and Decisions.
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  178. The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava.
    In: Journal of Futures Markets.
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  179. Global climate change and commodity markets: A hedging perspective. (2023). Chen, Xinhui ; Jia, Shanghui ; Han, Liyan ; Jin, Jiayu.
    In: Journal of Futures Markets.
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  180. Forecasting energy prices: Quantile‐based risk models. (2023). Apergis, Nicholas.
    In: Journal of Forecasting.
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  181. Hedging role of stablecoins. (2023). Kakinuma, Yosuke.
    In: Intelligent Systems in Accounting, Finance and Management.
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  182. Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement. (2023). Trachanas, Emmanouil ; Cushman, David ; de Vita, Glauco.
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  183. Oil price volatility and stock returns: Evidence from three oil‐price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
    In: International Journal of Finance & Economics.
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  184. Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Nazlioglu, Saban ; GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar.
    In: International Journal of Finance & Economics.
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  185. The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market. (2023). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Sheng, Xin ; Hussain, Syed Jawad ; Subramaniam, Sowmya.
    In: International Journal of Finance & Economics.
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  186. Has the current account broken up with its fundamentals in Central and Eastern Europe?. (2023). Cuestas, Juan ; Coleman, Simeon.
    In: International Journal of Finance & Economics.
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  187. Demand analysis with structural changes: Model and application to the US blueberry market. (2023). Guan, Zhengfei ; Xia, Tian ; Wu, Feng ; Sotocaro, Ariel.
    In: Agribusiness.
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  188. A reconstruction of the time series of global technology from 5500 BC to the 2000s. (2023). Paradiso, Antonio.
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  189. Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Guillotreau, Patrice ; Maury, Olivier ; Nadzon, Lesya ; Rault, Jonathan ; Lantz, Frederic.
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  190. Cyclical consumption. (2023). Berger, Tino ; Pozzi, Lorenzo.
    In: Tinbergen Institute Discussion Papers.
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  191. Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Lin, Yicong ; Song, Mingxuan.
    In: Tinbergen Institute Discussion Papers.
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  192. Loss aversion or hand-to-mouth behaviour in private consumption models. (2023). Nandani, Shayal ; Kumar, Nikeel Nishkar ; Prasad, Navneel Shalendra ; Patel, Arvind.
    In: New Zealand Economic Papers.
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  193. A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Usman, Nuruddeen ; Salisu, Afees ; Ebuh, Godday ; Oboh, Victor.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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  194. Vertical integration and patterns of divergence in European industries: A long-term input-output analysis. (2023). Virgillito, Maria Enrica ; Ascione, Fabio.
    In: LEM Papers Series.
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  195. Multipartition model for multiple change point identification. (2023). Loschi, Rosangela H ; Pedroso, Ricardo C ; Quintana, Fernando Andres.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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  196. Using sentiment analysis to evaluate the impact of the COVID-19 outbreak on Italy’s country reputation and stock market performance. (2023). Zammarchi, Gianpaolo ; Mola, Francesco ; Conversano, Claudio.
    In: Statistical Methods & Applications.
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  197. Does an Ageing Population Affect Crime Rates in the United States?. (2023). Sen, Kanon Kumar ; Abedin, Md Thasinul ; Mitra, Rajarshi.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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  198. Geopolitical Risk and Income Inequality: Evidence from the US Economy. (2023). Sweidan, Osama D.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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  199. Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: SN Business & Economics.
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  200. The unemployment hysteresis by territory, gender, and age groups in Iran. (2023). Gil-Alana, Luis ; Cheratian, Iman ; Goltabar, Saleh ; Gil-Alaa, Luis A.
    In: SN Business & Economics.
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  201. A monthly leading indicator of Swiss GDP growth based on Okun’s law. (2023). Kugler, Peter ; Sheldon, George.
    In: Swiss Journal of Economics and Statistics.
    RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00115-w.

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  202. Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stöckl, Sebastian ; Stockl, Sebastian ; Kotlarz, Piotr ; Hanke, Michael.
    In: Swiss Journal of Economics and Statistics.
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  203. The evolution of owner-entrepreneurs’ taxation: five tax regimes over a 160-year period. (2023). Stenkula, Mikael ; Johansson, Dan ; Wykman, Niklas ; Elert, Niklas.
    In: Journal of Evolutionary Economics.
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  204. The persistence of economic sentiment: a trip down memory lane. (2023). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00371-8.

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  205. Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Osah, Theophilus Teye ; Mollick, Andre Varella.
    In: Journal of Economics and Finance.
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  206. Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach. (2023). Anagreh, Suhaib ; Tabash, Mosab I ; Olayeni, Richard Olaolu ; Adeosun, Opeoluwa Adeniyi.
    In: Journal of Business Cycle Research.
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  207. A Short Note on Interest Rates and Household Wealth. (2023). Marinucci, Marco ; De Bonis, Riccardo.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00194-3.

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  208. Volatility spillovers, structural breaks and uncertainty in technology sector markets. (2023). Uddin, Gazi ; Hasan, Md. Bokhtiar ; Arnell, Linn ; Engstrom, Emma ; Kang, Sang Hoon.
    In: Financial Innovation.
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  209. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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  210. The transaction behavior of cryptocurrency and electricity consumption. (2023). Zhao, Xinxin ; Zheng, Mingbo ; Feng, Gen-Fu ; Chang, Chun-Ping.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7.

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  211. Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian ; Iordache, Andreea.
    In: Financial Innovation.
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  212. Are life insurance futures a safe haven during COVID-19?. (2023). wang, kuan min ; Lee, Yuan-Ming.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00411-z.

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  213. Long memory and structural breaks of cryptocurrencies trading volume. (2023). Bouri, Elie ; Ahmed, Mohamed Shaker.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00238-8.

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  214. Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

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  215. The Post-2001 Productivity Growth Divergence between Canada and the United States. (2023). Willox, Michael ; Gu, Wulong.
    In: International Productivity Monitor.
    RePEc:sls:ipmsls:v:45:y:2023:2.

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  216. The Falling Productivity in West Asian Arab Countries Since the 1980s: Causes, Consequences, and Cures. (2023). Erumban, Abdul Azeez.
    In: International Productivity Monitor.
    RePEc:sls:ipmsls:v:44:y:2023:4.

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  217. Role of Energy Consumption on the Environmental Impact of Sectoral Growth in Malaysia. (2023). Lean, Hooi Hooi ; Ramakrishnan, Suresh ; Somasundram, Sotheeswari ; Ehigiamusoe, Kizito Uyi.
    In: SAGE Open.
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  218. The Stochastic Model of Technical Change and Profit Rates: Korean Economy (Manufacturing Sector: 1970€“2015). (2023). Kim, Deokmin.
    In: Review of Radical Political Economics.
    RePEc:sae:reorpe:v:55:y:2023:i:2:p:290-308.

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  219. Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). GUPTA, RANGAN ; Moodley, Damien.
    In: Working Papers.
    RePEc:pre:wpaper:202335.

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  220. The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Caraiani, Petre ; Kunene, Desiree M.
    In: Working Papers.
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  221. Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang.
    In: Working Papers.
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  222. Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
    In: Working Papers.
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  223. Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus.
    In: Working Papers.
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  224. Linking Frequentist and Bayesian Change-Point Methods. (2023). Ordás Criado, Carlos ; Dufays, Arnaud ; Ardia, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:119486.

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  225. What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Tunio, Mohsin Waheed.
    In: MPRA Paper.
    RePEc:pra:mprapa:116030.

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  226. Green growth as a determinant of ecological footprint: Do ICT diffusion, environmental innovation, and natural resources matter?. (2023). Hassan, Ali ; Usman, Ahmed ; Yang, Juan ; Ullah, Sana ; Bilal, Ahmer.
    In: PLOS ONE.
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  227. Threshold analysis regarding the optimal tax rate and tax evasion. Empirical evidence from Taiwan. (2023). Wang, Yu Kun ; Zhang, LI.
    In: PLOS ONE.
    RePEc:plo:pone00:0281101.

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  228. The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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  229. Does increasing inequality threaten social stability? Evidence from the lab. (2023). Barr, Abigail ; Sonderegger, Silvia ; Hochleitner, Anna.
    In: Discussion Papers.
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  230. A new PIN model with application of the change-point detection method. (2023). Lin, Emily ; Kao, Chu-Lan Michael.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:4:d:10.1007_s11156-023-01194-9.

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  231. Hedging performance of volatility index futures: a partial cointegration approach. (2023). Lee, Hsiu-Chuan ; Sheu, Her-Jiun ; Lien, Donald.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4.

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  232. Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia.
    In: Open Economies Review.
    RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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  233. Tax more or spend less? Historical evidence from Switzerland’s federal budget plans. (2023). Schaltegger, Christoph ; Salvi, Michele.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-021-09716-8.

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  234. The Long and Widening Gap: Analyzing Structural Breaks in Argentina’s Economic Decline. (2023). Maino, Rodolfo ; Canales, Jorge I ; Leone, Alfredo M.
    In: International Advances in Economic Research.
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  235. U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9.

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  236. Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020. (2023). Diaz-Roldan, Carmen ; Congregado, Emilio ; Esteve, Vicente.
    In: Empirica.
    RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09577-w.

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  237. Oil supply and oil price determination among OPEC and non-OPEC countries: Bayesian Granger network analysis. (2023). Olayungbo, David ; Al-Faryan, Mamdouh Abdulaziz Sa ; Saleh, Mamdouh Abdulaziz ; Zhuparova, Aziza.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:6:d:10.1007_s10644-023-09565-x.

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  238. Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Kocoglu, Mustafa ; Lim, Soyoung ; Kyophilavong, Phouphet ; Awan, Ashar.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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  239. What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression. (2023). Hatipoglu, Mercan.
    In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
    RePEc:ist:journl:v:73:y:2023:i:1:p:185-202.

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  240. Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance. (2023). Rogers, John ; Yu, Yang ; Ammer, John ; Wang, Gang.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:1:p:598-616.

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  241. Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Guillotreau, Patrice ; Maury, Olivier ; Nadzon, Lesya ; Rault, Jonathan ; Patrice, Guillotreau ; Lantz, Frederic.
    In: Post-Print.
    RePEc:hal:journl:hal-03948692.

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  242. Carbon Pricing in Current Global Institutional Changes. (2023). Pisarenko, Zhanna ; Boldyreva, Natalia ; Reshetnikova, Liudmila ; Ovechkin, Danila ; Devyatkov, Anton.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3632-:d:1070440.

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  243. Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Jiang, Zhuhua ; Mensi, Walid.
    In: Sustainability.
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  244. Sustainable Strategies for the Indian Coal Sector: An Econometric Analysis Approach. (2023). Chhetri, Prem ; Das, Niladri ; Mishra, Animesh.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:14:p:11129-:d:1195892.

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  245. Investigating the Nexus between Energy Consumption and Financial Development via Considering Structural Breaks: Empirical Evidence from Argentina. (2023). Taspinar, Nigar ; Ozatac, Nesrin ; Abdelhamid, Abdelati.
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  246. Autocorrelation and Parameter Estimation in a Bayesian Change Point Model. (2023). Qiang, Rui ; Ruggieri, Eric.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:5:p:1082-:d:1076146.

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  247. Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests. (2023). Bouri, Elie ; Raggad, Bechir.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:3:p:528-:d:1040353.

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  248. seq2R: An R Package to Detect Change Points in DNA Sequences. (2023). Villanueva, Nora M ; Fonseca, Miguel M ; Sestelo, Marta ; Roca-Pardias, Javier.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:10:p:2299-:d:1147358.

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  249. Estimating the Performance Loss Rate of Photovoltaic Systems Using Time Series Change Point Analysis. (2023). Theristis, Marios ; Stein, Joshua S ; Tziolis, Georgios ; Georghiou, George E ; Livera, Andreas.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:9:p:3724-:d:1133857.

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  250. Investigating the Inflation–Output Nexus for the Euro Area: Old Questions and New Results. (2023). Reimers, Hans-Eggert ; Gerdesmeier, Dieter ; Roffia, Barbara.
    In: Economies.
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  251. China inside out: explaining silver flows in the triangular trade, c.1820s-1870s. (2023). Irigoin, Alejandra ; Chilosi, David ; Kobayashi, Atsushi.
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  252. China inside out: explaining silver flows in the triangular trade, c.1820s-1870s. (2023). Irigoin, Alejandra ; Chilosi, David ; Kobayashi, Atsushi.
    In: LSE Research Online Documents on Economics.
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  253. Evidence of supply security and sustainability challenges in Nigerias power sector. (2023). Magazzino, Cosimo ; Drago, Carlo ; Schneider, Nicolas.
    In: LSE Research Online Documents on Economics.
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  254. Drivers of growth accelerations: What role for capital accumulation?. (2023). Wacker, Konstantin ; Koopman, Eline.
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  255. Institutional quality and digitalization: Drivers in accessing European funds at regional level?. (2023). Lupu, Dan ; Tiganasu, Ramona.
    In: Socio-Economic Planning Sciences.
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  256. The effect of political and bureaucratic regime changes on Australias real interest rate. (2023). Mishra, Vinod ; Moosa, Imad A ; Tawadros, George B.
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  257. Explaining technical change and its impacts over the very long term: The case of the Atlantic sardine fishery in France from 1900 to 2017. (2023). Thebaud, Olivier ; Merzereaud, Mathieu ; Beckensteiner, Jennifer ; Wilson, James ; Alban, Frederique ; Duhamel, Erwan ; le Floc, Pascal.
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  258. Did biofuel production strengthen the comovements between food and fuel prices? Evidence from ethanol-related markets in the United States. (2023). Wang, Xiufang ; Tanaka, Tetsuji ; Guo, Jin.
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  259. A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro.
    In: Research in Economics.
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  260. Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic. (2023). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza.
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  261. Regime switching and the responsiveness of prices to supply: The case of the Irish housing market. (2023). McQuinn, Kieran ; Egan, Paul.
    In: The Quarterly Review of Economics and Finance.
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  262. Asymptotic properties of semiparametric M-estimators with multiple change points. (2023). Bouzebda, Salim ; Ferfache, Anouar Abdeldjaoued.
    In: Physica A: Statistical Mechanics and its Applications.
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  263. Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke.
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  264. Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo.
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  265. Evidence of supply security and sustainability challenges in Nigeria’s power sector. (2023). Magazzino, Cosimo ; Drago, Carlo ; Schneider, Nicolas.
    In: Utilities Policy.
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  266. Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict?. (2023). Razek, Noha ; Galvani, Valentina ; Rajan, Surya ; McQuinn, Brian.
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  267. Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir.
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  268. Measuring the varying relationships between sustainable development and oil booms in different contexts: An empirical study. (2023). Skare, Marinko ; Xu, Zeshui ; Qian, YU ; Qin, Yong ; Gou, Xunjie.
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  269. On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal. (2023). Sibande, Xolani ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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  270. Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luís ; de Carvalho, Paulo Viegas ; Curto, Jose Dias ; Vieira, Duarte Saldanha.
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  271. Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
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  272. Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad.
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  273. Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Aliyev, Ruslan ; Hasanov, Fakhri J ; Taskin, Dilvin.
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  274. Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman.
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  275. Oil price and the Bitcoin market. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B.
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  276. Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Maiza-Larrarte, Andoni ; Gil-Alana, Luis ; Claudio-Quiroga, Gloria.
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  277. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
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  278. Transition risk, physical risk, and the realized volatility of oil and natural gas prices. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B.
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  279. Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir.
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  280. Crude oil pipeline constraints: A tale of two shales. (2023). Luong, Phat V.
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  281. Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors. (2023). Amountzias, Chrysovalantis.
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  282. Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Haase, Marco ; Zimmermann, Heinz.
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  283. Do central bank words matter in emerging markets? Evidence from Mexico. (2023). Solis, Pavel.
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  284. Tax evasion policies and the demand for cash. (2023). Rainone, Edoardo.
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  285. Inflation targeting and inflation communication of the Federal Reserve: Words and deeds. (2023). Kempa, Bernd ; Hupper, Florian.
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  286. Policy coordination and the effectiveness of fiscal stimulus. (2023). Zhang, Shuwei ; Kim, Hyeongwoo ; Shao, Peng.
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  287. Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin.
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  288. The effects of fiscal institutions on fiscal adjustment. (2023). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos.
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  289. Historical performance of rule-like monetary policy. (2023). Teryoshin, Yevgeniy.
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  290. Central bank mandates: How differences can influence the content and tone of central bank communication. (2023). Siklos, Pierre ; Bohl, Martin T ; Kanelis, Dimitrios.
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  291. Nonlinear effect of air travel tourism demand on economic growth in Fiji. (2023). Kumar, Nikeel Nishkar ; Patel, Arvind.
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  292. How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Karkowska, Renata ; Urjasz, Szczepan.
    In: Journal of International Financial Markets, Institutions and Money.
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  293. Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures. (2023). Sweidan, Osama D ; Elbargathi, Khadiga.
    In: International Economics.
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  294. DEPART: Decomposing prices using atheoretical regression trees. (2023). van der Lans, Ralf ; Helsen, Kristiaan ; Lu, Huidi ; Gauri, Dinesh K.
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  295. Asymmetric downside risk across different sectors of the US equity market. (2023). Valadkhani, Abbas.
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  296. Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang.
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  297. Clogged pipes in the repo market. (2023). Ahn, Yongkil.
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  298. Cost of health problems caused by stock market volatility: An empirical study in Taiwan. (2023). Hsiao, Yu-Jen ; Chang, Wei-Shan ; Weng, Pei-Shih.
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  299. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). NEKHILI, Ramzi ; Todorova, Neda ; Bouri, Elie.
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  300. The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari.
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  301. Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Feng, Hao ; Gao, DA.
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  302. Exploring 200 years of U.S. commodity market integration: A structural time series model approach. (2023). Harrison, James M.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:88:y:2023:i:c:s0014498323000086.

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  303. The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Raza, Syed ; Sun, Yunpeng ; Gao, Pengpeng ; Shah, Nida.
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  304. The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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  305. Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Jin, Yujing ; Gong, XU ; Liu, Tangyong.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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  306. Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Kanjilal, Kakali ; Mishra, Brajesh.
    In: Energy Policy.
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  307. Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated. (2023). liddle, brantley ; Parker, Steven ; Hasanov, Fakhri.
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  308. Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). Ahmed, Walid.
    In: Energy Economics.
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  309. The role of fundamentals and policy in New Zealands carbon prices. (2023). Gehricke, Sebastian ; Liao, Ling ; Diaz-Rainey, Ivan ; Kuruppuarachchi, Duminda.
    In: Energy Economics.
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  310. Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Ren, Boru ; lucey, brian.
    In: Energy Economics.
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  311. Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng.
    In: Energy Economics.
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  312. What drives the TIPS–Treasury bond mispricing?. (2023). Ahn, Yongkil.
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  313. Predictability of risk appetite in Turkey: Local versus global factors. (2023). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
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  314. Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Rouanet, Louis ; Ingber, Joshua S ; Cutsinger, Bryan P.
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  315. Asymptotic properties of Bayesian inference in linear regression with a structural break. (2023). Shimizu, Kenichi.
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  316. Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao.
    In: Journal of Econometrics.
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  317. No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Socaciu, Erzsebet-Mirjam ; Benedek, Botond ; Nagy, Balint-Zsolt.
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  318. The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior.
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  319. CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship. (2023). Montañés, Antonio ; González-Álvarez, María A. ; Gonzalez-Alvarez, Maria A ; Montaes, Antonio.
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  320. Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Xing, Kai ; Luo, Dan.
    In: Economic Modelling.
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  321. Testing three views about the determinants of informal economy: New evidence at global level and by country groups using the CS-ARDL approach. (2023). Muffatto, Moreno ; Changoluisa, Javier ; Ortiz, Cristian ; Salinas, Aldo.
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  322. Share buybacks and corporate tax cuts. (2023). Yang, Shu-Chun ; Chang, Juin-Jen ; Lin, Hsieh-Yu ; Kuo, Chun-Hung.
    In: Journal of Economic Dynamics and Control.
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  323. Financial reforms and capital accumulation in developing economies: New data and evidence. (2023). An, Zidong.
    In: China Economic Review.
    RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001535.

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  324. Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending. (2023). Putni, Talis ; Samphantharak, Krislert ; Saengchote, Kanis.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000722.

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  325. Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Durand, Robert B ; Khuu, Joyce.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394.

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  326. Real output, fossil fuels, clean fuels and trade dynamics: New insights from structural break models in China. (2023). Wang, Zilong ; Shakeel, Muhammad ; Nadeem, Muhammad.
    In: Applied Energy.
    RePEc:eee:appene:v:350:y:2023:i:c:s0306261923011108.

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  327. Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests. (2023). Mounir, Amine.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-03-47.

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  328. Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Ayestaran, Raquel ; Infante, Juan.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-22-00789.

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  329. Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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  330. Variations in male height during the epidemiological transition in Italy: A cointegration approach. (2023). Tosi, Francesca ; Rettaroli, Rosella ; Scalone, Francesco.
    In: Demographic Research.
    RePEc:dem:demres:v:48:y:2023:i:7.

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  331. Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey.
    In: CID Working Papers.
    RePEc:cid:wpfacu:429.

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  332. Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10751.

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  333. Trends and Persistence in the Greenland Ice Sheet Mass. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Sauci, Laura.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10556.

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  334. Measuring Persistence of the World Population: A Fractional Integration Approach. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; del Rio, Marta ; Infante, Juan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10286.

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  335. Ein System zur laufenden Messung der Knappheitsverhältnisse auf beruflichen Arbeitsmärkten in der Schweiz. (2023). Felder, Rahel ; Sheldon, George.
    In: Working papers.
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  336. Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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  337. Unraveling Producer Price Inflation Pass-Through: Quantification, Structural Breaks, and Causal Direction. (2023). Corey, Williams.
    In: Economics - The Open-Access, Open-Assessment Journal.
    RePEc:bpj:econoa:v:17:y:2023:i:1:p:16:n:1.

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  338. Declining long‐run income elasticities and the rise of cyclicality of trade: Evidence from Greece, 1995–2018. (2023). Lazarou, Nicholas Joseph ; Zervas, Andreas.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:6:p:1873-1888.

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  339. What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Wohar, Mark ; Selmi, Refk ; Hammoudeh, Shawkat.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618.

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  340. Geopolitical conflicts, sanctions and international knowledge flows: EU–Russia collaboration during the Ukraine crisis. (2023). Makkonen, Teemu ; Mitze, Timo.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:10:p:2926-2949.

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  341. Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments. (2023). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:44:y:2023:i:2:p:181-205.

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  342. Flujos de Capital de Portafolio en Colombia. (2023). Villamizar-Villegas, mauricio ; Toro-Córdoba, Jorge Hernán ; Sanchez-Jabba, Andres ; Romero, José ; Rincon-Castro, Hernan ; Melo-Velandia, Luis ; López, Martha ; Gamboa-Estrada, Fredy ; Arango-Lozano, Lucia ; Toro-Cordoba, Jorge Hernan ; Rodriguez-Nio, Norberto ; Martinez-Cruz, Diego Alejandro ; Sarmiento, Miguel ; Ruiz-Cardozo, Cristhian H ; Quicazan-Moreno, Carlos Andres ; Ruiz-Sanchez, Maria Alejandra ; Leon-Diaz, Laura Viviana.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:y:2023:i:105:p:1-103.

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  343. A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander ; Rodriguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1255.

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  344. Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, José-Elías.
    In: Working Papers.
    RePEc:bde:wpaper:2309.

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  345. Investors’ reactions on the publication of integrated reports. Evidence from European stock markets. (2023). Munteanu, Valentin Partenie ; Ioan, Roxana ; Baditoiu, Bianca Raluca ; Buglea, Alexandru.
    In: E&M Economics and Management.
    RePEc:bbl:journl:v:26:y:2023:i:2:p:158-171.

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  346. Persistence in Climate Risk Measures. (2023). Usman, Nuruddeen ; Akpa, Emeka ; Umar, Hassana Babangida.
    In: Energy RESEARCH LETTERS.
    RePEc:ayb:jrnerl:80.

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  347. Announcement Effect of COVID-19 on Cryptocurrencies. (2023). Usman, Nuruddeen ; Nwanneka, Kodili.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:57.

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  348. Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2307.15151.

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  349. Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R.
    In: Papers.
    RePEc:arx:papers:2302.08897.

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  351. Winner or loser? The asymmetric role of natural resource rents on financial development among resource‐rich countries. (2022). Yildirim, Seda ; Bostanci, Seda H ; Tari, Elif Nur.
    In: Sustainable Development.
    RePEc:wly:sustdv:v:30:y:2022:i:6:p:1921-1933.

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  352. Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area. (2022). Demir, İshak ; Demr, Shak ; Yildirimkaraman, Sel ; Erolu, Burak A.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1425-1457.

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  353. Exchange Rate Sensitivity and the Net Foreign Asset Composition. (2022). Gardberg, Malin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:569-598.

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  354. Is this time different? Social capability and catch‐up growth in Ethiopia, 1950–2020. (2022). Till, Emelie Rohne.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:34:y:2022:i:7:p:1259-1281.

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  355. Time‐varying pure contagion effect between energy and nonenergy commodity markets. (2022). Sun, Chuanwang ; Jin, Yujing ; Gong, XU.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1960-1986.

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  356. A state‐dependent linear recurrent formula with application to time series with structural breaks. (2022). Rahmani, Donya ; Fay, Damien.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:43-63.

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  357. Do rural banks matter that much? Burgess and Pande (2005) reconsidered. (2022). Buliskeria, Nino ; Baxa, Jaromir.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:6:p:1266-1274.

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  358. Optimal forecast under structural breaks. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:5:p:965-987.

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  359. The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections. (2022). de Haan, Jakob ; Wiese, Rasmus.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:4:p:746-770.

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  360. On the persistence of UK inflation: A long‐range dependence approach. (2022). Trani, Tommaso ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Gilalana, Luis Alberiko.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454.

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  361. Identifying structural breaks and growth regimes in middle eastern economies. (2022). Ozturk, Ilhan ; Masood, Tariq ; Malik, Mushtaq Ahmad.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:224-236.

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  362. Long‐term inflation expectations and inflation dynamics. (2022). Pétursson, Thórarinn.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:158-174.

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  363. Identifying countries at risk of fiscal crises: High‐debt developed countries. (2022). Shiamptanis, Christos ; Daniel, Betty.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:55:y:2022:i:2:p:828-867.

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  364. Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability.. (2022). Zanetti Chini, Emilio ; Canepa, Alessandra ; Karanasos, Menelaos ; Paraskevopoulos, Athanasios.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202212.

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  365. Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel.. (2022). Canepa, Alessandra.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202211.

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  366. A New Approach to Estimating the Natural Rate of Interest. (2022). Benati, Luca.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2210.

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  367. Income thresholds in the remittances-growth association? a case study of Fiji. (2022). Kumar, Nikeel Nishkar ; Patel, Arvind.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:29:y:2022:i:19:p:1815-1823.

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  368. Does Refugee Inflow Increase Crime Rates in the United States?. (2022). Mitra, Rajarshi ; Abedin, Md Thasinul ; Sen, Kanon Kumar.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:164:y:2022:i:3:d:10.1007_s11205-022-02996-5.

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  369. A statistical investigation of a stock valuation model. (2022). Bernardino, Wilton ; Ospina, Raydonal ; Paes, Nelson L ; Tavora, Jose L ; Amaral, Joo B.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00270-x.

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  370. Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics. (2022). Salisu, Afees ; Abdulsalam, Sikiru ; Sikiru, Abdulsalam Abidemi.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:56:y:2022:i:4:d:10.1007_s11135-021-01214-7.

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  371. On the prevalence of forest fires in Spain. (2022). Boccard, Nicolas.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:114:y:2022:i:1:d:10.1007_s11069-022-05384-x.

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  372. Inflation, output growth and their uncertainties: some multivariate GARCH-M evidence for Nigeria. (2022). Ndoricimpa, Arcade ; Eregha, Perekunah.
    In: Journal of Social and Economic Development.
    RePEc:spr:jsecdv:v:24:y:2022:i:1:d:10.1007_s40847-022-00177-1.

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  373. Change point detection for COVID-19 excess deaths in Belgium. (2022). Shang, Han Lin ; Xu, Ruofan.
    In: Journal of Population Research.
    RePEc:spr:joprea:v:39:y:2022:i:4:d:10.1007_s12546-021-09256-2.

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  374. Explaining U.S. economic growth performance by macroeconomic governance, 1952–2018. (2022). Bozoklu, Şeref ; Akan, Taner ; Hepsa, Aycan.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:32:y:2022:i:5:d:10.1007_s00191-022-00800-8.

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  375. Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories. (2022). Foster-McGregor, Neil ; Russo, Emanuele.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:32:y:2022:i:2:d:10.1007_s00191-021-00727-6.

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  376. Inflation in the G7 countries: persistence and structural breaks. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09576-w.

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  377. A note on the Bitcoin and Fed Funds rate. (2022). Aboura, Sofiane.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02207-7.

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  378. Exchange rate parities and Taylor rule deviations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02192-3.

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  379. Does certainty on the winner diminish the interest in sport competitions? The case of formula one. (2022). Reade, J ; Garcia-del-Barrio, Pedro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02147-8.

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  380. Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5.

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  381. The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence. (2022). Yamamoto, Yohei ; Perron, Pierre.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02047-x.

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  382. On the long-run dynamics of income and wealth inequality. (2022). Ordóñez, Javier ; Malki, Issam ; Ghoshray, Atanu ; Ordoez, Javier.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02043-1.

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  383. Multi-feature evaluation of financial contagion. (2022). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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  384. Fisher vs Keynes: Does an Interest Rate Hike Cause Inflation to Increase or Decrease?. (2022). Azizirad, Marieh.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp22-08.

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  385. GDP volatility implication of tourism volatility in South Africa: A time-varying approach. (2022). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Olanipekun, Ifedolapo Olabisi.
    In: Tourism Economics.
    RePEc:sae:toueco:v:28:y:2022:i:2:p:435-450.

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  386. Emerging Issues in Fiscal Sustainability in India: A Study of Central Government Finances, 1979€“1980 to 2018€“2019. (2022). Sachan, Arpit ; Rath, Anita.
    In: South Asian Journal of Macroeconomics and Public Finance.
    RePEc:sae:smppub:v:11:y:2022:i:1:p:39-68.

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  387. Moderating Effects of Logistics Infrastructure Development and Real Sector Productivity: A Case of Pakistan. (2022). Arshed, Noman ; Khan, Muhammad Umair ; Hassan, Muhammad Shahid ; Uppal, Arslan Arif.
    In: Global Business Review.
    RePEc:sae:globus:v:23:y:2022:i:3:p:676-693.

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  388. Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX). (2022). Adrangi, Bahram ; Chatrath, Arjun.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:9:y:2022:i:1:p:51-84.

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  389. ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets. (2022). Pereira, Alfredo ; Belbute, José.
    In: Journal of Economic Development.
    RePEc:ris:jecdev:0021.

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  390. Asymmetric Impact of Real Effective Exchange Rate Changes on Domestic Output Revisited: Evidence from Egypt. (2022). Sharaf, Mesbah ; Shahen, Abdelhalem.
    In: Working Papers.
    RePEc:ris:albaec:2022_006.

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  391. The short term costs of reducing trend inflation in South Africa. (2022). Pirozhkova, Ekaterina ; Makrelov, Konstantin ; LOEWALD, Christopher.
    In: Working Papers.
    RePEc:rbz:wpaper:11029.

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  392. Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach. (2022). GUPTA, RANGAN ; Nel, Jacobus ; Marfatia, Hardik A ; Bouri, Elie.
    In: Working Papers.
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  393. On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal. (2022). Sibande, Xolani ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202239.

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  394. Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202224.

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  395. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
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  396. Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries. (2022). Lupu, Dan ; Tiganasu, Ramona ; Pascariu, Gabriela Carmen.
    In: Oeconomia Copernicana.
    RePEc:pes:ieroec:v:13:y:2022:i:3:p:667-698.

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  397. Potential factors in determining cross-border price spillovers in the pork sector: Evidence from net pork-importing countries. (2022). Tanaka, Tetsuji ; Guo, Jin.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-021-01023-1.

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  398. US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests. (2022). Ozabaci, Deniz ; Woodward, Robert S ; Conway, Karen Smith ; Brewer, Ben.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:48:y:2022:i:4:d:10.1057_s41302-022-00218-x.

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  399. Demand Analysis under Latent Choice Constraints. (2022). Agarwal, Nikhil ; Somaini, Paulo J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:29993.

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  400. Revisiting the quantity theory of money in Euro Area: the case of Greece. (2022). Serdar, Ismet Gocer.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:19:y:2022:i:1:p:63-77.

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  401. Revisiting the quantity theory of money in Euro Area: the case of Greece. (2022). Serdar, Ismet Gocer.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:18:y:2022:i:1:p:63-77.

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  402. China’s anti-corruption campaign and stock returns of luxury goods firms. (2022). Nitschka, Thomas.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00396-2.

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  403. On the relationship between Asian exchange rates and stock prices: a nonlinear analysis. (2022). Nusair, Salah ; Al-Khasawneh, Jamal.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09318-8.

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  404. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey. (2022). Tiwari, Aviral ; Gok, Remzi.
    In: Istanbul Business Research.
    RePEc:ist:ibsibr:v:51:y:2022:i:2:p:535-561.

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  405. The Validity of The Neo-Fisher Effect in The Period of Explicit Inflation Targeting: An Econometric Analysis on Turkey. (2022). Yaprakli, Sevda.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2022:i:37:p:85-105.

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  406. Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations. (2022). Firuzan, Esin ; Aser, Daud Ali.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2022:i:37:p:1-25.

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  407. The evolution of owner-entrepreneurs’ taxation: five tax regimes over a 160-year period. (2022). Stenkula, Mikael ; Johansson, Dan ; Elert, Niklas ; Wykman, Niklas.
    In: Working Papers.
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  408. The Evolution of Owner-Entrepreneurs’ Taxation: Five Tax Regimes over a 160-Year Period. (2022). Stenkula, Mikael ; Johansson, Dan ; Elert, Niklas ; Wykman, Niklas.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:1429.

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  409. Union, border effects, and market integration in Britain. (2022). Hanley, Nick ; Cassidy, Daniel.
    In: Working Papers.
    RePEc:hes:wpaper:0228.

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  410. Global Uncertainty and International Migration to Western Europe. (2022). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03770391.

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  411. Global Uncertainty and International Migration to Western Europe. (2022). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-03770391.

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  412. What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants. (2022). Wohar, Mark ; Selmi, Refk ; Hammoudeh, Shawkat.
    In: Post-Print.
    RePEc:hal:journl:hal-03793866.

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  413. Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi.
    In: Working Papers.
    RePEc:gla:glaewp:2022_05.

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  414. The COVID-19 Pandemic and Dynamics of Price Adjustment in the U.S. Beef Sector. (2022). Saghaian, Sayed H ; Erol, Erdal.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:8:p:4391-:d:788678.

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  415. Dynamic Co-Movements among Oil Prices and Financial Assets: A Scientometric Analysis. (2022). González-Ruiz, Juan David ; Botero, Sergio Botero ; Marin-Rodriguez, Nini Johana ; Gonzalez-Ruiz, Juan David.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:19:p:12796-:d:935756.

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  416. Assessing the Impact of Fossil Fuel Prices on Renewable Energy in China Using the Novel Dynamic ARDL Simulations Approach. (2022). Zaghdoudi, Taha ; Ben-Salha, Ousama ; Nsaibi, Mariem ; Soltani, Hassan ; Hakimi, Abdelaziz.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:16:p:10439-:d:894668.

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  417. Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa. (2022). Kiss, Gábor Dávid ; Klutse, Senanu Kwasi ; Sagi, Judit.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:5:p:94-:d:808116.

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  418. A Time Series Analysis of Judicial Foreclosures in Spain. (2022). González-Val, Rafael ; Gonzalez-Val, Rafael.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:472-:d:945587.

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  419. Mortality Related to Air Temperature in European Cities, Based on Threshold Regression Models. (2022). Nastos, Panagiotis ; Dimitriadou, Lida ; Eleftheratos, Kostas ; Kapsomenakis, John ; Zerefos, Christos.
    In: IJERPH.
    RePEc:gam:jijerp:v:19:y:2022:i:7:p:4017-:d:781559.

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  420. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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  421. Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network. (2022). Gao, Xingyu ; Wang, Minggang ; Zhu, Mengrui ; Tian, Lixin ; Xu, Hua.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:15:p:5540-:d:876237.

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  422. Gaussian Copula Regression in the Presence of Thresholds. (2022). Franses, Philip Hans ; Hohberger, J ; Eckert, C.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:137107.

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  423. Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries. (2022). Ahmad, Wasim ; Rais, Shirin ; Kaur, Rishman Jot.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:124068.

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  424. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?. (2022). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:185:y:2022:i:c:s0040162522006126.

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  425. Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2022). Setterfield, Mark ; Lang, Dany ; Bassi, Federico ; Bauermann, Tom.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:63:y:2022:i:c:p:196-212.

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  426. Trajectories to high income: Comparing the growth dynamics in China, South Korea, and Japan with cointegrated VAR models. (2022). PARK, DONGHYUN ; Murach, Michael ; Kim, Jungsuk ; Wagner, Helmut.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:62:y:2022:i:c:p:492-511.

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  427. Premature deindustrialisation and growth slowdowns in middle-income countries. (2022). Babu, Suresh.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:62:y:2022:i:c:p:377-389.

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  428. Cointegration with structural changes and classical model of inflation in Spain, 1830–1998. (2022). Congregado, Emilio ; Esteve, Vicente.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:60:y:2022:i:c:p:376-388.

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  429. Extreme sentiment and herding: Evidence from the cryptocurrency market. (2022). Shen, Dehua ; Zhang, Wei ; Jia, Boxiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001568.

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  430. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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  431. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152.

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  432. Structural changes and trends in Chinas renewable electricity production in the policy evolution process. (2022). Wang, Yuan ; He, Yanmin ; Shi, Rui ; Kubota, Jumpei ; Jiang, Hongyi ; Zhang, Chen.
    In: Renewable Energy.
    RePEc:eee:renene:v:182:y:2022:i:c:p:879-886.

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  433. Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

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  434. Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis. (2022). Siklos, Pierre.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:112-127.

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  435. Do fiscal rules need budget transparency to be effective?. (2022). de Haan, Jakob ; Gootjes, Bram.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:75:y:2022:i:c:s017626802200026x.

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  436. On the long-run fluctuations of inheritance in two-sector OLG models. (2022). Venditti, Alain ; Pelgrin, Florian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:101:y:2022:i:c:s030440682200026x.

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  437. Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049.

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  438. Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962.

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  439. When is gold an effective hedge against inflation?. (2022). Valadkhani, Abbas ; Chiah, Mardy ; Nguyen, Jeremy.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004524.

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  440. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Tripathy, Trilochan ; Aikins, Emmanuel Joel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543.

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  441. Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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  442. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

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  443. Financialization, natural resources rents and environmental sustainability dynamics in Saudi Arabia under high and low regimes. (2022). Tarek, Bel Hadj ; Hadj, Tarek Bel ; Alfalih, Abdulaziz Abdulmohsen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000447.

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  444. Resource abundance and public finances in five peripheral economies, 1850s–1930s. (2022). Torregrosa-Hetland, Sara ; Peres-Cajías, José ; Ducoing, Cristián ; Peres-Cajias, Jose.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005468.

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  445. Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty. (2022). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341.

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  446. Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Ghate, Kshitish ; Kennet, Joushita J ; Renganathan, Jayashree ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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  447. The effect of oil rent on economic development in Saudi Arabia: Comparing the role of globalization and the international geopolitical risk. (2022). Sweidan, Osama ; Elbargathi, Khadiga.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004773.

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  448. Empirical analysis of asymmetry phenomenon in the public debt structure of Sub-Saharan Africas five biggest economies: A Markov-Switching model. (2022). Olomola, P A ; Olaoye, Olumide Olusegun.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000032.

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  449. Spatial rank-based high-dimensional change point detection via random integration. (2022). Chen, YU ; Wang, Xueqin ; Zhang, Weiping ; Shu, Lei.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21002050.

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  450. How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets. (2022). girardin, eric ; Hua, Jian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001413.

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  451. How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

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  452. Foreign buyer taxes and house prices in Canada: A tale of two cities. (2022). Zhang, Lin ; Du, Zaichao ; Yin, Hua.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:55:y:2022:i:c:s1051137721000620.

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  453. The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets. (2022). Karali, Berna ; Goswami, Alankrita ; Adjemian, Michael.
    In: Food Policy.
    RePEc:eee:jfpoli:v:111:y:2022:i:c:s0306919222000793.

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  454. The big bang: Stock market capitalization in the long run. (2022). Zimmermann, Kaspar ; Kuvshinov, Dmitry.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:527-552.

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  455. Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns. (2022). Chen, Ming-Hsiang ; Su, Ching-Hui.
    In: Journal of Air Transport Management.
    RePEc:eee:jaitra:v:102:y:2022:i:c:s0969699722000503.

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  456. On the international co-movement of natural interest rates. (2022). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

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  457. The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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  458. The visible hand: benchmarks, regulation, and liquidity. (2022). Aquilina, Matteo ; Mollica, Vito ; Steffen, Tom ; Ibikunle, Gbenga.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000271.

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  459. Bond risk’s role in the equity risk-return tradeoff. (2022). Bansal, Naresh ; Stivers, Chris.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000744.

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  460. Contagious diseases and gold: Over 700 years of evidence from quantile regressions. (2022). GUPTA, RANGAN ; Shiba, Sisa ; Nel, Jacobus ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004573.

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  461. Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets. (2022). Göktan, Mehmet ; Goktan, Mehmet Gokhan ; Hanedar, Elmas Yaldiz.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000836.

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  462. Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535.

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  463. Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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  464. Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis. (2022). AROURI, Mohamed ; Kouaissah, Noureddine ; Jebabli, Ikram.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003664.

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  465. The response of Brent crude oil to the European central bank monetary policy. (2022). Torro, Hipolit ; Soriano, Pilar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003585.

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  466. Modelling stock returns volatility with dynamic conditional score models and random shifts. (2022). Alanya-Beltran, Willy.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002026.

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  467. To diversify or not to diversify internationally?. (2022). Umutlu, Mehmet ; Yargi, Seher Goren.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914.

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  468. Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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  469. Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects. (2022). Rannou, Yves ; Boutabba, Mohamed Amine.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s105752192200045x.

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  470. A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x.

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  471. Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Medeiros, Rennan Kertlly ; de Jesus, Diego Pitta ; da Nobrega, Cassio.
    In: Energy.
    RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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  472. Sensitivity of the U.S. economy to oil prices controlling for domestic production and imports. (2022). Uria-Martinez, Rocio ; Leiby, Paul ; Oladosu, Gbadebo ; Bowman, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004844.

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  473. China’s great expansion: The role of factor substitution and technical progress. (2022). Willman, Alpo ; McAdam, Peter ; Manu, Ana-Simona.
    In: European Economic Review.
    RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002191.

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  474. A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, Robin ; Mensinger, T ; Bada, O ; Gualtieri, J ; Liebl, D ; Kneip, A.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:226:y:2022:i:2:p:399-422.

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  475. A score statistic for testing the presence of a stochastic trend in conditional variances. (2022). LINTON, OLIVER ; Hong, Yongmiao ; Sun, Jiajing ; McCabe, Brendan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000660.

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  476. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). Plakandaras, Vasilios ; GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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  477. Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Yan, Meng ; Chen, Jian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217.

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  478. Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Mei, Xiaowen ; Gao, Tianqing ; Pan, Qunxing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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  479. Estimation of high-dimensional factor models with multiple structural changes. (2022). Wang, LU ; Wu, Jianhong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

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  480. Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x.

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  481. The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain. (2022). Damette, Olivier ; Macedo, Daniela Pereira ; Marques, Antonio Cardoso.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:885-900.

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  482. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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  483. Governance, information flow, and stock returns. (2022). Dumitrescu, Ariadna ; Zakriya, Mohammed.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000116.

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  484. ‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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  485. Forecasting tourism growth with State-Dependent Models. (2022). Guan, Bo ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:94:y:2022:i:c:s0160738322000366.

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  486. The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Silviano Alejandro.
    In: Working Papers.
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  487. Does Financial Development Lower Energy Intensity in India?. (2022). Repalli, Vinod ; Palamalai, Srinivasan ; Manikandan, S ; Tamilselvan, M ; Veerabhadrappa, Manjula.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-05-13.

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  488. Electricity Demand and CO Emissions during the COVID-19 Pandemic: The Case of India. (2022). Palamalai, Srinivasan ; Agrawal, Nidhi ; Tamilselvan, M ; Kumar, Magesh ; Maity, Bipasha.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-03-16.

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  489. Population Aging and FDI inflows: A multi-country cointegration analysis. (2022). Mitra, Rajarshi ; Abedin, Md Thasinul ; Sen, Kanon Kumar.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-22-00510.

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  490. The relationship between shipping freight rates and inflation in the Euro Area. (2022). Michail, Nektarios ; Cleanthous, Lena ; Melas, Konstantinos D.
    In: Working Papers.
    RePEc:cyb:wpaper:2022-2.

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  491. US House Prices by Census Division: Persistence, Trends and Structural Breaks. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10143.

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  492. Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
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  493. The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting. (2022). Xu, Yongdeng.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2022/5.

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  494. The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles.
    In: Working Papers.
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  495. From mass to motion: Conceptualizing and measuring the dynamics of industry clusters. (2022). Funk, Russell J ; Shaver, Myles J ; Kim, Min Jung.
    In: Strategic Management Journal.
    RePEc:bla:stratm:v:43:y:2022:i:4:p:822-846.

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  496. Indo‐ASEAN Trade Complementarity and Favourability with Transition from Look East to Act East Policy: Evidence from Northeastern States of India. (2022). Das, Tiken ; Guha, Pradyut.
    In: Regional Science Policy & Practice.
    RePEc:bla:rgscpp:v:14:y:2022:i:2:p:215-243.

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  497. Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Lee, Taehwy ; Ullah, Aman.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501.

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  498. The Asymmetric Effects of Monetary Policy: Evidence from the United Kingdom. (2022). Stenner, Nick.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:3:p:516-543.

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  499. Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods. (2022). Yamamoto, Yohei ; Perron, Pierre.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:43:y:2022:i:3:p:389-411.

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  500. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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  501. The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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  502. Stopping time detection of wood panel compression: A functional time‐series approach. (2022). Shang, Han Lin ; Sang, Peijun ; Cao, Jiguo.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:71:y:2022:i:5:p:1205-1224.

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  503. Segmenting time series via self‐normalisation. (2022). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:84:y:2022:i:5:p:1699-1725.

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  504. Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model. (2022). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:84:y:2022:i:5:p:1589-1607.

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  505. Testing for a change in mean after changepoint detection. (2022). Jewell, Sean ; Fearnhead, Paul ; Witten, Daniela.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:84:y:2022:i:4:p:1082-1104.

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  506. The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Gilalana, Luis A ; Canarella, Giorgio.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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  507. Asymmetric reactions in the tourism‐led growth hypothesis. (2022). Kimpton, Sean ; Kumar, Nikeel Nishkar ; Patel, Arvind ; Andrews, Antony.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:61:y:2022:i:4:p:661-677.

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  508. An Empirical Assessment of Collusion in the Negotiable Certificates of Deposit Market in Korea: A Discriminant Analysis. (2022). Jeong, Jinook ; Kim, Jung Jae ; Lee, Jiyoung.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:36:y:2022:i:2:p:203-223.

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  509. Financial innovation and the stability of money demand in Nigeria. (2022). Onah, Emmanuel ; Kalu, Ebere Ume ; Okoyeuzu, Chinwe R ; Ujunwa, Augustine.
    In: African Development Review.
    RePEc:bla:afrdev:v:34:y:2022:i:2:p:215-231.

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  510. The NAIRU and informality in the Mexican labor market. (2022). Alcaraz Pribaz, Carlo ; Ramirez, Claudia ; Rodriguez-Perez, Cid Alonso ; Aguilar, Ana.
    In: BIS Working Papers.
    RePEc:bis:biswps:1005.

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  511. The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan.
    In: Working papers.
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  512. Currency demand at negative policy rates. (2022). Rainone, Edoardo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1359_22.

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  513. On the anchoring of inflation expectations in the euro area. (2022). Tagliabracci, Alex ; Rondinelli, Concetta ; Riggi, Marianna ; Papetti, Andrea ; Neri, Stefano ; Cecchetti, Sara ; Bulligan, Guido ; Corsello, Francesco.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  514. What Drives Bitcoin Fees? Using Segwit to Assess Bitcoins Long-Run Sustainability. (2022). Koeppl, Thorsten ; Chiu, Jonathan ; Brown, Colin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-2.

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  515. Announcement Effect of COVID-19 on Cryptocurrencies. (2022). Usman, Nuruddeen ; Nduka, Kodili Nwanneka.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:61.

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  516. Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending. (2022). Putnicnvs, Talis ; Samphantharak, Krislert ; Saengchote, Kanis.
    In: Papers.
    RePEc:arx:papers:2207.06285.

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  517. Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Schwartz, Eduardo S.
    In: Papers.
    RePEc:arx:papers:2202.02273.

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  518. Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi.
    In: Papers.
    RePEc:arx:papers:2201.07319.

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  519. Plane to see? Empirical Analysis of the 1999-2006 Air Cargo Cartel. (2022). Nolan, James ; Laulederkind, Zoe.
    In: Miscellaneous Publications.
    RePEc:ags:uskbpm:329694.

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  520. Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Zhang, Shuwei ; Kim, Hyeongwoo ; Shao, Peng.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2022-04.

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  521. Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Zhang, Shuwei ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2022-01.

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  522. Bargaining Power and the Labor Share - a Structural Break Approach. (2021). Kraft, Kornelius ; Lammers, Alexander.
    In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
    RePEc:zbw:vfsc21:242342.

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  523. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
    In: Working Papers.
    RePEc:zbw:svrwwp:022021.

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  524. Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2021). Demir, İshak ; Yildirim-Karaman, Secil ; Eroglu, Burak A.
    In: LEAF Working Paper Series.
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  525. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:415.

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  526. Equity premium predictability over the business cycle. (2021). Moench, Emanuel ; Stein, Tobias ; Monch, Emanuel.
    In: Discussion Papers.
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  527. Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study. (2021). Gurgul, Henryk ; Brania, Krzysztof.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605.

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  528. Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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  529. Determinants of the WTI‐Brent price spread revisited. (2021). Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

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  530. Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896. (2021). Siklos, Pierre ; Bohl, Martin T ; Sulewski, Christoph ; Putz, Alexander.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:2:p:226-244.

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  531. Volatility‐managed commodity futures portfolios. (2021). Kwon, Kyung Yoon ; Kang, Jangkoo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:2:p:159-178.

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  532. Time series forecasting methods for the Baltic dry index. (2021). Kavussanos, Manolis ; Katris, Christos.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:8:p:1540-1565.

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  533. Real‐time detection of regimes of predictability in the US equity premium. (2021). Taylor, Robert ; Harvey, David ; Leybourne, Stephen J ; Sollis, Robert ; Robert, A M.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:1:p:45-70.

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  534. Investors trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange. (2021). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos ; Kartsaklas, Aris.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461.

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  535. Global financial environment or monetary transmission mechanism? The (special) dynamics of Turkeys external deficit after 2002. (2021). Ertan, Arhan ; Kiran, Gurbuz.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4054-4076.

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  536. Predicting GDP growth with stock and bond markets: Do they contain different information?. (2021). McMillan, David G.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3651-3675.

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  537. Military expenditure, financial development and environmental degradation in Turkey: A comparison of CO2 emissions and ecological footprint. (2021). Taspinar, Nigar ; Gokmenoglu, Korhan ; Rahman, Mohammad Mafizur.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:986-997.

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  538. Time‐varying responses of stock returns to market illiquidity: Stress scenario with regime‐switching framework. (2021). Naoui, Kamel ; ben Soltane, Hela.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1611-1622.

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  539. Tail dependence between oil prices and Chinas A‐shares: Evidence from firm‐level data. (2021). Egan, Paul ; Fang, Sheng.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1469-1487.

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  540. Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert ; Abu, Nuruddeen.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335.

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  541. Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach. (2021). Mudida, Robert ; Gil-Alana, Luis ; Awe, Olushina O ; Gilalana, Luis A.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1197-1205.

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  542. Oligopsonistic Input Substitution in a Thin Market. (2021). Schaefer, K Aleks ; Saitone, Tina L.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:103:y:2021:i:4:p:1414-1432.

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  543. Fiscal Sustainability Hypothesis Test in Central and Eastern Europe: A Panel Data Perspective. (2021). Benjamin, Owusu.
    In: Central European Economic Journal.
    RePEc:vrs:ceuecj:v:8:y:2021:i:55:p:285-312:n:1.

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  544. The Asymmetric Impact of Oil Price and Electricity Consumption on Economic Growth: Evidence from Nigeria. (2021). Olugbenga, Soyemi Caleb ; Emmanuel, Longe Adedayo ; Adeiza, Agbanuji David ; Matthew, Adekoya Taiwo ; Jacob, Adekomi Idowu.
    In: Acta Universitatis Sapientiae, Economics and Business.
    RePEc:vrs:auseab:v:9:y:2021:i:1:p:50-70:n:9.

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  545. The Welfare Costs of Inflation. (2021). Nicolini, Juan Pablo ; Benati, Luca.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2113.

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  546. A New Approach to Estimating the Natural Rate of Interest. (2021). Benati, Luca.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2108.

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  547. Bayesian inference of multiple structural change models with asymmetric GARCH errors. (2021). Chen, Cathy W. S. ; Lee, Bonny.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00549-z.

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  548. Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom. (2021). GUPTA, RANGAN ; Gabauer, David ; Yamaka, Woraphon ; Nel, Jacobus.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:155:y:2021:i:3:d:10.1007_s11205-021-02622-w.

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  549. Brazilian stock market bubble in the 2010s. (2021). Laurini, Márcio ; Chaim, Pedro.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:1:d:10.1007_s43546-020-00005-w.

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  550. Persistence in the market risk premium: evidence across countries. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-020-09519-3.

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  551. COVID-19 and instability of stock market performance: evidence from the U.S.. (2021). Lee, Chien-Chiang ; Bian, Zhicun ; Hong, Hui.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00229-1.

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  552. On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids. (2021). Schmidt, Martin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02012-0.

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  553. On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition. (2021). Park, Sung Y. ; Ko, Stanley Iat-Meng ; Kim, Myeong Jun.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01904-5.

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  554. Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances. (2021). Kim, Yongku ; Lee, Woo Dong ; Kang, Sanggil.
    In: Computational Statistics.
    RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01054-3.

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  555. Say anything you want about me if you spell my name right: the effect of Internet searches on financial market. (2021). Kliber, Agata ; Rutkowska, Aleksandra.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-019-00665-6.

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  556. The long memory HEAVY process: modeling and forecasting financial volatility. (2021). Yfanti, S ; Karanasos, M ; Christopoulos, A.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-019-03493-8.

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  557. Sparse group fused lasso for model segmentation: a hybrid approach. (2021). Degras, David.
    In: Advances in Data Analysis and Classification.
    RePEc:spr:advdac:v:15:y:2021:i:3:d:10.1007_s11634-020-00424-5.

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  558. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
    In: Urban Studies.
    RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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  559. Impact of Exchange Rate Fluctuations on India€™s Manufacturing Exports: An Empirical Investigation on Long-Run Relation. (2021). , Jyoti.
    In: Journal of Asian Economic Integration.
    RePEc:sae:jfasei:v:3:y:2021:i:1:p:61-73.

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  560. Inflation and Fiscal Deficit in India: An ARDL Approach. (2021). Kaur, Gurleen.
    In: Global Business Review.
    RePEc:sae:globus:v:22:y:2021:i:6:p:1553-1573.

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  561. Do oil prices and exchange rates affect the US stock market? New evidence from the asymmetric cointegration approach. (2021). Panagiotis, Rafailidis ; Constantinos, Katrakilidis.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:147-161.

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  562. Structural breaks in cointegration models. (2021). Skrobotov, Anton.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0429.

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  563. Was there ever a shift: Empirical analysis of structural-shift tests for return volatility. (2021). Kostyrka, Andreï ; Malakhov, Dmitry.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0416.

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  564. Does Certainty on the Winner Diminish the Interest in Sport Competitions? The Case of Formula One. (2021). Reade, J ; Garcia-del-Barrio, Pedro.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2021-18.

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  565. Monetary Policy, Equity Markets and the Information Effect. (2021). He, Calvin.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2021-04.

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  566. Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests. (2021). GUPTA, RANGAN ; Apergis, Nicholas ; Gavriilidis, Konstantinos.
    In: Working Papers.
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  567. Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic. (2021). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza.
    In: Working Papers.
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  568. Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202146.

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  569. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar.
    In: Working Papers.
    RePEc:pre:wpaper:202133.

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  570. Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). GUPTA, RANGAN ; Ngene, Geoffrey M.
    In: Working Papers.
    RePEc:pre:wpaper:202115.

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  571. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202113.

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  572. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:105353.

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  573. News from the Frontier: Increased Productivity Dispersion across Firms and Factor Reallocation. (2021). Lecat, Rémy ; Cette, Gilbert ; Bouche, Paul.
    In: Review of Economics and Institutions.
    RePEc:pia:review:v:12:y:2021:i:2:n:1.

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  574. Economic-State Variation in Uncertainty-Yield Dynamics. (2021). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
    In: The Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:11:y:2021:i:1:p:60-104..

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  575. Analysing Indias Exchange Rate Regime.. (2021). Sengupta, Rajeswari ; Patnaik, Ila.
    In: Working Papers.
    RePEc:npf:wpaper:21/353.

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  576. Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2021). Setterfield, Mark ; Lang, Dany ; Bassi, Federico ; Bauermann, Tom.
    In: Working Papers.
    RePEc:new:wpaper:2007.

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  577. A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2021-4.

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  578. Fiscal Stability and Macroeconomic Environment in Nigeria: A Further Assessment. (2021). Kolawole, Bashir Olayinka.
    In: Theory Methodology Practice (TMP).
    RePEc:mic:tmpjrn:v:17:y:2021:i:02:p:53-66.

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  579. Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath. (2021). Guo, Shuxin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00887-9.

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  580. Public perceptions and bond markets during the Great War: the case of a neutral country. (2021). Schaltegger, Christoph ; Schmid, Lukas A.
    In: Public Choice.
    RePEc:kap:pubcho:v:186:y:2021:i:3:d:10.1007_s11127-019-00709-0.

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  581. 50 Years of Capital Mobility in the Eurozone: Breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Alejandro.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09655-1.

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  582. On the Consequences of the Discontinuation of the Eleventh District Cost of Funds Index. (2021). Nickelsburg, Jerry ; Yu, William.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-020-09744-x.

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  583. Testing for structural breaks in return-based style regression models. (2021). Kim, Tae-Hwan ; Stone, Douglas.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00364-2.

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  584. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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  585. Do governance quality and ICT infrastructure influence the tax revenue mobilisation? An empirical analysis for India. (2021). Mallick, Hrushikesh.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09282-9.

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  586. Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia. (2021). solarin, sakiru ; Al-mulali, Usama ; Al-Hajj, Ekhlas.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:54:y:2021:i:1:d:10.1007_s10644-020-09271-y.

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  587. Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh.
    In: Computational Economics.
    RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09990-4.

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  588. Effects of US Federal Reserve Monetary Policies on Financial Markets and Commodity Prices: An Econometric Analysis with a Structural Break for Developed and Developing Countries. (2021). Emsen, Hatira Sadeghzadeh.
    In: Journal of Economy Culture and Society.
    RePEc:ist:iujecs:v:64:y:2021:i:0:p:233-255.

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  589. 50 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro.
    In: Working Papers.
    RePEc:inf:wpaper:2021.04.

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  590. Analysing Indias exchange rate regime. (2021). Sengupta, Rajeswari ; Patnaik, Ila.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2021-022.

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  591. Sovereign Debt and Supersanctions in Emerging Markets: Evidence from Four Southeast European Countries, 1878-1913. (2021). Sharp, Paul ; Pedersen, Maja ; Maerean, Andreea-Alexandra.
    In: Working Papers.
    RePEc:hes:wpaper:0216.

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  592. Spillover in the UK Housing Market. (2021). Chaudhuri, Kausik ; Manner, Hans ; Blatt, Dominik.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2021-13.

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  593. Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume. (2021). Trujillo, Maria-Andrea ; Pinto-Gutierrez, Christian ; Guzman, Alexander.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:15:p:1771-:d:602136.

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  594. Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Kolay, Madhuparna ; Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

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  595. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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  596. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457.

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  597. Structural Break and Causal Analyses of U.S. Corn Use for Ethanol and Other Corn Market Variables. (2021). Kline, Keith L ; Oladosu, Gbadebo A.
    In: Agriculture.
    RePEc:gam:jagris:v:11:y:2021:i:3:p:267-:d:520940.

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  598. Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Lubos ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna.
    In: Agriculture.
    RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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  599. The Welfare Costs of Inflation. (2021). Nicolini, Juan Pablo ; Benati, Luca.
    In: Working Papers.
    RePEc:fip:fedmwp:93467.

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  600. Public Debt Thresholds: An Analysis for Cyprus. (2021). Savva, Christos ; Michail, Nektarios.
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:15:y:2021:i:1:p:75-85.

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  601. COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Ahmad, Wasim ; Kattumuri, Ruth ; Kaur, Rishman Jot.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:112454.

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  602. Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle. (2021). Bernardes, Suzana Duran ; Chandra, Sai Sarath ; Ozbay, Kaan ; Wang, Jingxing ; Gao, Jingqin ; Zuo, Fan ; Bian, Zilin ; Chen, Yanyan ; Ban, Xuegang.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:145:y:2021:i:c:p:269-283.

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  603. Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Berisha, Edmond.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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  604. Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Shi, Yujie ; Wang, Liming ; Ke, Jian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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  605. Gender Diversity Index. Measuring persistence. (2021). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000957.

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  606. Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency. (2021). Jin, Xuejun ; Yang, Xiaolan ; Wang, Shouyang ; Zhu, Keer.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000726.

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  607. Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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  608. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach. (2021). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan ; Dul, Wiehan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544.

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  609. Gold and US sectoral stocks during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; lucey, brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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  610. Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets. (2021). Kutan, Ali ; Ahmad, Wasim ; Gupta, Smarth.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:546-557.

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  611. Let’s take a smooth break: Stock return predictability revisited. (2021). Yan, Xinyan ; Luo, Shikong ; Yang, Haoyi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:300-314.

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  612. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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  613. Regional composition of national house price cycles in the US. (2021). Schmidt, Torsten ; Pruser, Jan.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:87:y:2021:i:c:s0166046221000053.

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  614. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. (2021). Kyei, Clement ; GUPTA, RANGAN ; Shivambu, Rinsuna ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206.

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  615. Corporate debt and cash decisions: A nonlinear panel data analysis. (2021). Hung, Mao-Wei ; Chang, Bi-Juan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:15-37.

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  616. Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:113-122.

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  617. When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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  618. Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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  619. Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship. (2021). Hunnes, John ; Zakamulin, Valeriy.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:182-197.

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  620. On the link between current account and fiscal imbalances in the presence of structural breaks: Empirical evidence from Egypt. (2021). Dissou, Yazid ; Nafie, Yousra.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:15-27.

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  621. Anchored or de-anchored? That is the question. (2021). Tagliabracci, Alex ; Neri, Stefano ; Corsello, Francesco.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:69:y:2021:i:c:s017626802100032x.

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  622. Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model. (2021). Sun, Mei ; Zhou, Jie ; Han, Dun ; Gao, Cuixia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:582:y:2021:i:c:s037843712100491x.

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  623. Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory. (2021). Huang, Yirong ; Luo, YI ; Lin, Yan ; Ding, Liang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309018.

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  624. How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). Ahmed, Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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  625. Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data. (2021). Kotze, Kevin ; GUPTA, RANGAN ; Demirer, Riza ; Bathia, Deven.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x21000037.

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  626. The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Klee, Elizabeth ; Bolotnyy, Valentin ; Beltran, Daniel.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202.

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  627. Terrorism and the behavior of oil production and prices in OPEC. (2021). Monge, Manuel ; Cristobal, Enrique.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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  628. Has the long-run relationship between gold and silver prices really disappeared? Evidence from an emerging market. (2021). Sami, Janesh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003032.

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  629. Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Wahab, Bashir ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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  630. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Jena, Sangram Keshari ; Roubaud, David ; Lahiani, Amine.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889.

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  631. Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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  632. Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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  633. Public investment and growth: Lessons learned from 60-years experience in Southern Italy. (2021). Papagni, Erasmo ; LEPORE, AMEDEO ; Alfano, Maria Rosaria ; Felice, Emanuele ; Baraldi, Anna Laura.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:2:p:376-393.

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  634. Regime-specific impact of financial reforms on economic growth in Pakistan. (2021). Charfeddine, Lanouar ; Khan, Muhammad Arshad ; Rahman, Abdul.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:1:p:161-182.

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  635. The role of exchange rate and relative import price on sawnwood import demand in Africa: Evidence from modified heterogeneous panel data methods. (2021). Oshota, Sebil ; Ogebe, Joseph O ; Adewuyi, Adeolu.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000360.

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  636. The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000086.

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  637. Anything but gold - The golden constant revisited. (2021). Carpantier, Jean-François.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000040.

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  638. Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Pozo, Veronica F ; Bachmeier, Lance J.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

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  639. Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?. (2021). Biolsi, Christopher.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000276.

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  640. The growing impact of US monetary policy on emerging financial markets: Evidence from India. (2021). Lakdawala, Aeimit.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001297.

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  641. Reprint: Is China fudging its GDP figures? Evidence from trading partner data. (2021). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000577.

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  642. Is China fudging its GDP figures? Evidence from trading partner data. (2021). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302187.

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  643. Central bank communication and the yield curve. (2021). Whelan, Paul ; Leombroni, Matteo ; Venter, Gyuri ; Vedolin, Andrea.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:860-880.

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  644. Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Schrimpf, Andreas ; Ferrari Minesso, Massimo ; Kearns, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

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  645. From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Pappas, Vasileios ; Alexakis, Christos ; Petropoulou, Athina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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  646. On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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  647. QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

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  648. Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

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  649. U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis. (2021). Monge, Manuel.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:88-95.

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  650. The energy transition, Trump energy agenda and COVID-19. (2021). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal ; Errami, Youssef ; Hammoudeh, Shawkat.
    In: International Economics.
    RePEc:eee:inteco:v:165:y:2021:i:c:p:140-153.

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  651. Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX. (2021). Dima, Tefana Maria ; Ioan, Roxana.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000489.

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  652. Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179.

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  653. Time-varying risk aversion and forecastability of the US term structure of interest rates. (2021). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000052.

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  654. Emotional trading in the cryptocurrency market. (2021). Ahn, Yongkil ; Kim, Dong Yeon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317268.

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  655. Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Bhatia, Vaneet ; Basu, Sankarshan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300672.

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  656. A note on investor happiness and the predictability of realized volatility of gold. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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  657. Do the uncertainty-induced capital outflows matter in currency crisis? Evidence from the Hong Kong speculative attacks. (2021). Wong, Douglas ; Tim, Douglas Kai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931390x.

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  658. COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Ahmad, Wasim ; Kattumuri, Ruth ; Kaur, Rishman Jot.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002155.

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  659. Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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  660. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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  661. Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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  662. Investor attention shocks and stock co-movement: Substitution or reinforcement?. (2021). Shen, Dehua ; Hu, Yitong ; Li, Xiao ; Goodell, John W.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s105752192030260x.

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  663. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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  664. Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Abbas, Syed Kumail ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x.

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  665. Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

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  666. Asymmetric oil price and Asian economies: A nonlinear ARDL approach. (2021). Olson, Dennis ; Nusair, Salah.
    In: Energy.
    RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327018.

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  667. Are petrol retailers less responsive to changes in wholesale or crude oil prices when they face lower competition? The case of Greater Sydney. (2021). Valadkhani, Abbas ; Anwar, Sajid ; Nguyen, Jeremy ; Ghazanfari, Arezoo.
    In: Energy Policy.
    RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001476.

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  668. Stochastic convergence of disaggregated energy consumption per capita and its catch-up rate: An independent analysis of MENA net oil-exporting and importing countries. (2021). Xu, Helian ; Ahmed, Anwar Saeed ; Abdo, Al-Barakani.
    In: Energy Policy.
    RePEc:eee:enepol:v:150:y:2021:i:c:s0301421521000203.

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  669. OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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  670. Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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  671. Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Chu, Yin ; Wang, Quan-Jing ; Wen, Jun ; Feng, Gen-Fu ; Chang, Chun-Ping.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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  672. The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market. (2021). Damette, Olivier ; Macedo, Daniela Pereira ; Marques, Antonio Cardoso.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003510.

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  673. Jump-preserving varying-coefficient models for nonlinear time series. (2021). Cizek, Pavel ; Iek, Pavel ; Koo, Chao Hui.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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  674. Continuous record Laplace-based inference about the break date in structural change models. (2021). Perron, Pierre ; Casini, Alessandro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:3-21.

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  675. Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Pang, Tianxiao ; Du, Lingjie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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  676. The impact of COVID-19 on tail risk: Evidence from Nifty index options. (2021). Varma, Jayanth ; Virmani, Vineet ; Agarwalla, Sobhesh Kumar.
    In: Economics Letters.
    RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001555.

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  677. The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Otero, Jesus ; Iregui, Ana ; Holmes, Mark.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

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  678. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Yoon, Seong-Min ; Vo, Xuan Vinh ; Lee, Yun-Jung ; Mensi, Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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  679. Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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  680. Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Aliyu, Victoria O ; Mevweroso, Chioma R.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072.

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  681. Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

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  682. The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Chu, Chien Chi ; Yi, Chiao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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  683. The informal economy in Algeria: New insights using the MIMIC approach and the interaction with the formal economy. (2021). schneider, friedrich ; Bouriche, Lahcene ; Bennihi, Aymen Salah.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:470-491.

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  684. The asymmetric effects of COVID19 on wholesale fuel prices in Australia. (2021). Valadkhani, Abbas ; Nguyen, Jeremy ; Ghazanfari, Arezoo ; Moradi-Motlagh, Amir.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:255-266.

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  685. News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Kapadia, Sujit ; Nyman, Rickard ; Tuckett, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

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  686. Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Gong, XU ; Shi, Rong ; Xu, Jun.
    In: Applied Energy.
    RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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  687. Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria ; Esteve, Vicente.
    In: Working Papers.
    RePEc:eec:wpaper:2113.

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  688. Long-run neutrality of money and inflation in Spanish economy, 1830-1998. (2021). Congregado, Emilio ; Esteve, Vicente.
    In: Working Papers.
    RePEc:eec:wpaper:2104.

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  689. 50 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Alejandro.
    In: Working Papers.
    RePEc:eec:wpaper:2102.

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  690. Inflation expectations and their role in Eurosystem forecasting. (2021). Trezzi, Riccardo ; Tagliabracci, Alex ; Stanisławska, Ewa ; Riggi, Marianna ; Pönkä, Harri ; Paredes, Joan ; Michail, Nektarios ; Meyler, Aidan ; Menz, Jan-Oliver ; Łyziak, Tomasz ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; Kasimati, Evangelia ; Iskrev, Nikolay ; Hartmann, Matthias ; Galati, Gabriele ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; Charalambakis, Evangelos ; Brázdik, František ; Bragoudakis, Zacharias ; BOBEICA, Elena ; Bessonovs, Andrejs ; Banbura, Marta ; Tengely, Veronika ; Fritzer, Friedrich ; Jorgensen, Casper ; Tirpak, Marcel ; Volz, Ute ; Brazdik, Frantiek ; Hartwig, Benny ; Reiche, Lovisa ; Baumann, Ursel ; Schupp, Fabian ; Gavura, Miroslav ; Boninghausen, Benjamin ; Vilmi, Lauri ; Stanisawska, Ewa ; Damjanovi, Milan ; Hutchinson, John ; Reichenbachas, Tomas ; Charalampakis, Evangelos ; Al-Haschimi, Alexander ; Westermann, Thomas ; Pert, Sulev ; Jonckheere, Jana ; Robert, Pierre-Antoine ; Kulikov, Dmitry ; Maletic, Matjaz ; Gmehling, Philipp ; Popova, Dilyana ; Babura, Marta ; Ponka, Harri ; Stockhammar, Par ; Paloviita, Maritta ; Speck, Christian.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2021264.

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  691. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2021_017.

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  692. Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8961.

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  693. The Impact of the Crisis-inducted Reduction in Air Pollution on Infant Mortality in India: A Policy Perspective. (2021). Kyrychenko, Olexiy.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp702.

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  694. Structural Breaks and Explosive Behavior in the Long-Run: The Case of Australian Real House Prices, 1870–2020. (2021). Prats, Maria ; Maria, Prats ; Vicente, Esteve.
    In: Economics - The Open-Access, Open-Assessment Journal.
    RePEc:bpj:econoa:v:15:y:2021:i:1:p:72-84:n:1.

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  695. The distribution of city sizes in Turkey: A failure of Zipf’s law due to concavity. (2021). Cieślik, Andrzej ; Duran, Hasan Engin ; Cielik, Andrzej.
    In: Regional Science Policy & Practice.
    RePEc:bla:rgscpp:v:13:y:2021:i:5:p:1702-1719.

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  696. Testing Goodwin with a stochastic differential approach—The United States (1948–2019). (2021). McIsaac, Florent.
    In: Metroeconomica.
    RePEc:bla:metroe:v:72:y:2021:i:4:p:696-730.

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  697. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). Wohar, Mark ; GUPTA, RANGAN ; Kanda, Patrick.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335.

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  698. Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak.
    In: Growth and Change.
    RePEc:bla:growch:v:52:y:2021:i:1:p:460-491.

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  699. The Impacts of Trade Policy Uncertainties on Bilateral Trade Balances of the United States and Japan. (2021). Gocer, Ismet ; Ongan, Serdar.
    In: Economic Papers.
    RePEc:bla:econpa:v:40:y:2021:i:3:p:236-247.

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  700. Structural Changes in the Renminbi Exchange Rate Mechanism. (2021). Qian, Junhui ; Su, Guanyu.
    In: China & World Economy.
    RePEc:bla:chinae:v:29:y:2021:i:2:p:1-23.

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  701. Minimum information management and price‐abundance relationships in a fishery. (2021). Marvasti, Akbar ; Dakhlia, Sami.
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
    RePEc:bla:canjag:v:69:y:2021:i:4:p:491-518.

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  702. Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Hernandezroman, Luis G ; Ventosasantaularia, Daniel ; Amezcua, Alejandro Villagomez.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

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  703. Debt Begets Debt: The Sri Lankan Welfare State and Fiscal Sustainability. (2021). Abeysinghe, Tilak.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:35:y:2021:i:4:p:363-389.

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  704. Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata. (2021). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan.
    In: Discussion Papers.
    RePEc:bir:birmec:21-14.

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  705. News from the frontier: Increased productivity dispersion across firms and factor reallocation. (2021). Lecat, Rémy ; Cette, Gilbert ; Bouche, Paul.
    In: Working papers.
    RePEc:bfr:banfra:846.

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  706. REVISITING THE ROLE OF EXCHANGE RATE VOLATILITY IN TURKEY’S EXPORTS: EVIDENCE FROM THE STRUCTURAL VAR APPROACH. (2021). Tuzemen, Samet ; Bari-Tuzemen, Ozge.
    In: Economic Annals.
    RePEc:beo:journl:v:66:y:2021:i:231:p:127-150.

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  707. THE ASYMMETRIC EFFECTS OF CURRENCY DEVALUATION IN SELECTED SUB-SAHARAN AFRICA. (2021). Chukwu, Jude Okechukwu ; Odionye, Joseph Chukwudi.
    In: Economic Annals.
    RePEc:beo:journl:v:66:y:2021:i:230:p:135-156.

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  708. ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Fasanya, Ismail ; Fajobi, Ayinke ; Adetokunbo, Abiodun.
    In: Economic Annals.
    RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

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  709. Identifying deposits outflows in real-time. (2021). Rainone, Edoardo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1319_21.

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  710. De-anchored long-term inflation expectations in a low growth, low rate environment. (2021). Tagliabracci, Alex ; Neri, Stefano ; Corsello, Francesco ; Bulligan, Guido.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_624_21.

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  711. Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Riggi, Marianna ; Notarpietro, Alessandro ; Fantino, Davide ; Cecchetti, Sara ; Tiseno, Andrea.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_612_21.

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  712. Divergent Policies for Convergence Clubs: A Study of PostReform Indian States. (2021). Kar, Sabyasachi ; Jha, Debajit.
    In: IEG Working Papers.
    RePEc:awe:wpaper:449.

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  713. A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Sickles, Robin ; Mensinger, Tim ; Bada, Oualid ; Gualtieri, James ; Liebl, Dominik ; Kneip, Alois.
    In: Papers.
    RePEc:arx:papers:2109.10950.

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  714. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2021). Schweikert, Karsten.
    In: Papers.
    RePEc:arx:papers:2001.07949.

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  715. .

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  716. Fundamental determinants of exchange rate expectations. (2020). Czudaj, Robert ; Beckmann, Joscha.
    In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
    RePEc:zbw:vfsc20:224617.

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  717. Regional composition of national house price cycles in the US. (2020). Schmidt, Torsten ; Pruser, Jan.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:853.

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  718. Foreign debt, capital controls, and secondary markets: Theory and evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea.
    In: Working Papers.
    RePEc:zbw:pp1859:25.

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  719. Inference of breakpoints in high-dimensional time series. (2020). Wang, Weining ; Wu, Wei Biao ; Chen, Likai.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2020019.

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  720. Public investment and economic activity in Mexico, 1925-1981. (2020). Ventosa-Santaulària, Daniel ; Gomez-Zaldivar, Manuel ; de Jesus, Felipe ; Ventosa-Santaularia, Daniel.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20206.

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  721. The role of foreign direct investment in growth: Spain, 1964-2013. (2020). Bajo-Rubio, Oscar.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:676.

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  722. Exports and long-run growth: The case of Spain, 1850-2017. (2020). Bajo-Rubio, Oscar.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:461.

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  723. Regional market integration and the emergence of a Scottish national grain market. (2020). Hanley, Nick ; Cassidy, Daniel.
    In: eabh Papers.
    RePEc:zbw:eabhps:2005.

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  724. Trajectories to high income: comparing the growth dynamics in China, Korea, and Japan with cointegrated VAR models. (2020). PARK, DONGHYUN ; Murach, Michael ; Kim, Jungsuk ; Wagner, Helmut.
    In: CEAMeS Discussion Paper Series.
    RePEc:zbw:ceames:162020.

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  725. The impact of technological innovation and public‐private partnership investment on sustainable environment in China: Consumption‐based carbon emissions analysis. (2020). Kirikkaleli, Dervis ; Khan, Zeeshan ; Jiao, Zhilun ; Wahab, Salman ; Ali, Muhsin.
    In: Sustainable Development.
    RePEc:wly:sustdv:v:28:y:2020:i:5:p:1317-1330.

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  726. Forecasting interest rates through Vasicek and CIR models: A partitioning approach. (2020). Orlando, Giuseppe ; Mininni, Rosa Maria ; Bufalo, Michele.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:4:p:569-579.

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  727. Estimating and accounting for the output gap with large Bayesian vector autoregressions. (2020). Wong, Benjamin ; Morley, James.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:1:p:1-18.

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  728. Equity premium prediction and structural breaks. (2020). Smith, Simon C.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.

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  729. Do Weak Institutions Prolong Crises ? On the Identification, Characteristics, and Duration of Declines During Economic Slumps. (2020). Bluhm, Richard ; de Crombrugghe, Denis ; Szirmai, Adam.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9127.

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  730. Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All.. (2020). Canepa, Alessandra ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202008.

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  731. Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence. (2020). Czudaj, Robert ; Beckmann, Joscha.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep039.

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  732. Analysis of monthly CO2 emission trends for major EU Countries: a time series approach. (2020). Quatrosi, Marco.
    In: SEEDS Working Papers.
    RePEc:srt:wpaper:1520.

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  733. Multiple change point detection and validation in autoregressive time series data. (2020). Ma, Lijing ; Sofronov, Georgy ; Grant, Andrew J.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01198-w.

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  734. EU Consumer Confidence and the New Modesty Hypothesis. (2020). Sorić, Petar ; Čižmešija, Mirjana ; Imeija, Mirjana ; Matoec, Marina.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:152:y:2020:i:3:d:10.1007_s11205-020-02449-x.

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  735. Income Inequality and Persistence Changes. (2020). Sanso-Navarro, Marcos ; Vera-Cabello, Maria.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:152:y:2020:i:2:d:10.1007_s11205-020-02444-2.

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  736. Long-run relationship between exports and imports: current account sustainability tests for the EU. (2020). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00168-x.

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  737. Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator. (2020). Kumar, Dilip.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00197-w.

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  738. Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

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  739. Time Series Dynamics of Sugar Export Earnings in Fiji with Multiple Endogenous Structural Breaks: Implications for EU Sugar and Industry Reforms. (2020). Sami, Janesh.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00173-z.

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  740. Intensity of Agricultural Workload and the Seasonality of Births in Italy. (2020). Ruiu, Gabriele ; Breschi, Marco.
    In: European Journal of Population.
    RePEc:spr:eurpop:v:36:y:2020:i:1:d:10.1007_s10680-019-09524-1.

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  741. Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figà-Talamanca, Gianna ; Figa-Talamanca, Gianna.
    In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
    RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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  742. Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915. (2020). Resende, Marcelo ; Freire, Gustavo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01740-2.

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  743. Prequential forecasting in the presence of structure breaks in natural gas spot markets. (2020). Duangnate, Kannika ; Mjelde, James W.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01706-4.

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  744. Testing for structural changes in the Wagner’s Law for a sample of East Asian countries. (2020). kumar, saten ; Cao, Zhaoyi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01686-5.

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  745. Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). Maciel, Leandro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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  746. Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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  747. Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Steinbach, Max ; Hollander, Hylton ; GUPTA, RANGAN.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4.

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  748. Climate change and variability: empirical evidence for countries and agroecological zones of the Sahel. (2020). Yobom, Oudah.
    In: Climatic Change.
    RePEc:spr:climat:v:159:y:2020:i:3:d:10.1007_s10584-019-02606-3.

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  749. Is the tourism€“growth relationship asymmetric in the Cook Islands? Evidence from NARDL cointegration and causality tests. (2020). Stauvermann, Peter ; Kumar, Ronald.
    In: Tourism Economics.
    RePEc:sae:toueco:v:26:y:2020:i:4:p:658-681.

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  750. Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry. (2020). Laha, Arindam ; Maji, Sumit Kumar ; Sur, Debasish.
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:45:y:2020:i:3:p:239-269.

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  751. Understanding the Economic Growth of West Bengal: A Multiple Structural Breaks Approach. (2020). Biswas, Debolina.
    In: Indian Journal of Human Development.
    RePEc:sae:inddev:v:14:y:2020:i:1:p:62-75.

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  752. An exploratory threshold regression model of the relationship between student performance and attendance. (2020). Stewart, Chris.
    In: Economics Discussion Papers.
    RePEc:ris:kngedp:2020_001.

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  753. Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates. (2020). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202098.

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  754. The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective. (2020). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
    In: Working Papers.
    RePEc:pre:wpaper:202093.

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  755. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202085.

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  756. Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom. (2020). GUPTA, RANGAN ; Gabauer, David ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:202084.

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  757. Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data. (2020). Kotze, Kevin ; GUPTA, RANGAN ; Demirer, Riza ; Bathia, Deven.
    In: Working Papers.
    RePEc:pre:wpaper:202083.

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  758. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities. (2020). Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202078.

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  759. The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Sheng, Xin ; Hussain, Syed Jawad ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202063.

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  760. Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence. (2020). GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma.
    In: Working Papers.
    RePEc:pre:wpaper:202060.

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  761. Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Berisha, Edmond.
    In: Working Papers.
    RePEc:pre:wpaper:202054.

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  762. OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:202053.

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  763. Time-Varying Influence of Household Debt on Inequality in United Kingdom. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gabauer, David ; Berisha, Edmond.
    In: Working Papers.
    RePEc:pre:wpaper:202017.

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  764. Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:2020104.

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  765. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
    In: Working Papers.
    RePEc:pre:wpaper:202010.

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  766. Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). Nazlioglu, Saban ; GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar.
    In: Working Papers.
    RePEc:pre:wpaper:202006.

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  767. Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Ramabulana, Khuliso.
    In: Working Papers.
    RePEc:pre:wpaper:202002.

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  768. The impact of credit for house price overvaluations in the euro area: Evidence from threshold models. (2020). Dreger, Christian ; Gerdesmeier, Dieter ; Roffia, Barbara.
    In: MPRA Paper.
    RePEc:pra:mprapa:99523.

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  769. Total factor productivity and the measurement of neutral technology. (2020). Moura, Alban.
    In: MPRA Paper.
    RePEc:pra:mprapa:99357.

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  770. The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets. (2020). Yao, Wenying ; Rafiq, Shuddhasattwa ; Gomis-Porqueras, Pedro.
    In: MPRA Paper.
    RePEc:pra:mprapa:102781.

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  771. Investigating the Government Revenue–Expenditure Nexus: Empirical Evidence for the Free State Province in a Multivariate Model.. (2020). Omoshoro-Jones, Oyeyinka.
    In: MPRA Paper.
    RePEc:pra:mprapa:101349.

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  772. Dynamic interactions between oil price and exchange rate. (2020). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar.
    In: PLOS ONE.
    RePEc:plo:pone00:0237172.

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  773. Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices. (2020). Choi, Sun-Yong ; Hong, Changsoo.
    In: PLOS ONE.
    RePEc:plo:pone00:0232508.

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  774. The impact of rainfall on drinking water quality in Antananarivo, Madagascar. (2020). Ravaonindrina, Noro ; Rakotondramanga, Jean-Marius ; Mahazosaotra, Jackson ; Perthame, Emeline ; Bastaraud, Alexandra ; Jambou, Ronan.
    In: PLOS ONE.
    RePEc:plo:pone00:0218698.

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  775. Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2020:22.

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  776. How does the self-sufficiency rate affect international price volatility transmissions in the wheat sector? Evidence from wheat-exporting countries. (2020). Tanaka, Tetsuji ; Guo, Jin.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-0510-8.

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  777. International price volatility transmission and structural change: a market connectivity analysis in the beef sector. (2020). Tanaka, Tetsuji ; Guo, Jin.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-00657-x.

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  778. Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Pedio, Manuela ; Guidolin, Massimo ; Berglund, Alexander.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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  779. Forecasting Nigeria Agricultural Growth in the Era of Dwindling Oil Price. (2020). Ogede, Jimoh Asina.
    In: Ovidius University Annals, Economic Sciences Series.
    RePEc:ovi:oviste:v:xx:y:2020:i:2:p:49-59.

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  780. Langfristige Determinanten der österreichischen Inflation – die Rolle des EU-Beitritts. (2020). Rumler, Fabio ; Messner, Teresa.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2020:i:q1-q2/20:b:10.

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  781. Assessing the effect of urban socioeconomic factors and the financial crisis of 2008 on domestic air cargo traffic in Florida. (2020). Azadian, Farshid.
    In: Transportation.
    RePEc:kap:transp:v:47:y:2020:i:1:d:10.1007_s11116-018-9872-9.

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  782. Oil shocks and volatility jumps. (2020). Wohar, Mark ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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  783. A Testing Procedure for Constant Parameters in Stochastic Volatility Models. (2020). Hoyo, Juan ; Llorente, Guillermo ; Rivero, Carlos.
    In: Computational Economics.
    RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09892-0.

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  784. Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan.
    In: Computational Economics.
    RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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  785. Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market. (2020). Shen, Dehua ; Xiong, Xiong ; Wang, Chen.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09302-8.

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  786. The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market?. (2020). Shen, Dehua ; Zheng, Xingjian.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09290-4.

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  787. Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks. (2020). Akter, Yeasmin ; Alam, Md Nahid.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:45:y:2020:i:2:p:115-141.

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  788. Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural Breaks Occurring at Unknown. (2020). Nicolau, Joo ; Damasio, Bruno.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01362020.

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  789. Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area. (2020). Kenny, Geoff ; Dovern, Jonas.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:4:a:8.

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  790. Why has the U.S. economy stagnated since the Great Recession?. (2020). Morley, James ; Eo, Yunjong.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:2001.

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  791. Time-Varying Parameter Population Health Models and the Health Effects of Social Services vs. Health Care Spending: An Application to Canada. (2020). Faroque, Akhter.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:12:y:2020:i:9:p:23.

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  792. Regional market integration and the emergence of a Scottish national grain market. (2020). Hanley, Nick ; Cassidy, Daniel.
    In: Working Papers.
    RePEc:hes:wpaper:0200.

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  793. Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bassi, Federico ; Bauermann, Tom.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02865532.

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  794. Dynamics of Biofuel Prices on the European Market : Impact of the EU Environmental policy on the resources markets. (2020). Indjehagopian, Jean-Pierre ; Lantz, Frederic ; Declerck, Francis.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03193880.

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  795. Dynamics of Biofuels Prices on the European Market. (2020). Indjehagopian, Jean-Pierre ; Lantz, Frederic ; Declerck, Francis.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03179984.

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  796. Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets. (2020). Indjehagopian, Jean-Pierre ; Lantz, Frederic ; Declerck, Francis.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02487491.

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  797. Tourisme et croissance économique dans les petites économies insulaires : à lépreuve des modèles à seuil. (2020). Jean-Pierre, Philippe ; Perrain, David.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02462562.

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  798. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. (2020). Uctum, Remzi ; el Ouadghiri, Imane.
    In: Post-Print.
    RePEc:hal:journl:hal-03319091.

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  799. Common and country-specific uncertainty fluctuations in oil-producing countries : Measures, macroeconomic effects and policy challenges. (2020). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat.
    In: Post-Print.
    RePEc:hal:journl:hal-02929898.

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  800. Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bassi, Federico ; Bauermann, Tom.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:halshs-02865532.

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  801. Did the Consumption Voucher Scheme Stimulate the Economy? Evidence from Smooth Time-Varying Cointegration Analysis. (2020). Chen, Wen-Yi ; Lin, Feng-Li.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:4895-:d:371983.

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  802. An Analysis of the Effects on Rail Operational Efficiency Due to a Merger between Brazilian Rail Companies: The Case of RUMO-ALL. (2020). Magalhes, Renata Lucia ; Marinov, Marin ; Ferreira, Francisco Gildemir.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:4827-:d:370825.

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  803. Modelling Sector-Level Asset Prices. (2020). Diaz-Rainey, Ivan ; Premachandra, I M ; Tulloch, Daniel J.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:120-:d:369520.

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  804. Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets. (2020). Tanaka, Tetsuji ; Guo, Jin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:83-:d:349624.

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  805. Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596.

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  806. Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis. (2020). Bekiros, Stelios ; Avdoulas, Christos.
    In: Forecasting.
    RePEc:gam:jforec:v:2:y:2020:i:2:p:6-129:d:359124.

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  807. Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Liu, Yue ; Failler, Pierre ; Peng, Jiaying.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

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  808. Swing Suppliers and International Natural Gas Market Integration. (2020). Kim, Man-Keun ; Lim, Yeon-Yi.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:18:p:4661-:d:410305.

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  809. Impact of US Shale Gas on the Vertical and Horizontal Dynamics of Ethylene Price. (2020). Oh, Surim ; Kim, Soo Hyeon.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:17:p:4479-:d:406736.

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  810. Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806.

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  811. A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index. (2020). Allen, David.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147.

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  812. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92785.

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  813. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:87504.

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  814. Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China. (2020). Rogers, John ; Yu, Yang ; Ammer, John ; Wang, Gang.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1285.

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  815. Adverse Selection Dynamics in Privately-Produced Safe Debt Markets. (2020). Verani, Stephane ; Gorton, Gary ; Foley-Fisher, Nathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-88.

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  816. The Power of Narratives in Economic Forecasts. (2020). Sharpe, Steven ; Sinha, Nitish R ; Hollrah, Christopher A.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-01.

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  817. Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey. (2020). Osinska, Magdalena ; Faldzinski, Marcin ; Galecki, Maciej ; Boehlke, Jerzy.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiii:y:2020:i:1:p:292-304.

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  818. Structural breaks in the central government taxes in India, 1950-1951 to 2013-2014. (2020). Rath, Anita.
    In: Indian Growth and Development Review.
    RePEc:eme:igdrpp:igdr-04-2019-0039.

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  819. Development programs, security, and violence reduction: Evidence from an insurgency in India. (2020). Tuteja, Divya ; SINGHAL, SAURABH ; Kaila, Heidi.
    In: World Development.
    RePEc:eee:wdevel:v:130:y:2020:i:c:s0305750x20300371.

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  820. Evaluation of import substitution strategy in Indian telecom sector: Empirical evidence of non-linear dynamics. (2020). Ghosh, Sajal ; Kanjilal, Kakali ; Mishra, Brajesh.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:44:y:2020:i:7:s0308596120300902.

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  821. Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Naoui, Kamel ; Chkir, Imed ; ben Brayek, Angham.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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  822. Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Wang, Gang-Jin ; Ma, Xin-Yu ; Wu, Hao-Yu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146.

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  823. The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Besarria, Cássio ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; Lenin, Bruno Felipe.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302028.

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  824. High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

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  825. Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Abakah, Emmanuel ; Romero, Maria Fatima ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472.

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  826. Wind turbine power curve modeling based on interval extreme probability density for the integration of renewable energies and electric vehicles. (2020). Liu, Yongqian ; Qiao, Yanhui ; Han, Shuang ; Yan, Ping.
    In: Renewable Energy.
    RePEc:eee:renene:v:157:y:2020:i:c:p:190-203.

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  827. Disaggregated renewable energy consumption and environmental pollution nexus in G-7 countries. (2020). Destek, Mehmet ; Aslan, Alper.
    In: Renewable Energy.
    RePEc:eee:renene:v:151:y:2020:i:c:p:1298-1306.

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  828. Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chiou-Wei, Song-Zan ; Chen, Sheng-Hung.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337.

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  829. Persistence, non-linearities and structural breaks in European stock market indices. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:50-61.

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  830. Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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  831. The political and institutional determinants of fiscal adjustments and expansions: Evidence for a large set of countries. (2020). de Haan, Jakob ; de Wit, Juliette ; Giesenow, Federico M.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:64:y:2020:i:c:s0176268020300598.

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  832. Liberalizing art. Evidence on the Impressionists at the end of the Paris Salon. (2020). Stepanova, Elena ; Marchesi, Silvia ; Etro, Federico.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:62:y:2020:i:c:s0176268020300057.

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  833. Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726.

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  834. An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach. (2020). Gil-Alana, Luis ; Dadgar, Yadollah ; Nazari, Rouhollah.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711932062x.

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  835. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455.

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  836. Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Mokni, Khaled ; Bouri, Elie ; Ajmi, Ahdi Noomen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

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  837. Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s. (2020). Mokni, Khaled ; Ben-Salha, Ousama.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309053.

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  838. The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

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  839. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Sarwar, Suleman ; Tingqiu, Cao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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  840. Natural resource abundance, technological innovation, and human capital nexus with financial development: A case study of China. (2020). Shahbaz, Muhammad ; Khan, Zeeshan ; Jiao, Zhilun ; Yang, Siqun ; Hussain, Muzzammil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719309171.

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  841. Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adeboye, Olusegun S ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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  842. The role of deficit and debt in financing growth in West Africa. (2020). Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:42:y:2020:i:1:p:216-234.

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  843. The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921.

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  844. A look at jobless recoveries in G7 countries. (2020). Panovska, Irina ; Nikolsko-Rzhevskyy, Alex ; Elroukh, Ahmed W.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301324.

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  845. Money demand and seignorage maximization before the end of the Zimbabwean dollar. (2020). Ndhlela, Thandinkosi ; Miller, Stephen Matteo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300539.

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  846. Information rigidities and exchange rate expectations. (2020). Reitz, Stefan ; Beckmann, Joscha.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560618301414.

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  847. Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states. (2020). Ben Cheikh, Nidhaleddine ; ben Zaied, Younes.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618302389.

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  848. On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Cederburg, Scott ; Odoherty, Michael S ; Wang, Feifei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:1:p:95-117.

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  849. Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Zaremba, Adam ; Umutlu, Mehmet ; Maydybura, Alina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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  850. The European Central Bank’s monetary pillar after the financial crisis. (2020). Kempa, Bernd ; Dybowski, Philipp T.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302272.

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  851. Crisis regulations: The unexpected consequences of floating NAV for money market funds. (2020). Allen, Kyle D ; Winters, Drew B.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301175.

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  852. The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Fuss, Roland ; Das, Prashant ; Russ, Isabel Nina ; Hanle, Benjamin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300674.

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  853. Why do firms manage their stock price levels?. (2020). Amini, Shima ; Cai, Charlie X ; Buchner, Axel ; Mohamed, Abdulkadir.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301049.

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  854. Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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  855. Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity. (2020). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal.
    In: International Economics.
    RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35.

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  856. Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

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  857. Understanding time-varying short-horizon predictability✰. (2020). Hammami, Yacine ; Zhu, Jie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304264.

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  858. Predicting default rates by capturing critical transitions in the macroeconomic system. (2020). Yang, Xiaoguang ; Xing, Kai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318300357.

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  859. Moments-based spillovers across gold and oil markets. (2020). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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  860. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2020). Ojea Ferreiro, Javier.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030116x.

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  861. Reviewing the oil price–GDP growth relationship: A replication study. (2020). Walther, Thomas ; Charfeddine, Lanouar ; Klein, Tony.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262.

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  862. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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  863. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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  864. Asymptotic theory for time series with changing mean and variance. (2020). Dalla, Violetta ; Robinson, Peter M ; Giraitis, Liudas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:219:y:2020:i:2:p:281-313.

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  865. Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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  866. Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures. (2020). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:214:y:2020:i:1:p:130-152.

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  867. The asymmetric behavior of household consumption under the business cycle. (2020). Chou, Ta-Sheng ; Tsui, Stephanie ; Lo, Kuang-Ta.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818304029.

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  868. Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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  869. Oil price uncertainty and movements in the US government bond risk premia. (2020). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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  870. Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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  871. Housing market cycles in large urban areas. (2020). Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:257-267.

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  872. Does medicaid generosity affect household income?. (2020). Kumar, Anil.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:239-256.

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  873. Exploring GDP growth volatility spillovers across countries. (2020). Ben Sita, Bernard ; Arayssi, Mahmoud ; Abosedra, Salah ; Mutshinda, Crispin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:577-589.

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  874. A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). tule, moses ; Salisu, Afees ; Ebuh, Godday.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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  875. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Maouchi, Youcef ; Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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  876. Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Adra, Samer ; Barbopoulos, Leonidas G ; Saunders, Anthony.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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  877. Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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  878. Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). jafari, MAHBOUBEH ; Kia, Amir.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

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  879. Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2020). Sarkar, Nityananda ; Das, Mahamitra.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-01-31.

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  880. Foreign Debt, Capital Controls, and Secondary Markets: Theory and Evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/312216.

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  881. €œNormal€ growth of the Chinese economy: new metrics based on consumer confidence data. (2020). Sorić, Petar ; Soria, Petar.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-00168.

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  882. Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets. (2020). Indjehagopian, Jean-Pierre ; Lantz, Frederic ; Declerck, Francis.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-20003.

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  883. Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2020036.

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  884. The Impact of Product and Labour Market Reform on Growth: Evidence for OECD Countries Based on Local Projections. (2020). de Haan, Jakob ; Wiese, Rasmus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8393.

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  885. Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8349.

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  886. Persistence in the Market Risk Premium: Evidence across Countries. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8211.

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  887. Franchise Extension and Fiscal Structure in the United Kingdom 1820-1913: A New Test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Aidt, Toke ; Zhang, Peng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8114.

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  888. Resurrecting the UK Corporate Sector Accounts. (2020). Martin, Bill.
    In: Working Papers.
    RePEc:cbr:cbrwps:wp519.

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  889. Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Aidt, Toke ; Zhang, P.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2008.

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  890. The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2020). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2020-008.

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  891. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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  892. Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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  893. New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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  894. Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Wang, Poyuan ; Chang, Fangshuo.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522.

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  895. Multiscale change point detection for dependent data. (2020). Eckle, Theresa ; Vetter, Mathias ; Dette, Holger.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:47:y:2020:i:4:p:1243-1274.

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  896. Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Yu, Xuewen ; Perron, Pierre ; Kejriwal, Mohitosh.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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  897. A novel regularized approach for functional data clustering: an application to milking kinetics in dairy goats. (2020). Martin, O ; Sansonnet, L ; Lebarbier, E ; Levyleduc, C ; Denis, C.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:69:y:2020:i:3:p:623-640.

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  898. The impact of exchange rate volatility on inflation targeting monetary policy in emerging and advanced economies. (2020). Keefe, Helena Glebocki.
    In: International Finance.
    RePEc:bla:intfin:v:23:y:2020:i:3:p:417-433.

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  899. Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
    In: Economic Notes.
    RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

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  900. EVOLUTION OF COMMUNITY DETERRENCE: EVIDENCE FROM THE NATIONAL HOCKEY LEAGUE. (2020). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:38:y:2020:i:2:p:289-303.

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  901. Have the driving forces of inflation changed in advanced and emerging market economies?. (2020). Morley, James ; Kamber, Gunes ; Mohanty, Madhu Sudan.
    In: BIS Working Papers.
    RePEc:bis:biswps:896.

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  902. The NAIRU and Informality in the Mexican Labor Market. (2020). Ramirez Bulos, Claudia ; Alcaraz Pribaz, Carlo ; Rodriguez-Perez, Cid Alonso ; Aguilar-Argaez, Ana Maria.
    In: Working Papers.
    RePEc:bdm:wpaper:2020-09.

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  903. Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp20146.

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  904. Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation. (2020). Daizadeh, Iraj.
    In: Papers.
    RePEc:arx:papers:2012.10400.

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  905. A note on the impact of news on US household inflation expectations. (2020). Sheen, Jeffrey ; Chao, Shih-Kang ; Hardle, Wolfgang Karl ; Truck, Stefan ; Wang, Ben Zhe.
    In: Papers.
    RePEc:arx:papers:2009.11557.

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  906. Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

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  907. Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Coronado, Semei ; Gupta, Rangan ; Rojas, Omar ; Hkiri, Besma.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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  908. Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). VON BRAUN, JOACHIM ; Saini, Shweta ; Kornher, Lukas ; Gulati, Ashok.
    In: Discussion Papers.
    RePEc:ags:ubzefd:307268.

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  909. Quantifying the U.S. Market Response to the African Swine Fever Outbreak in China. (2020). Schulz, Lee ; Pudenz, Christopher C.
    In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
    RePEc:ags:aaea20:304298.

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  910. Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models ???? ???????? ? ???? ???????? ?? ????? ??????? ????????? ???????? ?????????: ???. (2020). Dar, Shafkat Shafi ; Rather, Sajad Ahmad ; Sheikh, Safika Praveen.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:33:y:2020:i:1:no:3:p:35-55.

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  911. Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). GUPTA, RANGAN ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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  912. On the macroeconomic effects of immigration: A VAR analysis for the US. (2019). Weiske, Sebastian.
    In: Working Papers.
    RePEc:zbw:svrwwp:022019.

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  913. QE in the euro area: Has the PSPP benefited peripheral bonds?. (2019). Gros, Daniel ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:803.

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  914. International Spillovers of U.S. Monetary Policy. (2019). Demir, İshak.
    In: LEAF Working Paper Series.
    RePEc:zbw:leafwp:1902.

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  915. Reliable real-time output gap estimates based on a modified Hamilton filter. (2019). Wolters, Maik ; Quast, Josefine.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:133.

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  916. Public investment and economic activity in Mexico, 1925-1981. (2019). Ventosa-Santaulària, Daniel ; Gomez-Zaldivar, Manuel ; Fonseca, Felipe ; Ventosa-Santaularia, Daniel.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201921.

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  917. An Investigation of the Moderating Effect of Liquidity on the Relationship between Debt and Financial Performance of REITs in Malaysia: An Optimal Liquidity Estimation. (2019). Zainudin, Zalina ; Thabet, Omer Bin ; Rahman, Nursyuhadah Abdul ; Ani, Nur Syairah ; Kantakji, Mazhar Hallak.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:573.

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  918. Unlimited FDIC Insurance and the Implications for Corporate Cash. (2019). Stone, Anna-Leigh.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:10:y:2019:i:01:n:s2010139220400017.

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  919. The role of time‐varying rare disaster risks in predicting bond returns and volatility. (2019). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340.

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  920. Are shocks to natural gas consumption transitory or permanent? A more powerful panel unit root test on the G7 countries. (2019). Magazzino, Cosimo ; Cai, Yifei.
    In: Natural Resources Forum.
    RePEc:wly:natres:v:43:y:2019:i:2:p:111-120.

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  921. Can skewness of the futures‐spot basis predict currency spot returns?. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:11:p:1435-1449.

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  922. Changes in New Zealand’s Business Insolvency Rates after the GFC. (2019). McDermott, Christopher ; Hall, Viv.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:8251.

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  923. Changes in New Zealand’s Business Insolvency Rates after the GFC. (2019). Hall, Viv ; McDermott, John.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:20970.

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  924. Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients.. (2019). Canepa, Alessandra ; Karanasos, Menelaos G ; Paraskevopoulos, Alexandros G.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201911.

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  925. Quid pro quo: the institutional environment and the allocation of household wealth. (2019). Valk, T ; van der Valk, T.
    In: Working Papers.
    RePEc:use:tkiwps:1925.

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  926. Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Verspagen, Bart ; Foster-McGregor, Neil ; Russo, Emanuele.
    In: MERIT Working Papers.
    RePEc:unm:unumer:2019026.

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  927. Denouncing Odious Debts. (2019). OOSTERLINCK, Kim ; Collet, Stephanie.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/296946.

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  928. The Welfare Costs of Inflation. (2019). Nicolini, Juan Pablo ; Benati, Luca.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp1911.

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  929. Collusive Benchmark Rates Fixing. (2019). Klein, Timo ; Boot, Nuria ; Schinkel, Maarten Pieter.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170122.

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  930. Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Foster-McGregor, Neil ; Russo, Emanuele ; Verpagen, Bart.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/29.

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  931. Patterns of vertical specialisation in trade: long-run evidence for 91 countries. (2019). Timmer, Marcel ; Pahl, Stefan.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:155:y:2019:i:3:d:10.1007_s10290-019-00352-3.

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  932. Crisis? What crisis? Measuring economic crisis in political science. (2019). Krishnarajan, Suthan.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:53:y:2019:i:3:d:10.1007_s11135-018-0823-5.

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  933. Price jumps in developed stock markets: the role of monetary policy committee meetings. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Liu, Rui Peng ; Marco, Chi Keng.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9444-z.

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  934. Oil speculation and herding behavior in emerging stock markets. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9427-0.

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  935. Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends. (2019). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Amoateng, Acheampong Y.
    In: European Journal of Population.
    RePEc:spr:eurpop:v:35:y:2019:i:4:d:10.1007_s10680-018-9499-8.

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  936. Inflation and relative price variability: new evidence from survey-based measures of inflation expectations in Australia. (2019). Sarkar, Jayanta ; Nath, Hiranya.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1422-y.

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  937. Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve. (2019). Rambaccussing, Dooruj ; Russell, Bill.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1404-5.

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  938. Mexico’s inter-regional inequality: a convergent process?. (2019). Ventosa-Santaulària, Daniel ; Mendoza-Velázquez, Alfonso ; German-Soto, Vicente ; Ventosa-Santaularia, Daniel ; Mendoza-Velazquez, Alfonso.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1401-8.

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  939. Medium-term macroeconomic volatility and economic development: a new technique. (2019). Kan, Sam Hak.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1385-4.

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  940. The interdependence between the saving rate and technology across regimes: evidence from South Africa. (2019). Nell, Kevin ; de Mello, Maria M.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1354-y.

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  941. Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model. (2019). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2793-3.

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  942. Asymmetric Transition Effects of the Exchange Rate on Consumer Prices in Turkey. (2019). Gokta, Pinar.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:190402.

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  943. Factor-Driven Two-Regime Regression. (2019). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Liao, Yuan.
    In: Working Paper Series.
    RePEc:snu:ioerwp:no128.

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  944. The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange. (2019). Bahlouli, Robabeh ; Sarkandiz, Mostafa Raeisi.
    In: Econometric Research in Finance.
    RePEc:sgh:erfinj:v:4:y:2019:i:2:p:67-88.

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  945. A Threshold Multivariate Model to Explain Fiscal Multipliers with Government Debt. (2019). Tariffi, Leonardo Augusto.
    In: Econometric Research in Finance.
    RePEc:sgh:erfinj:v:4:y:2019:i:1:p:27-40.

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  946. India€“China Trade: Asymmetrical Developments and Future Prospects. (2019). Ghosh, Sunandan ; Agarwal, Manmohan ; Banerjee, Adrita.
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:20:y:2019:i:1:p:70-93.

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  947. The Nature of Exchange Rate Movements and Exchange Rate Exposure: The Bangladesh Case. (2019). Lee, Ki-Dong ; Choi, Sunghee.
    In: Journal of South Asian Development.
    RePEc:sae:soudev:v:14:y:2019:i:2:p:180-222.

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  948. Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets. (2019). Kumar, Dilip.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:2:p:172-209.

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  949. QE in the euro area: has the PSPP benefited peripheral bonds?. (2019). Gros, Daniel ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201901.

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  950. Inflation Contagion Effects in the Baltic Countries: A Time-varying Coefficients VAR with Stochastic Volatility Analysis. (2019). Dima, Tefana Maria ; Barna, Flavia.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2019:i:1:p:72-87.

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  951. The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0372.

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  952. Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan ; Robert, A M.
    In: Working Papers.
    RePEc:ptu:wpaper:w201906.

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  953. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201966.

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  954. Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
    In: Working Papers.
    RePEc:pre:wpaper:201941.

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  955. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201919.

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  956. Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. (2019). YAYA, OLAOLUWA ; Kiew Ling, Pui ; JACOB, RAY ; Furuoka, Fumitaka ; Pui, Kiew Ling ; Rose, Chinyere Mary.
    In: MPRA Paper.
    RePEc:pra:mprapa:98672.

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  957. Fundamental Factors Affecting the MOEX Russia Index: Retrospective Analysis. (2019). Saltykova, Anastasiia ; Lozinskaia, Agata.
    In: MPRA Paper.
    RePEc:pra:mprapa:97308.

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  958. National happiness and Environment quality in Africa.. (2019). Noubissi, Edmond ; Poumie, Boker.
    In: MPRA Paper.
    RePEc:pra:mprapa:96580.

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  959. Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis.
    In: MPRA Paper.
    RePEc:pra:mprapa:96446.

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  960. The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara.
    In: MPRA Paper.
    RePEc:pra:mprapa:95992.

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  961. Realized Volatility Forecasting with Neural Networks. (2019). Bucci, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:95443.

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  962. Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2019). Sarkar, Nityananda ; Das, Mahamitra.
    In: MPRA Paper.
    RePEc:pra:mprapa:95130.

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  963. Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break. (2019). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Atoi, Ngozi.
    In: MPRA Paper.
    RePEc:pra:mprapa:93937.

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  964. Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate. (2019). Kundu, Srikanta ; Ghosh, Sunandan.
    In: MPRA Paper.
    RePEc:pra:mprapa:93466.

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  965. Growth and Inflation Regimes in Greater Tumen Initiative Area. (2019). Bataa, Erdenebat.
    In: MPRA Paper.
    RePEc:pra:mprapa:93374.

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  966. What is new? The role of asymmetry and breaks in oil price–output growth volatility nexus. (2019). Raheem, Ibrahim ; Olabisi, Nafisat.
    In: MPRA Paper.
    RePEc:pra:mprapa:105361.

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  967. Determinants of international price volatility transmissions: the role of self-sufficiency rates in wheat-importing countries. (2019). Tanaka, Tetsuji ; Guo, Jin.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0338-2.

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  968. Inflation in Argentina: Analysis of Persistence Using Fractional Integration. (2019). Gil-Alana, Luis ; Isoardi, Mateo.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8.

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  969. Is Economic Growth Really Jobless? Empirical Evidence from North Africa. (2019). Ben-Salha, Ousama ; Mrabet, Zouhair.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:61:y:2019:i:4:d:10.1057_s41294-018-00082-9.

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  970. Hedge and safe haven investing with investment styles. (2019). Peltomaki, Jarkko ; Khrashchevskyi, Ian ; Hou, Ai Jun.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00127-3.

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  971. Changes in New Zealand’s Business Insolvency Rates after the Global Financial Crisis. (2019). McDermott, Christopher ; Hall, Viv.
    In: Working Papers.
    RePEc:mtu:wpaper:19_15.

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  972. Popular Music, Sentiment, and Noise Trading. (2019). Kaivanto, Kim ; Zhang, Peng.
    In: Working Papers.
    RePEc:lan:wpaper:279326509.

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  973. Effects of Taichung bus policy on ridership according to structural change analysis. (2019). Lee, Ming-Tsung ; Yeh, Chao-Fu.
    In: Transportation.
    RePEc:kap:transp:v:46:y:2019:i:1:d:10.1007_s11116-017-9778-y.

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  974. Recurrent Collusion: Cartel Episodes and Overcharges in the South African Cement Market. (2019). van Jaarsveld, Rossouw ; Boshoff, Willem.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:54:y:2019:i:2:d:10.1007_s11151-018-9637-9.

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  975. Growth and Jobs in Developing Economies: Trends and Cycles. (2019). IBOURK, Aomar ; Gonzalez, Nathalie ; Ghazi, Tayeb ; Prieto, Nathalie Gonzalez ; An, Zidong.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:5:d:10.1007_s11079-019-09551-9.

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  976. Systematic Managed Floating. (2019). Frankel, Jeffrey.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-019-09528-8.

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  977. Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. (2019). Begiazi, Kyriaki ; Katsiampa, Paraskevi.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-018-9652-5.

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  978. Denouncing Odious Debts. (2019). OOSTERLINCK, Kim ; Collet, Stephanie.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:160:y:2019:i:1:d:10.1007_s10551-018-3865-7.

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  979. Consumption of salt rich products: impact of the UK reduced salt campaign. (2019). Sharma, Abhijit ; Fraser, Iain ; Di Falco, Salvatore.
    In: International Journal of Health Economics and Management.
    RePEc:kap:ijhcfe:v:19:y:2019:i:3:d:10.1007_s10754-018-9257-9.

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  980. Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration. (2019). Hoyo, J ; Llorente, G ; Rivero, C.
    In: Computational Economics.
    RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9693-5.

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  981. Current account and structural change in European transition economies. (2019). Cuestas, Juan ; Coleman, Simeon.
    In: Working Papers.
    RePEc:jau:wpaper:2019/08.

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  982. Long-run relationship between exports and imports: current account sustainability tests for the EU. (2019). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0992019.

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  983. Regulation and Market Liquidity. (2019). Trebbi, Francesco ; Xiao, Kairong.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:5:p:1949-1968.

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  984. Are there Really Long-Run Diversification Benefits from Sustainable Investments?. (2019). GUPTA, RANGAN ; Apergis, Nicholas ; Babalos, Vassilios ; Christou, Christina.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:18:y:2019:i:2:p:141-163.

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  985. A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp1:p:439-464.

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  986. A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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  987. Long-term inflation expectations and inflation dynamics. (2019). Pétursson, Thórarinn ; Petursson, Thorarinn G.
    In: Economics.
    RePEc:ice:wpaper:wp81.

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  988. The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2019). Yamamoto, Yohei ; Perron, Pierre.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-90.

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  989. Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series. (2019). Saltykova, Anastasiia ; Lozinskaia, Agata.
    In: HSE Working papers.
    RePEc:hig:wpaper:77/fe/2019.

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  990. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). girardin, eric ; Namin, Fatemeh Salimi.
    In: Post-Print.
    RePEc:hal:journl:hal-02314156.

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  991. Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette.
    In: Post-Print.
    RePEc:hal:journl:hal-02115626.

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  992. Flickering in Information Spreading Precedes Critical Transitions in Financial Markets. (2019). Gatfaoui, Hayette ; de Peretti, Philippe.
    In: Post-Print.
    RePEc:hal:journl:hal-02098605.

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  993. Brexit and CDS spillovers across UK and Europe. (2019). Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-01736525.

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  994. Flickering in Information Spreading Precedes Critical Transitions in Financial Markets. (2019). Gatfaoui, Hayette ; de Peretti, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02098605.

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  995. Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

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  996. Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. (2019). Tsai, Wei ; Lin, Jeng-Bau ; Liang, Chin-Chia.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:14:p:3906-:d:249371.

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  997. Trade Openness and CO 2 Emissions: Evidence from Tunisia. (2019). Mahmood, Haider ; Zarrad, Olfa ; Maalel, Nabil.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:12:p:3295-:d:240032.

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  998. Human and Natural Impacts on the Water Resources in the Syr Darya River Basin, Central Asia. (2019). Duan, Weili ; van De, Tim ; Zou, Shan ; de Maeyer, Philippe ; Jilili, Abuduwaili.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:11:p:3084-:d:236023.

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  999. An Object-Oriented Bayesian Framework for the Detection of Market Drivers. (2019). Resta, Marina ; de Giuli, Maria Elena ; Greppi, Alessandro.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:8-:d:197533.

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  1000. Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship. (2019). David, Sergio Adriani ; Tenreiro, Jose A.
    In: Mathematics.
    RePEc:gam:jmathe:v:7:y:2019:i:9:p:774-:d:260137.

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  1001. Dynamic Responses of Major Equity Markets to the US Fear Index. (2019). Raffiee, Kambiz ; Macri, Joseph ; Adrangi, Bahram ; Chatrath, Arjun.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:156-:d:270481.

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  1002. The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications. (2019). Basse, Tobias ; Wegener, Christoph.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:140-:d:262212.

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  1003. The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks. (2019). Kundu, Srikanta ; Barari, Mahua.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:125-:d:250857.

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  1004. Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model. (2019). Hamori, Shigeyuki ; He, Yijin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:99-:d:238440.

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  1005. Do Diamond Stocks Shine Brighter than Diamonds?. (2019). Jotanovic, Vera ; Decclesia, Rita Laura.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:79-:d:227995.

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  1006. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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  1007. The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment. (2019). Tsai, Wei ; Lin, Jeng-Bau.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:15:p:2982-:d:254115.

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  1008. Energy Consumption and Trade Openness Nexus in Egypt: Asymmetry Analysis. (2019). Mahmood, Haider ; Yousef, Tarek Tawfik.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:10:p:2018-:d:234481.

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  1009. Are There Spillovers from China on the Global Energy-Growth Nexus? Evidence from Four World Regions. (2019). Marques, António ; Fuinhas, José Alberto.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:2:p:59-:d:240820.

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  1010. Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis. (2019). Tiwari, Aviral ; Jena, Sangram Keshari ; Mitra, Amarnath.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:1:p:24-:d:217055.

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  1011. Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region. (2019). Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:1:p:23-:d:216954.

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  1012. Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958.

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  1013. The Effects of Agricultural Price Instability on Vertical Price Transmission: A Study of the Wheat Chain in Italy. (2019). Peri, Massimo ; Baldi, Lucia ; Ricci, Elena Claire.
    In: Agriculture.
    RePEc:gam:jagris:v:9:y:2019:i:2:p:36-:d:206164.

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  1014. A time series analysis of household income inequality in Brazil 1977 to 2013. (2019). Mattos, Enlinson ; Marçal, Emerson ; Caparoz, Marcel ; Maral, Emerson Fernandes.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:73:y:2019:i:4:a:75062.

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  1015. Competencia económica : reflexiones sobre los diez años de la Ley 1340 de 2009. (2019). Beltran, Editor Ismael ; Maria, Editor Aura.
    In: Books.
    RePEc:ext:public:80.

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  1016. Growth and Inflation Regimes in Greater Tumen Initiative Area. (2019). Bataa, Erdenebat.
    In: The Northeast Asian Economic Review.
    RePEc:eri:review:7:1:15-29.

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  1017. Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis. (2019). Mukhopadhyay, Debabrata ; Sarkar, Nityananda.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:11:y:2019:i:2:p:38-57.

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  1018. The roles of inter-fuel substitution and inter-market contagion in driving energy prices: evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102540.

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  1019. Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?. (2019). Hsiao, Jung Lieh ; Chang, Hai Yen ; Lin, Arthur J.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:127:y:2019:i:c:p:265-283.

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  1020. Forecasting transportation demand for the U.S. market. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:126:y:2019:i:c:p:195-214.

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  1021. Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

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  1022. Determinants of real estate bank profitability. (2019). Serra, Ana Paula ; Stevenson, Simon ; Martins, Antonio Miguel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:49:y:2019:i:c:p:282-300.

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  1023. Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Costamagna, Rodrigo ; Dettoni, Robinson ; Valenzuela, Mario.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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  1024. The long run stability of money demand in the proposed West African monetary union. (2019). Folarin, Oludele ; Biekpe, Nicholas ; Asongu, Simplice.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:48:y:2019:i:c:p:483-495.

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  1025. The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

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  1026. The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Otsubo, Yoichi ; Indriawan, Ivan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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  1027. Predicting stock market movements with a time-varying consumption-aggregate wealth ratio. (2019). Pierdzioch, Christian ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Chang, Tsangyao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:458-467.

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  1028. The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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  1029. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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  1030. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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  1031. Policy induced increases in private healthcare financing provide short-term relief of total healthcare expenditure growth: Evidence from OECD countries. (2019). Eriksen, Steffen ; Wiese, Rasmus.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:59:y:2019:i:c:p:71-82.

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  1032. Leverage effect and dynamics correlation between international crude oil and China’s precious metals. (2019). Chen, Yufeng ; Qu, Fang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313238.

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  1033. Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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  1034. Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). ALAGIDEDE, IMHOTEP ; Akosah, Nana ; Omane-Adjepong, Maurice.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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  1035. Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017. (2019). Wohar, Mark ; Sibande, Xolani ; GUPTA, RANGAN.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:81-88.

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  1036. Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim ; Isah, Kazeem.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x.

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  1037. Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad ; Maitra, Debasish.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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  1038. Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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  1039. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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  1040. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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  1041. Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests. (2019). Apergis, Nicholas ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:603-616.

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  1042. Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Wang, Xinya ; Huang, Shupei ; Liu, Huifang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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  1043. Can agricultural commodity prices predict Nigerias inflation?. (2019). tule, moses ; Salisu, Afees ; Chiemeke, Charles C.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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  1044. The Taylor principles. (2019). Papell, David ; Nikolsko-Rzhevskyy, Alex ; Prodan, Ruxandra.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:62:y:2019:i:c:s016407041930028x.

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  1045. Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:61:y:2019:i:c:16.

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  1046. Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:180-197.

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  1047. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:187-200.

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  1048. The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Bevilacqua, Mattia ; Morelli, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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  1049. Oil price increases and the predictability of equity premium. (2019). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI ; Wu, Chongfeng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  1050. J-liquidity measure: The term structure of the liquidity premium in Japan. (2019). Hattori, Takahiro.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:49:y:2019:i:c:p:61-72.

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  1051. Can structural changes in the persistence of the forward premium explain the forward premium anomaly?. (2019). Cho, Dooyeon ; Chun, Sungju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:225-235.

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  1052. An examination of trade-weighted real exchange rates based on fractional integration. (2019). Trani, Tommaso ; Gil-Alana, Luis.
    In: International Economics.
    RePEc:eee:inteco:v:158:y:2019:i:c:p:64-76.

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  1053. Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). YAYA, OLAOLUWA ; Kiew Ling, Pui ; JACOB, RAY ; Furuoka, Fumitaka ; Rose, Chinyere Mary.
    In: International Economics.
    RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

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  1054. Cross-asset relations, correlations and economic implications. (2019). McMillan, David G.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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  1055. Herding and flash events: Evidence from the 2010 Flash Crash. (2019). Demirer, Riza ; Leggio, Karyl B ; Lien, Donald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307475.

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  1056. Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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  1057. When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749.

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  1058. Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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  1059. Herding behaviour in cryptocurrencies. (2019). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221.

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  1060. Are shocks on the returns and volatility of cryptocurrencies really persistent?. (2019). Maouchi, Youcef ; Charfeddine, Lanouar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:423-430.

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  1061. The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Dastgir, Shabbir ; Downing, Gareth ; Marco, Chi Keung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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  1062. A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Malki, Issam ; Hatfield, Richard ; Schmidt-Fischer, Francesca.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

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  1063. Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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  1064. Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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  1065. The nexus of electricity and economic growth in major economies: The United States-India-China triangle. (2019). Chang, Tsangyao ; Wang, Chien-Ming ; Yuan, Chien-Chung ; Wu, Cheng-Feng.
    In: Energy.
    RePEc:eee:energy:v:188:y:2019:i:c:s0360544219317001.

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  1066. Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah.
    In: Energy.
    RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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  1067. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Abid, Ilyes ; Jamali, Ibrahim.
    In: Energy Policy.
    RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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  1068. Pathways to reduce CO2 emissions as countries proceed through stages of economic development. (2019). Valadkhani, Abbas ; Nguyen, Jeremy ; Bowden, Mark.
    In: Energy Policy.
    RePEc:eee:enepol:v:129:y:2019:i:c:p:268-278.

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  1069. The impact of fracking activities on Oklahomas housing prices: A panel cointegration analysis. (2019). Apergis, Nicholas.
    In: Energy Policy.
    RePEc:eee:enepol:v:128:y:2019:i:c:p:94-101.

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  1070. OPEC behavior: The volume of oil reserves announced. (2019). Behrouzifar, Morteza ; Araghi, Ebrahim Siami ; Meibodi, Ali Emami.
    In: Energy Policy.
    RePEc:eee:enepol:v:127:y:2019:i:c:p:500-522.

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  1071. Drivers of electricity price dynamics: Comparative analysis of spot and futures markets. (2019). Mosquera-López, Stephania ; Mosquera-Lopez, Stephania ; Nursimulu, Anjali.
    In: Energy Policy.
    RePEc:eee:enepol:v:126:y:2019:i:c:p:76-87.

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  1072. The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303202.

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  1073. Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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  1074. What drives volatility in natural gas prices?. (2019). Smyth, Russell ; Hailemariam, Abebe.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:731-742.

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  1075. Effects of primary energy consumption on CO2 emissions under optimal thresholds: Evidence from sixty countries over the last half century. (2019). Valadkhani, Abbas ; Smyth, Russell ; Nguyen, Jeremy.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:680-690.

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  1076. Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Ben Amor, Souhir ; Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

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  1077. Coal consumption in China: How to bend down the curve?. (2019). Du, Mengfan ; Sun, Xiaojie Christine ; Liang, Ting ; Yu, JI ; Chai, Jian ; Zhang, Zhe George.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:38-47.

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  1078. Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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  1079. Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis. (2019). Ftiti, Zied ; JAWADI, Fredj.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:12-19.

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  1080. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Roubaud, David ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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  1081. The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Olson, Dennis ; Nusair, Salah.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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  1082. Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies. (2019). Cai, Yifei ; Menegaki, Angeliki N.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:324-334.

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  1083. Forecasting retailer product sales in the presence of structural change. (2019). Huang, Tao ; Fildes, Robert ; Soopramanien, Didier.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.

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  1084. Health and wealth in the Roman Empire. (2019). Jacobs, Jan ; Jongman, Willem M ; Klein, Geertje M.
    In: Economics & Human Biology.
    RePEc:eee:ehbiol:v:34:y:2019:i:c:p:138-150.

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  1085. A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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  1086. Venture capital restrained after Sarbanes–Oxley. (2019). Duca, John ; Atkinson, Tyler.
    In: Economics Letters.
    RePEc:eee:ecolet:v:175:y:2019:i:c:p:84-87.

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  1087. Does twitter predict Bitcoin?. (2019). Urquhart, Andrew ; Shen, Dehua ; Wang, Pengfei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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  1088. Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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  1089. Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Kanda, Patrick.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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  1090. Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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  1091. Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400.

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  1092. The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). Wohar, Mark ; Risse, Marian ; GUPTA, RANGAN ; Volkman, David A.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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  1093. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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  1094. Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks. (2019). Wei, Wei ; Hu, Haiqing ; Chang, Chun-Ping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:21-33.

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  1095. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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  1096. Twin deficits and fiscal spillovers in the EMUs periphery. A Keynesian perspective. (2019). Neaime, Simon ; Lagoarde-Ségot, Thomas ; Lagoarde-Segot, Thomas ; Gaysset, Isabelle.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:101-116.

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  1097. Learning about banks’ net worth and the slow recovery after the financial crisis. (2019). Kühl, Michael ; Kuhl, Michael ; Hollmayr, Josef.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301733.

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  1098. Segmenting global tourism markets: A panel club convergence approach. (2019). Lau, Chi Keung ; Demir, Ender ; Lin, Zhi Bin ; You, Kefei.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:75:y:2019:i:c:p:165-185.

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  1099. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ojea Ferreiro, Javier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192296.

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  1100. The ECB’s monetary pillar after the financial crisis. (2019). Kempa, Bernd ; Dybowski, Philipp T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:8519.

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  1101. ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets. (2019). Madeira, Josae Manuel.
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2019_07.

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  1102. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

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  1103. Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos ; Kartsaklas, Aris.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7984.

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  1104. Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7470.

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  1105. Government Debt and Economic Growth. A Threshold Analysis for Greece. (2019). Pegkas, Panagiotis.
    In: Peace Economics, Peace Science, and Public Policy.
    RePEc:bpj:pepspp:v:25:y:2019:i:1:p:6:n:1.

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  1106. WINNING IN PROFESSIONAL TEAM SPORTS: HISTORICAL MOMENTS. (2019). Lee, Young Hoon ; Fort, Rodney ; Jang, Hayley.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:103-120.

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  1107. French Households Portfolio: The Financial Almost Ideal Demand System Appraisal. (2019). Sedillot, Franck ; Pfister, Christian ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:728.

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  1108. Migración internacional y determinantes de las remesas de trabajadores en Colombia. (2019). Montes-Uribe, Enrique ; Hernandez-Bejarano, Manuel ; Garavito, Aaron ; Collazos-Gaitan, Maria Mercedes ; Garavito-Acosta, Aaron Levi.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1066.

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  1109. Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis. (2019). Cárdenas Hurtado, Camilo ; Hernandez-Montes, Maria Alejandra ; Cardenas-Hurtado, Camilo Alberto.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1063.

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  1110. The Impact of Trade, Technology and Growth on Environmental Deterioration of China and India. (2019). Yahia, Yassin Elshain ; Islam, Mollah Aminul ; Hossain, Md Ismail ; Fan, Hongzhong.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:1-29.

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  1111. Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration. (2019). Aziz, Osama ; Arshed, Noman ; Hassan, Muhammad Shahid ; Grant, Kenneth A.
    In: Asian Development Policy Review.
    RePEc:asi:adprev:2019:p:52-65.

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  1112. Structural Change Analysis of Active Cryptocurrency Market. (2019). NG, KOK HAUR ; Koh, Y B ; Tan, C Y.
    In: Papers.
    RePEc:arx:papers:1909.10679.

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  1113. Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Ferreira, Fernando F ; Silva, Christian A.
    In: Papers.
    RePEc:arx:papers:1907.00212.

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  1114. Forecasting interest rates through Vasicek and CIR models: a partitioning approach. (2019). Orlando, Giuseppe ; Mininni, Rosa Maria ; Bufalo, Michele.
    In: Papers.
    RePEc:arx:papers:1901.02246.

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  1115. Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N.
    In: Alphanumeric Journal.
    RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332.

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  1116. Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P.
    In: Shanlax International Journal of Economics.
    RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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  1117. PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). Wohar, Mark ; GUPTA, RANGAN.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163.

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  1118. Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). Uwilingiye, Josine ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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  1119. Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis. (2018). lucey, brian ; Kearney, Fearghal ; Gogolin, Fabian ; Vigne, Samuel ; Peat, Maurice.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:201804.

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  1120. The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis. (2018). Nautz, Dieter ; Hanoma, Ahmed.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201816.

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  1121. Tripartite Analysis of Financial Development, Trade Openness and Economic Growth: Evidence from Ghana, Nigeria and South Africa. (2018). Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:535.

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  1122. Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility. (2018). Ngene, Geoffrey ; Mungai, Ann Nduati ; Lynch, Allen K.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:21:y:2018:i:02:n:s021909151850008x.

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  1123. On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States. (2018). Urga, Giovanni ; Mogliani, Matteo.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1645-1660.

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  1124. Structural breaks and volatility forecasting in the copper futures market. (2018). Lin, Boqiang ; Gong, XU.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:3:p:290-339.

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  1125. ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS. (2018). YAYA, OLAOLUWA ; Olaoluwa, Yaya.
    In: Statistics in Transition New Series.
    RePEc:vrs:stintr:v:19:y:2018:i:3:p:477-493:n:6.

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  1126. A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANELAR (1) MODEL. (2018). Kehinde, Shangodoyin Dahud ; Jitendra, Kumar ; Varun, Agiwal.
    In: Statistics in Transition New Series.
    RePEc:vrs:stintr:v:19:y:2018:i:1:p:7-23:n:8.

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  1127. Internal and External Factors in the Development of a Network Organization in the Arts: Case Study of Društvo Asociacija. (2018). Srakar, Andrej ; Andrej, Srakar.
    In: Croatian International Relations Review.
    RePEc:vrs:cinrer:v:24:y:2018:i:82:p:90-116:n:5.

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  1128. Technology shocks and hours worked: a cross-country analysis. (2018). Wegmueller, Philipp ; Thomet, Jacqueline ; Jacqueline, Philipp Wegmuller.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp1819.

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  1129. Essays on functional coefficient models. (2018). Koo, Chao.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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  1130. Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model. (2018). Simo-Kengne, Beatrice Desiree ; Bonga-Bonga, Lumengo.
    In: Journal of African Business.
    RePEc:taf:wjabxx:v:19:y:2018:i:1:p:143-154.

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  1131. Does Health Spending Crowd out Defense in the United States? Evidence from Wavelet Multiresolution Analysis. (2018). Lin, Yu-Hui ; Liang, Yai-Wun ; Chen, Wen-Yi.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:29:y:2018:i:7:p:780-793.

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  1132. Spillovers between Bitcoin and other assets during bear and bull markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:55:p:5935-5949.

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  1133. A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark ; Alexakis, Christos.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965.

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  1134. Time Series Econometrics. (2018). Levendis, John D.
    In: Springer Texts in Business and Economics.
    RePEc:spr:sptbec:978-3-319-98282-3.

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  1135. Are diamonds a safe haven?. (2018). Jotanovic, Vera ; Decclesia, Rita Laura.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3.

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  1136. Fishing vessel efficiency, skipper skills and hake price transmission in a small island economy. (2018). Mainardi, Stefano.
    In: Review of Agricultural, Food and Environmental Studies.
    RePEc:spr:roafes:v:99:y:2018:i:3:d:10.1007_s41130-018-0075-8.

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  1137. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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  1138. Going up and down: rethinking the empirics of growth in the developing and newly industrialized world. (2018). Lamperti, Francesco ; Mattei, Clara Elisabetta.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-018-0551-y.

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  1139. Some determinants of life expectancy in the United States: results from cointegration tests under structural breaks. (2018). Ketenci, Natalya.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:3:d:10.1007_s12197-017-9401-2.

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  1140. Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9404-z.

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  1141. The transmission of international stock market volatilities. (2018). Budd, Bruce Q.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9391-0.

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  1142. Food inflation and volatility in India: trends and determinants. (2018). Roy, Devesh ; Sekhar, C.S.C. ; Bhatt, Yogesh ; C. S. C. Sekhar, .
    In: Indian Economic Review.
    RePEc:spr:inecre:v:53:y:2018:i:1:d:10.1007_s41775-018-0017-z.

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  1143. Revisiting carbon Kuznets curves with endogenous breaks modeling: evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2018). Messinis, George ; liddle, brantley.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1209-y.

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  1144. A pruned recursive solution to the multiple change point problem. (2018). Ruggieri, Eric.
    In: Computational Statistics.
    RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0756-9.

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  1145. A heuristic, iterative algorithm for change-point detection in abrupt change models. (2018). , Vito ; Fasola, Salvatore ; Kuchenhoff, Helmut.
    In: Computational Statistics.
    RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0740-4.

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  1146. Public debt and economic growth in Spain, 1851–2013. (2018). Tamarit, Cecilio ; Esteve, Vicente.
    In: Cliometrica.
    RePEc:spr:cliomt:v:12:y:2018:i:2:d:10.1007_s11698-017-0159-8.

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  1147. Portfolio diversification in the sovereign credit swap markets. (2018). Consiglio, Andrea ; Zenios, Stavros ; Lotfi, Somayyeh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2565-5.

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  1148. Did Chinas anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?. (2018). Nitschka, Thomas.
    In: Working Papers.
    RePEc:snb:snbwpa:2018-09.

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  1149. Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks. (2018). Payne, James ; Gil-Alana, Luis.
    In: Tourism Economics.
    RePEc:sae:toueco:v:24:y:2018:i:1:p:41-50.

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  1150. Determinants of Financial Stress of Indian Banks. (2018). .
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:19:y:2018:i:2:p:210-228.

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  1151. Team-Level Time Series Analysis in MLB, the NBA, and the NHL. (2018). Mills, Brian.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:19:y:2018:i:7:p:911-933.

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  1152. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:10:y:2018:i:2:p:120-132.

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  1153. Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations. (2018). Angrick, Stefan ; Nemoto, Naoko.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0859.

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  1154. The Role of Financial Speculation in Copper Prices. (2018). Adachi, Tsuyoshi ; Koitsiwe, Kegomoditswe.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:5:y:2018:i:4:p:87-94.

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  1155. Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). Davidson, Russell ; Ben maatoug, Abderrazak ; Lamouchi, Rim ; Fatnassi, Ibrahim.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:10:y:2018:i:1:p:1-25.

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  1156. Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2018). Bucacos, Elizabeth.
    In: MIC 2018: Managing Global Diversities; Proceedings of the Joint International Conference, Bled, Slovenia, 30 May–2 June 2018.
    RePEc:prp:micp18:91-119.

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  1157. Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data. (2018). Wohar, Mark ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201874.

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  1158. Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017. (2018). Wohar, Mark ; Sibande, Xolani ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201863.

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  1159. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:201860.

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  1160. Manager Sentiment and Stock Market Volatility. (2018). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201853.

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  1161. Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Kanda, Patrick.
    In: Working Papers.
    RePEc:pre:wpaper:201848.

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  1162. Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201834.

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  1163. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2018). Wohar, Mark ; Kanda, Patrick ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201830.

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  1164. Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201825.

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  1165. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven.
    In: Working Papers.
    RePEc:pre:wpaper:201814.

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  1166. Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra.
    In: Working Papers.
    RePEc:pre:wpaper:201812.

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  1167. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle.
    In: Working Papers.
    RePEc:pre:wpaper:201808.

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  1168. Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201805.

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  1169. The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Biekpe, Nicholas ; Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:92343.

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  1170. Estimating Multiple Breaks in Nonstationary Autoregressive Models. (2018). CHONG, Terence Tai Leung ; Pang, Tianxiao ; Du, Lingjie.
    In: MPRA Paper.
    RePEc:pra:mprapa:92074.

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  1171. Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework. (2018). YAYA, OLAOLUWA ; Kiew Ling, Pui ; JACOB, RAY ; Furuoka, Fumitaka ; Rose, Chinyere Mary.
    In: MPRA Paper.
    RePEc:pra:mprapa:90517.

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  1172. Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis.
    In: MPRA Paper.
    RePEc:pra:mprapa:90516.

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  1173. The effect of electricity losses on GDP in Benin. (2018). Dakpogan, Arnaud ; Smit, Eon.
    In: MPRA Paper.
    RePEc:pra:mprapa:89545.

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  1174. What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:89355.

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  1175. Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice ; Boako, Gidoen.
    In: MPRA Paper.
    RePEc:pra:mprapa:86617.

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  1176. Phases of Imitation and Innovation in a North-South Endogenous Growth Model. (2018). Kollias, Christos ; Arvanitidis, Paschalis.
    In: Working Papers.
    RePEc:pea:wpaper:1001.

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  1177. Improving the usefulness of the Purchasing Managers’ Index. (2018). Pelaez, Rolando F.
    In: Business Economics.
    RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0092-2.

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  1178. Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339..

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  1179. Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2018-3.

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  1180. Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Glascock, John L.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

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  1181. Entry and Exit Decisions with Switching Regime Excess Capacity. (2018). Yang, Sheng-Ping.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:24:y:2018:i:4:d:10.1007_s11294-018-9716-6.

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  1182. How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, José Carlos ; Golpe, Antonio ; Iglesias, Jesus.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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  1183. Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim ; Ye, Qing.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

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  1184. Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

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  1185. Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks. (2018). Stauvermann, Peter ; Shahzad, Syed Jawad Hussain ; Kumar, Nikeel ; Hussain, Syed Jawad.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:1:d:10.1007_s10644-016-9198-6.

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  1186. Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Ma, Shujiao ; Xie, Rui ; Zhu, Bangzhu.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x.

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  1187. Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9662-z.

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  1188. A New Test In A Predictive Regression with Structural Breaks. (2018). Cai, Zongwu ; Chang, Seong Yeon.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:201811.

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  1189. What Accounts for the US Ascendancy to Economic Superpower by the Early 20th Century: The Morrill Act – Human Capital Hypothesis. (2018). Yin, Yong ; Ehrlich, Isaac ; Cook, Adam.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11647.

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  1190. The U.S. Personal Saving Rate. (2018). Ouliaris, Sam ; Rochon, Celine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/128.

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  1191. Economic Fluctuations in Sub-Saharan Africa. (2018). Portillo, Rafael ; Melina, Giovanni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/040.

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  1192. Do Fences Make Good Neighbors? Evidence from an Insurgency in India. (2018). Tuteja, Divya ; SINGHAL, SAURABH ; Kaila, Heidi.
    In: HiCN Working Papers.
    RePEc:hic:wpaper:287.

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  1193. Brexit and CDS spillovers across UK and Europe. (2018). .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01736525.

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  1194. Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Bedoui, Rihab ; Kedidi, Islem.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01678050.

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  1195. A High-Frequency Analysis of Price Resolution and Pricing Barriers in Equities on the Adoption of a New Currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark.
    In: Post-Print.
    RePEc:hal:journl:hal-01994666.

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  1196. Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). Davidson, Russell ; Ben maatoug, Abderrazak ; Lamouchi, Rim.
    In: Post-Print.
    RePEc:hal:journl:hal-01982032.

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  1197. International money supply and real estate risk premium: The case of the London office market. (2018). Coen, Alain ; Lefebvre, Benoit ; Simon, Arnaud.
    In: Post-Print.
    RePEc:hal:journl:hal-01778910.

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  1198. Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01757081.

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  1199. Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Charles, Amelie ; Darne, Olivier ; Ferrara, Laurent.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01757081.

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  1200. Greenhouse Gas Emissions and Economic Performance in EU Agriculture: An Empirical Study in a Non-Linear Framework. (2018). Galanopoulos, Konstantinos ; Mallidis, Ioannis ; Arabatzis, Garyfallos ; Zafeiriou, Eleni.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:11:p:3837-:d:177736.

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  1201. Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets. (2018). de Gaetano, Davide.
    In: Mathematics.
    RePEc:gam:jmathe:v:6:y:2018:i:3:p:34-:d:134284.

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  1202. The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission. (2018). Silveira, Rodrigo ; Mattos, Fabio ; Franco, Rodrigo Lanna.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:2:p:45-:d:142628.

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  1203. Brexit and Uncertainty in Financial Markets. (2018). Trani, Tommaso ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:1:p:21-:d:131390.

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  1204. The Effect of Government Debt and Other Determinants on Economic Growth: The Greek Experience. (2018). Pegkas, Panagiotis.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:1:p:10-:d:130247.

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  1205. Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach. (2018). Miralles Quirós, José ; Manso, Jose Ramos ; Miralles-Quiros, Jose Luis ; Monteiro, Joao Dionisio.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:68:y:2018:i:1:p:71-98.

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  1206. ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS. (2018). YAYA, OLAOLUWA.
    In: Statistics in Transition New Series.
    RePEc:exl:29stat:v:19:y:2018:i:3:p:477-493.

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  1207. A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Agiwal, Varun ; Shangodoyin, Dahud Kehinde.
    In: Statistics in Transition New Series.
    RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23.

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  1208. A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks. (2018). Ranjbar, Omid ; Lee, Chien-Chiang ; Chang, Tsangyao ; Elmi, Zahra Mila.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:22:y:2018:i:1:p:51.

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  1209. STRUCTURAL CHANGE IN THE INDIAN ECONOMY. (2018). Ghosh, Sunandan ; Agarwal, Manmohan.
    In: Working Papers.
    RePEc:ess:wpaper:id:12699.

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  1210. The portfolio balance channel: an analysis on the impact of quantitative easing on the US stock market. (2018). Shah, Imran Hussain ; Malki, Issam ; Schmidt-Fischer, Francesca.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:58153.

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  1211. Public Investment and Growth Accelerations: The Case of Southern Italy, 1951-1995. (2018). Papagni, Erasmo ; LEPORE, AMEDEO ; Felice, Emanuele ; Baraldi, Anna Laura ; Alfano, Maria Rosaria.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2018_10.

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  1212. The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru. (2018). Rodríguez, Gabriel ; Bazan-Palomino, Walter ; Rodriguez, Gabriel.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:46:y:2018:i:c:p:13-25.

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  1213. Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach. (2018). Evgenidis, Anastasios ; Vartholomatou, Konstantina ; Tsagkanos, Athanasios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:386-393.

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  1214. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238.

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  1215. Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185.

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  1216. Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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  1217. Risk contribution of crude oil to industry stock returns. (2018). Yan, Panpan ; Fang, Libing ; Yu, Honghai ; Du, Donglei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

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  1218. The role of investor sentiment in the long-term correlation between U.S. stock and bond markets. (2018). Huang, Yingbo ; Fang, Libing ; Yu, Honghai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:127-139.

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  1219. Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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  1220. A state-level analysis of Okuns law. (2018). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:68:y:2018:i:c:p:239-248.

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  1221. Poverty and the resource curse: Evidence from a global panel of countries. (2018). Katsaiti, Marina-Selini ; Apergis, Nicholas.
    In: Research in Economics.
    RePEc:eee:reecon:v:72:y:2018:i:2:p:211-223.

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  1222. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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  1223. The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, M. Kabir ; Miani, Stefano ; Paltrinieri, Andrea ; Sclip, Alex ; Dreassi, Alberto.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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  1224. Stock return predictability and model instability: Evidence from mainland China and Hong Kong. (2018). Chen, Naiwei ; Ryan, James ; Hong, Hui ; Obrien, Fergal.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:132-142.

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  1225. A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). de Boyrie, Maria E ; Pavlova, Ivelina ; Parhizgari, Ali M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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  1226. On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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  1227. Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms. (2018). Li, Hong.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:100-112.

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  1228. Can successful fiscal adjustments only be achieved by spending cuts?. (2018). Jong-A-Pin, Richard ; de Haan, Jakob ; Wiese, Rasmus.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:54:y:2018:i:c:p:145-166.

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  1229. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). Hassani, Hossein ; GUPTA, RANGAN ; DAS, SONALI ; Silva, Emmanuel Sirimal.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

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  1230. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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  1231. Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data. (2018). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:506:y:2018:i:c:p:1060-1080.

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  1232. Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; ben Khediri, Karim ; Aye, Goodness C.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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  1233. Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks. (2018). Chen, Feier ; Liu, Junlin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:316-327.

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  1234. Structural changes and out-of-sample prediction of realized range-based variance in the stock market. (2018). Lin, Boqiang ; Gong, XU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:494:y:2018:i:c:p:27-39.

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  1235. Estimating the impact of Chinas export policy on tin prices: a mode decomposition counterfactual analysis method. (2018). Zhu, Yongguang ; Ali, Saleem Hassan ; Cheng, Jinhua ; Xu, Deyi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:59:y:2018:i:c:p:250-264.

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  1236. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Bhatia, Vaneet ; Hasim, Haslifah M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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  1237. The relationship between conflict events and commodity prices in Sudan. (2018). Bessler, David ; Kibriya, Shahriar ; Chen, Junyi ; Price, Edwin.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:4:p:663-684.

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  1238. On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach. (2018). mongi, arfaoui ; Arfaoui, Mongi.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:11:y:2018:i:c:p:48-58.

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  1239. A model selection approach for multiple sequence segmentation and dimensionality reduction. (2018). Hunemeier, Tabita ; Lemes, Renan B ; Cesar, Jonatas ; Leonardi, Florencia ; Castro, Bruno M.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:167:y:2018:i:c:p:319-330.

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  1240. International money supply and real estate risk premium: The case of the London office market. (2018). Lefebvre, Benoit ; Simon, Arnaud ; Coen, Alain.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:120-140.

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  1241. Detecting abnormal changes in credit default swap spreads using matching-portfolio models. (2018). Lugo, Stefano ; Bertoni, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:90:y:2018:i:c:p:146-158.

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  1242. Growth slowdowns and the middle-income trap. (2018). Wu, Yiqun ; PUY, Damien ; Duval, Romain ; Aiyar, Shekhar ; Zhang, Longmei.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:48:y:2018:i:c:p:22-37.

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  1243. Does intraday technical trading have predictive power in precious metal markets?. (2018). Urquhart, Andrew ; lucey, brian ; Batten, Jonathan ; Peat, Maurice ; McGroarty, Frank.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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  1244. Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

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  1245. Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

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  1246. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Lien, Donald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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  1247. Volatility jumps: The role of geopolitical risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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  1248. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Kumar, Surya Bhushan ; Hasim, Haslifah M.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:169-174.

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  1249. Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea. (2018). Kim, Yongsik.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:137-144.

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  1250. The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach. (2018). Wohar, Mark ; Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136.

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  1251. The EMBI in Latin America: Fractional integration, non-linearities and breaks. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:34-41.

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  1252. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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  1253. Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Margaronis, Zannis ; Nath, Rajat ; Karanasos, Menelaos ; Ali, Faek Menla.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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  1254. Playing yo-yo with bank competition: New evidence from 1890 to 2014. (2018). Vercelli, Francesco ; Marinelli, Giuseppe ; De Bonis, Riccardo.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:67:y:2018:i:c:p:134-151.

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  1255. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). lucey, brian ; Kearney, Fearghal ; Peat, Maurice ; Gogolin, Fabian ; Vigne, Samuel A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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  1256. Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Lv, Xin ; Chen, Qian ; Lien, Donald ; Yu, Chang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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  1257. Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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  1258. Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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  1259. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Mensi, Walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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  1260. Consumer electricity and gas prices across Australian capital cities: Structural breaks, effects of policy reforms and interstate differences. (2018). Valadkhani, Abbas ; Smyth, Russell ; Nguyen, Jeremy.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:365-375.

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  1261. Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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  1262. The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach. (2018). , Roger ; Haughton, Andre Yone.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:61-69.

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  1263. What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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  1264. Asymmetries, outliers and structural stability in the US gasoline market. (2018). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:250-260.

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  1265. On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David ; Huang, Wei ; Lai, Pei-Chun.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032.

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  1266. Oil price shocks and unemployment in Central and Eastern Europe. (2018). Gil-Alana, Luis ; Cuestas, Juan.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:1:p:164-173.

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  1267. Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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  1268. Nonparametric regression with multiple thresholds: Estimation and inference. (2018). Chen, Jau-er ; Chiou, Yan-Yu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:2:p:472-514.

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  1269. Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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  1270. Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Georgiev, Iliyan ; Robert, A M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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  1271. Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data. (2018). GUPTA, RANGAN ; Demirer, Riza.
    In: Economics Letters.
    RePEc:eee:ecolet:v:167:y:2018:i:c:p:36-39.

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  1272. International evidence of time-variation in trend labor productivity growth. (2018). Wegmueller, Philipp ; Glocker, Christian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:167:y:2018:i:c:p:115-119.

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  1273. What causes the attention of Bitcoin?. (2018). Urquhart, Andrew.
    In: Economics Letters.
    RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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  1274. Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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  1275. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Pappas, Vasileios ; Alexakis, Christos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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  1276. Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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  1277. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; JEBABLI, Ikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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  1278. Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy. (2018). Lupu, Radu ; Marinescu, Ion-Iulian ; Horobet, Alexandra.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:56-66.

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  1279. On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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  1280. Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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  1281. On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359.

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  1282. The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather ; Dellas, Harris.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

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  1283. Anticipating electricity prices for future needs – Implications for liberalised retail markets. (2018). Allan, Tian Sheng ; le Ng, Jia.
    In: Applied Energy.
    RePEc:eee:appene:v:212:y:2018:i:c:p:244-264.

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  1284. FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan.
    In: Working Papers.
    RePEc:eec:wpaper:1813.

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  1285. Technological Innovation, Trade Openness, CO2 Emission and Economic Growth: Comparative Analysis between China and India. (2018). Hossain, Md Ismail ; Fan, Hongzhong.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-06-30.

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  1286. Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-05-29.

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  1287. Does Renewable Energy Consumption Drive Economic Growth: Evidence from Granger-Causality Technique. (2018). Khobai, hlalefang ; le Roux, Pierre.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-02-27.

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  1288. The asymmetric behaviour of spanish unemployment persistence. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00970.

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  1289. Political regime persistence and economic growth in Odisha: An empirical assessment of the Naveen Patnaik rule. (2018). Panda, Sitakanta ; Sahu, Jagadish Prasad.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00818.

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  1290. Macro-determinants of Income Inequality: An Empirical Analysis in case of India. (2018). Bhat, Sajad Ahmad ; Kamaiah, Bandi ; Ganaie, Aadil Ahmad.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00091.

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  1291. On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Trani, Tommaso ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1731.

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  1292. Stock markets, banks and economic growth in the UK, 1850–1913. (2018). Jansson, Walter.
    In: Financial History Review.
    RePEc:cup:fihrev:v:25:y:2018:i:03:p:263-296_00.

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  1293. Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D.
    In: Working Papers.
    RePEc:cui:wpaper:0061.

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  1294. Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach. (2018). Oyinlola, Mutiu ; Oloko, Tirimisiyu.
    In: Working Papers.
    RePEc:cui:wpaper:0059.

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  1295. Internal and external factors in the development of a network organization in the arts: A mediation analysis. (2018). Verbič, Miroslav ; Srakar, Andrej.
    In: ACEI Working Paper Series.
    RePEc:cue:wpaper:awp-05-2018.

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  1296. Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896. (2018). Siklos, Pierre ; Bohl, Martin T ; Sulewski, Christoph ; Putz, Alexander.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7618.

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  1297. Hysteresis via Endogenous Rigidity in Wages and Participation. (2018). Doniger, Cynthia ; Lopez-Salido, David J.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13263.

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  1298. Una evaluación de la estrategia de inflación objetivo en Colombia. (2018). Clavijo, Pedro ; Pardo, German Oswaldo.
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:016493.

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  1299. Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7243.

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  1300. On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Trani, Tommaso ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6968.

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  1301. Transitions between growth episodes: Do institutions matter and do some institutions matter more?. (2018). Sen, Kunal ; Raihan, Selim ; Kar, Sabyasachi.
    In: Global Development Institute Working Paper Series.
    RePEc:bwp:bwppap:esid-099-18.

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  1302. Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2019-002.

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  1303. Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2018-015.

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  1304. Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2018-014.

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  1305. Information Transmission across European Equity Markets During Crisis Periods. (2018). Buckle, Mike ; Chen, Jing ; McMillan, David G.
    In: Manchester School.
    RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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  1306. WILL THE “TRUE” LABOR SHARE STAND UP? AN APPLIED SURVEY ON LABOR SHARE MEASURES. (2018). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub ; Muk, Jakub.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:32:y:2018:i:4:p:961-984.

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  1307. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Charles, Amlie.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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  1308. Reinvestigating the Oil Price€“Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Egan, Paul ; Lu, Xinsheng ; Fang, Sheng.
    In: China & World Economy.
    RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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  1309. PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY€ IN€ QUANTILES TEST. (2018). Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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  1310. Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Zhou, Qing ; Tian, Jing.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656.

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  1311. Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Pedio, Manuela ; Guidolin, Massimo ; Berglund, Alexander.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1884.

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  1312. The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2018:p:441-461.

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  1313. Is VIX still the investor fear gauge? Evidence for the US and BRIC markets. (2018). Resta, Marina ; Neffelli, Marco.
    In: Papers.
    RePEc:arx:papers:1806.07556.

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  1314. On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Orlando, Giuseppe ; Mininni, Rosa Maria ; Bufalo, Michele.
    In: Papers.
    RePEc:arx:papers:1806.03683.

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  1315. Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco.
    In: Papers.
    RePEc:arx:papers:1805.09937.

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  1316. Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
    In: Papers.
    RePEc:arx:papers:1805.03807.

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  1317. Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chiou, Yan-Yu ; Chen, Mei-Yuan.
    In: Papers.
    RePEc:arx:papers:1705.09418.

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  1318. Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Papers.
    RePEc:arx:papers:1606.00092.

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  1319. Capital formation in fisheries sector in India: trends, compositional changes and potential implications for sustainable development. (2018). Parappurathub, S ; Suresha, A.
    In: Agricultural Economics Research Review.
    RePEc:ags:aerrae:281149.

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  1320. Impact of Alfalfa Exports Surge on Dairy and Feed Markets. (2018). Kim, Man-Keun ; Tejeda, Hernan A.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:273795.

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  1321. The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Biekpe, Nicholas ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:18/052.

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  1322. The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Biekpe, Nicholas ; Asongu, Simplice.
    In: AFEA Working Papers.
    RePEc:afe:wpaper:18/043.

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  1323. The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Biekpe, Nicholas ; Asongu, Simplice.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:18/052.

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  1324. On the return-volatility relationship in the Bitcoin market around the price crash of 2013. (2017). Bouri, Elie ; Azzi, Georges ; Dyhrberg, Anne Haubo.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20172.

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  1325. The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012. (2017). Prats, Maria ; Navarro-Ibáñez, Manuel ; Garcia, Vicente Esteve ; Ibaez, Manuel Navarro.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201793.

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  1326. What is the Globalisation of Inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:171324.

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  1327. Financial crises and the dynamic linkages between stock and bond returns. (2017). Eraslan, Sercan ; Ali, Faek Menla.
    In: Discussion Papers.
    RePEc:zbw:bubdps:172017.

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  1328. Persistence and stochastic convergence of euro area unemployment rates: evidence from LM and RALS-LM unit root tests with breaks. (2017). Arčabić, Vladimir ; Arabi, Vladimir ; Dumani, Lucija Rogi ; Kriti, Irena Ragu.
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:1707.

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  1329. A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index. (2017). Pati, Pratap Chandra ; Rajib, Prabina ; Barai, Parama.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:35:y:2017:i:1:p:66-81.

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  1330. Long memory or structural breaks: Some evidence for African stock markets. (2017). Tah, Kenneth ; Ngene, Geoffrey ; Darrat, Ali F.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:34:y:2017:i:1:p:61-73.

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  1331. On the Persistence of Cross‐Country Inequality Measures. (2017). McAdam, Peter ; Christopoulos, Dimitris.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:1:p:255-266.

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  1332. Do fences make good neighbours? Evidence from an insurgency in India. (2017). Singhal, Saurabh ; Kaila, Heidi ; Tuteja, Divya.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2017-158.

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  1333. Do fences make good neighbours?: Evidence from an insurgency in India. (2017). Tuteja, Divya ; SINGHAL, SAURABH ; Kaila, Heidi.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2017-158.

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  1334. Debt and Financial Performance of MREITs in Malaysia: An Optimal Debt Threshold Analysis. (2017). Abdul Hadi, Abdul Razak ; Zainudin, Zalina ; Ibrahim, Izani ; Hussain, Hafezali Iqbal.
    In: Jurnal Ekonomi Malaysia.
    RePEc:ukm:jlekon:v:51:y:2017:i:2:p:63-74.

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  1335. The International Spillover Effects of Political Transitions. (2017). Babych, Yaroslava.
    In: Working Papers.
    RePEc:tbs:wpaper:17-009.

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  1336. Are Current Account Deficits in the OECD Countries Sustainable? Robust Evidence from Time-Series Estimators. (2017). Singh, Tarlok.
    In: The International Trade Journal.
    RePEc:taf:uitjxx:v:31:y:2017:i:1:p:29-64.

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  1337. The asymptotic behaviour of the residual sum of squares in models with multiple break points. (2017). Osborn, Denise ; Sakkas, Nikolaos ; Hall, Alastair R.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:667-698.

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  1338. Inference on locally ordered breaks in multiple regressions. (2017). Perron, Pierre ; Li, YE.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:289-353.

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  1339. Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2017). Panovska, Irina ; Morley, James.
    In: Discussion Papers.
    RePEc:swe:wpaper:2016-12a.

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  1340. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes.
    In: Discussion Papers.
    RePEc:swe:wpaper:2016-09a.

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  1341. A tale of two globalizations: gains from trade and openness 1800–2010. (2017). Tena-Junguito, Antonio ; Federico, Giovanni.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:153:y:2017:i:3:d:10.1007_s10290-017-0279-z.

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  1342. Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011). (2017). Gentili, Andrea ; Gallegati, Mauro ; Ciommi, Mariateresa ; Chelli, Francesco M ; Gigliarano, Chiara ; Ermini, Barbara.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:134:y:2017:i:2:d:10.1007_s11205-016-1450-y.

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  1343. How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland. (2017). Galli, Alain.
    In: Swiss Journal of Economics and Statistics.
    RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399514.

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  1344. Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe. (2017). Stauvermann, Peter ; Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:51:y:2017:i:2:d:10.1007_s11135-016-0319-0.

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  1345. Growth in India’s Service Sector: Implications of Structural Breaks. (2017). Choudhury, Purba Roy ; Chatterjee, Biswajit.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:15:y:2017:i:1:d:10.1007_s40953-016-0045-4.

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  1346. Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). Saidi, Youssef ; El Ghini, Ahmed.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8.

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  1347. Is Sub-Saharan Africa catching up?. (2017). Noguera-Santaella, Jose.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1086-4.

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  1348. Real interest rates: nonlinearity and structural breaks. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-015-1065-1.

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  1349. Long waves in prices: new evidence from wavelet analysis. (2017). Semmler, Willi ; Gallegati, Marco ; Ramsey, James B.
    In: Cliometrica.
    RePEc:spr:cliomt:v:11:y:2017:i:1:d:10.1007_s11698-015-0137-y.

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  1350. A Structural Break Analysis of Fiscal Deficit Process in Nigeria. (2017). Usman, Owolabi A ; Adebisi, Dauda Gbolagade.
    In: The Review of Black Political Economy.
    RePEc:spr:blkpoe:v:44:y:2017:i:3:d:10.1007_s12114-017-9261-1.

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  1351. Unemployment and labor force participation across the US States: new evidence from panel data. (2017). Apergis, Nicholas ; Arisoy, Ibrahim.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:67:y:2017:i:4:p:45-84.

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  1352. Determinants of Economic Growth in Emerging Countries Under Structural Breaks Consideration. (2017). Ketenci, Natalya ; Aydoğan, Ebru ; Aydoan, Ebru Tomris ; Uslu, Ari Levent.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:170302.

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  1353. Eğitimin Ekonomik Büyüme Üzerindeki Etkileri: PISA Katılımcıları Üzerinde Bir Uygulama (1990-2014). (2017). Kaya, Vedat ; Yalinkaya, Omer.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:170301.

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  1354. Self-exciting effects of house prices on unit prices in Australian capital cities. (2017). Valadkhani, Abbas ; Smyth, Russell.
    In: Urban Studies.
    RePEc:sae:urbstu:v:54:y:2017:i:10:p:2376-2394.

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  1355. Structural Breaks in the Game. (2017). Strazicich, Mark ; Groothuis, Peter.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:18:y:2017:i:6:p:622-637.

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  1356. Zimbabwe€™s Trade Performance Under Alternative Trade Policy Regimes. (2017). .
    In: Foreign Trade Review.
    RePEc:sae:fortra:v:52:y:2017:i:2:p:90-105.

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  1357. Re-testing Wagners Law: Structural breaks and disaggregated data for South Africa. (2017). mlilo, mthokozisi ; Netshikulwe, Matamela.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2017:i:4:p:49-61.

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  1358. Spillover Effects of Japan’s Quantitative and Qualitative Easing on East Asian Economies. (2017). Fukuda, Shin-ichi.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0631.

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  1359. Factors Impacting Bank Net Interest Margin and the Role of Monetary Policy: Evidence from Turkey. (2017). Yilmaz, Muhammed Hasan.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:6:y:2017:i:2:p:01-23.

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  1360. TIME VARYING CAUSALITY BETWEEN GOLD AND OIL PRICES. (2017). Tuna, Gulfen.
    In: Romanian Economic Business Review.
    RePEc:rau:journl:v:12:y:2017:i:1:p:59-67.

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  1361. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2017). Kejriwal, Mohitosh.
    In: Purdue University Economics Working Papers.
    RePEc:pur:prukra:1303.

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  1362. Profit rates in the developed capitalist economies: a time series investigation. (2017). Trofimov, Ivan D.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2017:21.

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  1363. Univariate and Bivariate Volatility in Central European Stock Markets. (2017). Claudiu, Booc.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2017:y:2017:i:2:id:598:p:127-141.

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  1364. An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201779.

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  1365. Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data. (2017). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael.
    In: Working Papers.
    RePEc:pre:wpaper:201778.

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  1366. Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn.
    In: Working Papers.
    RePEc:pre:wpaper:201775.

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  1367. Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data. (2017). GUPTA, RANGAN ; Charfeddine, Lanouar ; ben Khediri, Karim ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201771.

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  1368. Time-Varying Rare Disaster Risks, Oil Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:201762.

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  1369. Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio. (2017). Pierdzioch, Christian ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Chang, Tsangyao.
    In: Working Papers.
    RePEc:pre:wpaper:201756.

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  1370. The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data. (2017). Wohar, Mark ; Risse, Marian ; GUPTA, RANGAN ; Volkman, David A.
    In: Working Papers.
    RePEc:pre:wpaper:201755.

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  1371. Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201753.

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  1372. Oil Speculation and Herding Behavior in Emerging Stock Markets. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201749.

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  1373. Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Liu, Rui Peng ; Marco, Chi Keng.
    In: Working Papers.
    RePEc:pre:wpaper:201727.

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  1374. The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201712.

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  1375. Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201707.

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  1376. Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. (2017). YAYA, OLAOLUWA.
    In: MPRA Paper.
    RePEc:pra:mprapa:88769.

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  1377. Investigating Structural break-GARCH-based Unit root test in US exchange rates. (2017). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Akinlana, Damola M.
    In: MPRA Paper.
    RePEc:pra:mprapa:88768.

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  1378. Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
    In: MPRA Paper.
    RePEc:pra:mprapa:80775.

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  1379. Profit rates in the developed capitalist economies: a time series investigation.. (2017). Trofimov, Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:79529.

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  1380. Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model. (2017). Simo-Kengne, Beatrice Desiree ; Bonga-Bonga, Lumengo.
    In: MPRA Paper.
    RePEc:pra:mprapa:77286.

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  1381. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:43:y:2017:i:1:d:10.1057_eej.2015.36.

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  1382. Sensitivity of Interest Rates to Inflation and Exchange Rate in Poland: Implications for Direct Inflation Targeting. (2017). Orlowski, Lucjan.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:59:y:2017:i:4:d:10.1057_s41294-017-0035-3.

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  1383. Did Okun’s law die after the Great Recession?. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Business Economics.
    RePEc:pal:buseco:v:52:y:2017:i:4:d:10.1057_s11369-017-0045-1.

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  1384. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2017/1.

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  1385. The MESANGE macroeconometric model: re-estimation and innovations. (2017). Khder, Marie-Baianne ; Campagne, Benoît ; Partouche, H ; Masson, E ; Elezaar, C ; A.-S. DUFERNEZ, ; Laffeter, Q ; Leblanc, P ; Simon, O ; M.-B. KHDER, ; Bardaji, J.
    In: Documents de Travail de l'Insee - INSEE Working Papers.
    RePEc:nse:doctra:g2017-04.

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  1386. An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond.. (2017). Mundle, Sudipto ; Chakravartti, Parma.
    In: Working Papers.
    RePEc:npf:wpaper:17/193.

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  1387. Systematic Managed Floating. (2017). Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23663.

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  1388. Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2477.

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  1389. Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chiang, Thomas C ; Chen, Cathy Yi-Hsuan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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  1390. Structural Change in Competitive Balance in Big-Time College Football. (2017). Salaga, Steven ; Fort, Rodney.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:50:y:2017:i:1:d:10.1007_s11151-016-9526-z.

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  1391. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; Majumdar, Anandamayee ; GUPTA, RANGAN.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

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  1392. Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Ngene, Geoffrey M ; Sohn, Daniel P.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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  1393. An Investigation into the Substitutability of Equity and Mortgage REITs in Real Estate Portfolios. (2017). Zhou, Tingyu ; Zhang, Ying ; Hansz, Andrew J.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9572-1.

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  1394. Is technology still a major driver of health expenditure in the United States? Evidence from cointegration analysis with multiple structural breaks. (2017). Ketenci, Natalya.
    In: International Journal of Health Economics and Management.
    RePEc:kap:ijhcfe:v:17:y:2017:i:1:d:10.1007_s10754-016-9196-2.

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  1395. Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla Garcia, Daniel ; Vaidyanathan, Vijay ; Mantilla-Garcia, Daniel.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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  1396. The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test. (2017). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Chu, Hsiao-Ping ; Deale, Frederick W.
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9315-9.

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  1397. International stock return predictability: Is the role of U.S. time-varying?. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9313-3.

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  1398. Transition accounting for India in a multi-sector dynamic general equilibrium model. (2017). Jones, John ; Sahu, Sohini.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:50:y:2017:i:4:d:10.1007_s10644-016-9190-1.

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  1399. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Ghodsi, Zara ; Segnon, Mawuli ; Hassani, Hossein.
    In: Computational Economics.
    RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

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  1400. Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets. (2017). Liow, Kim ; Ye, Qing.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:39:n:2:2017:p:127_164.

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  1401. Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp10555.

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  1402. Assessing the Sustainability of External Imbalances in the European Union. (2017). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0012017.

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  1403. An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J.
    In: International Real Estate Review.
    RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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  1404. Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:1704.

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  1405. Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:8275.

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  1406. Effects of reforms and supervisory organizations: Evidence from the Ottoman Empire and the Istanbul bourse. (2017). Hanedar, Avni ; Celikay, Ferdi.
    In: Working Papers.
    RePEc:hes:wpaper:0112.

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  1407. Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse. (2017). Hanedar, Avni ; demiralay, sercan ; Altay, Ismail .
    In: Working Papers.
    RePEc:hes:wpaper:0108.

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  1408. Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates. (2017). Leschinski, Christian ; Rinke, Saskia ; Busch, Marie.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-584.

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  1409. Unit Roots and Structural Breaks. (2017). Perron, Pierre.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:2:p:22-:d:100001.

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  1410. Consistency of Trend Break Point Estimator with Underspecified Break Number. (2017). Yang, Jingjing.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:1:p:4-:d:86944.

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  1411. Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

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  1412. Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan. (2017). Lubik, Thomas ; Lecznar, Jonathan .
    In: Working Paper.
    RePEc:fip:fedrwp:17-08.

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  1413. Whats the Story? A New Perspective on the Value of Economic Forecasts. (2017). Sharpe, Steven ; Sinha, Nitish R ; Hollrah, Christopher A.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-107.

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  1414. Does Medicaid Generosity Affect Household Income?. (2017). Kumar, Anil.
    In: Working Papers.
    RePEc:fip:feddwp:1709.

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  1415. Equity Regulation and U.S. Venture Capital Investment. (2017). Duca, John ; Atkinson, Tyler.
    In: Working Papers.
    RePEc:fip:feddwp:1707.

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  1416. An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond. (2017). Mundle, Sudipto ; Chakravartti, Parma.
    In: Working Papers.
    RePEc:ess:wpaper:id:11773.

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  1417. The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:erg:wpaper:1129.

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  1418. ABD Dolarinin Emtia Fiyatlari Uzerindeki Etkisinin Incelenmesi. (2017). Buberkoku, Onder.
    In: Ege Academic Review.
    RePEc:ege:journl:v:17:y:2017:i:3:p:323-336.

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  1419. Causes and timing of the European debt crisis: An econometric evaluation. (2017). Purificato, Francesco ; Papagni, Erasmo ; Filoso, Valerio ; Suarez, Marta Vazquez ; Panico, Carlo.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2017_03.

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  1420. Structural breaks in international tourism demand: Are they caused by crises or disasters?. (2017). Cro, Susana ; Martins, Antonio Miguel.
    In: Tourism Management.
    RePEc:eee:touman:v:63:y:2017:i:c:p:3-9.

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  1421. On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

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  1422. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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  1423. On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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  1424. A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index. (2017). Pati, Pratap Chandra ; Rajib, Prabina ; Barai, Parama.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:35:y:2017:i:c:p:66-81.

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  1425. Long memory or structural breaks: Some evidence for African stock markets. (2017). Tah, Kenneth ; Ngene, Geoffrey ; Darrat, Ali F.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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  1426. Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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  1427. Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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  1428. Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test. (2017). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279.

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  1429. Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33.

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  1430. Structural breaks in renewable energy in South Africa: A Bai & Perron break test application. (2017). Inglesi-Lotz, Roula ; Weideman, J ; van Heerden, J.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:78:y:2017:i:c:p:945-954.

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  1431. Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries. (2017). Bildirici, Melike ; Gokmenolu, Seyit M.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:75:y:2017:i:c:p:68-85.

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  1432. The energy-growth nexus reconsidered: Persistence and causality. (2017). Congregado, Emilio ; Carmona, Monica ; Feria, Julia ; Iglesias, Jesus.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:71:y:2017:i:c:p:342-347.

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  1433. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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  1434. The relevance of international spillovers and asymmetric effects in the Taylor rule. (2017). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:162-170.

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  1435. Do trend extraction approaches affect causality detection in climate change studies?. (2017). Mukherjee, Zinnia ; GUPTA, RANGAN ; Huang, XU ; Ghodsi, Mansi ; Hassani, Hossein.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624.

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  1436. Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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  1437. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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  1438. Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Ghosh, Sajal ; Kanjilal, Kakali.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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  1439. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

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  1440. Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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  1441. New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market. (2017). Shanker, Latha.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:5:y:2017:i:c:p:18-35.

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  1442. Heterogeneous capital and misintermediation. (2017). McCulloch, J H ; Guo, Feng.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:16-41.

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  1443. Disinflation in steps and the Phillips curve: Israel 1986–2015. (2017). Strohsal, Till ; Melnick, Rafi.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:145-161.

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  1444. Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61.

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  1445. Changing risk exposures of cross-listed firms and market integration. (2017). Lewis, Karen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:378-405.

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  1446. Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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  1447. What explains the speed of recovery from banking crises?. (2017). Ambrosius, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:257-287.

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  1448. Effects of trade and agricultural policies on the structure of the U.S. tomato industry. (2017). Ribera, Luis ; Palma, Marco ; Perez, Maria P.
    In: Food Policy.
    RePEc:eee:jfpoli:v:69:y:2017:i:c:p:123-134.

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  1449. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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  1450. Fines versus prison for the issuance of bad checks: Evidence from a policy shift in Turkey. (2017). Orman, Cuneyt ; Gurdal, Mehmet ; Eksi, Ozan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:143:y:2017:i:c:p:9-27.

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  1451. Investor protection, taxation and dividend policy: Long-run evidence, 1838–2012. (2017). Deloof, Marc ; Moortgat, Leentje ; Annaert, Jan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:85:y:2017:i:c:p:113-131.

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  1452. How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis. (2017). Shaffer, Sherrill ; Considine, Tim ; Spierdijk, Laura.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:85:y:2017:i:c:p:1-14.

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  1453. Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141.

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  1454. Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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  1455. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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  1456. Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets. (2017). Bai, YE ; Pang, Darien Yan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:182-203.

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  1457. Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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  1458. Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

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  1459. Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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  1460. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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  1461. Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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  1462. Equity premium estimates from economic fundamentals under structural breaks. (2017). Smith, Simon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:49-61.

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  1463. Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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  1464. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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  1465. The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia. (2017). Wang, Zhen ; Wesseh, Presley K ; Repha, Isaac Yak ; Gbatu, Abimelech Paye.
    In: Energy.
    RePEc:eee:energy:v:139:y:2017:i:c:p:975-990.

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  1466. Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

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  1467. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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  1468. Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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  1469. Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Li, Wei-Xuan ; Chen, Clara Chia-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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  1470. On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Meligkotsidou, Loukia ; Vrontos, Ioannis.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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  1471. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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  1472. The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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  1473. Gold and inflation(s) – A time-varying relationship. (2017). Sharma, Susan ; lucey, brian ; Vigne, Samuel A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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  1474. Missing money found causing Australias inflation. (2017). Robson, Alex ; Ratnasiri, Shyama ; Makin, Anthony J.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:156-162.

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  1475. The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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  1476. Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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  1477. The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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  1478. Is the price of gold to gold mining stocks asymmetric?. (2017). lucey, brian ; Batten, Jonathan ; Ciner, Cetin ; Kosedag, Arman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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  1479. What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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  1480. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu.
    In: Applied Energy.
    RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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  1481. Cross country relations in European tourist arrivals. (2017). Hassani, Hossein ; Ghodsi, Zara ; Heravi, Saeed ; Silva, Emmanuel Sirimal.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:63:y:2017:i:c:p:151-168.

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  1482. Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Hassani, Hossein ; Silva, Emmanuel Sirimal.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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  1483. The political economy of the fiscal deficit in nineteenthcentury Chile. (2017). Pasten, Roberto.
    In: Revista CEPAL.
    RePEc:ecr:col070:42015.

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  1484. Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-06-8.

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  1485. The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Azar, Samih Antoine ; Salha, Angelic .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-01-05.

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  1486. Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience. (2017). TANG, Chor Foon ; Ozturk, Ilhan.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-59.

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  1487. From Population Age Structure and Savings Rate to Economic Growth: Evidence from Ecuador. (2017). Rosado-Anastacio, Joel ; Alvarado, Maria Isabel .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-46.

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  1488. Systematic Managed Floating. (2017). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp17-025.

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  1489. The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Kenny, Geoff ; Dovern, Jonas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20171999.

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  1490. Electricity consumption and NSDP nexus in Indian states: a panel analysis with structural breaks. (2017). Bharatam, Sai Sailaja ; Zulquar, MD ; Kamaiah, Bandi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00173.

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  1491. A synthetic control approach on Chiles transition to democracy. (2017). Uhr, Julia ; Ely, Regis.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00037.

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  1492. Energy consumption and economic growth in Sub-Saharan African countries: Further evidence. (2017). Zerbo, Elazar .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00819.

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  1493. The relationship between Output Uncertainty and Economic Growth-Evidence from India. (2017). Ramachandran, M ; Durai, Raja Sethu ; Bathmanaban, Balaji.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00543.

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  1494. Collusive Benchmark Rates Fixing. (2017). Klein, Timo ; Boot, Nuria ; Schinkel, Maarten Pieter.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1715.

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  1495. Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0039.

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  1496. Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests. (2017). Salisu, Afees ; Oloko, Tirimisiyu.
    In: Working Papers.
    RePEc:cui:wpaper:0036.

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  1497. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

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  1498. Trend TFP Growth in the United States: Forecasts versus Outcomes. (2017). Crafts, Nicholas ; Mills, Terence C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12029.

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  1499. Una evaluación de la estrategia de inflación objetivo en Colombia. (2017). Clavijo, Pedro ; Pardo, German Oswaldo.
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:016395.

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  1500. Trend TFP Growth in the United States: Forecasts versus Outcomes. (2017). Crafts, Nicholas ; Mills, Terence C.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:329.

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  1501. Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6366.

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  1502. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2017). Hännikäinen, Jari ; Jari, Hannikainen .
    In: Journal of Econometric Methods.
    RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:9.

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  1503. Policy Trilemma in India: Exchange Rate Stability, Independent Monetary Policy and Capital Account Openness. (2017). Majumder, Sayantan ; Narayan, Nag Ranjanendra.
    In: Global Economy Journal.
    RePEc:bpj:glecon:v:17:y:2017:i:3:p:13:n:2.

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  1504. Inflationary Thresholds, Financial Development and Economic Growth: New Evidence from Two West African Countries. (2017). Odhiambo, Nicholas ; Nicholas, Odhiambo ; Bernard, Njindan Iyke .
    In: Global Economy Journal.
    RePEc:bpj:glecon:v:13:y:2017:i:1:p:11:n:1.

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  1505. Forecasting in the presence of in and out of sample breaks. (2017). Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2017-004.

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  1506. Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2017). .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2017-003.

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  1507. Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --. (2017). Sudo, Nao ; Iwasaki, Yuto.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp17e11.

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  1508. The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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  1509. Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

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  1510. The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171.

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  1511. Growth in a time of austerity: evidence from the UK. (2017). Middleditch, Paul ; Amann, Juergen.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:64:y:2017:i:4:p:349-375.

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  1512. Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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  1513. Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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  1514. Can a Higher Inflation Target Reduce Inflation Volatility?. (2017). Karras, Georgios.
    In: Metroeconomica.
    RePEc:bla:metroe:v:68:y:2017:i:4:p:777-791.

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  1515. How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). Ulusoy, Veysel ; demiralay, sercan.
    In: Manchester School.
    RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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  1516. Heterogeneous change point inference. (2017). Sieling, Hannes ; Pein, Florian ; Munk, Axel.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:79:y:2017:i:4:p:1207-1227.

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  1517. Lewis revisited: tropical polities competing on the world market, 1830–1938. (2017). Tena-Junguito, Antonio ; Federico, Giovanni.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1244-1267.

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  1518. Testing Goodwin with a Stochastic Differential Approach – The United States (1948-2017). (2017). McIsaac, Florent.
    In: Working Paper.
    RePEc:avg:wpaper:en7721.

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  1519. Structural Change in (Economic) Time Series. (2017). Kleiber, Christian.
    In: Papers.
    RePEc:arx:papers:1702.06913.

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  1520. Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L.
    In: Documentos de Trabajo (DT-AEHE).
    RePEc:ahe:dtaehe:1703.

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  1521. The impact of index funds on grain futures markets revisited. (2017). Steinhübel, Linda ; Brümmer, Bernhard ; Prehn, Soren ; Will, Matthias Georg ; Steinhubel, Linda ; Pies, Ingo ; Brummer, Bernhard.
    In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy.
    RePEc:ags:eaae17:261428.

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  1522. No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Schularick, Moritz ; Knoll, Katharina.
    In: American Economic Review.
    RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53.

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  1523. Disinflation and the Phillips Curve: Israel 1986-2015. (2016). Melnick, Rafi ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2016-039.

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  1524. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Dar, Arif ; Bhanja, Niyati.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20169.

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  1525. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201627.

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  1526. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Dar, Arif ; Bhanja, Niyati.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20169.

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  1527. Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Yang, Yan ; Zhu, Huiming ; Huang, Hui ; Peng, Cheng.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201646.

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  1528. On the return-volatility relationship in the Bitcoin market around the price crash of 2013. (2016). Bouri, Elie ; Azzi, Georges ; Dyhrberg, Anne Haubo.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201641.

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  1529. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201614.

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  1530. Fiscal Pressure of Interest Payments in Serbia - a Time Series Exploration. (2016). Arsic, Milojko ; Nojkovic, Aleksandra.
    In: EconStor Preprints.
    RePEc:zbw:esprep:141322.

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  1531. Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2016_020.

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  1532. Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5. (2016). Lean, Hooi Hooi ; Chua, Soo Y ; Yen, Siew Hwa ; Teng, Kee Tuan.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:440.

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  1533. Is India Ready for Inflation Targeting?. (2016). Sen Gupta, Abhijit ; Sengupta, Rajeswari.
    In: Global Economy Journal (GEJ).
    RePEc:wsi:gejxxx:v:16:y:2016:i:03:n:gej-2015-0049.

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  1534. Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants. (2016). Xu, Fang ; Rengel, Malte ; Herwartz, Helmut.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:8:p:1655-1690.

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  1535. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR. (2016). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra ; Abbate, Angela.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:4:p:573-601.

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  1536. Across Five Eras: Patent Validity and Infringement Rates in U.S. Courts, 1929–2006. (2016). Henry, Matthew D ; Turner, John L.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:13:y:2016:i:3:p:454-486.

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  1537. Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows. (2016). Rude, James ; Felt, Marie-Helene ; Twine, Edgar.
    In: Agribusiness.
    RePEc:wly:agribz:v:32:y:2016:i:2:p:272-288.

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  1538. A Narrative Explanation of Breakpoints and Convergence Patterns in Yugoslavia and its Successor States 1952-2015. (2016). Deskar-Škrbić, Milan ; Deskar-Krbi, Milan ; Zrnc, Jurica ; Bicanic, Ivo .
    In: wiiw Balkan Observatory Working Papers.
    RePEc:wii:bpaper:122.

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  1539. WHO DRIVES WHOM? INVESTIGATING THE RELATIONSHIP BETWEEN THE MAJOR STOCK MARKETS. (2016). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:20:y:2016:i:2:p:6-24.

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  1540. A framework for Open Innovation practices: Typology and characterisation. (2016). Sandulli, Francesco ; Gil-Alana, Luis ; Alfaro, José ; Cuestas, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0216.

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  1541. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-21.

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  1542. The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test. (2016). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Chu, Hsiao-Ping ; Deale, Frederick W.
    In: Working papers.
    RePEc:uct:uconnp:2016-17.

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  1543. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-11.

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  1544. Did Okuns Law Die after the Great Recession?. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-10.

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  1545. Inflation Targeting: New Evidence from Fractional Integration and Cointegration. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-08.

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  1546. When did inflation expectations in the euro area de-anchor?. (2016). Fracasso, Andrea ; Probo, Rocco.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/05.

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  1547. Examining Monetary Policy Transmission in the Peoples Republic of China–Structural Change Models with a Monetary Policy Index. (2016). Egan, Paul ; Leddin, Anthony J.
    In: Asian Development Review.
    RePEc:tpr:adbadr:v:33:y:2016:i:1:p:74-110.

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  1548. Cartel Dating. (2016). Boswijk, H. Peter ; Schinkel, Maarten Pieter.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160092.

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  1549. Is the Renminbi a Safe Haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus.
    In: Working Papers.
    RePEc:tcr:wpaper:e109.

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  1550. Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks. (2016). Jacobs, Jan ; Dungey, Mardi ; Tian, Jing.
    In: Working Papers.
    RePEc:tas:wpaper:23396.

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  1551. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
    In: Working Papers.
    RePEc:tam:wpaper:1692.

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  1552. Oil price and FX-rates dependency. (2016). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:3:p:477-488.

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  1553. On the stability of the money multiplier in Nigeria: Co-integration analyses with regime shifts in banking system liquidity. (2016). Ajilore, Taiwo O ; Tule, Moses K ; Camarero, Mariam.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1187780.

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  1554. Fiscal sustainability in the presence of structural breaks: Does overconfidence on resource exports hurt government’s ability to finance debt? Evidence from Nigeria. (2016). Alhaji Jibrilla, Aliyu ; Elliott, Caroline.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1170317.

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  1555. Stepwise Signal Extraction via Marginal Likelihood. (2016). Kou, S C ; Kao, Chu-Lan Michael ; Du, Chao.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:111:y:2016:i:513:p:314-330.

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  1556. Does the spillover of Chinas economic growth exist? Evidence from emerging markets. (2016). Chen, Tai-Feng ; Wang, Ming-Chieh.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:25:y:2016:i:7:p:992-1009.

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  1557. A Bayesian multiple structural change regression model with autocorrelated errors. (2016). Kim, Jaehee ; Jeong, Chulwoo .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:43:y:2016:i:9:p:1690-1705.

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  1558. Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate. (2016). Se, Young ; Seol, Gwi Hwan.
    In: International Economic Journal.
    RePEc:taf:intecj:v:30:y:2016:i:3:p:360-378.

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  1559. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. (2016). Yamamoto, Yohei ; Perron, Pierre.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:35:y:2016:i:5:p:782-844.

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  1560. Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2016). Panovska, Irina ; Morley, James.
    In: Discussion Papers.
    RePEc:swe:wpaper:2016-12.

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  1561. Going Up and Down: Rethinking the Empirics of Growth in the Developing and Newly Industrialized World. (2016). Lamperti, Francesco ; Mattei, Clara Elisabetta.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/01.

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  1562. Does Human Development Influence Women’s Labour Force Participation Rate? Evidences from the Fiji Islands. (2016). Naidu, Suwastika.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:127:y:2016:i:3:d:10.1007_s11205-015-1000-z.

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  1563. Does sustainability hypothesis hold in developed countries? A panel co-integration analysis. (2016). Rehman, Jamshaid ; Mahmood, Haider ; Zafar, Tasneem ; Habib, Adnan.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:50:y:2016:i:1:p:1-25.

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  1564. Oil prices and stock returns: nonlinear links across sectors. (2016). Madaleno, Mara ; Pinho, Carlos.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:15:y:2016:i:2:d:10.1007_s10258-016-0117-6.

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  1565. Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis. (2016). TAN, KIM LENG ; Ng, Sew Lai ; Goh, Han Hwa ; Khor, Chia Ying .
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:14:y:2016:i:2:d:10.1007_s40953-016-0037-4.

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  1566. The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India. (2016). Ramachandran, M ; Sethu, Raja S ; Balaji, B.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:14:y:2016:i:1:d:10.1007_s40953-015-0027-y.

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  1567. Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. (2016). Nusselder, W J ; MacKenbach, J P ; Peters, F.
    In: European Journal of Population.
    RePEc:spr:eurpop:v:32:y:2016:i:5:d:10.1007_s10680-016-9384-2.

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  1568. Inflation, inflation uncertainty and relative price variability in Bangladesh. (2016). Ahmed, Monir ; Moniruzzaman, MD ; Mahedi, MD.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:6:y:2016:i:3:d:10.1007_s40822-016-0055-8.

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  1569. The bilateral trade flows of the EU in the presence of structural breaks. (2016). Ketenci, Natalya.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1055-3.

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  1570. Measuring the US NAIRU as a step function. (2016). Yamada, Hiroshi ; Yoon, Gawon.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1048-2.

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  1571. Real estate returns predictability revisited: novel evidence from the US REITs market. (2016). GUPTA, RANGAN ; Akinsomi, Omokolade ; Aye, Goodness C ; Economou, Fotini ; Babalos, Vassilios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1037-5.

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  1572. High versus low inflation: implications for price-level convergence. (2016). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0990-3.

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  1573. Dynamics of volatility behaviour and transmission: evidences from BRICS countries. (2016). Narula, Isha.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:43:y:2016:i:1:d:10.1007_s40622-015-0119-8.

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  1574. The impact of wheat market liberalization on the seed industry’s innovative capacity: an assessment of Brazil’s experience. (2016). Flister, Larissa ; Galushko, Viktoriya.
    In: Agricultural and Food Economics.
    RePEc:spr:agfoec:v:4:y:2016:i:1:d:10.1186_s40100-016-0055-8.

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  1575. The determinants of errors and omissions in a small and open economy: The case of Slovakia. (2016). Širaňová, Mária ; Siranova, Maria.
    In: Working Papers.
    RePEc:sav:wpaper:wp73.

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  1576. Understanding the Behaviour of Capital Flow and its Components: The Indian Experience. (2016). Majumder, Sayantan.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:10:y:2016:i:3:p:355-380.

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  1577. The Feldstein€“Horioka Puzzle and Structural Breaks: Evidence from the Largest Countries of Asia. (2016). Ketenci, Natalya.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:10:y:2016:i:3:p:337-354.

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  1578. What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model. (2016). Mukherjee, Paramita.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:15:y:2016:i:1:p:119-145.

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  1579. FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS. (2016). De Gaetano, Davide.
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
    RePEc:rtr:wpaper:0208.

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  1580. The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:33..

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  1581. The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:33.

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  1582. Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies. (2016). Živkov, Dejan ; Mirovi, Vera ; Njegi, Jovan.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2016:y:2016:i:6:id:591:p:686-705.

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  1583. Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201688.

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  1584. The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201686.

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  1585. Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2016). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201668.

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  1586. Analysis of Herding in REITs of an Emerging Market: The Case of Turkey. (2016). GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade.
    In: Working Papers.
    RePEc:pre:wpaper:201666.

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  1587. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach. (2016). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201662.

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  1588. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201654.

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  1589. Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application. (2016). Inglesi-Lotz, Roula ; Weideman, Jaco P.
    In: Working Papers.
    RePEc:pre:wpaper:201636.

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  1590. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201631.

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  1591. The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201619.

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  1592. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach. (2016). Wohar, Mark ; Majumdar, Anandamayee ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201612.

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  1593. How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan.
    In: MPRA Paper.
    RePEc:pra:mprapa:80273.

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  1594. A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence. (2016). AMBA, Marius ; Do, Simplicio .
    In: MPRA Paper.
    RePEc:pra:mprapa:79685.

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  1595. Causes and timing of the European debt crisis: An econometric evaluation. (2016). Purificato, Francesco ; Papagni, Erasmo ; Filoso, Valerio ; Francesco, Purificato ; Suarez, Marta Vazquez ; Panico, Carlo.
    In: MPRA Paper.
    RePEc:pra:mprapa:75847.

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  1596. Estimating the Size of Black Economy in India. (2016). Sharma, Chandan.
    In: MPRA Paper.
    RePEc:pra:mprapa:75211.

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  1597. Conventional and Islamic stock markets: what about financial performance?. (2016). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
    In: MPRA Paper.
    RePEc:pra:mprapa:73495.

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  1598. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: MPRA Paper.
    RePEc:pra:mprapa:73400.

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  1599. Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen.
    In: MPRA Paper.
    RePEc:pra:mprapa:73302.

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  1600. Revisiting Money Demand Function for GCC Countries and Testing its Stability. (2016). Mahmood, Haider.
    In: MPRA Paper.
    RePEc:pra:mprapa:109457.

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  1601. Foreign Debt and Secondary Markets: The Case of Interwar Germany. (2016). Schioppa, Claudio ; Papadia, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:102863.

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  1602. Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cambiarios en América Latina: Aplicación empírica de un modelo de cambios de nivel aleatorios y larga memoria genuina]. (2016). Rodríguez, Gabriel.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00416.

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  1603. An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un modelo de cambios de nivel aleatorios con probabilidades cambiantes y reversión a la media a la volatilidad de los retornos cambiarios en América Latina]. (2016). Rodríguez, Gabriel ; Gonzáles Tanaka, José Carlos ; Gonzales, Jose Carlos.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00415.

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  1604. Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.

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  1605. The Equilibrium Real Funds Rate: Past, Present, and Future. (2016). West, Kenneth ; Hamilton, James ; Hatzius, Jan ; Harris, Ethan S.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0015-z.

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  1606. Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation. (2016). Pretis, Felix ; Hendry, David ; Schneider, Lea ; Smerdon, Jason E.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:780.

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  1607. Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates. (2016). Fukuda, Shin-ichi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21938.

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  1608. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21863.

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  1609. A Stochastic Indicator for Sovereign Debt Sustainability. (2016). Rojas-Romagosa, Hugo ; Lukkezen, Jasper.
    In: FinanzArchiv: Public Finance Analysis.
    RePEc:mhr:finarc:urn:sici:0015-2218(201609)72:3_229:asifsd_2.0.tx_2-q.

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  1610. Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon ; McIver, Ron.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:52:y:2016:i:7:p:1698-1723.

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  1611. What is the Globalisation of Inflation? . (2016). Osborn, Denise ; Bratsiotis, George ; Becker, Ralf ; Altansukha, Gantungalag .
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:224.

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  1612. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x.

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  1613. Contagion, Interdependence and Diversification across Regional UK Housing Markets. (2016). University, Wichita State .
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:03:2016:p:327-351.

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  1614. What Does Aid Do to Fiscal Policy? New Evidence. (2016). OUEDRAOGO, Rasmane ; Combes, Jean-Louis ; Tapsoba, Sampawende J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/112.

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  1615. The Intraday Market Liquidity of Japanese Government Bond Futures. (2016). , Toshinaoyoshiba ; Watanabe, Toshiaki ; Tsuchida, Naoshi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:16-e-07.

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  1616. Historical Events and the Gold Price. (2016). Dey, Shubhasis.
    In: Working papers.
    RePEc:iik:wpaper:198.

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  1617. Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?. (2016). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Arambur, Andrs Herrera .
    In: International Journal of Monetary Economics and Finance.
    RePEc:ids:ijmefi:v:9:y:2016:i:1:p:45-66.

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  1618. Disinflation and the Phillips Curve: Israel 1986-2015. (2016). Strohsal, Till ; Melnick, Rafi.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-039.

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  1619. Historical shocks and persistence of economic activity: evidence from a unique natural experiment. (2016). Zazdravnykh, Evguenii ; Wyrwich, Michael ; Sorgner, Alina ; Fritsch, Michael.
    In: HSE Working papers.
    RePEc:hig:wpaper:143/ec/2016.

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  1620. Structural Breaks in Potential GDP Of Three Major Economies: Just Impaired Credit or the “New Normal”?. (2016). Ipatova, Irina B ; Yu, Alexander.
    In: HSE Working papers.
    RePEc:hig:wpaper:142/ec/2016.

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  1621. Bank output calculation in the case of France: what do new methods tell about the financial intermediation services in the aftermath of the crisis?. (2016). Chiappini, Raphaël ; Bruno, Olivier ; Bertrand, Groslambert.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01254475.

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  1622. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Heller, David ; Lahiani, Amine ; van Hoang, Thi Hong.
    In: Post-Print.
    RePEc:hal:journl:hal-02012307.

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  1623. Fixed- b Inference for Testing Structural Change in a Time Series Regression. (2016). Vogelsang, Timothy ; Cho, Cheol-Keun.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546.

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  1624. Oil Price and Economic Growth: A Long Story?. (2016). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montaes, Antonio ; Gomez-Loscos, Ana.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:4:p:41-:d:81585.

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  1625. How Persistent Are Unconventional Monetary Policy Effects?. (2016). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-004.

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  1626. The deep historical roots of macroeconomic volatility. (2016). Leung, Charles ; Kan, Sam Hak.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:271.

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  1627. A time series analysis of household income inequality in Brazil 1977-2013. (2016). Mattos, Enlinson ; Marçal, Emerson ; Caperoz, Marcelo ; Maral, Emerson Fernandes.
    In: Textos para discussão.
    RePEc:fgv:eesptd:434.

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  1628. Investigating the Structural Changes of Tax in Iran. (2016). Ahmadinejad, Mohammad Reza ; Shakibaei, Alireza.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:20:y:2016:i:4:p:445.

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  1629. Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. (2016). Kundu, Srikanta ; Sarkar, Nityananda.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:8:y:2016:i:2:p:53-71.

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  1630. How does technology and population progress relate? An empirical study of the last 10,000years. (2016). Cao, Yuhua ; Li, Wei ; Dong, Jielin ; Fang, Jianwen.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:103:y:2016:i:c:p:57-70.

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  1631. The volatility dynamics of spot and futures gold prices: Evidence from Russia. (2016). Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:474-484.

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  1632. Returns, volatility and investor sentiment: Evidence from European stock markets. (2016). Frugier, Alain .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:45-55.

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  1633. Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks. (2016). Tiwari, Aviral ; Kyophilavong, Phouphet ; Albulescu, Claudiu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:527-540.

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  1634. Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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  1635. MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:222-240.

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  1636. Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets. (2016). Bhuyan, Rafiqul ; Robbani, Mohammad G ; Talukdar, Bakhtear ; Jain, Ajeet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:46:y:2016:i:c:p:180-195.

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  1637. Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change. (2016). Aktürk, Halit ; Akturk, Halit .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:230-246.

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  1638. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

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  1639. Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers. (2016). Ziramba, Emmanuel ; GUPTA, RANGAN ; Chang, Tsangyao ; Apergis, Nicholas.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:62:y:2016:i:c:p:318-325.

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  1640. Energy consumption in China and underlying factors in a changing landscape: Empirical evidence since the reform period. (2016). Qazi, Ahmar ; Bhattacharya, Mita ; Ahmed, Khalid ; Long, Wei.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:58:y:2016:i:c:p:224-234.

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  1641. Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests. (2016). GUPTA, RANGAN ; Huang, XU ; Ghodsi, Mansi ; Hassani, Hossein.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:460:y:2016:i:c:p:54-65.

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  1642. Time varying market efficiency of the GCC stock markets. (2016). Charfeddine, Lanouar ; ben Khediri, Karim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:444:y:2016:i:c:p:487-504.

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  1643. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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  1644. The informative role of trading volume in an expanding spot and futures market. (2016). Bhaumik, Sumon ; Karanasos, M ; Kartsaklas, A.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:35:y:2016:i:c:p:24-40.

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  1645. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-163.

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  1646. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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  1647. Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84.

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  1648. Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Fukuda, Shin-ichi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122.

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  1649. Intra-safe haven currency behavior during the global financial crisis. (2016). Yamamoto, Yohei ; Fatum, Rasmus.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:49-64.

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  1650. How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48.

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  1651. Exchange rate regimes and current account adjustment: An empirical investigation. (2016). Eguren Martin, Fernando ; Egurenmartin, Fernando.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:69-93.

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  1652. Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach. (2016). Pontines, Victor ; KAWAI, Masahiro.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:72-97.

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  1653. Multistep forecasting in the presence of location shifts. (2016). Chevillon, Guillaume.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:121-137.

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  1654. Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:43:y:2016:i:c:p:30-43.

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  1655. A GARCH model for testing market efficiency. (2016). Westerlund, Joakim ; Narayan, Paresh ; Liu, Ruipeng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138.

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  1656. Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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  1657. Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Stanley, Eugene H ; Xie, Chi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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  1658. On the intensity of liquidity spillovers in the Eurozone. (2016). Khallouli, W ; Smimou, K.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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  1659. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:45:y:2016:i:c:p:332-349.

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  1660. How did the US economy react to shale gas production revolution? An advanced time series approach. (2016). koçak, emrah ; Bulut, Umit ; Bilgili, Faik ; Sualp, Nedim M ; Koak, Emrah.
    In: Energy.
    RePEc:eee:energy:v:116:y:2016:i:p1:p:963-977.

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  1661. Natural gas consumption and economic growth: Panel evidence from OECD countries. (2016). Destek, Mehmet.
    In: Energy.
    RePEc:eee:energy:v:114:y:2016:i:c:p:1007-1015.

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  1662. Oil price risk exposure: A comparison of financial and non-financial subsectors. (2016). KATIRCIOGLU, SALIH ; Shaeri, Komeil ; Adaoglu, Cahit.
    In: Energy.
    RePEc:eee:energy:v:109:y:2016:i:c:p:712-723.

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  1663. Crude oil price decision under considering emergency and release of strategic petroleum reserves. (2016). Pan, Wei ; Wu, Ting ; Liao, Shujie ; Wang, Fengxia.
    In: Energy.
    RePEc:eee:energy:v:102:y:2016:i:c:p:436-443.

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  1664. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Maghyereh, Aktham ; Bouri, Elie ; Awartani, Basel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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  1665. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Guo, Yawei ; Xu, Yaqin ; You, Wanhai ; Zhu, Huiming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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  1666. Estimating dynamics of US demand for major fossil fuels. (2016). Zhang, Lei ; Miljkovic, Dragan ; Dalbec, Nathan .
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:284-291.

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  1667. Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16.

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  1668. Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Ghosh, Sajal ; Kanjilal, Kakali.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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  1669. News sentiment and bank credit risk. (2016). Smales, Lee.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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  1670. Commodity price volatility under regulatory changes and disaster. (2016). Marvasti, Akbar ; Lamberte, Antonio .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:355-361.

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  1671. On the sources of macroeconomic stability in the euro area. (2016). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
    In: European Economic Review.
    RePEc:eee:eecrev:v:83:y:2016:i:c:p:40-63.

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  1672. On consistency of minimum description length model selection for piecewise autoregressions. (2016). Yao, Yi-Ching ; Hancock, Stacey A ; Davis, Richard A.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:194:y:2016:i:2:p:360-368.

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  1673. Estimation of heterogeneous panels with structural breaks. (2016). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:176-195.

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  1674. The Balassa–Samuelson hypothesis in the developed and developing countries revisited. (2016). Wang, Weiguo ; Xue, Jing ; Du, Chonghua .
    In: Economics Letters.
    RePEc:eee:ecolet:v:146:y:2016:i:c:p:33-38.

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  1675. On the long-run neutrality of demand shocks. (2016). Netšunajev, Aleksei ; Chen, Wenjuan ; Netunajev, Aleksei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:139:y:2016:i:c:p:57-60.

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  1676. Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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  1677. Market integration between conventional and Islamic stock prices. (2016). Mansour, Walid ; JOUINI, Jamel ; Majdoub, Jihed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457.

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  1678. Globalization and insurance activity: Evidence on the industrial and emerging countries. (2016). Lee, Chien-Chiang ; Chiu, Yi-Bin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:328-349.

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  1679. On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). Kyei, Clement ; GUPTA, RANGAN ; Bekiros, Stelios.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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  1680. Desperately seeking cash: Evidence from bank output measurement. (2016). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:495-507.

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  1681. Intervention time series analysis of crime rates: The case of sentence reform in Virginia. (2016). Vujić, Sunčica ; Koopman, Siem Jan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:311-323.

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  1682. Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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  1683. Further application of Narayan and Liu (2015) unit root model for trending time series. (2016). Salisu, Afees ; ADELEKE, Adegoke.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:305-314.

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  1684. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; van Hoang, Thi Hong ; Heller, David.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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  1685. Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market. (2016). Tseng, Yi-Heng ; Chou, Kuo-Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:733-741.

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  1686. Population age structure and savings rate impacts on economic growth: Evidence from Australia. (2016). Gow, Jeff ; Alam, Khorshed ; Uddin, Gazi A.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:52:y:2016:i:c:p:23-33.

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  1687. House price cycles in Australia’s four largest capital cities. (2016). Valadkhani, Abbas ; Ratti, Ronald ; Costello, Greg.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:52:y:2016:i:c:p:11-22.

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  1688. An exact approach to Bayesian sequential change point detection. (2016). Antonellis, Marcus ; Ruggieri, Eric.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:97:y:2016:i:c:p:71-86.

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  1689. Chinas oil product pricing mechanism: What role does it play in Chinas macroeconomy?. (2016). Zhang, Jin ; Xie, Mingjia.
    In: China Economic Review.
    RePEc:eee:chieco:v:38:y:2016:i:c:p:209-221.

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  1690. Fiscal Sustainability in EMU contries: A continued Fiscal commitment?. (2016). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Working Papers.
    RePEc:eec:wpaper:1608.

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  1691. Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). mongi, arfaoui ; Dhouha, Haj Ali .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-01-34.

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  1692. It is not structural breaks that earn average forecasts their fame. (2016). Ulbricht, Dirk.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00895.

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  1693. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). Roubaud, David ; Arouri, Mohamed.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00543.

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  1694. The issue of convergence: New empirical evidence for the Central Eastern Europe area. (2016). Katrakilidis, Constantinos ; Tsanana, E.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:16:y:2016:i:1_5.

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  1695. Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve. (2016). Rambaccussing, Dooruj ; Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:294.

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  1696. The Deep Historical Roots of Macroeconomic Volatility. (2016). Leung, Charles ; Kan, Sam Hak.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0967.

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  1697. Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1590.

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  1698. What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2016:v:17:i:2:min.

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  1699. Lewis revisited : tropical polities competing on the world market 1830-1938. (2016). Tena-Junguito, Antonio ; Federico, Giovanni.
    In: IFCS - Working Papers in Economic History.WH.
    RePEc:cte:whrepe:23305.

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  1700. The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:5116.

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  1701. Crecimiento económico colombiano y quiebres estructurales endógenos. (2016). Uribe, Jorge ; Pinchao-Rosero, Andres.
    In: Ensayos de Economía.
    RePEc:col:000418:015537.

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  1702. Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5995.

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  1703. Structural Change in (Economic) Time Series. (2016). Kleiber, Christian.
    In: Working papers.
    RePEc:bsl:wpaper:2016/06.

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  1704. Model-Based Recursive Partitioning for Subgroup Analyses. (2016). Zeileis, Achim ; Achim, Zeileis ; Heidi, Seibold ; Torsten, Hothorn.
    In: The International Journal of Biostatistics.
    RePEc:bpj:ijbist:v:12:y:2016:i:1:p:45-63:n:15.

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  1705. Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB. (2016). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; You, Kefei.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_020.

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  1706. Monetary policy and volatility in the sterling money market. (2016). Osborne, Matthew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0588.

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  1707. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: The World Economy.
    RePEc:bla:worlde:v:39:y:2016:i:11:p:1703-1727.

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  1708. A class of Stein-rules in multivariate regression model with structural changes. (2016). Nkurunziza, Severien ; Chen, Fuqi.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:43:y:2016:i:1:p:83-102.

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  1709. Inference on a Structural Break in Trend with Fractionally Integrated Errors. (2016). Perron, Pierre ; Chang, Seong Yeon.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:37:y:2016:i:4:p:555-574.

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  1710. DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION. (2016). Pretis, Felix ; Hendry, David ; Zheng, Siqi ; Schneider, Lea ; Smerdon, Jason E ; Lin, Brian Chi-Ang.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:30:y:2016:i:3:p:403-429.

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  1711. The Deep Historical Roots of Macroeconomic Volatility. (2016). Leung, Charles ; Kan, Sam Hak.
    In: The Economic Record.
    RePEc:bla:ecorec:v:92:y:2016:i:299:p:568-589.

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  1712. Credit Conditions in Pakistan: Supply Constraints or Demand Deficiencies?. (2016). Ahmed, Jameel.
    In: The Developing Economies.
    RePEc:bla:deveco:v:54:y:2016:i:2:p:139-161.

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  1713. Country of Origin Labeling and Structural Change in U.S. Imports of Canadian Cattle and Beef. (2016). Rude, James ; Unterschultz, Jim ; Twine, Edgar E.
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
    RePEc:bla:canjag:v:64:y:2016:i:3:p:545-563.

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  1714. Agriculture, trade openness and emissions: an empirical analysis and policy options. (2016). Salim, Ruhul ; Rafiq, Shuddhasattwa ; Apergis, Nicholas.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:60:y:2016:i:3:p:348-365.

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  1715. How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy.
    In: BIS Working Papers.
    RePEc:bis:biswps:541.

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  1716. Inflation dynamics in the post-crisis period: Koreas experience. (2016). Chang, Min ; Park, Keunhyeong ; Choi, Chang Ho .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:89-15.

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  1717. Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T.
    In: Working papers.
    RePEc:bfr:banfra:600.

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  1718. Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula. (2016). Heravi, Saeed ; Ghodsi, Mansi ; Hassani, Hossein ; Rahmani, Donya.
    In: Papers.
    RePEc:arx:papers:1605.02188.

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  1719. Cartel dating. (2016). Bun, Maurice ; Boswijk, H. Peter ; Schinkel, Maarten Pieter.
    In: UvA-Econometrics Working Papers.
    RePEc:ame:wpaper:1604.

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  1720. Structural Changes in Wheat Market. (2016). Czech, Katarzyna.
    In: Problems of World Agriculture / Problemy Rolnictwa Światowego.
    RePEc:ags:polpwa:253044.

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  1721. Dairy Price commodity in Italy: volatility and forecast after milk quotas. (2016). Weaver, Robert ; Rosa, F.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
    RePEc:ags:iefi16:244463.

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  1722. A Study in U.S. Export Beef Competitiveness: Do Cattle Inventories Matter?. (2016). Schulz, Lee ; Jones, Keithly ; Hahn, William ; Crespi, John ; Chen, Chen-Ti.
    In: 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois.
    RePEc:ags:assa17:250113.

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  1723. Identification in Structural Models Linking Energy and Corn Commodity Markets. (2016). Bejan, Vladimir ; Pozo, Veronica F.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:236055.

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  1724. Estimating relative price impact: The case of Brent and WTI. (2016). Karali, Berna ; Ye, Shiyu.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235728.

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  1725. Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Yucel, Ali ; Erdem, Ekrem ; Koseoglu, Ahmet.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26.

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  1726. Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan.
    In: Working Papers.
    RePEc:aee:wpaper:1610.

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  1727. Exports and Capacity Constraints: Evidence for Several Euro Area Countries. (2015). Setzer, Ralph ; Belke, Ansgar ; Oeking, Anne.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113228.

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  1728. The (de-)anchoring of inflation expectations: New evidence from the Euro area. (2015). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-044.

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  1729. On the long-run neutrality of demand shocks. (2015). Netšunajev, Aleksei ; Chen, Wenjuan.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-043.

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  1730. From galloping inflation to price stability in steps: Israel 1985-2013. (2015). Melnick, Rafi ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-009.

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  1731. The synchronization of European credit cycles. (2015). Metiu, Norbert ; Meller, Barbara.
    In: Discussion Papers.
    RePEc:zbw:bubdps:202015.

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  1732. Is China fudging its figures? Evidence from trading partner data. (2015). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2015_029.

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  1733. Realized Volatility Forecast of Stock Index Under Structural Breaks. (2015). Tian, Fengping ; Chen, Langnan ; Yang, KE.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:34:y:2015:i:1:p:57-82.

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  1734. Predicting Sovereign Fiscal Crises: High-Debt Developed Countries.. (2015). Shiamptanis, Christos ; Daniel, Betty ; Betty Daniel, Christos Shiamptanis, .
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0090.

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  1735. Profitability in India’s Organized Manufacturing Sector: The Role of Technology, Distribution, and Demand. (2015). Basu, Deepankar ; Das, Debarshi.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2015-04.

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  1736. International Evidence on Time-Variation in Trend Labor Productivity Growth. (2015). Wegmueller, Philipp.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp1602.

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  1737. Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2015cf969.

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  1738. Structural breaks and portfolio performance in global equity markets. (2015). Turtle, Harry J ; Zhang, Chengping.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:6:p:909-922.

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  1739. The dependency of Islamic bank rates on conventional bank interest rates: further evidence from Turkey. (2015). Sara, Mehmet ; Zeren, Feyyaz.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:7:p:669-679.

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  1740. Forecasting the price of gold. (2015). Hassani, Hossein ; GUPTA, RANGAN ; Segnon, Mawuli K ; Silva, Emmanuel Sirimal.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:39:p:4141-4152.

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  1741. Long-run estimates of money demand: new evidence from East Asian countries and the presence of structural breaks. (2015). Apergis, Nicholas.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:31:p:3276-3291.

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  1742. The real exchange rate, regime changes and volatility shifts. (2015). Wallace, Frederick ; Ventosa-Santaulària, Daniel ; Gómez-Zaldívar, Manuel ; Gomez-Zaldivar, M. ; Ventosa-Santaularia, D..
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:24:p:2445-2454.

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  1743. Causal relationship between stock returns and real economic growth in the pre- and post-crisis period: evidence from China. (2015). Guo, Jin.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:1:p:12-31.

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  1744. Revisiting Svenssons test of inflation target credibility. (2015). Kupfer, Alexander.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:22:y:2015:i:5:p:343-348.

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  1745. On inter-arrival times of bond market extreme events. An application to seven European markets. (2015). Venetis, Ioannis ; Siakoulis, Vasileios.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:4:p:717-741.

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  1746. Growth and Cycles of the Italian Economy Since 1861: The New Evidence. (2015). Gallegati, Marco ; Clementi, Fabio.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:1:y:2015:i:1:p:25-59.

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  1747. Sustainability of Latin American fiscal deficits: a panel data approach. (2015). Melo-Velandia, Luis ; Campo Robledo, Jacobo ; Campo-Robledo, Jacobo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:3:p:889-907.

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  1748. Testing competing models of the temperature hiatus: assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection. (2015). Pretis, Felix ; Kaufmann, Robert.
    In: Climatic Change.
    RePEc:spr:climat:v:131:y:2015:i:4:p:705-718.

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  1749. Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks. (2015). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Working Papers.
    RePEc:shf:wpaper:2015014.

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  1750. Historical Time Series Perspectives on Competitive Balance in NCAA Division I Basketball. (2015). Mills, Brian.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:16:y:2015:i:6:p:614-646.

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  1751. Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets. (2015). Shuguang, Zhang ; Muhammad, Altaf .
    In: Romanian Statistical Review.
    RePEc:rsr:journl:v:63:y:2015:i:1:p:57-70.

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  1752. Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attraverso l’utilizzo di un approccio basato sulla frequenza.. (2015). Kanda, Patrick ; GUPTA, RANGAN.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0763.

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  1753. Endogenous Labor Share Cycles: Theory and Evidence. (2015). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub ; Muck, Jakub .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:62.

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  1754. An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns. (2015). Rodríguez, Gabriel ; Tramontana, Roxana ; Rodriguez, Gabriel.
    In: Working Papers.
    RePEc:rbp:wpaper:2015-004.

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  1755. Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201589.

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  1756. Dynamic relations between CDS and stock markets in Eastern European countries. (2015). Lupu, Dan ; Asandului, Mircea ; Muetescu, Radu ; Mursa, Gabriel Claudiu.
    In: MPRA Paper.
    RePEc:pra:mprapa:95506.

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  1757. Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach. (2015). Teulon, Frédéric ; Nguyen, Duc Khuong ; Guesmi, Khaled ; Ftiti, Zied.
    In: MPRA Paper.
    RePEc:pra:mprapa:70481.

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  1758. Asymmetries, Structural Breaks, and Nonlinear Persistence: Evidence and Implications for Uncovering the Energy-Growth Nexus in Selected African Countries. (2015). .
    In: MPRA Paper.
    RePEc:pra:mprapa:67163.

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  1759. Evaluating Performance of Inflation Forecasting Models of Pakistan. (2015). Hanif, Muhammad ; Malik, Muhammad Jahanzeb.
    In: MPRA Paper.
    RePEc:pra:mprapa:66843.

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  1760. Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:66759.

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  1761. Absolute purchasing power parity in industrial countries. (2015). Zhang, Zhibai ; Bian, Zhicun.
    In: MPRA Paper.
    RePEc:pra:mprapa:66241.

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  1762. Modeling bank default intensity in the USA using autoregressive duration models. (2015). Siakoulis, Vasilios .
    In: MPRA Paper.
    RePEc:pra:mprapa:64526.

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  1763. A Causal Exploration of Conflict Events and Commodity Prices of Sudan. (2015). Kibriya, Shahriar ; Bessler, David ; Chen, Junyi ; Price, Edwin.
    In: MPRA Paper.
    RePEc:pra:mprapa:62461.

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  1764. Consumption of Salt Rich Products in the UK: Impact of The Reduced Salt Campaign. (2015). Sharma, Abhijit ; Fraser, Iain ; Di Falco, Salvatore.
    In: MPRA Paper.
    RePEc:pra:mprapa:62359.

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  1765. A study of demographic and financial changes in India. (2015). Kar, Saibal ; Das, Pranab.
    In: MPRA Paper.
    RePEc:pra:mprapa:103458.

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  1766. Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa. (2015). Nell, Kevin ; De Mello, Maria M..
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1501.

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  1767. Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?. (2015). OLLIVAUD, Patrice ; Schwellnus, Cyrille.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1216-en.

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  1768. Regulation and Market Liquidity. (2015). Trebbi, Francesco ; Xiao, Kairong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21739.

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  1769. The Equilibrium Real Funds Rate: Past, Present and Future. (2015). West, Kenneth ; Hamilton, James ; Hatzius, Jan ; Harris, Ethan S.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21476.

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  1770. The Financial Econometrics of Price Discovery and Predictability. (2015). Smyth, Russell ; Narayan, Seema.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2015-06.

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  1771. Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014. (2015). Makay, Eszter ; Horvath, Daniel.
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:14:y:2015:i:2:p:62-88.

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  1772. Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios.
    In: Working Papers.
    RePEc:mib:wpaper:298.

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  1773. Estimation of Heterogeneous Panels with Structural Breaks. (2015). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:179.

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  1774. Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts. (2015). Salamaliki, Paraskevi.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1508.

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  1775. Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets. (2015). Ngene, Geoffrey ; Lambert, Charles ; Darrat, Ali .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:4:p:465-483.

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  1776. TIME VARYING CAUSALITY BETWEEN EXCHANGE RATES AND TOURISM DEMAND FOR TURKEY. (2015). Coşkun, İnci Oya ; Ozer, Mustafa ; Kirca, Mustafa ; Coskun, Inci Oya.
    In: Tourism Research Institute.
    RePEc:jtr:journl:v:10:y:2015:i:1:p:125-142.

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  1777. The Relation of the US Dollar with Oil Prices, Gold Prices, and the US Stock Market. (2015). Azar, Samih Antoine.
    In: Research in World Economy.
    RePEc:jfr:rwe111:v:6:y:2015:i:1:p:159-171.

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  1778. Wealth-Income Ratios in a Small, Late-Industrializing, Welfare-State Economy: Sweden, 1810–2014. (2015). Waldenström, Daniel ; Waldenstrom, Daniel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp9408.

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  1779. Bubbles, Busts and Breaks in UK Housing. (2015). Miles, William.
    In: International Real Estate Review.
    RePEc:ire:issued:v:18:n:04:2015:p:455-471.

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  1780. “Measuaring Uncertainty in the Stock Market”. (2015). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201524.

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  1781. “On the bi-directional causal relationship between public debt and economic growth in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201512.

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  1782. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201508.

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  1783. Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns. (2015). Rodríguez, Gabriel ; Tocto, Roxana Tramontana ; Rodriguez, Gabriel.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:52:y:2015:i:2:p:185-211.

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  1784. The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area. (2015). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-044.

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  1785. On the Long-run Neutrality of Demand Shocks. (2015). Netšunajev, Aleksei ; Chen, Wenjuan ; Netsunajev, Aleksei.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-043.

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  1786. From Galloping Inflation to Price Stability in Steps: Israel 1985–2013. (2015). Melnick, Rafi ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-009.

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  1787. Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014. (2015). Waldenström, Daniel ; Waldenstrom, Daniel.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2015_004.

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  1788. Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014. (2015). Waldenström, Daniel ; Waldenstrom, Daniel.
    In: Working Paper Series, Center for Fiscal Studies.
    RePEc:hhs:uufswp:2015_006.

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  1789. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). el Ouadghiri, Imane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141409.

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  1790. What determines the long-run growth in Sub-Saharan Africa? Exploring the role of energy, trade openness and financial development in six countries. (2015). Zerbo, Eleazar.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01238524.

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  1791. Relationship Between Oil Prices and Stock Prices of Major Oil Companies. (2015). Indjehagopian, Jean-Pierre ; Declerck, Francis ; Bellocq, Flavien .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01119857.

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  1792. The German unemployment since the Hartz reforms: Permanent or transitory fall?. (2015). Lecumberry, Julien ; Stephan, Gaetan.
    In: Post-Print.
    RePEc:hal:journl:halshs-01238494.

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  1793. Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?. (2015). Martin, Franck ; Nguyen, Mai Lan .
    In: Post-Print.
    RePEc:hal:journl:halshs-01184072.

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  1794. Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?. (2015). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2015-32.

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  1795. Phenological Changes of Corn and Soybeans over U.S. by Bayesian Change-Point Model. (2015). Shen, Yonglin ; Liu, Xiuguo.
    In: Sustainability.
    RePEc:gam:jsusta:v:7:y:2015:i:6:p:6781-6803:d:50341.

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  1796. Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

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  1797. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Working Papers.
    RePEc:fiu:wpaper:1503.

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  1798. Is China fudging its figures? Evidence from trading partner data. (2015). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-12.

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  1799. A State-Level Analysis of Okun’s Law. (2015). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1523.

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  1800. Unemployment Hysteresis and Structural Change in Europe. (2015). Akdoğan, Kurmaş ; Akdoan, Kurma.
    In: EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey.
    RePEc:eyd:cp2015:266.

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  1801. Reflections on Indias Emergence in the World Economy. (2015). Ray, Amit ; Ghosh, Sunandan.
    In: Working Papers.
    RePEc:ess:wpaper:id:7041.

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  1802. Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014).. (2015). Venegas-Martínez, Francisco ; Tellez-Leon, Isela Elizabeth ; Benavides, Guillermo ; Venegas-Martinez, Francisco.
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxxiv:y:2015:i:2:p:63-78.

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  1803. Mexico and the United States: cycle synchronization,1980.1-2013.4. (2015). Salas, Emmanuel ; Loria, Eduardo.
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxxiv:y:2015:i:1:p:75-102.

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  1804. International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Working Papers.
    RePEc:emu:wpaper:15-07.pdf.

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  1805. The welfare cost of lawlessness: evidence from Somali piracy. (2015). Mueller, Hannes ; Fetzer, Thiemo ; Besley, Timothy.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:66041.

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  1806. Early globalizations: the integration of Asia in the world economy, 1800–1938. (2015). Chilosi, David ; Federico, Giovanni.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64785.

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  1807. Assessing the welfare effects of unemployment benefits using the regression kink design. (2015). landais, camille.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64565.

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  1808. Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis. (2015). Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal ; Webster, Allan.
    In: Tourism Management.
    RePEc:eee:touman:v:46:y:2015:i:c:p:322-335.

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  1809. Seeking the links between competition and telecommunications investments. (2015). Garrone, Paola ; Zaccagnino, Michele.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:39:y:2015:i:5:p:388-405.

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  1810. Capital mobility in Russia. (2015). Ketenci, Natalya.
    In: Russian Journal of Economics.
    RePEc:eee:rujoec:v:1:y:2015:i:4:p:386-403.

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  1811. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

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  1812. An alternative view of the US price–dividend ratio dynamics. (2015). Vázquez, Jesús ; Londono, Juan M. ; Regulez, Marta ; Vazquez, Jesus.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:291-307.

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  1813. The evolution of the weekend effect in US markets. (2015). Olson, Dennis ; Chou, Nan-Ting ; Mossman, Charles .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:58:y:2015:i:c:p:56-63.

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  1814. Evaluating the effect of coal mine safety supervision system policy in Chinas coal mining industry: A two-phase analysis. (2015). Fan, Ying ; Chen, Sen-Sen ; Xu, Jin-Hua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:12-21.

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  1815. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

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  1816. The causal relationship between debt and growth in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:37:y:2015:i:6:p:974-989.

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  1817. Abenomics: Why was it so successful in changing market expectations?. (2015). Fukuda, Shin-ichi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:37:y:2015:i:c:p:1-20.

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  1818. Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. (2015). Wohar, Mark ; Kellard, Neil ; Jiang, Ying.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:36-54.

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  1819. Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:1-13.

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  1820. Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

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  1821. Creditor moral hazard during the EMU debt crisis. (2015). laopodis, nikiforos ; Kouretas, Georgios ; Bratis, Theodoros.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:122-135.

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  1822. Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Bessler, Wolfgang ; Nohel, Tom ; Kurmann, Philipp .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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  1823. Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Economou, Fotini.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

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  1824. Fragmentation in the European interbank market: Measures, determinants, and policy solutions. (2015). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Alonso, Tatiana ; Abascal, Maria.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12.

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  1825. Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach. (2015). JAWADI, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:26:y:2015:i:c:p:64-84.

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  1826. Detecting structural changes using wavelets. (2015). Yazgan, Ege ; Ozkan, Harun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:23-37.

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  1827. The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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  1828. Long memory and level shifts in REITs returns and volatility. (2015). Assaf, Ata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:172-182.

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  1829. Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks. (2015). Ciner, Cetin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:277-283.

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  1830. Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Kim, Won Joong ; Hammoudeh, Shawkat ; Aye, Goodness.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:257-266.

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  1831. Early globalizations: The integration of Asia in the world economy, 1800–1938. (2015). Chilosi, David ; Federico, Giovanni.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:57:y:2015:i:c:p:1-18.

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  1832. The changing relationship between inflation and the economic cycle in Italy: 1861–2012. (2015). Golinelli, Roberto ; Felice, Emanuele ; Bontempi, Maria ; Baffigi, Alberto.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:56:y:2015:i:c:p:53-70.

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  1833. The effects of oil price shocks in a new-Keynesian framework with capital accumulation. (2015). Pham, Ngoc-Sang ; McIsaac, Florent ; Giraud, Gaël ; Acurio Vásconez, Verónica ; Vasconez, Veronica Acurio.
    In: Energy Policy.
    RePEc:eee:enepol:v:86:y:2015:i:c:p:844-854.

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  1834. Asymmetric pricing of diesel at its source. (2015). Valadkhani, Abbas ; Vahid, Farshid ; Smyth, Russell.
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:183-194.

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  1835. Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data. (2015). GUPTA, RANGAN ; Ben Nasr, Adnen ; Sato, Joo Ricardo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:136-141.

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  1836. A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:391-402.

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  1837. Applied econometrics and implications for energy economics research. (2015). Smyth, Russell ; Narayan, Paresh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:351-358.

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  1838. Regime switching model of US crude oil and stock market prices: 1859 to 2013. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:317-327.

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  1839. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60.

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  1840. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:25:y:2015:i:c:p:125-153.

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  1841. The German unemployment since the Hartz reforms: Permanent or transitory fall?. (2015). Lecumberry, Julien ; Stephan, Gaetan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:136:y:2015:i:c:p:49-54.

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  1842. Regime changes and interest rate risk. (2015). Caporale, Tony.
    In: Economics Letters.
    RePEc:eee:ecolet:v:136:y:2015:i:c:p:204-206.

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  1843. Do foreign exchange forecasters believe in Uncovered Interest Parity?. (2015). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:133:y:2015:i:c:p:92-95.

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  1844. Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach. (2015). GUPTA, RANGAN ; Bekiros, Stelios.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:83-85.

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  1845. Are US inflation expectations re-anchored?. (2015). Nautz, Dieter ; Strohsal, Till.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:6-9.

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  1846. What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

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  1847. Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks. (2015). Marfatia, Hardik.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:103-123.

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  1848. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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  1849. Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

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  1850. Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period. (2015). Valadkhani, Abbas ; Smyth, Russell.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:281-290.

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  1851. Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries. (2015). Messinis, George ; liddle, brantley.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:278-285.

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  1852. New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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  1853. Competitiveness and government expenditure: The Australian example. (2015). Ratnasiri, Shyama ; Makin, Anthony J.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:154-161.

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  1854. Domestic demand, capacity constraints and exporting dynamics: Empirical evidence for vulnerable euro area countries. (2015). Setzer, Ralph ; Oeking, Anne ; Belke, Ansgar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:315-325.

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  1855. Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Kapetanios, George ; Dendramis, Yiannis.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

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  1856. Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks. (2015). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2015-4.

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  1857. Will the true labor share stand up?. (2015). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151806.

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  1858. Endogenous labor share cycles: theory and evidence. (2015). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151765.

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  1859. Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?. (2015). Martin, Franck ; Nguyen, Mai Lan .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00993.

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  1860. The Great East Japan Earthquake and Stock Prices. (2015). rey, serge ; Jaussaud, Jacques ; Nivoix, Sophie.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00844.

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  1861. Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales. (2015). Indjehagopian, Jean-Pierre ; Declerck, Francis ; Bellocq, Flavien .
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-15004.

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  1862. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-17.

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  1863. The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1524.

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  1864. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Aboura, Sofiane ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13359.

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  1865. Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014. (2015). Waldenström, Daniel ; Waldenstrom, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10878.

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  1866. Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia. (2015). Uribe, Jorge ; Lopez, Natalia Restrepo .
    In: Revista Ecos de Economía.
    RePEc:col:000442:014936.

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  1867. La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011. (2015). Campo Robledo, Jacobo ; Gomez, oscar Penagos ; Serrano, Hector Rojas .
    In: Revista Ecos de Economía.
    RePEc:col:000442:013822.

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  1868. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5630.

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  1869. Exports and Capacity Constraints: Evidence for Several Euro Area Countries. (2015). Setzer, Ralph ; Belke, Ansgar ; Oeking, Anne.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5455.

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  1870. Inference on Locally Ordered Breaks in Multiple Regressions. (2015). Perron, Pierre ; Li, YE.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-013.

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  1871. Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-012.

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  1872. A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2015). Perron, Pierre ; Chang, Seong Yeon.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-010.

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  1873. Financial integration in emerging market economies: Effects on volatility transmission and contagion. (2015). Boughrara, Adel ; Ben Rejeb, Aymen.
    In: Borsa Istanbul Review.
    RePEc:bor:bistre:v:15:y:2015:i:3:p:161-179.

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  1874. Is China fudging its figures? Evidence from trading partner data. (2015). Spiegel, Mark M ; Fernald, John ; Hsu, Eric.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:urn:nbn:fi:bof-201511031430.

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  1875. Is China fudging its figures? Evidence from trading partner data. (2015). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2015_029.

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  1876. Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). Akdoğan, Kurmaş ; Akdoan, Kurma.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504.

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  1877. Has Switzerland Really Been Marked by Low Productivity Growth? Hours Worked and Labor Productivity in Switzerland in a Long-run Perspective. (2015). Siegenthaler, Michael.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:61:y:2015:i:2:p:353-372.

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  1878. The Sustainability of European External Debt: What have We Learned?. (2015). Regis, Paulo ; Gil-Alana, Luis ; Cuestas, Juan.
    In: Review of International Economics.
    RePEc:bla:reviec:v:23:y:2015:i:3:p:445-468.

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  1879. Correlation Dynamics and Determinants in International Securitized Real Estate Markets. (2015). Liow, Kim ; Zhou, Xiaoxia ; Ye, Qing.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:3:p:537-585.

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  1880. Residential Construction Activity in OECD Economies. (2015). Arestis, Philip ; Gonzalez-Martinez, Ana Rosa.
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i:4:p:451-474.

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  1881. Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares. (2015). Osborn, Denise ; Sakkas, Nikolaos ; Kellard, Neil ; Coakley, Jerry ; Hall, Alastair R.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:5:p:741-762.

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  1882. The Canadian Hedge Fund Industry: Performance and Market Timing. (2015). Klein, Peter ; Schweigert, Isaac ; Purdy, Daryl ; Vedrashko, Alexander.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:15:y:2015:i:3:p:283-320.

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  1883. Multiple Structural Breaks and Inflation Persistence: Evidence from China. (2015). Li, Tianfeng ; Wei, June.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:29:y:2015:i:1:p:1-20.

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  1884. On the sources of macroeconomic stability in the euro area.. (2015). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:577.

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  1885. Understanding International Milk Price Relationships. (2015). Bessler, David ; Hemme, Torsten ; Carvalho, Glauco R. ; Schroer-Merker, Eva.
    In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia.
    RePEc:ags:saea15:196692.

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  1886. Canadian Regional NAIRU Estimates: A Structural Break Approach. (2015). Shannon, Mike ; Moazzami, Bakhtiar .
    In: Journal of Regional Analysis and Policy.
    RePEc:ags:jrapmc:243980.

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  1887. Structural Change in the Relationship Between Energy and Food Prices. (2015). Mugera, Harriet ; Gilbert, Christopher.
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
    RePEc:ags:iaae15:212505.

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  1888. A Causal Exploration of Food Price Shocks and Conflict in Sudan. (2015). Kibriya, Shahriar ; Bessler, David ; Chen, Junyi ; Price, Edwin C.
    In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
    RePEc:ags:aaea15:202612.

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  1889. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxii:y:2015:i:4(605):p:133-144.

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  1890. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:135-146.

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  1891. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:133-144.

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  1892. On the bi-directional causal relationship between public debt and economic growth in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1506.

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  1893. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
    RePEc:aee:wpaper:1502.

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  1894. Detecting financial contagion in a multivariate system. (2014). Candelon, Bertrand ; Blatt, Dominik ; Manner, Hans.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100411.

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  1895. Are US inflation expectations re-anchored?. (2014). Nautz, Dieter ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2014-060.

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  1896. Output Growth and its Volatility: The Gold Standard through the Great Moderation. (2014). Miller, Stephen ; Fang, Wen Shwo .
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:80:y:2014:i:3:p:728-751.

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  1897. Macroeconomic Factors and Microlevel Bank Behavior. (2014). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:4:p:715-751.

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  1898. Modelling Time‐Variation in the Stock Return‐Dividend Yield Predictive Equation. (2014). McMillan, David G.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:23:y:2014:i:5:p:273-302.

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  1899. The Deep Historical Roots of Macroeconomic Volatility. (2014). Leung, Charles ; Kantang, Sam Hak ; Charles Ka Yui Leung, .
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:14-31.

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  1900. Testing for Parameter Instability in Competing Modeling Frameworks. (2014). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Calvori, Francesco .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140010.

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  1901. Return lead-lag and volatility transmission in shipping freight markets. (2014). Hsiao, Yao-Jen ; Chou, Heng-Chih ; Wu, Chun-Chou.
    In: Maritime Policy & Management.
    RePEc:taf:marpmg:v:41:y:2014:i:7:p:697-714.

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  1902. Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes. (2014). Boughrara, Adel ; Ben Rejeb, Aymen.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:7:y:2014:i:2:p:230-245.

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  1903. Switching volatility and cross-market linkages in public property markets. (2014). Liow, Kim ; Ye, Qing.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:31:y:2014:i:4:p:287-314.

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  1904. Group LASSO for Structural Break Time Series. (2014). Zhang, Rong-Mao ; Chan, Ngai Hang ; Yau, Chun Yip.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:109:y:2014:i:506:p:590-599.

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  1905. A tale of six states: How similar are the Gulf Cooperation Council countries?. (2014). Sagynbekov, Ken Imanak .
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:23:y:2014:i:4:p:476-490.

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  1906. Long memory and structural breaks in the returns and volatility of gold: evidence from Turkey. (2014). Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:31:p:3777-3787.

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  1907. Voter turnout in US presidential elections: does Carville’s law explain the time series?. (2014). Caporale, Tony ; Poitras, Marc.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:29:p:3630-3638.

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  1908. On real interest rate persistence: the role of breaks. (2014). Haug, Alfred.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:10:p:1058-1066.

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  1909. An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives. (2014). Mayordomo, Sergio ; Pea, Juan Ignacio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:9:p:605-619.

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  1910. Greek sovereign bond index, volatility, and structural breaks. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:687-697.

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  1911. Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:627-642.

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  1912. Interaction in euro area sovereign bond markets during the financial crisis. (2014). Cronin, David.
    In: Intereconomics: Review of European Economic Policy.
    RePEc:spr:intere:v:49:y:2014:i:4:p:212-220.

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  1913. Adaptively refined dynamic program for linear spline regression. (2014). Kim, Young Dae ; Veselka, Thomas ; Leyffer, Sven ; Goldberg, Noam.
    In: Computational Optimization and Applications.
    RePEc:spr:coopap:v:58:y:2014:i:3:p:523-541.

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  1914. Delayed Overshooting: It’s an 80s Puzzle.. (2014). Moon, Seongman ; Velasco, Carlos.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1410.

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  1915. Madhya Pradesh: Does Agriculture Determine the State€™s Growth Trajectory?. (2014). Sapre, Amey.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:8:y:2014:i:1:p:39-57.

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  1916. Consumer Spending and Consumer Confidence in South Africa: Cointegration Analysis. (2014). Khumalo, Mokhele.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:6:y:2014:i:2:p:95-104.

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  1917. Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?. (2014). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Ramirez, Dionisio.
    In: International Journal of Social Science Studies.
    RePEc:rfa:journl:v:2:y:2014:i:1:p:105-120.

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  1918. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach. (2014). Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet ; Chang, Shinhye ; Kasongo, Vanessa .
    In: Working Papers.
    RePEc:pre:wpaper:201468.

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  1919. The Nonparametric Relationship between Oil and South African Agricultural Prices. (2014). GUPTA, RANGAN ; Ajmi, Ahdi Noomen ; Schoeman, Nicola ; Kruger, Monique ; Walters, Leone.
    In: Working Papers.
    RePEc:pre:wpaper:201461.

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  1920. Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Aye, Goodness C. ; Economou, Fotini.
    In: Working Papers.
    RePEc:pre:wpaper:201454.

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  1921. Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). Pérez de Gracia, Fernando ; GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Working Papers.
    RePEc:pre:wpaper:201450.

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  1922. Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal.
    In: Working Papers.
    RePEc:pre:wpaper:201428.

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  1923. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
    In: Working Papers.
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  1924. Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines. (2014). EL BOUHADI, Abdelhamid ; Ouahid, Driss.
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    RePEc:pra:mprapa:68168.

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  1925. Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change. (2014). Aktürk, Halit.
    In: MPRA Paper.
    RePEc:pra:mprapa:64465.

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  1926. Identifying structural breaks in stochastic mortality models. (2014). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:62994.

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  1927. Financial integration in emerging market economies: effects on volatility transmission and contagion. (2014). Boughrara, Adel ; Ben Rejeb, Aymen.
    In: MPRA Paper.
    RePEc:pra:mprapa:61519.

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  1928. Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram. (2014). Jaman, Samsur .
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    RePEc:pra:mprapa:60270.

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  1929. Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. (2014). Fantazzini, Dean ; Fantazziini, Dean .
    In: MPRA Paper.
    RePEc:pra:mprapa:59696.

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  1930. Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2014). Messinis, George ; liddle, brantley.
    In: MPRA Paper.
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  1931. Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries. (2014). Messinis, George ; liddle, brantley.
    In: MPRA Paper.
    RePEc:pra:mprapa:59565.

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  1932. Understanding Food Inflation in India. (2014). Sen Gupta, Abhijit ; Bhattacharya, Rudrani ; Rao, Narhari .
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    RePEc:pra:mprapa:58319.

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  1933. Non-linear effects of the U.S. Monetary Policy in the Long Run. (2014). Olmos, Lorena ; Frago, Marcos Sanso .
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  1934. Is India Ready for Flexible Inflation-Targeting?. (2014). Sen Gupta, Abhijit ; Sengupta, Rajeswari.
    In: MPRA Paper.
    RePEc:pra:mprapa:56430.

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  1935. Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?. (2014). Miyata, Tsutomu ; Wakamatsu, Hiroki.
    In: MPRA Paper.
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  1936. The bilateral trade balance of the EU in the presence of structural breaks. (2014). Ketenci, Natalya.
    In: MPRA Paper.
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  1937. The Feldstein –Horioka Puzzle and structural breaks: Evidence from the largest countries of Asia.. (2014). Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:54660.

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  1938. Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. (2014). Saidi, Youssef ; El Ghini, Ahmed.
    In: MPRA Paper.
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  1939. Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data. (2014). Fantazzini, Dean.
    In: PLOS ONE.
    RePEc:plo:pone00:0111894.

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  1940. Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?. (2014). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Herrera, Andres.
    In: Documentos de Trabajo / Working Papers.
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  1941. An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns. (2014). Rodríguez, Gabriel ; Tramontana, Roxana ; Rodriguez, Gabriel.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00385.

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  1942. The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru. (2014). Rodríguez, Gabriel ; Bazan-Palomino, Walter.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00384.

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  1943. An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns. (2014). Rodríguez, Gabriel ; Ojeda, Junior .
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    RePEc:pcp:pucwps:wp00383.

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  1944. 1807: Economic shocks, conflict and the slave trade. (2014). Kala, Namrata ; Fenske, James.
    In: Economics Series Working Papers.
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  1945. The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models. (2014). Trypsteen, Steven.
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  1946. Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth. (2014). Trypsteen, Steven.
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  1947. Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth. (2014). Trypsteen, Steven.
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  1948. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence. (2014). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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  1949. The persistence of real exchange rates in the Central and Eastern European countries. (2014). Soon, Siew-Voon ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Nurul Sima Md. Shariff, .
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  1950. Moderando Inflaciones Moderadas. (2014). Morra, Fernando.
    In: Department of Economics, Working Papers.
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  1951. Fiscal Reform and Fiscal Sustainability: Evidence from Australia and Sweden. (2014). Miyazaki, Tomomi.
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  1952. High versus Low Inflation: Implications for Price-Level Convergence. (2014). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  1953. The stability of German export demand equations – have German exports suffered from the strength of the euro?. (2014). Verheyen, Florian.
    In: International Economics and Economic Policy.
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  1954. Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform. (2014). Bekiros, Stelios.
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:2:p:231-251.

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  1955. Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors. (2014). Zhang, Ying ; Prombutr, Wikrom ; Gallimore, Paul ; Hansz, Andrew J.
    In: International Real Estate Review.
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  1956. Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors. (2014). Zhang, Ying ; Prombutr, Wikrom ; Gallimore, Paul ; Hansz, Andrew J..
    In: International Real Estate Review.
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  1957. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
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  1958. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  1959. Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets. (2014). Kazi, Irfan Akbar ; Wagan, Hakimzadi.
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  1960. Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models. (2014). Gupta, Rangan ; Majumdar, Anandamayee.
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  1961. Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets. (2014). Kazi, Irfan Akbar ; Wagan, Hakimzadi.
    In: Working Papers.
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  1962. Forecasting the Price of Gold. (2014). Hassani, Hossein ; Silva, Emmanuel Sirimal.
    In: Working Papers.
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  1963. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). van Eyden, Renee ; Thompson, Kirsten.
    In: Working Papers.
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  1964. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
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  1965. Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data. (2014). Ben Slimane, Faten ; Mehanaoui, Mohamed ; Kazi, Irfan A..
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  1966. Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach. (2014). Teulon, Frédéric ; Nguyen, Duc Khuong ; Guesmi, Khaled.
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  1967. Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets. (2014). Wagan, Hakimzadi.
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  1968. Is India ready for flexible inflation-targeting?. (2014). Sen Gupta, Abhijit ; Sengupta, Rajeswari.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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  1969. Interest Rate Risk In Turkish Financial Markets Across Different Time Periods. (2014). ozdemir, Durmus ; Schmidbauer, Harald.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:16:y:2014:i:3f:p:183-204.

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  1970. Are US Inflation Expectations Re-Anchored?. (2014). Nautz, Dieter ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
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  1971. Swedish stock and bond returns, 1856–2012. (2014). Waldenström, Daniel ; Waldenstrom, Daniel.
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  1972. Swedish Stock and Bond Returns, 1856–2012. (2014). Waldenström, Daniel ; Waldenstrom, Daniel.
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  1973. Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie.
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    RePEc:hal:wpaper:hal-04141344.

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  1974. Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
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  1975. The End of Cheap Oil: Economic, Social, and Political Change in the US and Former Soviet Union. (2014). Kaufmann, Robert.
    In: Energies.
    RePEc:gam:jeners:v:7:y:2014:i:10:p:6225-6241:d:40798.

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  1976. Intra-safe haven currency behavior during the global financial crisis. (2014). Fatum, Rasmus ; Yamamoto, Yohei.
    In: Globalization Institute Working Papers.
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  1977. Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:5:p:352-373.

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  1978. Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds. (2014). Fernandez Bariviera, Aurelio ; Martinez, Lisana B. ; Guercio, Belen M..
    In: The Economic and Social Review.
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  1979. Cointegration and Structural Breaks in the EU Sovereign Debt Crisis. (2014). Bentes, Sonia ; Menezes, Rui ; Ferreira, Nuno.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:4:y:2014:i:1:p:680.

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  1980. Forecasting House Prices in the United States with Multiple Structural Breaks. (2014). Kundu, Srikanta ; Sarkar, Nityananda ; Barari, Mahua ; Chowdhury, Kushal Banik.
    In: International Econometric Review (IER).
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  1981. Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. (2014). Setzer, Ralph ; Oeking, Anne ; Belke, Ansgar.
    In: CEPS Papers.
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  1982. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
    In: Working Papers.
    RePEc:emu:wpaper:15-18.pdf.

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  1983. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
    In: Working Papers.
    RePEc:emu:wpaper:15-11.pdf.

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  1984. The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages. (2014). Liow, Kim.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:32:y:2014:i:6:p:610-641.

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  1985. Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?. (2014). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:41:y:2014:i:3:p:370-386.

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  1986. Domestic demand pressure and export dynamics – An empirical threshold model analysis for six euro area countries. (2014). Setzer, Ralph ; Belke, Ansgar ; Oeking, Anne.
    In: EcoMod2014.
    RePEc:ekd:006356:6780.

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  1987. Wild binary segmentation for multiple change-point detection. (2014). Fryzlewicz, Piotr.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:57146.

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  1988. Non-scheduled news arrival and high-frequency stock market dynamics. (2014). Smales, Lee.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:32:y:2014:i:c:p:122-138.

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  1989. A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:286-299.

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  1990. Fiscal reform and fiscal sustainability: Evidence from Australia and Sweden. (2014). Miyazaki, Tomomi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:141-151.

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  1991. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

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  1992. If the United States sneezes, does the world need “pain-killers”?. (2014). Ordóñez, Javier ; Herrerias, Maria Jesus ; Ordoez, J..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:159-170.

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  1993. The spatial diffusion of regional housing prices across U.S. states. (2014). Brady, Ryan.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:46:y:2014:i:c:p:150-166.

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  1994. Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises. (2014). Marfatia, Hardik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:3:p:382-392.

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  1995. What triggers reforms in OECD countries? Improved reform measurement and evidence from the healthcare sector. (2014). Wiese, Rasmus.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:34:y:2014:i:c:p:332-352.

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  1996. In the long run, US unemployment follows inflation like a faithful dog. (2014). King, Ian ; Haug, Alfred.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:42-52.

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  1997. Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks. (2014). Loungani, Prakash ; Hadri, Kaddour ; arezki, rabah ; Rao, Yao.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:208-223.

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  1998. A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:42:y:2014:i:2:p:304-327.

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  1999. Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?. (2014). Jung, Robert ; Maderitsch, R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:331-342.

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  2000. The link between unemployment and labor force participation rates in Japan: A regional perspective. (2014). Liu, De-Chih.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:30:y:2014:i:c:p:52-58.

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  2001. Forecasting return volatility: Level shifts with varying jump probability and mean reversion. (2014). Perron, Pierre ; Xu, Jiawen.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:449-463.

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  2002. Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes. (2014). Paradiso, Antonio ; Donadelli, Michael.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:184-218.

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  2003. Stumpage prices in Sweden 1909–2012: Testing for non-stationarity. (2014). Hultkrantz, Lars ; Andersson Järnberg, Linda ; Mantalos, Panagiotis.
    In: Journal of Forest Economics.
    RePEc:eee:foreco:v:20:y:2014:i:1:p:33-46.

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  2004. The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:13-19.

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  2005. Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

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  2006. Long-term equilibrium relationship between urbanization, energy consumption and economic activity: Empirical evidence from India. (2014). Ghosh, Sajal ; Kanjilal, Kakali.
    In: Energy.
    RePEc:eee:energy:v:66:y:2014:i:c:p:324-331.

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  2007. Persistence and cycles in historical oil price data. (2014). GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516.

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  2008. Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries. (2014). Salim, Ruhul ; Shafiei, Sahar ; Hassan, Kamrul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:350-360.

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  2009. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354.

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  2010. Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model. (2014). Payne, James ; Apergis, Nicholas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:226-232.

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  2011. Time variation in the standard forward premium regression: Some new models and tests. (2014). Cho, Dooyeon ; Baillie, Richard T..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:52-63.

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  2012. A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models. (2014). Dufays, Arnaud ; De Backer, Bruno ; Bauwens, Luc.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:207-229.

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  2013. Modelling stock volatilities during financial crises: A time varying coefficient approach. (2014). Menla Ali, Faek ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:113-128.

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  2014. Least squares learning and the US Treasury bill rate. (2014). Dhole, Sandip ; Mishra, Sagarika.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:2:p:194-204.

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  2015. Forecasting inflation using commodity price aggregates. (2014). Turnovsky, Stephen J ; Chen, Yu-Chin ; Zivot, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:1:p:117-134.

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  2016. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

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  2017. Government debt dynamics and the global financial crisis: Has anything changed in the EA12?. (2014). Staehr, Karsten ; Gil-Alana, Luis ; Cuestas, Juan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:1:p:64-66.

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  2018. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, ; Gomez-Puig, Marta.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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  2019. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

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  2020. Spillovers among CDS indexes in the US financial sector. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:27:y:2014:i:c:p:104-113.

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  2021. The behavior of Turkish exchange rates: A panel data perspective. (2014). Sahbaz, Ahmet ; Nazlioglu, Saban ; Adiguzel, Ugur ; Ozcan, Ceyhun Can.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:177-185.

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  2022. Testing the tourism-induced EKC hypothesis: The case of Singapore. (2014). KATIRCIOGLU, SALIH ; Katirciolu, Salih Turan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:383-391.

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  2023. The price stability under inflation targeting regime: An analysis with a new intermediate approach. (2014). Hichri, Walid ; Ftiti, Zied.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:23-32.

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  2024. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

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  2025. Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market. (2014). Zhang, Zhaoyong ; Tsui, Albert ; Long, Ling.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:89-102.

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  2026. Wage-setting and capital in unionized markets: Evidence from South Europe. (2014). Miaouli, Natasha ; Kazanas, Thanassis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:368-376.

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  2027. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo ; Escribano-Sotos, Francisco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:280-290.

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  2028. Deviations from rules-based policy and their effects. (2014). Papell, David ; Nikolsko-Rzhevskyy, Alex ; Prodan, Ruxandra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:49:y:2014:i:c:p:4-17.

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  2029. Do TFP and the relative price of investment share a common I(1) component?. (2014). Benati, Luca.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:239-261.

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  2030. When long memory meets the Kalman filter: A comparative study. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:301-319.

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  2031. Interest rate spreads and output: A time scale decomposition analysis using wavelets. (2014). Semmler, Willi ; Gallegati, Marco ; Ramsey, James B..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:283-290.

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  2032. Robust determinants of IPO underpricing and their implications for IPO research. (2014). Butler, Alexander ; Kieschnick, Robert ; Keefe, Michael O'Connor, .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:27:y:2014:i:c:p:367-383.

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  2033. On the changes in the sustainability of European external debt: what have we learned. (2014). Regis, Paulo ; Gil-Alana, Luis ; Cuestas, Juan.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2014-3.

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  2034. Triangular Relationship between Energy Consumption, Price Index and National Income in Asian Countries: A Pooled Mean Group Approach in Presence of Structural Breaks. (2014). MEHMOOD, BILAL ; Raza, Syed Hassan ; Khan, Muhammad Azhar ; Rana, Mahwish ; Sohaib, Huma .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2014-04-11.

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  2035. Exports and capacity constraints - a smooth transition regression model for six euro area countries. (2014). Setzer, Ralph ; Oeking, Anne ; Belke, Ansgar.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141740.

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  2036. Unemployment hysteresis in the EU15: Has anything changed?. (2014). Cuestas, Juan ; Harrison, Barry.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00758.

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  2037. Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-21.

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  2038. Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis. (2014). Skare, Marinko ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1395.

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  2039. Crown Rule, Home Charges, and U.K.-India Terms of Trade. (2014). Gouri Suresh, Shyam ; Appleyard, Dennis .
    In: Working Papers.
    RePEc:dav:wpaper:14-12.

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  2040. 1807: Economic shocks, conflict and the slave trade. (2014). Fenske, James ; Kala, Namrata.
    In: CSAE Working Paper Series.
    RePEc:csa:wpaper:2014-02.

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  2041. Money, Interest Rates and Prices in Ireland, 1933-2012. (2014). Stuart, Rebecca ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9961.

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  2042. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

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  2043. Housing Market Activity and Consumption: Macro and Micro Evidence. (2014). Lydon, Reamonn ; Cussen, Mary ; Clancy, Daragh.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:13/rt/14.

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  2044. Money, interest and prices in Ireland, 1933-2012. (2014). Stuart, Rebecca ; Gerlach, Stefan ; Gerlach, Stefan., .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:07/rt/14.

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  2045. Constrained inference in multiple regression with structural changes. (2014). Severien, Nkurunziza ; Fuqi, Chen .
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:31:y:2014:i:3-4:p:21:n:2.

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  2046. Rethinking Long Memory and Structural Breaks in the Forward Premium. (2014). Li, Xiao-Ming.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:61:y:2014:i:4:p:455-485.

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  2047. When Carry Trades in Currency Markets are not Profitable. (2014). Cho, Dooyeon ; Baillie, Richard T..
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:18:y:2014:i:4:p:794-803.

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  2048. Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation. (2014). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:3:p:360-388.

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  2049. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings. (2014). Trecroci, Carmine.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:2:p:257-278.

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  2050. LEARNING BANKS EXPOSURE TO SYSTEMATIC RISK: EVIDENCE FROM THE FINANCIAL CRISIS OF 2008. (2014). Viale, Ariel ; Madura, Jeff.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:37:y:2014:i:1:p:75-98.

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  2051. Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect. (2014). Chen, Langnan ; Yang, KE.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:14:y:2014:i:3:p:345-392.

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  2052. Are All Credit Default Swap Databases Equal?. (2014). Mayordomo, Sergio ; Pea, Juan Ignacio ; Schwartz, Eduardo S.
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:4:p:677-713.

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  2053. LEAGUE-LEVEL ATTENDANCE AND OUTCOME UNCERTAINTY IN U.S. PRO SPORTS LEAGUES. (2014). Mills, Brian ; Fort, Rodney.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:52:y:2014:i:1:p:205-218.

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  2054. DO POLITICS CAUSE REGIME SHIFTS IN MONETARY POLICY?. (2014). Chen, Shiu-Sheng ; Wang, Chun-Chieh.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:32:y:2014:i:2:p:492-502.

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  2055. Black Sea and World Wheat Market Price Integration Analysis. (2014). Meyers, William H. ; Goychuk, Kateryna.
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
    RePEc:bla:canjag:v:62:y:2014:i:2:p:245-261.

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  2056. Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries. (2014). Živkov, Dejan ; Pecanac, Marko ; Njegic, Jovan.
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:14:y:2014:i:1-2:p:124-139.

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  2057. How Fiscal Policy Affects the Price Level: Britain s First Experience with Paper Money.. (2014). Antipa, Pamfili.
    In: Working papers.
    RePEc:bfr:banfra:525.

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  2058. Productivity trends from 1890 to 2012 in advanced countries. (2014). Lecat, Rémy ; Cette, Gilbert ; Bergeaud, Antonin.
    In: Working papers.
    RePEc:bfr:banfra:475.

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  2059. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:bak:wpaper:201404.

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  2060. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:bak:wpaper:201403.

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  2061. Random walk analysis with multiple structural breaks: Case study in emerging market of S&P BSE sectoral indices stocks. (2014). Murugesan, R. ; Sheelapriya, G..
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2014:p:503-513.

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  2062. Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach. (2014). Menla Ali, Faek ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros.
    In: Papers.
    RePEc:arx:papers:1403.7179.

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  2063. Information ratio analysis of momentum strategies. (2014). Yen, Ju-Yi ; Ferreira, Fernando F. ; Silva, Christian A..
    In: Papers.
    RePEc:arx:papers:1402.3030.

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  2064. Moderando Inflaciones Moderadas. (2014). Morra, Fernando.
    In: IIE, Working Papers.
    RePEc:akh:wpaper:106.

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  2065. Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico. (2014). Bessler, David ; Lemus, David Magaa .
    In: 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France.
    RePEc:ags:aesc14:169736.

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  2066. Policy Uncertainty under Market-Based Regulations: Evidence from the Renewable Fuel Standard. (2014). Lin Lawell, C.-Y. Cynthia ; Lin, C.-Y. Cynthia, ; Lade, Gabriel ; Smith, Aaron.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
    RePEc:ags:aaea14:170673.

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  2067. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:aee:wpaper:1407.

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  2068. Causality and Contagion in EMU Sovereign Debt Markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1403.

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  2069. Persistence in the price-to-dividend ratio and its macroeconomic fundamentals. (2013). Herwartz, Helmut ; Xu, Fang ; Rengel, Malte.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79860.

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  2070. Chinas role in global inflation dynamics. (2013). Eickmeier, Sandra ; Kuhnlenz, Markus.
    In: Discussion Papers.
    RePEc:zbw:bubdps:072013.

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  2071. Functional Coefficient Models for Economic and Financial Data. (2013). CAI, ZONGWU.
    In: Working Papers.
    RePEc:wyi:wpaper:002009.

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  2072. Pay Growth, Fairness and Job Satisfaction : Implications for Nominal and Real Wage Rigidity. (2013). Smith, Jennifer.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1009.

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  2073. A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:1:p:77-102.

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  2074. Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:46:y:2013:i:4:p:1160-1195.

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  2075. The real exchange rate and export growth : are services different ?. (2013). Gupta, Poonam ; Eichengreen, Barry.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6629.

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  2076. Debt Contagion in Europe: A Panel-VAR Analysis. (2013). Brady, Ryan ; Bouvet, Florence ; King, Sharmila.
    In: Departmental Working Papers.
    RePEc:usn:usnawp:44.

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  2077. Do weak institutions prolong crises? : On the identification, characteristics, and duration of declines during economic slumps. (2013). Bluhm, Richard ; de Crombrugghe, Denis ; Szirmai, Adam.
    In: MERIT Working Papers.
    RePEc:unm:unumer:2013069.

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  2078. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence. (2013). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2013-19.

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  2079. The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010. (2013). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
    In: Working Papers.
    RePEc:uae:wpaper:0413.

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  2080. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2013). McAleer, Michael ; Chu, Lan-Fen ; Chen, Chi-Chung.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130007.

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  2081. Australasian money demand stability: application of structural break tests. (2013). Webber, Don ; kumar, saten.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:8:p:1011-1025.

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  2082. The intertemporal stability of the US money demand function: new evidence from switching regressions. (2013). Whitesides, Louis ; Karemera, David ; Davis, Bobby .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:6:p:581-586.

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  2083. Detection of anticipated structural changes in a rational expectations environment. (2013). Uzeda, Luis ; Jones, Callum.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:14:p:1322-1327.

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  2084. Fractional integration versus level shifts: the case of realized asset correlations. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Bertram, Philip.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:54:y:2013:i:4:p:977-991.

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  2085. Japan’s output gap estimation and ℓ 1 trend filtering. (2013). Jin, Lan ; Yamada, Hiroshi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:1:p:81-88.

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  2086. Non-monotonic penalizing for the number of structural breaks. (2013). Steinberger, Lukas ; Reschenhofer, Erhard ; Preinerstorfer, David.
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:6:p:2585-2598.

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  2087. An omnibus test to detect time-heterogeneity in time series. (2013). GUEGAN, Dominique ; Peretti, Philippe .
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:3:p:1225-1239.

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  2088. Waterloo: a Godsend for French Public Finances?. (2013). OOSTERLINCK, Kim ; Ureche-Rangau, Loredana ; Vaslin, Jacques-Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/145791.

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  2089. Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012. (2013). Nitschka, Thomas ; Markov, Nikolay.
    In: Working Papers.
    RePEc:snb:snbwpa:2013-08.

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  2090. City Relative Price Dynamics in Australia: Are Structural Breaks Important?. (2013). Sarkar, Jayanta ; Nath, Hiranya.
    In: Working Papers.
    RePEc:shs:wpaper:1301.

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  2091. €˜Ripple€™ Effects in South African House Prices. (2013). GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Urban Studies.
    RePEc:sae:urbstu:v:50:y:2013:i:5:p:876-894.

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  2092. Evidence on Structural Instability in the Japanese Money Demand Function. (2013). TANG, Chor Foon.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:7:y:2013:i:3:p:255-272.

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  2093. Isserman€™s Impact. (2013). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:36:y:2013:i:1:p:44-68.

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  2094. Default and liquidity regimes in the bond market during the 2002-2012 period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
    In: Working Papers.
    RePEc:ris:crcrmw:2013_004.

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  2095. Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets. (2013). Bekiros, Stelios.
    In: Working Paper series.
    RePEc:rim:rimwps:21_13.

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  2096. City Relative Price Dynamics in Australia: Are Structural Breaks Important?. (2013). Sarkar, Jayanta ; Nath, Hiranya K.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2013_01.

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  2097. Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). GUPTA, RANGAN ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201362.

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  2098. Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. (2013). Ezzat, Hassan.
    In: MPRA Paper.
    RePEc:pra:mprapa:51465.

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  2099. Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks. (2013). Kim, Chang-Jin.
    In: MPRA Paper.
    RePEc:pra:mprapa:51117.

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  2100. Operational Currency Mismatch and Firm Level Performance: Evidence from India. (2013). Dhasmana, Anubha.
    In: MPRA Paper.
    RePEc:pra:mprapa:47935.

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  2101. A Total Factor Productivity-Capital Accumulation Hypothesis of India’s Growth Transitions. (2013). Nell, Kevin.
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1313.

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  2102. Changes of Chinas agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis. (2013). Guo, Zhichao ; Gries, Thomas ; Feng, Yuanhua.
    In: Working Papers CIE.
    RePEc:pdn:ciepap:72.

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  2103. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

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  2104. Step-indicator Saturation. (2013). Pretis, Felix ; Hendry, David ; Doornik, Jurgen.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:658.

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  2105. On Real Interest Rate Persistence: The Role of Breaks. (2013). Haug, Alfred.
    In: Working Papers.
    RePEc:otg:wpaper:1303.

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  2106. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1322.

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  2107. An Empirical Investigation of Herding Behavior in the U.S. REIT Market. (2013). Zhou, Jian ; Anderson, Randy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:83-108.

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  2108. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2013). Hoesli, Martin ; Reka, Kustrim .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:1-35.

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  2109. The Dollar-Pound Exchange Rate During the First Nine Months of World War II. (2013). McCormick, Ken ; Kanago, Bryce.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:41:y:2013:i:4:p:385-404.

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  2110. The Effect of Fiscal Policy Shocks on the Flow of Funds. (2013). Bossie, Andrew.
    In: 2013 Papers.
    RePEc:jmp:jm2013:pbo741.

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  2111. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  2112. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  2113. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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  2114. The Relationship between Energy Consumption and GDP: Evidence from a Panel of 10 Latin American Countries. (2013). Sarmiento Guzmán, Viviana ; Campo Robledo, Jacobo.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:50:y:2013:i:2:p:233-255.

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  2115. Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks. (2013). Kim, Chang-Jin.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:1306.

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  2116. International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade. (2013). Wu, Jason ; Wang, Jian ; Kim, Mina ; Nam, Deokwoo.
    In: Working Papers.
    RePEc:hkm:wpaper:202013.

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  2117. Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity. (2013). Hultkrantz, Lars ; Andersson Järnberg, Linda.
    In: Working Papers.
    RePEc:hhs:oruesi:2013_001.

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  2118. Waterloo: a Godsend for French Public Finances?. (2013). OOSTERLINCK, Kim ; Ureche-Rangau, Loredana ; Vaslin, Jacques-Marie.
    In: Working Papers.
    RePEc:hes:wpaper:0041.

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  2119. Assessing Asian Exchange Rates Coordination under Regional Currency Basket System. (2013). Keddad, Benjamin.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00862254.

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  2120. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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  2121. Structure bancaire locale et évolution du crédit à léchelle des départements français : lexpérience de la crise financière de 2007-2008. (2013). Meslier Crouzille, Celine ; Rous, Philippe ; Torre, Pascale ; Sauviat, Alain.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00929424.

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  2122. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798033.

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  2123. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:halshs-00846679.

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  2124. La question du régime de change en Asie de lEst : vers un bloc monétaire régional ?. (2013). Guillaumin, Cyriac ; Guilhot, Laetitia ; Figuiere, Catherine.
    In: Post-Print.
    RePEc:hal:journl:halshs-00828873.

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  2125. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

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  2126. Trade and Intellectual Property Rights in the Agricultural Seed Sector. (2013). Eaton, Derek.
    In: CIES Research Paper series.
    RePEc:gii:ciesrp:cies_rp_20.

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  2127. How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?. (2013). Kazi, Irfan Akbar ; Ben Slimane, Faten ; Mehanaoui, Mohamed.
    In: IJFS.
    RePEc:gam:jijfss:v:1:y:2013:i:3:p:81-101:d:27968.

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  2128. The effect of underreporting on LIBOR rates. (2013). Thornton, Daniel ; Monticini, Andrea.
    In: Working Papers.
    RePEc:fip:fedlwp:2013-008.

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  2129. International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade. (2013). Wu, Jason ; Wang, Jian ; Kim, Mina ; Smith, Vanessa ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:135.

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  2130. Structural Breaks and Cointegration Analysis in the EU Developed Markets. (2013). Menezes, Rui ; Ferreira, Nuno ; Oliveira, Manuela M.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:3:y:2013:i:4:p:652.

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  2131. Cointegration and Structural Breaks in the PIIGS Economies. (2013). Bentes, Sonia ; Menezes, Rui ; Ferreira, Nuno.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:3:y:2013:i:4:p:611.

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  2132. Major League Baseball attendance time series: league policy lessons. (2013). Lee, Young Hoon ; Fort, Rodney.
    In: Chapters.
    RePEc:elg:eechap:14811_2.

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  2133. Testing structural stability in macroeconometric models. (2013). Boldea, Otilia ; Hall, Alastair R..
    In: Chapters.
    RePEc:elg:eechap:14327_9.

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  2134. Interest Rate Pass-Through in the UK: Has the Transmission Mechanism Changed During the Financial Crisis?. (2013). Aziz, Nusrate ; Ahmad, Ahmad Hassan ; Rummun, Shahina .
    In: Economic Issues Journal Articles.
    RePEc:eis:articl:113ahmad.

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  2135. Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis. (2013). Gallegati, Marco ; Ramsey, James B..
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:25:y:2013:i:c:p:60-73.

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  2136. Foreign direct investment and output growth volatility: A worldwide analysis. (2013). Ćorić, Bruno ; Pugh, Geoff.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:260-271.

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  2137. The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010. (2013). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:24-34.

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  2138. The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU. (2013). Peri, Massimo ; Baldi, Lucia.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:35:y:2013:i:1:p:18-37.

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  2139. The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach. (2013). Ketenci, Natalya.
    In: Research in Economics.
    RePEc:eee:reecon:v:67:y:2013:i:1:p:76-87.

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  2140. The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence. (2013). Pauwels, Laurent ; Chan, Felix ; Wongsosaputro, Johnathan .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:93:y:2013:i:c:p:175-189.

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  2141. Investing in fertilizer–mining companies in times of food scarcity. (2013). Eleuterio, Pedro Vergel ; Geman, Helyette.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:38:y:2013:i:4:p:470-480.

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  2142. Money demand stability: A case study of Nigeria. (2013). Webber, Don ; kumar, saten ; Fargher, Scott.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:6:p:978-991.

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  2143. The effect of underreporting on LIBOR rates. (2013). Thornton, Daniel ; Monticini, Andrea.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:345-348.

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  2144. Business cycle convergence in EMU: A first look at the second moment. (2013). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Fernandez-Amador, Octavio ; Crespo-Cuaresma, Jesus.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:265-284.

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  2145. Structural breaks and relative price convergence among US cities. (2013). Nath, Hiranya ; Hegwood, Natalie D..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:36:y:2013:i:c:p:150-160.

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  2146. Business cycle convergence in EMU: A second look at the second moment. (2013). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Fernandez-Amador, Octavio ; Crespo-Cuaresma, Jesus.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:239-259.

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  2147. Monetary policy and stock market dynamics across monetary regimes. (2013). laopodis, nikiforos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:381-406.

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  2148. The multiscale causal dynamics of foreign exchange markets. (2013). Marcellino, Massimiliano ; Bekiros, Stelios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:282-305.

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  2149. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2013). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:719-738.

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  2150. The relationship between the Renminbi future spot return and the forward discount rate. (2013). Scholtens, Bert ; de Haan, Jakob ; Zhao, Yanping ; Yang, Haizhen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:156-168.

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  2151. Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412.

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  2152. Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets. (2013). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Bori, Darja.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:163-180.

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  2153. Dynamic central bank independence indices and inflation rate: A new empirical exploration. (2013). Romelli, Davide ; Arnone, Marco.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:385-398.

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  2154. Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

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  2155. Europes many integrations: Geography and grain markets, 1620–1913. (2013). Tuncer, Ali Coskun ; Studer, Roman ; Murphy, Tommy ; Chilosi, David ; Tuner, Cokun A..
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:50:y:2013:i:1:p:46-68.

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  2156. The impact of the shale gas revolution on the U.S. and Japanese natural gas markets. (2013). Aruga, Kentaka ; Wakamatsu, Hiroki.
    In: Energy Policy.
    RePEc:eee:enepol:v:62:y:2013:i:c:p:1002-1009.

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  2157. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:60:y:2013:i:c:p:785-792.

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  2158. Environmental Kuznet’s curve for India: Evidence from tests for cointegration with unknown structuralbreaks. (2013). Ghosh, Sajal ; Kanjilal, Kakali.
    In: Energy Policy.
    RePEc:eee:enepol:v:56:y:2013:i:c:p:509-515.

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  2159. Oil prices: Breaks and trends. (2013). Noguera, Jose .
    In: Energy Economics.
    RePEc:eee:eneeco:v:37:y:2013:i:c:p:60-67.

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  2160. Understanding industry betas. (2013). Londono, Juan M. ; Baele, Lieven.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:22:y:2013:i:c:p:30-51.

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  2161. Structural breaks in public finances in Central and Eastern European countries. (2013). Blazsek, Szabolcs ; Ayala, Astrid.
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:45-60.

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  2162. Optimal forecasts in the presence of structural breaks. (2013). Pesaran, Mohammad ; Pranovich, Mikhail ; Pick, Andreas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:134-152.

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  2163. Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Chang, Shu-Lien ; Lee, Hsiu-Chuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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  2164. Dynamic relationships between industry returns and stock market returns. (2013). Lee, Chien-Chiang ; Chen, Mei-Ping ; Chang, Chi-Hung.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144.

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  2165. Forecasting Stock Returns. (2013). Zhou, Guofu ; Rapach, David.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-328.

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  2166. Determinants of stock market comovements among US and emerging economies during the US financial crisis. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo ; Hwang, Eugene .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:338-348.

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  2167. Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach. (2013). Joyeux, Roselyne ; girardin, eric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:59-68.

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  2168. Boundedness and nonlinearities in public debt dynamics: A TAR assessment. (2013). JAWADI, Fredj ; Gnegne, Yacouba.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:154-160.

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  2169. Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries. (2013). Paradiso, Antonio ; Cooray, Arusha ; Truglia, Francesco Giovanni.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:772-779.

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  2170. Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach. (2013). Lean, Hooi Hooi ; Teng, Kee Tuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:333-342.

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  2171. The yield curve and the macroeconomy: Evidence from Turkey. (2013). Kaya, Huseyin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:100-107.

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  2172. Stock markets in GCC countries and global factors: A further investigation. (2013). JOUINI, Jamel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:80-86.

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  2173. Modeling of the impact of the financial crisis and Chinas accession to WTO on Chinas exports to Germany. (2013). Guo, Zhichao ; Feng, Yuanhua.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:474-483.

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  2174. Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP. (2013). Jolivaldt, Philippe ; Ahamada, Ibrahim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:460-466.

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  2175. The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada. (2013). Fiodendji, Komlan ; Komlan, Fiodendji .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:911-923.

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  2176. Revisiting the mean reversion of inflation rates for 22 OECD countries. (2013). Ranjbar, Omid ; Chang, Tsangyao ; Tang, D. P..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:245-252.

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  2177. The Gibson paradox: Evidence from China. (2013). Kesselring, Randall G. ; Cheng, Hao ; Brown, Christopher R..
    In: China Economic Review.
    RePEc:eee:chieco:v:27:y:2013:i:c:p:82-93.

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  2178. The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010. (2013). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
    In: Working Papers.
    RePEc:eec:wpaper:1305.

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  2179. Cointegration in the Oil Market among Regional Blends. (2013). Wilmot, Neil.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2013-04-26.

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  2180. Exchange rate coordination in Asia under regional currency basket systems.. (2013). Keddad, Benjamin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00305.

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  2181. Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility. (2013). Ben Rejeb, Aymen.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00821.

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  2182. On the links between stock and commodity markets volatility. (2013). Mignon, Valerie ; Joets, Marc ; Creti, Anna.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/14980.

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  2183. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

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  2184. MEDIUM RUN REDUX. (2013). Willman, Alpo ; McAdam, Peter.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:17:y:2013:i:04:p:695-727_00.

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  2185. La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011). (2013). Campo Robledo, Jacobo ; Gomez, oscar Penagos ; Serrano, Hector Rojas .
    In: Documentos de Trabajo.
    RePEc:col:000444:012393.

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  2186. ¿Cuán persistente es la inflación en Argentina?: regímenes inflacionarios y dinámica de precios en los últimos 50 años. (2013). Garegnani, Maria Lorena ; Damato, Laura Ines.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2sp-4.

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  2187. Dinámica inflacionaria y persistencia en Costa Rica: periodo 1953-2009. (2013). Gutierrez, Carlos Torres ; Morales, Carlos Chaverri.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2sp-3.

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  2188. Régimen y dinámica inflacionaria subyacente: ¿comovimiento generalizado o ajuste de precios relativos?. (2013). Castagnino, Tomas ; Damato, Laura Ines.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2sp-2.

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  2189. Rigidez a la baja en los salarios y respuestas de las empresas a una desaceleración económica: evidencia de una encuesta a empresas colombianas. (2013). Ramirez, Maria Teresa ; Melo, Ligia Alba ; Iregui, Ana Maria.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2sp-15.

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  2190. How Persistent is Inflation in Argentina?: Inflation Regimes and Price Dynamics in the Last 50 Years. (2013). Garegnani, Maria Lorena ; Damato, Laura Ines.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2en-4.

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  2191. Inflationary Dynamics and Persistence in Costa Rica: Period 1953-2009. (2013). Gutierrez, Carlos Torres ; Morales, Carlos Chaverri.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2en-3.

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  2192. Regimes and Underlying Inflation Dynamics: Generalized Comovement or Relative Price Adjustment?. (2013). Castagnino, Tomas ; Damato, Laura Ines.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:2en-2.

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  2193. Deviation of the purchasing power parity hypothesis and equilibrium real exchange rate: Chile 1986-2011. (2013). Miranda-Pinto, Jorge ; Jorge Miranda P., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:16:y:2013:i:3:p:04-31.

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  2194. Pay Growth, Fairness and Job Satisfaction: Implications for Nominal and Real Wage Rigidity. (2013). Smith, Jennifer.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:130.

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  2195. La question du régime de change en Asie de lEst : Vers un bloc monétaire régional ?. (2013). Guillaumin, Cyriac ; Guilhot, Laetitia ; Figuiere, Catherine.
    In: Revue d'économie politique.
    RePEc:cai:repdal:redp_232_0265.

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  2196. A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2013). Perron, Pierre ; Chang, Seong Yeon.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-023.

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  2197. Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion. (2013). Perron, Pierre ; Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-021.

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  2198. Inference on a Structural Break in Trend with Fractionally Integrated Errors. (2013). Perron, Pierre ; Chang, Seong Yeon.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-020.

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  2199. The Real Exchange Rate and Export Growth: Are Services Different?. (2013). Gupta, Poonam ; Eichengreen, Barry.
    In: Working Papers.
    RePEc:bok:wpaper:1317.

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  2200. International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade. (2013). Kim, Mina ; Wu, Jason ; Nam, Deokwoo.
    In: Economic Working Papers.
    RePEc:bls:wpaper:ec130080.

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  2201. Determinants of the EONIA Spread and the Financial Crisis. (2013). Soares, Carla ; Rodrigues, Paulo ; Paulo M. M. Rodrigues, .
    In: Manchester School.
    RePEc:bla:manchs:v:81:y:2013:i::p:82-110.

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  2202. Inference on Structural Breaks using Information Criteria. (2013). Osborn, Denise ; Hall, Alastair ; Sakkas, Nikolaos.
    In: Manchester School.
    RePEc:bla:manchs:v:81:y:2013:i::p:54-81.

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  2203. Inference for single and multiple change-points in time series. (2013). Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu ; MacNeill, Ian .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

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  2204. The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models. (2013). Della Bina, Antonio Carlo Francesco ; d'Addona, Stefano ; Brighi, Paola ; ANTONIO CARLO FRANCESCO DELLA BINA, .
    In: Economic Notes.
    RePEc:bla:ecnote:v:42:y:2013:i:2:p:103-133.

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  2205. AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION. (2013). Suardi, Sandy ; Mahadevan, Renuka.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:51:y:2013:i:4:p:1932-1947.

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  2206. Fiscal Sustainability and the Value of Money: Lessons from the British Paper Pound, 1797-1821.. (2013). Antipa, Pamfili.
    In: Working papers.
    RePEc:bfr:banfra:466.

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  2207. Assessing Asian Exchange Rates Coordination under Regional Currency Basket System. (2013). Keddad, Benjamin.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1345.

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  2208. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

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  2209. Pay Growth, Fairness and Job Satisfaction: Implications for Nominal and Real Wage Rigidity. (2013). Smith, Jennifer C.
    In: Economic Research Papers.
    RePEc:ags:uwarer:270540.

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  2210. Productivity growth at the sectoral level: measurement and projections. (2013). van Dijk, Michiel.
    In: Conference papers.
    RePEc:ags:pugtwp:332295.

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  2211. Productivity growth at the sectoral level: measurement and projections. (2013). Van Dijk, Michiel.
    In: 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain.
    RePEc:ags:iatr13:152268.

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  2212. The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010. (2013). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
    In: Working Papers.
    RePEc:aee:wpaper:1304.

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  2213. Do better capitalized banks lend less? Long-run panel evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia.
    In: University of Tübingen Working Papers in Business and Economics.
    RePEc:zbw:tuewef:37.

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  2214. The Japanese economy in crises: A time series segmentation study. (2012). Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Xu, Danny Yuan .
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20125.

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  2215. Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationships. (2012). KATIRCIOGLU, SALIH ; Davoudi, Narmin ; Heidari, Hassan.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201246.

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  2216. Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationship. (2012). KATIRCIOGLU, SALIH ; Davoudi, Narmin ; Heidari, Hassan.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201224.

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  2217. Impact of the transition on the TFP in Croatia. (2012). Tica, Josip.
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:1205.

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  2218. The Meiselman forward interest rate revision regression as an Affine Term Structure Model. (2012). Spencer, Peter ; Golinski, Adam.
    In: Discussion Papers.
    RePEc:yor:yorken:12/27.

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  2219. Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2012:i:098.

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  2220. On real interest rate persistence: the role of breaks. (2012). Haug, Alfred.
    In: Working Papers.
    RePEc:wse:wpaper:65.

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  2221. MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY. (2012). Markiewicz, Agnieszka.
    In: International Economic Review.
    RePEc:wly:iecrev:v:53:y:2012:i:3:p:815-844.

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  2222. Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:3533.

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  2223. Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp141.

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  2224. Aid and Growth Accelerations: Vulnerability Matters. (2012). Guillaumont, Patrick ; Wagner, Laurent.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2012-031.

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  2225. Aid and Growth Accelerations: Vulnerability Matters. (2012). Wagner, Laurent ; Guillaumont, Patrick.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2012-031.

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  2226. Sovereign bonds: odious debts and state succession. (2012). Collette, Stephanie .
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/209718.

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  2227. Output Growth and Its Volatility: The Gold Standard through the Great Moderation. (2012). Miller, Stephen ; Fang, WenShwo.
    In: Working papers.
    RePEc:uct:uconnp:2012-11.

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  2228. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2012). McAleer, Michael ; Chu, Lan-Fen ; Chen, Chi-Chung.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1220.

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  2229. Is there an unobserved components common cycle for Australasia? Implications for a common currency. (2012). McDermott, Christopher ; Hall, Viv.
    In: New Zealand Economic Papers.
    RePEc:taf:nzecpp:v:46:y:2012:i:2:p:119-141.

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  2230. Local modal regression. (2012). Yao, Weixin ; Li, Runze ; Lindsay, Bruce.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:24:y:2012:i:3:p:647-663.

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  2231. Testing the validity of the Feldstein--Horioka puzzle for Australia. (2012). Webber, Don ; kumar, saten ; Fargher, Scott.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:5:p:599-605.

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  2232. Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy. (2012). Lamarche, Jean-Francois ; Veloce, William ; Faroque, Akhter.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:30:p:3965-3985.

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  2233. Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit. (2012). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:22:p:2921-2933.

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  2234. The dynamics of inflation: a study of a large number of countries. (2012). Wohar, Mark ; Kouretas, Georgios.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:16:p:2001-2026.

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  2235. A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks. (2012). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:11:p:1443-1448.

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  2236. The predictability of excess returns in the emerging bond markets. (2012). Gau, Yin-Feng ; Liao, Wen-Ju.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:17:p:1429-1451.

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  2237. The evolution of the monetary policy regimes in the U.S.. (2012). Kim, Chang-Jin ; Bae, Jinho .
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:617-649.

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  2238. Smooth Transitions, Asymmetric Adjustment and Unit Roots. (2012). Ordóñez, Javier ; Cuestas, Juan ; Ordoez, Javier.
    In: Working Papers.
    RePEc:shf:wpaper:2012012.

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  2239. The Relationship between Inflation and Relative Price Variability in Pakistan. (2012). Akmal, Muhammad.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:44.

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  2240. Evaluating the Effect of Public investment on Productivity Growth Using an Urban Economics Approach for the Spanish Provinces. (2012). Gómez-Antonio, Miguel ; Angulo, Ana.
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:35:y:2012:i:4:p:389-423.

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  2241. Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets. (2012). Du, Xiaodong ; Lu, Lihong.
    In: The Energy Journal.
    RePEc:sae:enejou:v:33:y:2012:i:2:p:171-194.

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  2242. Demande de monnaie en zone CEMAC : une modélisation par coïntégration avec ruptures structurelles. (2012). Talabong, Herve .
    In: L'Actualité Economique.
    RePEc:ris:actuec:0079.

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  2243. La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps. (2012). Gbaguidi, David.
    In: L'Actualité Economique.
    RePEc:ris:actuec:0067.

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  2244. Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending. (2012). GUPTA, RANGAN ; van Eyden, Renee ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201229.

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  2245. The Composite Leading Indicator of Mongolia. (2012). Bataa, Erdenebat.
    In: MPRA Paper.
    RePEc:pra:mprapa:72415.

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  2246. Re-examining Turkeys trade deficit with structural breaks: Evidence from 1989-2011. (2012). Okay, Nesrin ; Erten, Irem.
    In: MPRA Paper.
    RePEc:pra:mprapa:56191.

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  2247. The Real Exchange Rate and Export Growth: Are Services Different?. (2012). Gupta, Poonam ; Eichengreen, Barry.
    In: MPRA Paper.
    RePEc:pra:mprapa:43358.

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  2248. Did liberal eonomic regime contribute to the growth performance of the manufacturing sector in India?. (2012). Albin, Thaarcis .
    In: MPRA Paper.
    RePEc:pra:mprapa:43181.

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  2249. Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio. (2012). .
    In: MPRA Paper.
    RePEc:pra:mprapa:43076.

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  2250. The use of mathematics in economics and its effect on a scholars academic career. (2012). Romero, Mauricio ; Rondón-Moreno, Carlos ; Espinosa Farfan, Miguel.
    In: MPRA Paper.
    RePEc:pra:mprapa:41341.

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  2251. The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911. (2012). Holt, Matthew ; Craig, Lee ; Holt, Matthew / T,, ; Craig, Lee / A., .
    In: MPRA Paper.
    RePEc:pra:mprapa:39554.

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  2252. The Real Exchange Rate and Export Growth: Are Services Different?. (2012). Gupta, Poonam ; Eichengreen, Barry.
    In: Working Papers.
    RePEc:npf:wpaper:12/112.

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  2253. Tipo de cambio real multilateral en Argentina (1994-2007): un análisis sobre sus determinantes; su valor de equilibrio y su vinculación con el flujo neto de capitales. (2012). Errea, Damian.
    In: Nülan. Deposited Documents.
    RePEc:nmp:nuland:1654.

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  2254. Output Growth and Its Volatility: The Gold Standard through the Great Moderation. (2012). Miller, Stephen ; Fang, Wen Shwo .
    In: Working Papers.
    RePEc:nlv:wpaper:1205.

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  2255. Structural Breaks and Nonlinearity in US and UK Public Debt. (2012). Sousa, Ricardo ; JAWADI, Fredj.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:25/2012.

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  2256. Time-Varying Dependency and Structural Changes in Currency Markets. (2012). Huang, Shian-Chang ; Hsieh, Chia-Hsun.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:48:y:2012:i:2:p:94-127.

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  2257. Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks. (2012). Shanmugam, K.R. ; Srivastava, D. K..
    In: Working Papers.
    RePEc:mad:wpaper:2012-072.

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  2258. Compensating Wages for Occupational Risks of Farm Workers in India. (2012). Shanmugam, K.R. ; Devi, Indira P..
    In: Working Papers.
    RePEc:mad:wpaper:2012-071.

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  2259. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2012). Chu, Lan-Fen ; Chen, Chi-Chung.
    In: Journal of Reviews on Global Economics.
    RePEc:lif:jrgelg:v:1:y:2012:p:1-12.

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  2260. Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean. (2012). Delblanco, Fernando Andres ; Fioriti, Andres.
    In: Económica.
    RePEc:lap:journl:580.

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  2261. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2012). McAleer, M. ; Chu, Lan-Fen ; Chen, Chi-Chung.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:829.

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  2262. Monetary and Exchange Rate Policy in the Aftermath of the Asian Financial Crisis: The Case of Korea. (2012). Kim, Jounghyeon.
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20120630-28-1-05.

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  2263. An Evaluation of Persons per Household (PPH) Estimates Generated by the American Community Survey: A Demographic Perspective. (2012). Hough, George ; Swanson, David.
    In: Population Research and Policy Review.
    RePEc:kap:poprpr:v:31:y:2012:i:2:p:235-266.

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  2264. Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia.
    In: IAW Discussion Papers.
    RePEc:iaw:iawdip:84.

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  2265. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. (2012). Yamamoto, Yohei ; Perron, Pierre.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd12-258.

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  2266. Estimating the number of mean shifts under long memory. (2012). Willert, Juliane ; Sibbertsen, Philipp.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-496.

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  2267. Breaks or long memory behaviour : an empirical investigation. (2012). Charfeddine, Lanouar ; Guegan, Dominique.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00722032.

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  2268. An Omnibus Test to Detect Time-Heterogeneity in Time Series. (2012). de Peretti, Philippe ; Guegan, Dominique.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00721327.

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  2269. Leverage vs. Feedback: Which Effect Drives the Oil Market?. (2012). Chevallier, Julien ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00720156.

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  2270. On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joets, Marc ; Creti, Anna.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141042.

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  2271. Breaks or long memory behaviour : an empirical investigation. (2012). GUEGAN, Dominique ; Charfeddine, Lanouar.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00722032.

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  2272. An Omnibus Test to Detect Time-Heterogeneity in Time Series. (2012). GUEGAN, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00721327.

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  2273. Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey. (2012). Telatar, Funda ; Hasanov, Mübariz ; Araç, Ayşen ; Arac, Aysen .
    In: Hacettepe University Department of Economics Working Papers.
    RePEc:hac:hacwop:20123.

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  2274. Fiscal Spending and Economic Growth: Some Stylized Facts. (2012). de Melo, Jaime ; CARRERE, CELINE.
    In: Working Papers.
    RePEc:fdi:wpaper:507.

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  2275. Fiscal Spending and Economic Growth: Some Stylized Facts. (2012). de Melo, Jaime ; CARRERE, CELINE.
    In: Working Papers.
    RePEc:fdi:wpaper:506.

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  2276. Moody Oil - What is Driving the Crude Oil Price?. (2012). Lechthaler, Filippo ; Leinert, Lisa.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:12-168.

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  2277. Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market. (2012). Lechthaler, Filippo ; Bretschger, Lucas.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:12-160.

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  2278. The Relationship between Inflation and Relative Price Variability in Pakistan. (2012). Akmal, Muhammad.
    In: Working Papers.
    RePEc:ess:wpaper:id:4734.

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  2279. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2012). McAleer, M. J. ; Chu, L-F., ; Chen, C-C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:38689.

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  2280. How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?. (2012). McAleer, M. J. ; Chu, L. ; Chen, C-C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:37621.

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  2281. Asia Confronts the Impossible Trinity. (2012). Patnaik, Ila ; Shah, Ajay.
    In: Chapters.
    RePEc:elg:eechap:14414_7.

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  2282. Fiscal Spending and Economic Growth: Some Stylized Facts. (2012). de Melo, Jaime ; CARRERE, CELINE.
    In: World Development.
    RePEc:eee:wdevel:v:40:y:2012:i:9:p:1750-1761.

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  2283. Return spread and liquidity: Evidence from Hong Kong ADRs. (2012). Wang, Chaoyan ; Dey, Malay K..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:26:y:2012:i:2:p:164-180.

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  2284. The impact of real income on insurance premiums: Evidence from panel data. (2012). Lee, Chien-Chiang ; Chiu, Yi-Bin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:246-260.

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  2285. Coal consumption and industrial production nexus in USA: Cointegration with two unknown structural breaks and causality approaches. (2012). Yıldırım, Ertugrul ; Ozturk, Ilhan ; Aslan, Alper ; YILDIRIM, ERTUGRUL .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:16:y:2012:i:8:p:6123-6127.

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  2286. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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  2287. Exchange rates and oil prices: A multivariate stochastic volatility analysis. (2012). Ding, Liang ; Vo, Minh .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:15-37.

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  2288. Breaks or long memory behavior: An empirical investigation. (2012). GUEGAN, Dominique ; Charfeddine, Lanouar.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5712-5726.

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  2289. The single monetary policy and domestic macro-fundamentals: Evidence from Spain. (2012). Gadea, María ; Arghyrou, Michael.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:1:p:16-34.

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  2290. “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads. (2012). Wohar, Mark ; Olson, Eric ; Miller, Scott.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1339-1357.

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  2291. Taylor rules and the Canadian–US equilibrium exchange rate. (2012). Kempa, Bernd ; Berger, Tino.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1060-1075.

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  2292. Unilateral divorce versus child custody and child support in the U.S.. (2012). MARCÉN, MIRIAM ; González-Val, Rafael ; Gonzlez-Val, Rafael ; Marcn, Miriam.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:81:y:2012:i:2:p:613-643.

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  2293. Two to tangle: Financial development, political instability and economic growth in Argentina. (2012). Campos, Nauro ; Karanasos, Menelaos G. ; Tan, Bin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:290-304.

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  2294. Breaks in the breaks: An analysis of divorce rates in Europe. (2012). MARCÉN, MIRIAM ; González-Val, Rafael ; Gonzlez-Val, Rafael ; Marcn, Miriam.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:32:y:2012:i:2:p:242-255.

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  2295. Short-run price and income elasticity of gasoline demand: Evidence from Lebanon. (2012). Marrouch, Walid ; Ben Sita, Bernard ; Abosedra, Salah.
    In: Energy Policy.
    RePEc:eee:enepol:v:46:y:2012:i:c:p:109-115.

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  2296. Breaks and trends in OECD countries energy–GDP ratios. (2012). liddle, brantley.
    In: Energy Policy.
    RePEc:eee:enepol:v:45:y:2012:i:c:p:502-509.

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  2297. Why do some emerging economies proactively accelerate the adoption of renewable energy?. (2012). Salim, Ruhul ; Rafiq, Shuddhasattwa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1051-1057.

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  2298. Model selection when there are multiple breaks. (2012). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:2:p:239-246.

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  2299. Segmenting mean-nonstationary time series via trending regressions. (2012). Horvath, Lajos ; Hukov, Marie ; Horvth, Lajos ; Aue, Alexander.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:2:p:367-381.

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  2300. On the least squares estimation of multiple-regime threshold autoregressive models. (2012). Ling, Shiqing ; dong, li.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:240-253.

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  2301. Time varying CAPM betas and banking sector risk. (2012). Caporale, Tony.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:2:p:293-295.

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  2302. Is there an environmental Kuznets curve for Spain? Fresh evidence from old data. (2012). Tamarit, Cecilio ; Esteve, Vicente.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2696-2703.

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  2303. Tests for cointegration allowing for an unknown number of breaks. (2012). Maki, Daiki.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:2011-2015.

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  2304. Illustrating extraordinary shocks causing trend breaks. (2012). Fukuda, Kosei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1045-1052.

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  2305. The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members. (2012). Ketenci, Natalya.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:262-270.

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  2306. Implications of military stabilization efforts on economic development and security: The case of Iraq. (2012). Amara, Jomana.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:99:y:2012:i:2:p:244-254.

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  2307. The sustainability of trade deficits in the presence of endogenous structural breaks: Evidence from the Indian economy. (2012). Nag, Biswajit ; Mukherjee, Jaydeep.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:5:p:519-526.

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  2308. The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks. (2012). Chowdhury, Rosen Azad ; Russell, Bill.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:371.

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  2309. Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model). (2012). Farhani, Sahbi.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-03-3.

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  2310. The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks. (2012). Chowdhury, Rosen Azad ; Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:268.

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  2311. On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Joets, Marc ; Creti, Anna.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-42.

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  2312. Convergencia de precios en Colombia: integración de mercados a través del Índice de Precios al Consumidor. (2012). Campo Robledo, Jacobo ; Fonseca, Sebastian Cubillos .
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:010701.

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  2313. On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Joets, Marc ; Creti, Anna.
    In: Working Papers.
    RePEc:cii:cepidt:2012-20.

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  2314. Souvenir production in community-based tourism and poverty reduction in Thailand. (2012). Sethapramote, Yuthana ; Prukumpai, Suthawan.
    In: The Empirical Econometrics and Quantitative Economics Letters.
    RePEc:chi:journl:v:1:y:2012:i:3:p:113-130.

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  2315. Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3836.

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  2316. How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy?. (2012). McAleer, Michael ; Chu, Lau-Fen ; Chen, Chi-Chung.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:12/15.

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  2317. The Financial Crisis and the Changing Dynamics of the Yield Curve. (2012). Lengwiler, Yvan ; Bech, Morten.
    In: Working papers.
    RePEc:bsl:wpaper:2012/06.

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  2318. MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001. (2012). Haug, Alfred ; Dewald, William G..
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:50:y:2012:i:3:p:773-787.

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  2319. The financial crisis and the changing dynamics of the yield curve. (2012). Lengwiler, Yvan ; Bech, Morten L.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:65-15.

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  2320. The Demand for Military Spending in Egypt. (2012). Dunne, John ; Abu-Qarn, Aamer ; Abdelfattah, Yasmine ; Zaher, Shadwa .
    In: Working Papers.
    RePEc:bgu:wpaper:1210.

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  2321. Multiple Structural Breaks and Inflation Persistance in Belarus. (2012). Pelipas, Igor.
    In: BEROC Working Paper Series.
    RePEc:bel:wpaper:21.

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  2322. On the Economics of Adulteration in Food Imports: Application to US Fish and Seafood Imports. (2012). Pouliot, Sebastien.
    In: Working Papers.
    RePEc:ags:spaawp:148596.

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  2323. Mergers, concurrent marketing mechanisms and the performance of sequential auctions. (2012). Jeddy, Mohamed ; Larue, Bruno.
    In: Working Papers.
    RePEc:ags:spaawp:126945.

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  2324. Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets. (2012). Du, Xiaodong.
    In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
    RePEc:ags:iaae12:125146.

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  2325. Decoupled Direct Payments under Base Acreage and Yield Updating Uncertainty: An Investigation of Agricultural Chemical Use. (2012). Peckham, Janet G. ; Kropp, Jaclyn D..
    In: Agricultural and Resource Economics Review.
    RePEc:ags:arerjl:132527.

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  2326. Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets. (2012). McPhail, Lihong ; Du, Xiaodong.
    In: The Energy Journal.
    RePEc:aen:journl:33-2-08.

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  2327. Real exchange rate volatility, financial crises and nominal exchange regimes. (2012). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia.
    In: Working Papers.
    RePEc:aee:wpaper:1205.

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  2328. The Japanese economy in crises: A time series segmentation study. (2011). Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Xu, Danny Yuan .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201124.

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  2329. Structural breaks and financial volatility: Lessons from BRIC countries. (2011). Morales, Lucia ; Gassie, Esmeralda .
    In: IAMO Forum 2011: Will the BRICs Decade Continue? – Prospects for Trade and Growth.
    RePEc:zbw:iamo11:13.

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  2330. The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201105.

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  2331. Long memory and structural breaks in commodity futures markets. (2011). Kellard, Neil ; Coakley, Jerry ; Dollery, Jian .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1076-1113.

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  2332. The impact of oil shocks on the Spanish economy.. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montaaaaas, Antonio ; Gaamez-Loscos, Ana .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa10p835.

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  2333. On the drivers of commodity co-movement: Evidence from biofuels. (2011). Peñaranda, Francisco ; Pearanda, Francisco ; Ruperez-Micola, Augusto .
    In: Economics Working Papers.
    RePEc:upf:upfgen:1174.

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  2334. Dynamics, Structural Breaks and the Determinants of the Real Exchange Rate of Australia. (2011). Chowdhury, Khorshed.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp11-11.

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  2335. The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach. (2011). Otero, Jesus ; Iregui, Ana.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2011-071.

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  2336. How Volatile is ENSO?. (2011). McAleer, Michael ; Chu, Lanfen ; Chen, Chi-Chung.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1121.

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  2337. Co-movements in terms of trade volatility in land-abundant countries. (2011). Mattheus, Maria Virginia ; Alberto Martin Diaz Cafferata, .
    In: Working Papers.
    RePEc:uae:wpaper:0711.

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  2338. Essays on asset pricing. (2011). Londono Yarce, J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:744a2ac5-7ada-4fa8-a7aa-e39f73002ee2.

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  2339. Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns. (2011). Anoruo, Emmanuel.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:4:y:2011:i:3:p:75-92.

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  2340. Globalization, Real Output and Multiple Structural Breaks. (2011). Lee, Chien-Chiang ; Hsieh, Meng-Chi ; Chang, Chun-Ping.
    In: Global Economic Review.
    RePEc:taf:glecrv:v:40:y:2011:i:4:p:421-444.

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  2341. Dynamic and contemporaneous causality in a supply chain: an application of the US beef industry. (2011). Jin, Yanhong ; Park, Moon Soo ; Love, Alan.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:30:p:4785-4801.

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  2342. Has inflation targeting increased the predictive power of term structure about future inflation: evidence from Turkish experience?. (2011). Yazgan, Ege ; Kaya, Huseyin.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:20:p:1539-1547.

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  2343. Is the US demand for money unstable?. (2011). kumar, saten ; Rao, Bhaskara B..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:17:p:1263-1272.

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  2344. Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data. (2011). Ben Nowman, K..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:14:p:1069-1078.

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  2345. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

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  2346. Estimating Europe’s natural rates. (2011). Berger, Tino.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:521-536.

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  2347. Competitive Balance:Time Series Lessons from the English Premier League. (2011). Lee, Young Hoon ; Fort, Rodney.
    In: Working Papers.
    RePEc:sgo:wpaper:1102.

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  2348. Household Leverage and the Recession of 2007 to 2009. (2011). Mian, Atif ; Akmal, Muhammad.
    In: SBP Research Bulletin.
    RePEc:sbp:journl:55.

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  2349. Playoff Uncertainty and Pennant Races. (2011). Lee, Young Hoon ; Krautmann, Anthony.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:12:y:2011:i:5:p:495-514.

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  2350. Persistence of Unemployment in the Canadian Provinces. (2011). Rodríguez, Gabriel ; Fallahi, Firouz.
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:34:y:2011:i:4:p:438-458.

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  2351. In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008. (2011). Swanson, Norman ; Cai, Lili.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201102.

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  2352. “Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalità. (2011). Fukuda, Takashi ; Dahalan, Jauari .
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0625.

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  2353. Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks. (2011). Lau, Chi Keung ; Deesomsak, Rataporn ; Lau, Chi Keung Marco, ; Chau, Frankie.
    In: MPRA Paper.
    RePEc:pra:mprapa:53602.

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  2354. Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment. (2011). Fukuda, Takashi ; Dahalan, Jauhari.
    In: MPRA Paper.
    RePEc:pra:mprapa:39467.

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  2355. Is the Chinese Stock Market Really Efficient. (2011). CHONG, Terence Tai Leung ; LAM, TAU-HING ; Yan, Isabel K..
    In: MPRA Paper.
    RePEc:pra:mprapa:35219.

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  2356. Empirical evidence on inflation and unemployment in the long run. (2011). King, Ian ; Haug, Alfred.
    In: MPRA Paper.
    RePEc:pra:mprapa:33409.

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  2357. Testable implications of economic revolutions: An application to historic data on European wages. (2011). Fry, John ; Masood, Omar.
    In: MPRA Paper.
    RePEc:pra:mprapa:32812.

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  2358. Identificarea regimului cursului de schimb valutar în republica moldova. (2011). CIBOTARU, Vitalie ; Neumann, Rainer ; Cuhal, Radu ; Ungureanu, Mihai .
    In: MPRA Paper.
    RePEc:pra:mprapa:32232.

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  2359. Relación consumo de energía y PIB: evidencia desde un panel cointegrado de 10 países de América Latina entre 1971 - 2007. (2011). Sarmiento Guzmán, Viviana ; Campo Robledo, Jacobo.
    In: MPRA Paper.
    RePEc:pra:mprapa:31772.

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  2360. Evolution or revolution? a study of price and wage volatility in England, 1200-1900. (2011). Fry, John ; casson, mark.
    In: MPRA Paper.
    RePEc:pra:mprapa:31518.

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  2361. Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals. (2011). Holt, Matthew ; Enders, Walter.
    In: MPRA Paper.
    RePEc:pra:mprapa:31461.

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  2362. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:31344.

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  2363. Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:30334.

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  2364. The role of monetary policy in managing the euro - dollar exchange rate. (2011). Mylonidis, Nikolaos ; Stamopoulou, Ioanna .
    In: MPRA Paper.
    RePEc:pra:mprapa:29291.

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  2365. Non-stationary inflation and panel estimates of the n ew Keynesian Phillips curve for Australia. (2011). Paradiso, Antonio ; esposito, piero.
    In: MPRA Paper.
    RePEc:pra:mprapa:29242.

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  2366. Should Canadian monetary policy respond to asset prices? Evidence from a structural model. (2011). Fiodendji, Komlan.
    In: MPRA Paper.
    RePEc:pra:mprapa:28039.

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  2367. Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model. (2011). Fiodendji, Komlan.
    In: MPRA Paper.
    RePEc:pra:mprapa:27942.

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  2368. Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913. (2011). Fry, John ; Casson, Catherine.
    In: MPRA Paper.
    RePEc:pra:mprapa:27866.

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  2369. Impact of Chinas accession to WTO and the financial crisis on Chinas exports to Germany. (2011). Guo, Zhichao ; Feng, Yuanhua ; Tan, Xiangyong.
    In: Working Papers CIE.
    RePEc:pdn:ciepap:36.

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  2370. CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES. (2011). Rodríguez, Gabriel ; Fallahi, Firouz ; Rodriguez, Gabriel.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00322.

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  2371. Empirical Evidence on Inflation and Unemployment in the Long Run. (2011). King, Ian ; Haug, Alfred.
    In: Working Papers.
    RePEc:otg:wpaper:1109.

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  2372. Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen. (2011). von Blanckenburg, Korbinian ; Korbinian von Blanckenburg, Gerrit Reher, .
    In: Working Papers.
    RePEc:muc:wpaper:201154.

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  2373. Forecasting Under Strucural Break Uncertainty. (2011). Tian, Jing ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2011-8.

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  2374. Empirical Evidence on Inflation and Unemployment in the Long Run. (2011). King, Ian ; Haug, Alfred ; Alfred A. Haug & Ian P. King, .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1128.

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  2375. Spot and future prices of agricultural commodities: fundamentals and speculation. (2011). .
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2011-03.

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  2376. On the Evolving Relationship between Corn and Oil Prices. (2011). Elmarzougui, Eskandar ; Larue, Bruno.
    In: Cahiers de recherche CREATE.
    RePEc:lvl:creacr:2011-3.

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  2377. Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets. (2011). Liow, Kim ; Chen, Zhiwei ; Liu, Jingran.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:295-328.

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  2378. A Comparison of Alternative Forecast Models of REIT Volatility. (2011). Zhou, Jian ; Kang, Zhixin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:275-294.

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  2379. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:17:y:2011:i:4:p:397-412:10.1007/s11294-011-9315-2.

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  2380. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Kuhl, Michael ; Beckmann, Joscha ; Belke, Ansgar.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:17:y:2011:i:4:p:397-412.

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  2381. Estimating Structural Breaks Endogenously in Indias Post-Independence Growth Path: An Empirical Critique. (2011). Sapre, Amey ; Dholakia, Ravindra H.
    In: Journal of Quantitative Economics.
    RePEc:jqe:jqenew:v:9:y:2011:i:2:p:73-87.

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  2382. Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts. (2011). Mestre, Ricardo ; McAdam, Peter.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:30:y:2011:i:3:p:303-324.

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  2383. Structural Breaks in Inflation Dynamics within the European Monetary Union. (2011). Zeileis, Achim.
    In: Working Papers.
    RePEc:inn:wpaper:2011-12.

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  2384. The Evolution of the Monetary Policy Regimes in the U.S.. (2011). Kim, Chang-Jin ; Bae, Jinho .
    In: Discussion Paper Series.
    RePEc:iek:wpaper:1102.

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  2385. Are oil and natural gas going separate ways in the UK? Cointegration tests with Structural shifts.. (2011). Osmundsen, Petter ; Dahl, Roy ; Sikveland, Marius ; Ogland, Atle .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2011_005.

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  2386. The price effect of expanding fish auction markets. (2011). Guillotreau, Patrice ; Jimenez-Toribio, Ramon.
    In: Post-Print.
    RePEc:hal:journl:peer-01053434.

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  2387. An Omnibus Test to Detect Time-Heterogeneity in Time Series. (2011). de Peretti, Philippe ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00560221.

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  2388. A time-varying markov-switching model for economic growth. (2011). Teles, Vladimir ; Morier, Bruno .
    In: Textos para discussão.
    RePEc:fgv:eesptd:305.

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  2389. The Relationship between Budget Deficit and Inflation in Iran. (2011). Faraji, Nasrin ; Mahnaz S. Hashemi Pourvaladi, ; Zonuzi, Jamaleddin Mohseni .
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:16:y:2011:i:1:p:117.

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  2390. Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland. (2011). Stuart, Rebecca ; McQuinn, Kieran ; Kelly, Robert.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:42:y:2011:i:4:p:455-477.

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  2391. Classifying international aspects of currency regimes. (2011). Ouyang, Alice ; Ghosh, Ramya ; Willett, Thomas ; Dechsakulthorn, Sirathorn ; Kim, Kenneth ; Eric M. P. Chiu, ; Kibesse, Bernard.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:3:y:2011:i:4:p:288-303.

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  2392. Studying on the monetary transmission mechanism in China in the presence of structural changes. (2011). Fan, Yang ; Jianzhou, TENG .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:4:p:334-357.

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  2393. Multiple equilibria in Spanish unemployment. (2011). Ordóñez, Javier ; Franchi, Massimo ; Ordoez, Javier.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:22:y:2011:i:1:p:71-80.

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  2394. The exchange rate regime in Asia: From crisis to crisis. (2011). Shah, Ajay ; Patnaik, Ila ; Balasubramaniam, Vimal ; Sethy, Anmol .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:1:p:32-43.

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  2395. Comparison of renewable energy policy evolution among the BRICs. (2011). Wu, Qing ; Zhao, Mengnan ; Li, Lianshui ; Cao, Jie ; Zhang, Huiming.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:15:y:2011:i:9:p:4904-4909.

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  2396. A quantitative assessment of energy strategy evolution in China and US. (2011). Cao, Jie ; Zhang, Huiming ; Zhou, Dequn.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:15:y:2011:i:1:p:886-890.

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  2397. The impact of minimum lot size regulations on house prices in Eastern Massachusetts. (2011). Zabel, Jeffrey ; Dalton, Maurice.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:41:y:2011:i:6:p:571-583.

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  2398. Monetary policy regimes in macroeconomic data: An application of fractal analysis. (2011). Koppl, Roger ; Mulligan, Robert F..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:201-211.

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  2399. Will the US economy recover in 2010? A minimal spanning tree study. (2011). Zhang, Yiting ; Cheong, Siew Ann ; Prusty, Manamohan ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Wong, Jian Cheng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:11:p:2020-2050.

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  2400. Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets. (2011). Buckland, Roger ; Williams, Julian ; Chen, Jing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:4:p:351-373.

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  2401. The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

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  2402. Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. (2011). Chang, Chia-Lin ; Chen, Meng-Gu ; Huang, Biing-Wen.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506.

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  2403. Non-stationary inflation and panel estimates of United States short and long-run Phillips curves. (2011). Russell, Bill.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:3:p:406-419.

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  2404. The price effect of expanding fish auction markets. (2011). Guillotreau, Patrice ; Jimenez-Toribio, Ramon.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:79:y:2011:i:3:p:211-225.

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  2405. Oil prices, nuclear energy consumption, and economic growth: New evidence using a heterogeneous panel analysis. (2011). Lee, Chien-Chiang ; Chiu, Yi-Bin.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:4:p:2111-2120.

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  2406. Energy consumption and economic growth revisited in African countries. (2011). Rault, Christophe ; EGGOH, Jude ; Bangaké, Chrysost ; Bangake, Chrysost.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:11:p:7408-7421.

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  2407. What has driven oil prices since 2000? A structural change perspective. (2011). Fan, Ying ; Xu, Jin-Hua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1082-1094.

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  2408. Detecting instability in the volatility of carbon prices. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:1:p:99-110.

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  2409. In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008. (2011). Swanson, Norman ; Cai, Lili.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:743-764.

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  2410. Financial reforms and money demand: Evidence from 20 developing countries. (2011). .
    In: Economic Systems.
    RePEc:eee:ecosys:v:35:y:2011:i:3:p:323-334.

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  2411. Model selection criteria in multivariate models with multiple structural changes. (2011). Kurozumi, Eiji ; Tuvaandorj, Purevdorj.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:2:p:218-238.

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  2412. Inference and prediction in a multiple-structural-break model. (2011). Geweke, John ; Jiang, YU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:2:p:172-185.

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  2413. Testing for structural breaks in dynamic factor models. (2011). Eickmeier, Sandra ; Breitung, Jörg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:71-84.

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  2414. Estimating structural changes in regression quantiles. (2011). Qu, Zhongjun ; Oka, Tatsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:248-267.

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  2415. Stochastic convergence of the catch-up rate and multiple structural breaks in Asian countries. (2011). Evans, Paul ; Kim, Ji Uk .
    In: Economics Letters.
    RePEc:eee:ecolet:v:111:y:2011:i:3:p:260-263.

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  2416. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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  2417. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. (2011). Guo, Zhichao ; Feng, Yuanhua ; Tan, Xiangyong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2359-2368.

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  2418. The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom. (2011). Reschreiter, Andreas .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:754-759.

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  2419. The effectiveness of the sunshine effect in Taiwans stock market before and after the 1997 financial crisis. (2011). wang, kuan min ; Lee, Yuan-Ming.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:710-727.

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  2420. Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study. (2011). Essaadi, Essahbi ; Allegret, Jean-Pierre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:351-365.

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  2421. Testing the martingale difference hypothesis in CO2 emission allowances. (2011). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:27-35.

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  2422. The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom. (2011). Reschreiter, Andreas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:754-759.

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  2423. Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study. (2011). Essaadi, Essahbi ; Allegret, Jean-Pierre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:351-365.

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  2424. Joint segmentation of multivariate Gaussian processes using mixed linear models. (2011). Robin, S. ; Picard, F. ; Lebarbier, E. ; Budinska, E..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:2:p:1160-1170.

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  2425. Testing contagion of the 1997-98 crisis in Asian stock markets with structural breaks and incubation periods. (2011). Jun, Jongbyung ; Baek, In-Mee.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:22:y:2011:i:5:p:356-368.

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  2426. A Multiple Break Panel Approach to Estimating United States Phillips Curves. (2011). Ponomareva, Natalia ; Malki, Issam ; Russell, Bill ; Banerjee, Anindya.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:659.

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  2427. Structural changes in exchange rate regimes in Brazil. (2011). Shikida, Claudio ; Nogueira, Reginaldo ; de Araujo, Ari Francisco.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00296.

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  2428. Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis. (2011). Yu, Wei-Choun ; Chen, Yi-Chi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-10-00711.

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  2429. Optimal Forecasts in the Presence of Structural Breaks. (2011). Pranovich, Mikhail ; Pesaran, Hashem M ; Pick, Andreas.
    In: Working Papers.
    RePEc:dnb:dnbwpp:327.

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  2430. Hysteresis Hypothesis in Job Creation and Destruction: Evidence from the U.S.. (2011). Liu, De-Chih.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2011:v:12:i:2:p:389-409.

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  2431. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1141.

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  2432. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8341.

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  2433. Sustainability of Latin American Fiscal Deficits: A Panel Data Approach. (2011). Melo-Velandia, Luis ; Campo Robledo, Jacobo ; Melovelandia, Luis Fernando.
    In: Borradores de Economia.
    RePEc:col:000094:009106.

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  2434. Sequential Testing with Uniformly Distributed Size. (2011). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0123.

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  2435. Structural Breaks - An Instrumental Variable Approach. (2011). Kelly, Robert ; Conniffe, Denis.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:4/rt/11.

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  2436. Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland. (2011). Stuart, Rebecca ; McQuinn, Kieran ; Kelly, Robert.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:1/rt/11.

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  2437. International Output Convergence, Breaks, and Asymmetric Adjustment. (2011). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:3:n:4.

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  2438. Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods. (2011). KYRTSOU, Catherine ; Karagianni, Stella.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:2:n:4.

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  2439. Structural Breaks and the Fisher Effect. (2011). Haug, Alfred ; Beyer, Andreas ; Dewald, William .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:9.

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  2440. How the Housing and Financial Wealth Effects Have Changed over Time. (2011). Stimel, Derek ; Brady, Ryan.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:28.

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  2441. Does Insurance Matter for Growth: Empirical Evidence from OECD Countries. (2011). Lee, Chien-Chiang.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:18.

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  2442. A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS. (2011). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-054.

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  2443. Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors. (2011). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-053.

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  2444. Unveiling the monetary policy rule in euro area. (2011). Tzavalis, Elias ; Kazanas, Thanassis.
    In: Working Papers.
    RePEc:bog:wpaper:130.

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  2445. FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS. (2011). Karoglou, Michail ; Bissoondeeal, Rakesh ; Gazely, Alicia M..
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:58:y:2011:i:1:p:127-152.

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  2446. ESTIMATING TIME‐VARYING BARGAINING POWER: A FISHERY APPLICATION. (2011). Fell, Harrison ; Haynie, Alan.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:49:y:2011:i:3:p:685-696.

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  2447. Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates. (2011). Pelipas, Igor.
    In: BEROC Working Paper Series.
    RePEc:bel:wpaper:15.

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  2448. How Sustainable are Latin American Fiscal Deficits: A Panel Data Approach. (2011). Melo-Velandia, Luis ; Campo Robledo, Jacobo ; Melovelandia, Luis Fernando.
    In: Borradores de Economia.
    RePEc:bdr:borrec:679.

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  2449. Stationarity, structural breaks, and economic growth in Mexico: 1895-2008.. (2011). Noriega, Antonio ; Rodriguez-Perez, Cid Alonso.
    In: Working Papers.
    RePEc:bdm:wpaper:2011-11.

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  2450. Bayesian analysis of coefficient instability in dynamic regressions. (2011). Taboga, Marco ; Ciapanna, Emanuela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_836_11.

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  2451. Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market. (2011). Singh, Nirvikar ; Pasricha, Gurnain ; Hutchison, Michael.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-29.

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  2452. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2011). Hoesli, Martin ; Reka, Kustrim .
    In: ERES.
    RePEc:arz:wpaper:eres2011_63.

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  2453. Economic liberalization and Indian economic growth: Whats the evidence?. (2011). Ramaswami, Bharat ; Wadhwa, Wilima ; Kotwal, Ashkok.
    In: Discussion Papers.
    RePEc:alo:isipdp:11-13.

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  2454. On the Evolving Relationship between Corn and Oil Prices. (2011). Elmarzougui, Eskandar ; Larue, Bruno.
    In: Working Papers.
    RePEc:ags:ulavwp:118580.

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  2455. Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation. (2011). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia.
    In: 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria.
    RePEc:ags:iefi11:122002.

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  2456. Price Transmission in Three Italian Food Chains: A Structural Break Approach. (2011). Carraro, Alessandro ; Stefani, Gianluca.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114317.

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  2457. Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices. (2011). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114237.

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  2458. Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets. (2011). McPhail, Lihong ; Du, Xiaodong.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:103268.

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  2459. Economic Liberalization and Indian Economic Growth: Whats the Evidence?. (2011). Ramaswami, Bharat ; Kotwal, Ashok ; Wadhwa, Wilima.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:49:y:2011:i:4:p:1152-99.

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  2460. The Taylor Rule and “Opportunistic” Monetary Policy. (2010). Enders, Walter ; Bunzel, Helle.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:5:p:931-949.

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  2461. Reconsidering the Relationship between Inflation and Relative Price Variability. (2010). Choi, Chi-Young.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:5:p:769-798.

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  2462. Estimating the structural budget balance of the Australian Government. (2010). McDonald, Tony ; Yan, Yonghong ; Stephan, David ; Ford, Blake .
    In: Economic Roundup.
    RePEc:tsy:journl:journl_tsy_er_2010_3_1.

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  2463. The Numerical Reliability of GAUSS 8.0. (2010). Yalta, A. Talha.
    In: Working Papers.
    RePEc:tob:wpaper:1004.

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  2464. THE DEFENCE-GROWTH NEXUS REVISITED: EVIDENCE FROM THE ISRAELI-ARAB CONFLICT. (2010). Abu-Qarn, Aamer.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:21:y:2010:i:4:p:291-300.

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  2465. Deterministic and stochastic trends in the time series models: a guide for the applied economist. (2010). Rao, Bhaskara B..
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:17:p:2193-2202.

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  2466. Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling. (2010). Santos, Carlos ; Oliveira, Maria Alberta.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:12:p:1577-1589.

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  2467. Panel cointegration tests of the sustainability hypothesis in rich OECD countries. (2010). Westerlund, Joakim ; Prohl, Silke.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:11:p:1355-1364.

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  2468. Output collapses and productivity destruction. (2010). Fernandez-Arias, Eduardo ; Daude, Christian ; Blyde, Juan.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:2:p:359-387.

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  2469. Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models. (2010). Chen, Yi-Chi ; Zivot, Eric.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:897-921.

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  2470. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

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  2471. Causality Relationship between Real GDP and Electricity Consumption in Romania (2001-2010). (2010). LEBE, Fuat ; Adiguzel, Uur ; Bayat, Tayfur ; Kayhan, Selim.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2010:i:4:p:169-183.

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  2472. Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique. (2010). Jolivaldt, Philippe ; Ahamada, Ibrahim.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_195_4_8067.

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  2473. Une approche déterministe du taux de change euro-dollar. (2010). Goux, Jean-Franois.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_195_4_8059.

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  2474. Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain. (2010). Million, Nicolas.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_192_1_8023.

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  2475. Australasian money demand stability: Application of structural break tests. (2010). Webber, Don.
    In: MPRA Paper.
    RePEc:pra:mprapa:27569.

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  2476. Money demand stability: A case study of Nigeria. (2010). Webber, Don ; Fargher, Scott.
    In: MPRA Paper.
    RePEc:pra:mprapa:26074.

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  2477. The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members.. (2010). Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:26010.

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  2478. Unilateral Divorce vs. Child Custody and Child Support in the U.S.. (2010). MARCÉN, MIRIAM ; González-Val, Rafael ; Gonzalez-Val, Rafael.
    In: MPRA Paper.
    RePEc:pra:mprapa:24695.

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  2479. Dynamic Econometric Testing of Climate Change and of its Causes. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:23600.

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  2480. The Structural Relationship between Current and Capital Account Balance in India: A Time Series Analysis. (2010). Mukherjee, Jaydeep ; Chakraborty, Debashis ; Sinha, Tanaya.
    In: MPRA Paper.
    RePEc:pra:mprapa:22806.

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  2481. The Defense-growth nexus: An application for the Israeli-Arab conflict. (2010). Abu-Qarn, Aamer.
    In: MPRA Paper.
    RePEc:pra:mprapa:22275.

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  2482. Indian Capital Control Liberalization: Evidence from NDF Markets. (2010). Singh, Nirvikar ; Pasricha, Gurnain ; Kendall, Jake ; Hutchison, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:21771.

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  2483. Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001. (2010). Haug, Alfred ; Dewald, William G..
    In: Working Papers.
    RePEc:otg:wpaper:1013.

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  2484. Mass transit systems of Beijing: governance evolution and analysis. (2010). Gao, Ziyou ; Guan, Wei ; Xu, Meng ; Ceder, Avishai.
    In: Transportation.
    RePEc:kap:transp:v:37:y:2010:i:5:p:709-729.

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  2485. The transmission of shocks between Europe, Japan and the United States. (2010). Papanyan, Shushanik.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:54-70.

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  2486. What Drives the Demand for Temporary Agency Workers?. (2010). Jahn, Elke ; Bentzen, Jan.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5333.

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  2487. Business cycle convergence in EMU: A second look at the second moment. (2010). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Fernandez-Amador, Octavio ; Crespo-Cuaresma, Jesus.
    In: Working Papers.
    RePEc:inn:wpaper:2010-25.

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  2488. Business cycle convergence in EMU: A first look at the second moment. (2010). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Fernandez-Amador, Octavio ; Crespo-Cuaresma, Jesus.
    In: Working Papers.
    RePEc:inn:wpaper:2010-22.

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  2489. How have Government Policies Driven Rural Credit in India: A Brief Empirical Analysis, 1969-2009. (2010). Sapre, Amey ; Pal, Debdatta.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp2010-12-02.

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  2490. Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes. (2010). Xie, Danxia ; Frankel, Jeffrey.
    In: Scholarly Articles.
    RePEc:hrv:hksfac:4454158.

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  2491. Recent trends and structural breaks in US and EU15 labour productivity growth. (2010). Turner, Laura ; Boulhol, Herve.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00963134.

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  2492. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00507822.

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  2493. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. (2010). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00473727.

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  2494. Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study. (2010). Mogliani, Matteo.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-00564897.

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  2495. The power of some standard tests of stationarity against changes in the unconditional variance. (2010). Boutahar, Mohamed ; Ahamada, Ibrahim.
    In: Post-Print.
    RePEc:hal:journl:halshs-00476024.

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  2496. Classical vs wavelet-based filters Comparative study and application to business cycle. (2010). Jolivaldt, Philippe ; Ahamada, Ibrahim.
    In: Post-Print.
    RePEc:hal:journl:halshs-00476022.

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  2497. Digital Options and Efficiency in Experimental Asset Markets. (2010). Palan, Stefan.
    In: Post-Print.
    RePEc:hal:journl:hal-00849410.

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  2498. Recent trends and structural breaks in US and EU15 labour productivity growth. (2010). Boulhol, Herve ; Turner, Laura.
    In: PSE - G-MOND WORKING PAPERS.
    RePEc:hal:gmonwp:halshs-00963134.

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  2499. Classical vs wavelet-based filters Comparative study and application to business cycle. (2010). AHAMADA, IBRAHIM ; Jolivaldt, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00476022.

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  2500. Human capital and innovation: evidence from panel cointegration tests. (2010). Teles, Vladimir ; Joiozo, Renato .
    In: Textos para discussão.
    RePEc:fgv:eesptd:245.

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  2501. A brief history of Brazils growth. (2010). Teles, Vladimir ; Cardoso, Eliana.
    In: Textos para discussão.
    RePEc:fgv:eesptd:241.

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  2502. Modelling the Asymmetric Volatility in Hog Prices in Taiwan. (2010). Chang, Chia-Lin ; Huang, B-W., ; Chen, M-G., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:20160.

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  2503. Level‐shifts and non‐linearity in US financial ratios. (2010). McMillan, David G..
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:9:y:2010:i:2:p:189-207.

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  2504. Interest Rates and Output in the Long Run. (2010). Leon-Ledesma, Miguel ; Aksoy, Yunus.
    In: EcoMod2004.
    RePEc:ekd:003306:330600006.

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  2505. The Strategic Implications of Setting Border Tax Adjustments. (2010). Wohar, Mark ; Löschel, Andreas ; Kremers, Hans ; Kouretas, Georgios.
    In: EcoMod2010.
    RePEc:ekd:002596:259600097.

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  2506. Relative productivity growth and the secular decline of U.S. manufacturing. (2010). Trehan, Bharat ; Marquis, Milton.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:1:p:67-74.

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  2507. The effect of foreign shocks in Central and Eastern Europe. (2010). Jiménez-Rodríguez, Rebeca ; Égert, Balázs ; Jimenez-Rodriguez, Rebeca ; Morales-Zumaquero, Amalia.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:32:y::i:4:p:461-477.

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  2508. Balanced growth and the great ratios: New evidence for the US and UK. (2010). Temple, Jonathan ; Temple, Jonathan R. W., ; Attfield, Cliff.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:4:p:937-956.

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  2509. Inflation persistence in the Franc zone: Evidence from disaggregated prices. (2010). Coleman, Simeon.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:426-442.

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  2510. Tracking U.S. inflation expectations with domestic and global indicators. (2010). Castelnuovo, Efrem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1340-1356.

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  2511. Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1076-1093.

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  2512. Long memory versus structural breaks in modeling and forecasting realized volatility. (2010). Yu, Wei-Choun ; Choi, Kyongwook ; Zivot, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:857-875.

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  2513. Digital options and efficiency in experimental asset markets. (2010). Palan, Stefan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:3:p:506-522.

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  2514. Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade. (2010). Mylonidis, Nikolaos ; Kollias, Christos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2056-2064.

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  2515. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, Bong Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

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  2516. The nexus of finance and GDP growth in Japan: Do real interest rates matter?. (2010). Chang, Shu-Hwa ; Huang, Liang-Chou .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:22:y:2010:i:4:p:235-242.

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  2517. A reappraisal of the leading indicator properties of the yield curve under structural instability. (2010). Wang, Qingwei ; Schrimpf, Andreas.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:4:p:836-857.

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  2518. Currency crisis and the forward discount bias: Evidence from emerging economies under breaks. (2010). Mollick, Andre ; Bai, Shuming.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:556-574.

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  2519. Evolution of earnings-to-price ratios: International evidence. (2010). Lee, Jin Soo ; Eun, Cheol S..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:2:p:125-137.

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  2520. Time-varying predictability in crude-oil markets: the case of GCC countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; El Hedi Arouri, Mohamed, .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4371-4380.

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  2521. Jump dynamics with structural breaks for crude oil prices. (2010). Lee, Yen-Hsien ; Chiou, Jer-Shiou ; Hu, Hsu-Ning .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:343-350.

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  2522. Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis. (2010). Choi, Kyongwook ; Sakoulis, Georgios ; Zivot, Eric.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:957-966.

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  2523. Modeling and forecasting stock return volatility using a random level shift model. (2010). Perron, Pierre ; Lu, Yang K..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:1:p:138-156.

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  2524. Common breaks in means and variances for panel data. (2010). Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:78-92.

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  2525. On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach. (2010). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:69:y:2010:i:3:p:641-650.

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  2526. The Phillips curve and the Italian lira, 1861-1998. (2010). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:2:p:182-197.

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  2527. Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks. (2010). kumar, saten ; Rao, Bhaskara B. ; Tamazian, Artur.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1269-1273.

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  2528. Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey. (2010). Telatar, Funda ; Hasanov, Mübariz ; Araç, Ayşen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1103-1115.

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  2529. The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process). (2010). Ftiti, Zied.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:468-476.

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  2530. International capital flows and expectation-driven boom-bust cycles in the housing market. (2010). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1993-2009.

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  2531. Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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  2532. An examination of the stability of short-run Canadian stock predictability. (2010). Khan, Md. Syeed-Uz-Zaman ; Compton, Ryan.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-10-00018.

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  2533. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM. (2010). JAWADI, Fredj ; AROURI, Mohamed ; Fredj, Jawadi ; El Hdi, Arouri Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00810.

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  2534. A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach. (2010). Boutahar, Mohamed ; Essaadi, Essahbi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00601.

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  2535. Asia Confronts the Impossible Trinity. (2010). Shah, Ajay ; Patnaik, Ila.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22814.

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  2536. A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES. (2010). Ponomareva, Natalia ; Malki, Issam ; Russell, Bill ; Banerjee, Anindya.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:232.

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  2537. On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach. (2010). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6801.

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  2538. Microeconomic Evidence of Nominal Wage Rigidities in Chile. (2010). Opazo, Luis ; Cobb, Marcus ; Marcus Cobb C., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:13:y:2010:i:1:p:23-37.

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  2539. The VARying Effect of Foreign Shocks in Central and Eastern Europe. (2010). Jiménez-Rodríguez, Rebeca ; Égert, Balázs ; Jimenez-Rodriguez, Rebeca ; Egert, Balazs ; Morales-Zumaquero, Amalia.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3080.

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  2540. Monetary Policy, Model Uncertainty and Exchange Rate Volatility. (2010). Markiewicz, Agnieszka.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2949.

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  2541. FDI in the Banking Sector. (2010). Russ, Katheryn ; de Blas, Beatriz.
    In: Working Papers.
    RePEc:cda:wpaper:25.

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  2542. FDI in the Banking Sector. (2010). Russ, Katheryn ; de Blas, Beatriz.
    In: Working Papers.
    RePEc:cda:wpaper:10-8.

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  2543. Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy.. (2010). Lamarche, Jean-Francois ; Veloce, William ; Faroque, Akhter.
    In: Working Papers.
    RePEc:brk:wpaper:0910.

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  2544. A Closer Look at the Relative Age Effect in the National Hockey League. (2010). Addona, Vittorio ; Yates, Philip A..
    In: Journal of Quantitative Analysis in Sports.
    RePEc:bpj:jqsprt:v:6:y:2010:i:4:n:9.

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  2545. Estimating structural changes in regression quantiles. (2010). Qu, Zhongjun ; Oka, Tatsushi.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2010-052.

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  2546. A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328.

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  2547. THE LEAD–LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY‐DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL. (2010). Tse, Yiu-Kuen ; Chan, Wai-Sum.
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:61:y:2010:i:1:p:133-144.

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  2548. Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach. (2010). Sanjuán López, Ana ; Dawson, P. J. ; Sanjuan-Lopez, Ana I..
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:61:y:2010:i:3:p:565-583.

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  2549. THE POLITICAL ECONOMY OF FISCAL PRUDENCE IN HISTORICAL PERSPECTIVE. (2010). Dincecco, Mark.
    In: Economics and Politics.
    RePEc:bla:ecopol:v:22:y:2010:i:1:p:1-36.

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  2550. COMPETING EXPLANATIONS OF U.S. DEFENSE INDUSTRY CONSOLIDATION IN THE 1990s AND THEIR POLICY IMPLICATIONS. (2010). Brady, Ryan ; Greenfield, Victoria A..
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:28:y:2010:i:2:p:288-306.

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  2551. THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS. (2010). Suardi, Sandy ; Lee, Wang-Sheng.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:28:y:2010:i:1:p:65-79.

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  2552. The flight‐to‐quality effect: a copula‐based analysis. (2010). Durand, Robert B. ; Junker, Markus ; Szimayer, Alex .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:50:y:2010:i:2:p:281-299.

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  2553. A Multiple Break Panel Approach to Estimating United States Phillips Curves. (2010). Ponomareva, Natalia ; Malki, Issam ; Russell, Bill ; Banerjee, Anindya.
    In: Discussion Papers.
    RePEc:bir:birmec:10-14.

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  2554. The Structure of Tourism Revenues in Turkey: Evidence from Fractional Integration under Multiple Structural Breaks. (2010). Kiran, Burcu.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2010:i:4:p:85-96.

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  2555. Liberalization of Services and its Implications on Cross-Border Agricultural Trade in Eastern Africa. (2010). Onyango, Christopher H.
    In: Conference papers.
    RePEc:ags:pugtwp:332028.

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  2556. Structural Breaks and Performance in Indian Agriculture. (2010). Ghosh, Madhusudan.
    In: Indian Journal of Agricultural Economics.
    RePEc:ags:inijae:204670.

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  2557. The Structural Change in the Supply Chain of Oil Palm – A Case of North Sumatra Province, Indonesia. (2010). Rifin, Amzul ; Nakajima, T. ; Matsuda, H..
    In: 116th Seminar, October 27-30, 2010, Parma, Italy.
    RePEc:ags:eaa116:95206.

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  2558. The euro and the volatility of exchange rates. (2010). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia.
    In: Working Papers.
    RePEc:aee:wpaper:1001.

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  2559. Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes. (2010). Xie, Danxia ; Frankel, Jeffrey.
    In: American Economic Review.
    RePEc:aea:aecrev:v:100:y:2010:i:2:p:568-72.

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  2560. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:134.

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  2561. Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach. (2009). Schreiber, Sven.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1505.

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  2562. Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:89.

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  2563. Corrigendum to “Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?”. (2009). Yoon, Gawon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:5:p:1031-1032.

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  2564. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis. (2009). Khallouli, Wajih ; JOUINI, Jamel ; Essaadi, Essahbi.
    In: Panoeconomicus.
    RePEc:voj:journl:v:56:y:2009:i:2:p:241-260.

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  2565. Testing the validity of the Feldstein-Horioka puzzle for Australia. (2009). Webber, Don ; Fargher, Scott ; Kumar, Saten.
    In: Working Papers.
    RePEc:uwe:wpaper:0911.

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  2566. Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia. (2009). Brittle, Shane .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp09-10.

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  2567. Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation. (2009). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
    In: Working Papers.
    RePEc:ucn:wpaper:200901.

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  2568. Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2009). Chang, Chia-Lin ; McAleer, Michael ; Chen, Meng-Gu ; Huang, Biing-Wen.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:0914.

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  2569. The Phillips curve and the Italian lira, 1861-1998. (2009). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
    In: Working Papers.
    RePEc:ubs:wpaper:0908.

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  2570. The Impact of Minimum Lot Size Regulations on House Prices in Eastern Massachusetts. (2009). Zabel, Jeffrey ; Dalton, Maurice.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0732.

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  2571. Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2009). Chang, Chia-Lin ; Chen, Meng-Gu ; Huang, Biing-Wen.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf642.

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  2572. How Volatile is ENSO?. (2009). Chu, Lanfen ; Chen, Chi-Chung.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf635.

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  2573. Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application. (2009). JOUINI, Jamel.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:36:y:2009:i:1:p:91-110.

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  2574. Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series. (2009). Verbrugge, Randal ; Ashley, Richard.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:28:y:2009:i:1-3:p:4-20.

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  2575. Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments. (2009). Reyes, Javier ; Lopez, Claude.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:13:p:1643-1651.

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  2576. Structural changes and the US money demand function. (2009). Choi, Kyongwook ; Jung, Chulho.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:10:p:1251-1257.

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  2577. The decline in German output volatility: a Bayesian analysis. (2009). Boysen-Hogrefe, Jens ; Aßmann, Christian ; Liesenfeld, Roman ; Amann, Christian.
    In: Empirical Economics.
    RePEc:spr:empeco:v:37:y:2009:i:3:p:653-679.

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  2578. Estimating money demand functions for South Asian countries. (2009). Narayan, Seema ; Mishra, Vinod.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:3:p:685-696.

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  2579. Modeling US inflation dynamics: persistence and monetary policy regimes. (2009). Zhang, Chengsi ; Clovis, Joel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:2:p:455-477.

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  2580. Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation. (2009). Ventosa-Santaulària, Daniel ; Gomez-Zaldivar, Manuel ; Ventosa-Santaularia, Daniel.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:29:y:2009:i:1:a:2693.

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  2581. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:10:y:2009:i:3:p:219-235.

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  2582. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kuhl, Michael.
    In: Ruhr Economic Papers.
    RePEc:rwi:repape:0134.

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  2583. A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component. (2009). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Purdue University Economics Working Papers.
    RePEc:pur:prukra:1217.

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  2584. Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris ; Miguel, Leon-Ledesma .
    In: MPRA Paper.
    RePEc:pra:mprapa:22553.

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  2585. Is Productivity Linked To Wages? An Empirical Investigation in Malaysia. (2009). Goh, Soo Khoon.
    In: MPRA Paper.
    RePEc:pra:mprapa:18095.

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  2586. Inflation Targeting and Inflation Convergence within Turkey. (2009). YILMAZKUDAY, HAKAN.
    In: MPRA Paper.
    RePEc:pra:mprapa:16770.

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  2587. Is the US Demand for Money Unstable?. (2009). Kumar, Saten.
    In: MPRA Paper.
    RePEc:pra:mprapa:15715.

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  2588. Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks. (2009). Kumar, Saten ; Rao, Bhaskara B. ; Tamazian, Artur.
    In: MPRA Paper.
    RePEc:pra:mprapa:15312.

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  2589. International Output Convergence, Breaks, and Asymmetric Adjustment. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris ; Miguel, Leon-Ledesma .
    In: MPRA Paper.
    RePEc:pra:mprapa:14566.

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  2590. Indian Capital Control Liberalization: Evidence from NDF Markets. (2009). Singh, Nirvikar ; Pasricha, Gurnain ; Kendall, Jake ; Hutchison, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:13630.

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  2591. The difficulties of the Chinese and Indian exchange rate regimes.. (2009). Shah, Ajay ; Patnaik, Ila.
    In: Working Papers.
    RePEc:npf:wpaper:09/62.

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  2592. Indian capital control liberalization: Evidence from NDF markets.. (2009). Singh, Nirvikar ; Pasricha, Gurnain ; Kendall, Jake ; Hutchison, Michael.
    In: Working Papers.
    RePEc:npf:wpaper:09/60.

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  2593. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2009). Miller, Stephen ; Fang, Wen Shwo .
    In: Working Papers.
    RePEc:nlv:wpaper:0904.

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  2594. The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis. (2009). Miller, Stephen ; Lee, ChunShen ; Fang, Wen Shwo .
    In: Working Papers.
    RePEc:nlv:wpaper:0903.

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  2595. Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes. (2009). Xie, Danxia ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15620.

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  2596. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14927.

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  2597. Changes in International Business Cycle Affiliations. (2009). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:0924.

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  2598. Changes in International Business Cycle Affiliations. (2009). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:132.

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  2599. Structural Breaks in the International Transmission of Inflation. (2009). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:119.

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  2600. Structural Change and Long Memory in the Dynamic of U.S. Inflation Process. (2009). Boutahar, Mohamed.
    In: Computational Economics.
    RePEc:kap:compec:v:34:y:2009:i:2:p:195-216.

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  2601. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

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  2602. Hours per capita and productivity: evidence from correlated unobserved components models. (2009). Basistha, Arabinda.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:1:p:187-206.

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  2603. Did the National Minimum Wage Affect UK Prices?. (2009). wadsworth, jonathan.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4433.

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  2604. Business cycle volatility and inventories behavior:new evidence for the Euro Area. (2009). Malgarini, Marco ; Maccini, Louis ; Cesaroni, Tatiana.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:108.

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  2605. Common Trends and Shocks to Top Incomes – A Structural Breaks Approach. (2009). Waldenström, Daniel ; Roine, Jesper ; Waldenstrom, Daniel.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0801.

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  2606. Structural Breaks in the Mexicos Integration into the World Stock Market. (2009). AROURI, Mohamed ; Jouini, Jamel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00387114.

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  2607. Breaks or Long Memory Behaviour: An empirical Investigation. (2009). Charfeddine, Lanouar ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00377485.

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  2608. RIP and the shift toward a monetary union: Looking for a “euro effect” by a structural break analysis with panel data. (2009). Maveyraud, Samuel ; Rous, Philippe ; Maveyraud-Tricoire, Samuel .
    In: Post-Print.
    RePEc:hal:journl:hal-01098936.

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  2609. Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: Center for Globalization and Europeanization of the Economy (CeGE) Discussion Papers.
    RePEc:got:cegedp:89.

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  2610. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks. (2009). Kontonikas, Alexandros ; Bagdatoglou, George .
    In: Working Papers.
    RePEc:gla:glaewp:2009_17.

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  2611. Improved Baseline Sales. (2009). Jetta, Kurt A. ; Rengifo, Erick W..
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2009-02.

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  2612. The Difficulties of the Chinese and Indian Exchange Rate Regimes. (2009). Shah, Ajay ; Patnaik, Ila.
    In: Working Papers.
    RePEc:ess:wpaper:id:2321.

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  2613. Does the Currency Regime Shape Unhedged Currency Exposure?. (2009). Shah, Ajay ; Patnaik, Ila.
    In: Working Papers.
    RePEc:ess:wpaper:id:2049.

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  2614. How Volatile is ENSO?. (2009). McAleer, M. J. ; Chu, L. ; Chen, C-C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:16513.

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  2615. Fiscal Sustainability and Economic Growth in Bolivia. (2009). Pineda, Jose ; Méndez-Marcano, Rodolfo ; Schmidbauer, Harald ; Ozdemir, Durmus.
    In: EcoMod2009.
    RePEc:ekd:000215:21500075.

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  2616. Did the national minimum wage affect UK prices?. (2009). wadsworth, jonathan.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:28677.

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  2617. Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP. (2009). Romero-Ávila, Diego ; Romero-Vila, Diego.
    In: World Development.
    RePEc:eee:wdevel:v:37:y:2009:i:6:p:1051-1068.

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  2618. Are share prices still too high?. (2009). McMillan, David G..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:3:p:223-232.

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  2619. A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price. (2009). Abid, Fathi ; Kaffel, Bilel.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:971-1000.

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  2620. Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model. (2009). McMillan, David G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:870-883.

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  2621. Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices. (2009). Ruiz, Isabel ; McMillan, David G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:578-595.

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  2622. Distribution switching in financial time series. (2009). Fukuda, Kosei.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:5:p:1711-1720.

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  2623. Hostage taking: Understanding terrorism event dynamics. (2009). Sandler, Todd ; Brandt, Patrick T..
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:31:y:2009:i:5:p:758-778.

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  2624. The Euro and inflation uncertainty in the European Monetary Union. (2009). Kontonikas, Alexandros ; Caporale, Guglielmo Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:6:p:954-971.

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  2625. Modeling the volatility of real GDP growth: The case of Japan revisited. (2009). Miller, Stephen ; Fang, Wen Shwo .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:312-324.

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  2626. Multi-step forecasting in emerging economies: An investigation of the South African GDP. (2009). Chevillon, Guillaume.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:3:p:602-628.

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  2627. On the importance of verifying forecasting results. (2009). Yalta, A. Talha ; Jenal, Olaf.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:1:p:62-73.

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  2628. RIP and the shift toward a monetary union: Looking for a euro effect by a structural break analysis with panel data. (2009). Maveyraud, Samuel ; Maveyraud-Tricoire, Samuel ; Rous, Philippe.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:336-350.

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  2629. Jump dynamics and volatility: Oil and the stock markets. (2009). Lee, Yen-Hsien ; Chiou, Jer-Shiou.
    In: Energy.
    RePEc:eee:energy:v:34:y:2009:i:6:p:788-796.

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  2630. Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries. (2009). Smyth, Russell ; Narayan, Paresh.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:1:p:229-236.

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  2631. Structural breaks and energy efficiency in Fiji. (2009). Rao, Gyaneshwar.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:10:p:3959-3966.

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  2632. Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method. (2009). Yu, Lean ; Zhang, Xun ; Wang, Shouyang ; Lai, Kin Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:5:p:768-778.

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  2633. Dual long-memory, structural breaks and the link between turnover and the range-based volatility. (2009). Karanasos, M. ; Kartsaklas, A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:838-851.

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  2634. Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope. (2009). Perron, Pierre ; Kim, Dukpa.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:1:p:26-51.

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  2635. Structural changes in job creation and destruction. (2009). Liu, De-Chih.
    In: Economics Letters.
    RePEc:eee:ecolet:v:104:y:2009:i:1:p:34-36.

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  2636. Changes in the order of integration of US and UK inflation. (2009). Sensier, Marianne ; Osborn, Denise ; Halunga, Andreea.
    In: Economics Letters.
    RePEc:eee:ecolet:v:102:y:2009:i:1:p:30-32.

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  2637. Panel cointegration and the monetary exchange rate model. (2009). Westerlund, Joakim ; Basher, Syed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:506-513.

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  2638. Is high real interest rate persistence an intrinsic characteristic of industrialized economies?. (2009). Yoon, Gawon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:359-363.

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  2639. Exchange rates and fundamentals under adaptive learning. (2009). Kim, Young Se .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:843-863.

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  2640. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks. (2009). Kontonikas, Alexandros ; Bagdatoglou, George .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:113.

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  2641. Wages are flexible arent they? Evidence from monthly micro wage data. (2009). Wintr, Ladislav ; Lunnemann, Patrick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091074.

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  2642. Long run evidence on money growth and inflation. (2009). Benati, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091027.

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  2643. Structural breaks, cointegration and the Fisher effect. (2009). Haug, Alfred ; Beyer, Andreas ; Dewald, William G..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091013.

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  2644. The global dimension of inflation - evidence from factor-augmented Phillips curves. (2009). Eickmeier, Sandra ; Moll, Katharina .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091011.

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  2645. Non-renewable resource prices: Structural breaks and long term trends. (2009). Sharma, Abhijit ; Fraser, Iain ; Balcombe, Kelvin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00247.

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  2646. Analysis of structural breaks in the stock market integration of mexico into world. (2009). JOUINI, Jamel ; AROURI, Mohamed ; El Hdi, Arouri Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00159.

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  2647. Federal Funds Rate Stationarity: New Evidence. (2009). Bec, Frédérique ; Bassil, Charbel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c10015.

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  2648. The difficulties of the Chinese and Indian exchange rate regimes. (2009). Shah, Ajay ; Patnaik, Ila.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22975.

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  2649. Indian Capital Control Liberalization : Evidence from NDF Markets. (2009). Singh, Nirvikar ; Pasricha, Gurnain ; Kendall, Jake ; Hutchison, Michael.
    In: Finance Working Papers.
    RePEc:eab:financ:22971.

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  2650. Forecasting Random Walks under Drift Instability. (2009). Pick, Andreas.
    In: Working Papers.
    RePEc:dnb:dnbwpp:207.

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  2651. LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY. (2009). Chakraborty, Avik.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:13:y:2009:i:s1:p:31-57_08.

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  2652. Did the National Minimum Wage Affect UK Prices?. (2009). wadsworth, jonathan.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0947.

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  2653. Credit Constraints, Learning and Aggregate Consumption Volatility. (2009). Tortorice, Daniel.
    In: Working Papers.
    RePEc:brd:wpaper:06.

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  2654. A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component. (2009). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-005.

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  2655. The Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:706.

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  2656. Which News Moves the Euro Area Bond Market?. (2009). Sebestyen, Szabolcs ; Andersson, Magnus ; Overby, Lars Jul.
    In: German Economic Review.
    RePEc:bla:germec:v:10:y:2009:i:1:p:1-31.

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  2657. TWIN SONS OF DIFFERENT MOTHERS: THE LONG AND THE SHORT OF THE TWIN DEFICITS DEBATE. (2009). Ye, Haichun ; Grier, Kevin.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:47:y:2009:i:4:p:625-638.

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  2658. Threshold Effects and Asymmetric Price Adjustments in U.S. Dairy Markets. (2009). Awokuse, Titus ; Wang, Xiaohong.
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
    RePEc:bla:canjag:v:57:y:2009:i:2:p:269-286.

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  2659. ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA. (2009). McMillan, David G..
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:61:y:2009:i:1:p:1-20.

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  2660. Wages are flexible, aren?t they? evidence from monthly micro wage data. (2009). Wintr, Ladislav ; Lunnemann, Patrick.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp039.

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  2661. Trade and Intellectual Property Rights in the Agricultural Seed Sector. (2009). Eaton, Derek ; Eaton, Derek J. F., .
    In: 2009 Conference, August 16-22, 2009, Beijing, China.
    RePEc:ags:iaae09:51782.

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  2662. The Effects of External and Internal Strikes on Total Factor Productivity. (2009). Ferreira, Pedro ; Gomes, Fabio ; Galvao, Antonio ; Pessoa, Samuel.
    In: Business and Economics Working Papers.
    RePEc:aap:wpaper:079.

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  2663. A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-31.

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  2664. The global dimension of inflation: evidence from factor-augmented Phillips curves. (2008). Eickmeier, Sandra ; Moll, Katharina .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7556.

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  2665. The single monetary policy and domestic macro-fundamentals: Evidence from Spain. (2008). Gadea, María ; Arghyrou, Michael.
    In: Documentos de Trabajo.
    RePEc:zar:wpaper:dt2008-05.

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  2666. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2008). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Economic Journal.
    RePEc:wly:econjl:v:118:y:2008:i:530:p:1128-1144.

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  2667. Do economics journal archives promote replicable research?. (2008). McGeary, Kerry Anne ; Harrison, Teresa ; McCullough, B D.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:41:y:2008:i:4:p:1406-1420.

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  2668. The turning black tide: energy prices and the Canadian dollar. (2008). Lafrance, Robert ; Issa, Ramzi ; Murray, John.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:41:y:2008:i:3:p:737-759.

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  2669. Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market. (2008). Bhaumik, Sumon ; Karanasos, M. ; Kartsaklas, A..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-935.

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  2670. Should we care for structural breaks when assessing fiscal sustainability?. (2008). Rault, Christophe ; Afonso, Antonio.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-902.

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  2671. How Banking Competition changed over Time. (2008). Bikker, Jacob ; Spierdijk, Laura.
    In: Working Papers.
    RePEc:use:tkiwps:0804.

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  2672. Argentinean real exchange rate 1900-2006, test purchasing power parity theory. (2008). Dal Bianco, Marcos.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:35:y:2008:i:1:p:33-64.

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  2673. The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis. (2008). Miller, Stephen ; Lee, ChunShen ; Fang, WenShwo.
    In: Working papers.
    RePEc:uct:uconnp:2008-48.

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  2674. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2008). Miller, Stephen ; Fang, WenShwo.
    In: Working papers.
    RePEc:uct:uconnp:2008-47.

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  2675. On the Importance of Verifying Forecasting Results. (2008). Yalta, A. Talha ; Jenal, Olaf.
    In: Working Papers.
    RePEc:tob:wpaper:0804.

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  2676. NATO DEFENSE EXPENDITURES: COMMON GOALS OR DIVERGING INTERESTS? A STRUCTURAL ANALYSIS. (2008). Amara, Jomana.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:19:y:2008:i:6:p:449-469.

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  2677. US deficit sustainability revisited: a multiple structural change approach. (2008). Esteve, Vicente ; Diaz-Roldan, Carmen ; Bajo-Rubio, Oscar.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:12:p:1609-1613.

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  2678. Structural instability of US inflation persistence. (2008). Zhang, Chengsi.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:15:y:2008:i:14:p:1147-1151.

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  2679. Tests for cointegration with two unknown regime shifts with an application to financial market integration. (2008). Hatemi-J, Abdulnasser.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:3:p:497-505.

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  2680. The agribusiness cycle and its wavelets. (2008). Bowden, Roger ; Zhu, Jennifer.
    In: Empirical Economics.
    RePEc:spr:empeco:v:34:y:2008:i:3:p:603-622.

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  2681. Estimating Europe’s Natural Rates from a forward-looking Phillips curve. (2008). Berger, Tino.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:08/498.

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  2682. Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.. (2008). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:7108.

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  2683. Long run credit risk diversification: empirical decomposition of corporate bond spreads. (2008). Sun, David ; Lin, William ; Nieh, Chien-Chung.
    In: MPRA Paper.
    RePEc:pra:mprapa:37283.

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  2684. Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics. (2008). de Mendonça, Gui.
    In: MPRA Paper.
    RePEc:pra:mprapa:14648.

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  2685. Panel Cointegration and the Monetary Exchange Rate Model. (2008). Westerlund, Joakim ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:10453.

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  2686. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2008). Morley, James ; Eo, Yunjong.
    In: MPRA Paper.
    RePEc:pra:mprapa:10372.

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  2687. Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model. (2008). Sahu, Sohini ; Jones, John.
    In: Discussion Papers.
    RePEc:nya:albaec:08-03.

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  2688. Does the currency regime shape unhedged currency exposure.. (2008). Shah, Ajay ; Patnaik, Ila.
    In: Working Papers.
    RePEc:npf:wpaper:08/50.

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  2689. Inflation persistence in the Franc Zone: evidence from disaggregated prices. (2008). Coleman, Simeon.
    In: NBS Discussion Papers in Economics.
    RePEc:nbs:wpaper:2008/16.

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  2690. Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation. (2008). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:109.

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  2691. The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries. (2008). Nguyen, Duc Khuong ; AROURI, Mohamed ; Bellalah, Makram ; D.-K. NGUYEN, .
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:1562.

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  2692. Attendance and the Uncertainty-of-Outcome Hypothesis in Baseball. (2008). Lee, Young Hoon ; Fort, Rodney.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:33:y:2008:i:4:p:281-295.

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  2693. A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t. (2008). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Dufrénot, Gilles.
    In: Computational Economics.
    RePEc:kap:compec:v:31:y:2008:i:3:p:225-241.

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  2694. Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000). (2008). Campos, Nauro ; Karanasos, Menelaos G. ; Tan, Bin.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3752.

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  2695. Should we Care for Structural Breaks When Assessing Fiscal Sustainability?. (2008). Rault, Christophe ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp12008.

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  2696. What Makes Growth Sustained?. (2008). Ostry, Jonathan ; Berg, Andrew ; Zettelmeyer, Jeromin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/059.

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  2697. Budget Deficits and Interest Rates: A Fresh Perspective. (2008). Aisen, Ari ; Hauner, David.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/042.

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  2698. A Common-Use Proxy for Economic Performance: Application to Asymmetric Causality between the Stock Returns and Growth. (2008). wang, kuan min ; Lee, Yuan-Ming ; Nguyen, Thanh-Binh T..
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:7:y:2008:i:2:p:101-124.

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  2699. Hysteresis in Unemployment: Evidence from Latin America. (2008). Ruprah, Inder ; Rodriguez, Cesar ; Mednik, Matias.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:2902.

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  2700. The Australian Firearms Buyback and Its Effect on Gun Deaths. (2008). Suardi, Sandy ; Lee, Wang-Sheng.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2008n17.

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  2701. What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?. (2008). Lam, Lillie ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkg:wpaper:0810.

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  2702. A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach. (2008). Essaadi, Essahbi ; Boutahar, Mohamed.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00333582.

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  2703. Ruptures épaisses et stationnarité en tendance : le cas du taux de change euro-dollar. (2008). Goux, Jean-Franois.
    In: Post-Print.
    RePEc:hal:journl:halshs-00333576.

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  2704. A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach. (2008). Essaadi, Essahbi ; Boutahar, Mohamed.
    In: Working Papers.
    RePEc:gat:wpaper:0827.

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  2705. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2008-018.

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  2706. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6.

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  2707. Federal Funds Rate Stationarity: New Evidence. (2008). Bec, Frédérique ; Bassil, Charbel.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2008-35.

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  2708. Tender Offers in Spain: Testing the Wave. (2008). Perez-Soba, Ines ; MARTINEZ-CAETE, Ana .
    In: EcoMod2008.
    RePEc:ekd:000238:23800108.

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  2709. Economic analysis of the Spanish port sector reform during the 1990s. (2008). Pérez, Javier ; Lopez-Valpuesta, Lourdes ; Castillo-Manzano, Jose I. ; Perez, Javier J..
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:42:y:2008:i:8:p:1056-1063.

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  2710. The euro and pound volatility dynamics: An investigation from conditional jump process. (2008). Wan, Jer-Yuh ; Kao, Chung-Wei .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:2:p:193-207.

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  2711. Detecting multiple mean breaks at unknown points in official time series. (2008). Rea, William ; Penny, Richard N. ; Reale, Marco ; Cappelli, Carmela.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:78:y:2008:i:2:p:351-356.

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  2712. Asymptotic results in segmented multiple regression. (2008). Kim, Jeankyung.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:9:p:2016-2038.

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  2713. On using relative prices to measure capital-specific technological progress. (2008). Trehan, Bharat ; Marquis, Milton.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1390-1406.

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  2714. Structural breaks and consumer credit: Is consumption smoothing finally a reality?. (2008). Brady, Ryan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:1246-1268.

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  2715. Unwrapping some euro area growth puzzles: Factor substitution, productivity and unemployment. (2008). Willman, Alpo ; McAdam, Peter ; Klump, Rainer.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:2:p:645-666.

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  2716. Assessing pacification policy in Iraq: Evidence from Iraqi financial markets. (2008). Chaney, Eric.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:36:y:2008:i:1:p:1-16.

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  2717. Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach. (2008). Meligkotsidou, Loukia ; Vrontos, Ioannis D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2471-2481.

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  2718. On real interest rate dynamics and regime switching. (2008). Kanas, Angelos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:10:p:2089-2098.

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  2719. Electronic trading system and returns volatility in the oil futures market. (2008). Suen, Yu-Bo ; Lee, Yi-Huey ; Liao, Huei-Chu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2636-2644.

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  2720. Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks. (2008). Smyth, Russell ; Narayan, Paresh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2331-2341.

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  2721. Market structure and price adjustment in the U.S. wholesale gasoline markets. (2008). Oladunjoye, Olusegun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:937-961.

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  2722. Can exchange rate volatility explain persistence in the forward premium?. (2008). Kellard, Neil ; Sarantis, Nicholas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:714-728.

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  2723. The limit distribution of the estimates in cointegrated regression models with multiple structural changes. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:59-73.

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  2724. Forecasting long memory time series when occasional breaks occur. (2008). Gerolimetto, Margherita ; Bisaglia, Luisa.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:3:p:253-258.

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  2725. Impulse saturation break tests. (2008). Santos, Carlos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:2:p:136-143.

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  2726. What explains recent changes in international monetary policy attitudes toward inflation? Evidence from developed countries. (2008). Lo, Melody ; Granato, Jim.
    In: Economics Letters.
    RePEc:eee:ecolet:v:100:y:2008:i:3:p:411-414.

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  2727. Inflation dynamics in Mexico: A characterization using the New Phillips curve. (2008). Ramos Francia, Manuel ; Ramos-Francia, Manuel ; Torres, Alberto.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:19:y:2008:i:3:p:274-289.

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  2728. Smooth-time-varying Okuns coefficients. (2008). Lin, Shu-Chin ; Huang, Ho-Chuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:2:p:363-375.

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  2729. Investigating time-variation in the marginal predictive power of the yield spread. (2008). Benati, Luca ; Goodhart, Charles.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:4:p:1236-1272.

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  2730. Medium run redux: technical change, factor shares and frictions in the euro area. (2008). Willman, Alpo ; McAdam, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008915.

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  2731. An empirical analysis of structural changes in emerging market volatility. (2008). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2008:i:10:p:1-10.

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  2732. An empirical analysis of structural changes in emerging market volatility. (2008). Nguyen, Duc Khuong.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30004.

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  2733. MODELLING THIRTY FIVE YEARS OF COFFEE PRICES IN BRAZIL, GUATEMALA AND INDIA. (2008). Mohan, Sushil ; Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:221.

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  2734. How Banking competition Changed over Time. (2008). .
    In: Working Papers.
    RePEc:dnb:dnbwpp:167.

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  2735. The V-Factor: Distribution, Timing and Correlates of the Great Indian Growth Turnaround. (2008). wright, stephen ; Ghate, Chetan.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp783.

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  2736. Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000). (2008). Campos, Nauro ; Karanasos, Menelaos ; Tan, Bin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7004.

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  2737. Microeconomic Evidence of Nominal Wage Rigidity in Chile. (2008). Opazo, Luis ; Cobb, Marcus.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:496.

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  2738. The single monetary policy and domestic macro-fundamentals: Evidence from Spain. (2008). Gadea, María ; Arghyrou, Michael.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/23.

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  2739. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, Mohammad ; Pick, Andreas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0814.

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  2740. Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths. (2008). Karlsson, Sune ; Hultblad, Brigitta .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:3:n:4.

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  2741. Modelling Autoregressive Processes with a Shifting Mean. (2008). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:1:n:1.

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  2742. Testing for Multiple Structural Changes in Cointegrated Regression Models. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-020.

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  2743. Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors. (2008). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-017.

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  2744. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. (2008). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-006.

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  2745. CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS. (2008). Miller, Stephen ; Lee, ChunShen ; Fang, Wen Shwo .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:55:y:2008:i:4:p:509-541.

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  2746. The Long‐Run Relationship Between House Prices and Rents. (2008). Gallin, Joshua.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:36:y:2008:i:4:p:635-658.

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  2747. Break Detection for a Class of Nonlinear Time Series Models. (2008). Thomas C. M. Lee, ; Davis, Richard A. ; Rodriguez-Yam, Gabriel A..
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:29:y:2008:i:5:p:834-867.

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  2748. Chinas Changing Trade Elasticities. (2008). Li, Xiangming ; Aziz, Jahangir.
    In: China & World Economy.
    RePEc:bla:chinae:v:16:y:2008:i:3:p:1-21.

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  2749. STRUCTURAL SHIFTS IN UK UNEMPLOYMENT 1979–2005: THE TWIN IMPACTS OF FINANCIAL DEREGULATION AND COMPUTERIZATION. (2008). Baddeley, Michelle.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:60:y:2008:i:2:p:123-157.

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  2750. Purchasing Power Parity under Regime Shifts: An Application to Asian Countries. (2008). Nusair, Salah.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:22:y:2008:i:3:p:241-266.

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  2751. A Model of Housing Boom and Bust in a Small Open Economy. (2008). Tomura, Hajime.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-9.

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  2752. The Phillips Curve and the Italian Lira, 1861-1998. (2008). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; Del Boca, Alessandro .
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:8.

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  2753. V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround. (2008). wright, stephen ; Ghate, Chetan.
    In: Discussion Papers.
    RePEc:alo:isipdp:08-03.

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  2754. Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors. (2008). Liu, Donald ; Boetel, Brenda L..
    In: Working Papers.
    RePEc:ags:umrfwp:44076.

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  2755. Analyzing patterns of economic growth: a production frontier approach. (2007). Kerekes, Monika .
    In: Discussion Papers.
    RePEc:zbw:fubsbe:200715.

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  2756. Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields. (2007). Connolly, Robert ; Guner, Nuray Z ; Hightower, Kenneth N.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:689-702.

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  2757. Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP. (2007). Basistha, Arabinda.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:40:y:2007:i:2:p:584-606.

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  2758. Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?. (2007). Chowdhury, Khorshed.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp07-11.

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  2759. Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far?. (2007). Chowdhury, Khorshed ; Saleh, Ali Salman.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp07-09.

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  2760. Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?. (2007). Chowdhury, Khorshed.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp07-05.

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  2761. Another Pass-Through Bites The Dust? Oil Prices And Inflation. (2007). De Gregorio, Jose ; Landerretche, Oscar ; Neilson, Christopher.
    In: Working Papers.
    RePEc:udc:wpaper:wp238.

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  2762. Doctors’ fees in Ireland following the change in reimbursement : did they jump. (2007). Madden, David.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/598.

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  2763. Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU. (2007). Puss, Tiia ; Maldre, Reet ; Viies, Mare .
    In: Working Papers.
    RePEc:ttu:wpaper:166.

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  2764. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070099.

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  2765. Testing financial liberalization hypothesis with ARDL modelling approach. (2007). Shrestha, Min ; Chowdhury, Khorshed.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:18:p:1529-1540.

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  2766. Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth. (2007). Fukuda, Kosei.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:48:y:2007:i:4:p:559-580.

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  2767. M1 demand and volatility. (2007). Schmidt, Martin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:32:y:2007:i:1:p:85-104.

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  2768. Institutional rigidities and employment rigidity on the Italian labour larket. (2007). Russo, Giuseppe ; Jiménez-Rodríguez, Rebeca ; Jimnez-Rodrguez, Rebeca.
    In: MPRA Paper.
    RePEc:pra:mprapa:5758.

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  2769. Deterministic and stochastic trends in the time series models: A guide for the applied economist. (2007). .
    In: MPRA Paper.
    RePEc:pra:mprapa:3580.

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  2770. The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001.. (2007). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:3419.

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  2771. Structural breaks and energy efficiency in Fiji. (2007). Rao, Gyaneshwar.
    In: MPRA Paper.
    RePEc:pra:mprapa:3258.

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  2772. Application of the Alternative Techniques to Estimate Demand for Money in Developing Countries. (2007). Singh, Rup.
    In: MPRA Paper.
    RePEc:pra:mprapa:19295.

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  2773. FOREIGN DIRECT INVESTMENT AND SERVICES TRADE: EVIDENCE FROM MALAYSIA AND SINGAPORE. (2007). Wong, Koi ; Tang, Tuck Cheong ; Fausten, Dietrich.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2007-30.

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  2774. Changes in the order of integration of US and UK inflation. (2007). Sensier, Marianne ; Osborn, Denise ; Halunga, Andreea.
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:0715.

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  2775. On a clear day you might see an environmental Kuznets curve. (2007). Kriström, Bengt.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:37:y:2007:i:1:p:77-90.

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  2776. Inflation persistence during periods of structural change: an assessment using Greek data. (2007). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Empirica.
    RePEc:kap:empiri:v:34:y:2007:i:5:p:453-475.

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  2777. bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems. (2007). Erdman, Chandra ; Emerson, John W..
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:23:i03.

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  2778. China’s Changing Trade Elasticities. (2007). Li, Xiangming ; Aziz, Jahangir.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/266.

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  2779. ENHANCING FORECAST ACCURACY BY USING LONG ESTIMATION PERIODS. (2007). Cheng, Wan-Hsiu ; Lee, Ming-Chih ; Chiu, Chien-Liang.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:1:y:2007:i:2:p:1-9.

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  2780. Modelling autoregressive processes with a shifting mean. (2007). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0637.

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  2781. A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES. (2007). Boutahar, Mohamed.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00354249.

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  2782. LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE. (2007). Boutahar, Mohamed ; Belkhouja, Mustapha.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00352610.

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  2783. Which is the best model for the US inflation rate: a structural changes model or a long memory process?. (2007). Charfeddine, Lanouar ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00188309.

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  2784. Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts. (2007). Bonham, Carl.
    In: Working Papers.
    RePEc:hai:wpaper:200718.

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  2785. Do real interest rates converge? Evidence from the European Union. (2007). Kontonikas, Alexandros ; gregoriou, andros ; Arghyrou, Michael.
    In: Working Papers.
    RePEc:gla:glaewp:2007_21.

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  2786. Doctors Fees in Ireland Following the Change in Reimbursement: Did they Jump?. (2007). Madden, David.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:38:y:2007:i:2:p:259-274.

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  2787. Got Replicability? The _Journal of Money, Credit and Banking_ Archive. (2007). McCullough, B. D..
    In: Econ Journal Watch.
    RePEc:ejw:journl:v:4:y:2007:i:3:p:326-337.

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  2788. Trend breaks, long-run restrictions, and contractionary technology improvements. (2007). Fernald, John.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:8:p:2467-2485.

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  2789. Change of regime and Phillips curve stability: The case of Spain, 1964-2002. (2007). Esteve, Vicente ; Diaz-Roldan, Carmen ; Bajo-Rubio, Oscar.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:29:y:2007:i:3:p:453-462.

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  2790. Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?. (2007). Choi, Chi-Young ; Matsubara, Kiyoshi .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:21:y:2007:i:2:p:260-286.

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  2791. Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data. (2007). Trecroci, Carmine ; spinelli, Franco ; Muscatelli, Vito.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1403-1423.

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  2792. Trade liberalization, capital account liberalization and the real effects of financial development. (2007). Raddatz, Claudio ; Braun, Matias.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:5:p:730-761.

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  2793. Long memory and structural changes in the forward discount: An empirical investigation. (2007). Choi, Kyongwook ; Zivot, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:3:p:342-363.

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  2794. Oil prices and real exchange rates. (2007). Chen, Shiu-Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:3:p:390-404.

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  2795. Finite sample multivariate structural change tests with application to energy demand models. (2007). Yelou, Clement ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Idoudi, Nadhem.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1219-1244.

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  2796. Drift and breaks in labor productivity. (2007). Benati, Luca.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2847-2877.

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  2797. Arbitrarily shaped multiple spatial cluster detection for case event data. (2007). Molinari, Nicolas ; Daures, Jean-Pierre ; Dematteidiaeresis, Christophe.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:8:p:3931-3945.

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  2798. The real effects of monetary policy in China: An empirical analysis. (2007). Liu, Jia ; Dickinson, David.
    In: China Economic Review.
    RePEc:eee:chieco:v:18:y:2007:i:1:p:87-111.

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  2799. U.S. evolving macroeconomic dynamics: a structural investigation. (2007). mumtaz, haroon ; Benati, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007746.

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  2800. Should we care for structural breaks when assessing fiscal sustainability?. (2007). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:63:p:1-9.

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  2801. wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence. (2007). Boutahar, Mohamed.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:3:p:1-10.

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  2802. Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process. (2007). Boutahar, Mohamed.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:38:p:1-11.

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  2803. Should we care for structural breaks when assessing fiscal sustainability?. (2007). Rault, Christophe ; Afonso, Antonio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07c20154.

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  2804. Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process. (2007). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07c20014.

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  2805. wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence. (2007). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06c20004.

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  2806. Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves. (2007). Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:200.

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  2807. The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries. (2007). Nguyen, Duc Khuong ; bellalah, mondher ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:dpc:wpaper:0507.

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  2808. Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility. (2007). Nguyen, Duc Khuong ; bellalah, mondher.
    In: Working Papers.
    RePEc:dpc:wpaper:0207.

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  2809. Structural Breaks in Public Infrastructure Investment in the U.S.. (2007). Schmidt, Martin ; Pereira, Alfredo.
    In: Working Papers.
    RePEc:cwm:wpaper:55.

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  2810. Using Financial Markets to Analyze History: The Case of the Second World War. (2007). Waldenström, Daniel ; Frey, Bruno.
    In: CREMA Working Paper Series.
    RePEc:cra:wpaper:2007-19.

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  2811. Panamas growth diagnostics. (2007). Salazar, Natalia ; Cardenas, Mauricio ; Natalia Salazar F., .
    In: Working Papers Series. Documentos de Trabajo.
    RePEc:col:000123:009190.

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  2812. Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal. (2007). Gonzalez-Garcia, Jesus ; Gaytan, Alejandro .
    In: Monetaria.
    RePEc:cml:moneta:v:xxx:y:2007:i:4:p:367-404.

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  2813. Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano. (2007). Díaz Quevedo, Oscar ; Oscar Diaz Q., ; Laguna, Marco .
    In: Monetaria.
    RePEc:cml:moneta:v:xxx:y:2007:i:4:p:331-366.

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  2814. Another Pass-Through Bites the Dust? Oil Prices and Inflation. (2007). De Gregorio, Jose ; Landerretche, Oscar.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:417.

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  2815. Do real interest rates converge? Evidence from the European Union. (2007). Kontonikas, Alexandros ; gregoriou, andros ; Arghyrou, Michael.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2007/26.

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  2816. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses. (2007). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Josep Lluis Carrion-i-Silvestre, .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-019.

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  2817. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-025.

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  2818. STRUCTURAL CHANGE, COMPETITIVE BALANCE, AND THE REST OF THE MAJOR LEAGUES. (2007). Lee, Young Hoon ; Fort, Rodney.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:45:y:2007:i:3:p:519-532.

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  2819. STRUCTURAL BREAKS IN MILITARY EXPENDITURES: EVIDENCE FOR EGYPT, ISRAEL,JORDAN AND SYRIA. (2007). Abu-Qarn, Aamer ; Abu-Bader, Suleiman.
    In: Working Papers.
    RePEc:bgu:wpaper:0704.

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  2820. Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence. (2007). de Resende, Carlos.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-36.

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  2821. Long memory modelling of inflation with stochastic variance and structural breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-44.

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  2822. Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models. (2006). Basistha, Arabinda.
    In: Working Papers.
    RePEc:wvu:wpaper:06-02.

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  2823. Disaggregate evidence on the persistence of consumer price inflation. (2006). Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:5:p:563-587.

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  2824. Multiple Regime Shifts in Concurring and Dissenting Opinions on the U.S. Supreme Court. (2006). Smyth, Russell ; Narayan, Paresh.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:3:y:2006:i:1:p:79-98.

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  2825. Further evidence on the statistical properties of real GNP. (2006). Mayoral, Laura.
    In: Economics Working Papers.
    RePEc:upf:upfgen:955.

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  2826. Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test. (2006). Pahlavani, Mosayeb ; Harvie, Charles ; Saleh, Ali Salman.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp06-02.

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  2827. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0106.

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  2828. Economic growth in Latin America: structural breaks or fundamentals. (2006). Fuentes, Rodrigo ; Chumacero, Romulo.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:33:y:2006:i:2:p:141-154.

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  2829. The Threshold Effect of Exchange Rate Volatility on Trade Volume: Evidence from G-7 Countries. (2006). Zhang, Yanhong ; Gauger, Jean ; Chang, Hui.
    In: International Economic Journal.
    RePEc:taf:intecj:v:20:y:2006:i:4:p:461-476.

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  2830. A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change. (2006). Requena Silvente, Francisco ; Esteve, Vicente.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:13:y:2006:i:1:p:111-128.

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  2831. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:493.

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  2832. Stationarity and Major League Baseball Attendance Analysis. (2006). Lee, Young Hoon.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:7:y:2006:i:4:p:408-415.

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  2833. Testing for Parameter Stability in Dynamic Models Across Frequencies. (2006). Cubadda, Gianluca ; Candelon, Bertrand.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:82.

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  2834. Structural breaks, cointegration and B share discount in Chinese stock market. (2006). Zhang, Dayong ; Barassi, Marco ; Dickinson, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:70353.

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  2835. Consequences of price volatility in evaluating the benefits of liberalisation. (2006). BOUSSARD, Jean-Marc.
    In: MPRA Paper.
    RePEc:pra:mprapa:4467.

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  2836. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/02.

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  2837. Testing for Unit Roots in Nepalese Macroeconomic Data. (2006). Shrestha, Min ; Min Bahadur Shrestha, Ph. D., .
    In: NRB Economic Review.
    RePEc:nrb:journl:v:18:y:2006:p:1-19.

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  2838. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12697.

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  2839. Assessing the Sources of Changes in the Volatility of Real Growth. (2006). Krause Montalbert, Stefan ; Flores-Lagunes, Alfonso ; Cecchetti, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11946.

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  2840. THE RELATIONSHIP BETWEEN FEMALE LABOUR FORCE PARTICIPATION AND FERTILITY IN G7 COUNTRIES: EVIDENCE FROM PANEL COINTEGRATION AND GRANGER CAUSALITY. (2006). Smyth, Russell ; Nielsen, Ingrid ; Mishra, Vinod.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2006-13.

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  2841. The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices. (2006). Zhang, Chengsi ; Osborn, Denise ; Kim, Dong Heon.
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:0631.

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  2842. The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices. (2006). Zhang, Chengsi ; Osborn, Denise ; Kim, Dong Heon.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:78.

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  2843. Balanced growth and the great ratios: new evidence for the US and UK. (2006). Temple, Jonathan ; Jonathan R. W. Temple, ; Cliff L. F. Attfield, .
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:75.

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  2844. Reliving the 1950s: the big push, poverty traps, and takeoffs in economic development. (2006). Easterly, William.
    In: Journal of Economic Growth.
    RePEc:kap:jecgro:v:11:y:2006:i:4:p:289-318.

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  2845. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?. (2006). Kočenda, Evžen ; Jiménez-Rodríguez, Rebeca ; Égert, Balázs.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:39:y:2006:i:1:p:85-103.

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  2846. On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence. (2006). Siliverstovs, Boriss ; Kholodilin, Konstantin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:226:y:2006:i:3:p:234-259.

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  2847. Disaggregate evidence on the persistence of consumer price inflation. (2006). Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:5:p:563-587.

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  2848. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. (2006). Mayoral, Laura ; Gadea, María.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:1:a:2.

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  2849. Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis. (2006). Angelov, Nikolay.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_011.

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  2850. Determining the number of breaks in a piecewise linear regression model. (2006). Strikholm, Birgit.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0648.

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  2851. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0630.

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  2852. Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004). (2006). Andrade, João.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2006-04.

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  2853. Saturation in Autoregressive Models. (2006). Santos, Carlos ; Hendry, David.
    In: Notas Económicas.
    RePEc:gmf:journl:y:2006:i:24:p:8-19.

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  2854. The Lucas critique and the stability of empirical models. (2006). Surico, Paolo ; Lubik, Thomas.
    In: Working Paper.
    RePEc:fip:fedrwp:06-05.

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  2855. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-09.

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  2856. Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market. (2006). Zhang, Dayong ; Barassi, Marco ; Dickinson, David.
    In: EcoMod2006.
    RePEc:ekd:002721:272100108.

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  2857. The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models. (2006). Önder, A. Özlem.
    In: Working Papers.
    RePEc:ege:wpaper:0602.

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  2858. Monetary policy, stock returns and inflation. (2006). Du, Ding.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:58:y:2006:i:1:p:36-54.

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  2859. International transmission of inflation among G-7 countries: A data-determined VAR analysis. (2006). Yang, Jian ; Guo, Hui ; Wang, Zijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2681-2700.

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  2860. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market. (2006). Chang, Tsangyao ; Caudill, Steven B.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:1:p:57-67.

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  2861. Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

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  2862. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cunado, Juncal ; Gomezbiscarri, Javier.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:3:p:261-278.

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  2863. Estimating restricted structural change models. (2006). Qu, Zhongjun ; Perron, Pierre.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:2:p:373-399.

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  2864. The joint determination of the number and the type of structural changes. (2006). Wang, Zijun.
    In: Economics Letters.
    RePEc:eee:ecolet:v:93:y:2006:i:2:p:222-227.

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  2865. Threshold cointegration and nonlinear adjustment between goods and services inflation in the United States. (2006). Gil-Pareja, Salvador ; Esteve, Vicente ; Llorca-Vivero, Rafael ; Martinez-Serrano, Jose Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:6:p:1033-1039.

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  2866. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
    In: Working Papers.
    RePEc:ecl:upafin:06-6.

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  2867. Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II. (2006). Waldenström, Daniel ; Frey, Bruno.
    In: CREMA Working Paper Series.
    RePEc:cra:wpaper:2006-27.

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  2868. Modelling autoregressive processes with a shifting mean. (2006). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
    In: Borradores de Economia.
    RePEc:col:000094:003230.

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  2869. Inflación y dinero en Colombia: otro modelo P-estrella. (2006). Posada, Carlos ; Melo-Velandia, Luis ; Gonzalez, Andres.
    In: Borradores de Economia.
    RePEc:col:000094:002851.

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  2870. The Euro and Inflation Uncertainty in the European Monetary Union. (2006). Kontonikas, Alexandros ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1842.

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  2871. Macroeconomic Instability in the European Monetary System?. (2006). Sosvilla-Rivero, Simon ; Moraleszumaquero, Amalia.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2006_06.

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  2872. Policy-Induced Mean Reversion in the Real Interest Rate?. (2006). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:0601.

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  2873. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-064.

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  2874. Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope. (2006). Perron, Pierre ; Kim, Dukpa.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-063.

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  2875. Testing for Multiple Structural Changes in Cointegrated Regression Models. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-051.

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  2876. Roles of Technology and Nontechnology Shocks in the Business Cycles. (2006). Watanabe, Shingo.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:06-e-11.

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  2877. Testing for Parameter Stability in Dynamic Models across Frequencies*. (2006). Cubadda, Gianluca ; Candelon, Bertrand.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:68:y:2006:i:s1:p:741-760.

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  2878. Modelling autoregressive processes with a shifting mean. (2006). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:420.

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  2879. Inflación y dinero en Colombia: otro modelo P-estrella. (2006). Posada, Carlos ; Melo-Velandia, Luis ; Gonzalez, Andres.
    In: Borradores de Economia.
    RePEc:bdr:borrec:418.

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  2880. Inflation Dynamics in Mexico: A Characterization Using the New Phillips Curve.. (2006). Ramos Francia, Manuel ; Ramosfrancia, Manuel ; Garcia, Alberto Torres .
    In: Working Papers.
    RePEc:bdm:wpaper:2006-15.

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  2881. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2006). Capistrán, Carlos.
    In: Working Papers.
    RePEc:bdm:wpaper:2006-14.

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  2882. Inflation Dynamics in Latin America. (2006). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramosfrancia, Manuel.
    In: Working Papers.
    RePEc:bdm:wpaper:2006-11.

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  2883. Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach. (2006). Jesus R. Gonzalez Garcia, .
    In: Working Papers.
    RePEc:bdm:wpaper:2006-06.

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  2884. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0617.

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  2885. Trend-Cycle Correlation, Drift Break and the Estimation of Trend and Cycle in Canadian GDP. (2005). Basistha, Arabinda.
    In: Working Papers.
    RePEc:wvu:wpaper:05-07.

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  2886. Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries. (2005). Marashdeh, Hazem ; Wilson, E. J..
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-22.

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  2887. ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis. (2005). Shrestha, Min ; Chowdhury, Khorshed.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-15.

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  2888. Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data. (2005). Shrestha, Min ; Chowdhury, Khorshed.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-06.

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  2889. Banking sector strength and the transmission of currency crises. (2005). Candelon, Bertrand.
    In: Research Memorandum.
    RePEc:unm:umamet:2005022.

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  2890. Testing the Null of Cointegration with Structural Breaks. (2005). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: DEA Working Papers.
    RePEc:ubi:deawps:10.

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  2891. Declining output volatility in Germany: impulses, propagation, and the role of monetary policy. (2005). Fritsche, Ulrich ; Kuzin, Vladimir.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:21:p:2445-2457.

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  2892. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:127.

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  2893. After 9/11. (2005). Sandler, Todd ; Enders, Walter.
    In: Journal of Conflict Resolution.
    RePEc:sae:jocore:v:49:y:2005:i:2:p:259-277.

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  2894. Long-term Patterns in Australia’s Terms of Trade. (2005). Kearns, Jonathan ; Gillitzer, Christian.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2005-01.

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  2895. A new look at the Feldstein-Horioka puzzle: an European-Regional perspective. (2005). Maurel, Mathilde ; Héricourt, Jérôme.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:j05070.

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  2896. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy. (2005). Fritsche, Ulrich ; Kuzin, Vladimir.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:70.

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  2897. Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR. (2005). DeSantis, Massimiliano .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:62.

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  2898. The Taylor Rule and Opportunistic Monetary Policy. (2005). Enders, Walter ; Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12301.

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  2899. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_012.

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  2900. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

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  2901. Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions. (2005). Teräsvirta, Timo ; Strikholm, Birgit.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0578.

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  2902. A new look at the Feldstein-Horioka puzzle: an European-regional perspective. (2005). Maurel, Mathilde ; Héricourt, Jérôme.
    In: Post-Print.
    RePEc:hal:journl:halshs-00196383.

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  2903. Trend breaks, long-run restrictions, and the contractionary effects of technology improvements. (2005). Fernald, John.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-21.

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  2904. The unemployment structure of the US states. (2005). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus ; Montanes, Antonio .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:848-868.

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  2905. Contagion and impulse response of international stock markets around the 9-11 terrorist attacks. (2005). Mun, Kyung-Chun .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2005:i:1:p:48-68.

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  2906. Beware of breaks in exchange rates: Evidence from European transition countries. (2005). Kočenda, Evžen.
    In: Economic Systems.
    RePEc:eee:ecosys:v:29:y:2005:i:3:p:307-324.

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  2907. Small sample properties of forecasts from autoregressive models under structural breaks. (2005). Timmermann, Allan ; Pesaran, Mohammad.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217.

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  2908. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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  2909. The power of tests of predictive ability in the presence of structural breaks. (2005). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:1:p:1-31.

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  2910. Evidence on structural changes in U.S. time series. (2005). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:3:p:391-422.

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  2911. A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003. (2005). Shrestha, Min ; Chowdhury, K..
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:2_4.

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  2912. Granger Causality of the Inflation-Growth Mirror in Accession Countries. (2005). Nakov, Anton ; Gillman, Max.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4845.

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  2913. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Carmona, Carlos Capistran .
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt6v28v0b6.

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  2914. INVESTIGATING OKUNs LAW BY THE STRUCTURAL BREAK WITH THRESHOLD APPROACH: EVIDENCE FROM CANADA. (2005). Chang, Ya-Kai ; Huang, Ho-Chuan.
    In: Manchester School.
    RePEc:bla:manchs:v:73:y:2005:i:5:p:599-611.

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  2915. UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0502.

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  2916. The Present Value Model, Farmland Prices and Structural Breaks. (2005). Westerlund, Joakim ; Gutierrez, Luciano ; Erickson, Kenneth.
    In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
    RePEc:ags:eaae05:24702.

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  2917. Analysis of Multiple Structural Breaks in Relative Farm Prices in the United States, 1913-2003. (2005). Miljkovic, Dragan ; Jin, Hyun.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19118.

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  2918. Validating multiple structural change models : A case study. (2004). Zeileis, Achim ; Kleiber, Christian.
    In: Technical Reports.
    RePEc:zbw:sfb475:200434.

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  2919. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

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  2920. Hail to the Chief! Leadership and Structural Change in the Level of Consensus on the High Court of Australia. (2004). Smyth, Russell ; Narayan, Paresh.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:1:y:2004:i:2:p:399-427.

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  2921. A LONG-RUN ANALYSIS OF DEFENCE SPENDING IN THE NATO COUNTRIES (1960-99). (2004). Perez-Fornies, Claudia ; Pardos, Eva ; Gadea, María ; CLAUDIA PÉREZ-FORNIÉS, .
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:15:y:2004:i:3:p:231-249.

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  2922. Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density. (2004). Boutahar, Mohamed ; JOUINI, Jamel ; AHAMADA, IBRAHIM.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:10:p:1095-1101.

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  2923. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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  2924. The Declining Equity Premium: What Role Does Macroeconomic Risk Play?. (2004). Ludvigson, Sydney ; Lettau, Martin.
    In: 2004 Meeting Papers.
    RePEc:red:sed004:644.

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  2925. Tests de ruptures : une application au PIB tendanciel français. (2004). LE BIHAN, Hervé.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2004_num_163_2_7349.

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  2926. Working Paper 94. (2004). Grech, Harald .
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:94:b:1.

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  2927. What Do German Short-Term Interest Rates Tell Us About Future Inflation?. (2004). Grech, Harald .
    In: Working Papers.
    RePEc:onb:oenbwp:94.

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  2928. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10376.

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  2929. Measuring trend growth: how useful are the great ratios?. (2004). Temple, Jonathan ; Attfield, Cliff.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:101.

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  2930. Econometric Computing with HC and HAC Covariance Matrix Estimators. (2004). Zeileis, Achim.
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:11:i10.

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  2931. Downward Nominal Wage Flexibility: Real or Measurement Error?. (2004). .
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1327.

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  2932. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

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  2933. Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales. (2004). Esteve, Vicente.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:19:y:2004:i:1:p:3-29.

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  2934. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis. (2004). Khallouli, Wajih ; Essaadi, Essahbi ; Jouini, Jamel.
    In: Post-Print.
    RePEc:hal:journl:halshs-00201220.

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  2935. Improving forecast accuracy by combining recursive and rolling forecasts. (2004). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-10.

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  2936. Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1627.

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  2937. Are real interest rates really nonstationary? New evidence from tests with good size and power. (2004). Rapach, David E..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:26:y:2004:i:3:p:409-430.

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  2938. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Eizaguirre, Juncal Cunado ; Hidalgo, Fernando Perez de Gracia, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:7:p:1745-1773.

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  2939. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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  2940. Structurally Sound Dynamic Index Futures Hedging. (2004). Kofman, Paul ; McGlenchy, Patrick .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:80.

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  2941. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp04-013.

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  2942. Inflation persistence during periods of structural change: an assessment using Greek data. (2004). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004370.

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  2943. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp433.

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  2944. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  2945. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
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