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Faculty of Economics

C32

Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models


Title AuthorsYearJEL Codes
European Gas Markets, Trading Hubs, and Price Formation: A Network PerspectiveWoroniuk, D., Karam, A., Jamasb, T.[2019]C32 F18 Q43 Q47 Q48
Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local ExplosivityAhmed, M. F. and Satchell, S.[2019]C22 C32 C53
Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term StructureLloyd, S. P.[2017]C32 C58 E43 E47 G12
Oil Prices and the Global Economy: Is It Different This Time Around?Mohaddes, K. and Pesaran, M. H.[2016]C32 E17 E32 F44 F47 O51 Q43
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?Cashin, P., Mohaddes, K. and Raissi, M.[2016]C32 E32 F44 O53
The U.S. Oil Supply Revolution and the Global EconomyMohaddes, K. and Raissi, M.[2016]C32 E17 F44 F47 O13 Q43
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market PredictabilityHong, S. Y., Linton, O. and Zhang, H. J.[2015]C10 C32 G10 G12
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual AnalysisMohaddes, K. and Pesaran, M.[2015]C32 E17 F44 F47 O53 Q43
Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical EvidenceBibinger, M., Hautsch, N., Malec , P. and Reiss, M.[2014]C58 C14 C32
Multivariate Variance Ratio StatisticsHong, S. Y., Linton, O. and Zhang , H. J.[2014]C10 C32 G10 G12
Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIsMuijsson, C.[2014]C320 F360 F370 G210
Fair Weather or Foul? The Macroeconomic Effects of El NiñoCashin, P., Mohaddes, K. and Raissi, M. .[2014]C32 E17 E32 F44 F47 Q11 Q41
Theory and Practice of GVAR ModelingChudik, A. and Pesaran, H.[2014]C32 E17
The Global Impact of the Systemic Economies and MENA Business CyclesCashin, P., Mohaddes, K. and Raissi, M.[2012]C32 E17 E32 F44 O53 Q41
The Differential Effects of Oil Demand and Supply Shocks on the Global EconomyCashin, P., Mohaddes, K., Raissi, M. and Raissi, M.[2012]C32 E17 F44 F47 Q41
An Empirical Growth Model for Major Oil ExportersEsfahani, H., Mohaddes, K. and Pesaran, M. H.[2012]C32 C53 E17 F43 F47 Q32
Exponent of Cross-sectional Dependence: Estimation and InferenceBailey, N., Kapetanios, G. and Pesaran, M. H.[2012]C21 C32
The role of credit in international business cyclesXu, T.[2012]C32 G21 E44 E32
Oil Prices, External Income, and Growth: Lessons from JordanMohaddes, K. and Raissi, M.[2011]C32 C53 E17 F43 F47 Q32
China's Emergence in the World Economy and Business Cycles in Latin AmericaCesa-Bianchi, A., Pesaran, M., Rebuccih, . A. and Xu, T.[2011]C32 F44 E32 O54

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