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Notes, Comments and Preliminary results |
| Jun 30 2025 |
Guivis Nkemgha , Ulrich Kevin Kamwa and Elsa Tajeussong |
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Linking energy shocks and bank performance in developing countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Biagio Rosso |
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Notes on inflationary news and the equity premium puzzle in a two-asset incomplete-markets model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2025 |
Adil Mohommad and Mehdi Raissi |
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The long run effects of commodity price volatility on growth and inflation: A cross-country panel estimation |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Louis-Joel Basneouinde Diendere , Achille Augustin Diendere and Jude Comlanvi Eggoh |
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Intra-Industry trade and its effects on business cycle synchronization in ECOWAS: An empirical analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Marcelo Arbex , Marcio Correa and Marcos Magalhaes |
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The economic implications of corruption dynamics |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Marco A Kerbeg , Mathias S Tessmann , Gustavo C Haase and Thiago T Lourenço |
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The effects of interest rates on the BRICS exchange rate: a 2SLS approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Yoonseok Choi |
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The effects of government spending in a model with a borrowing constraint |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2024 |
Avichai Snir , Daniel Levy , Dudi Levy and Haipeng Allan Chen |
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Price Gauging or Market Forces? Fairness Perceptions of Price Hikes during the Pandemic |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Mardoqueo Arteaga |
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Credit market expectations and the business cycle: evidence from a textual analysis approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2024 |
Flavio V Vieira and Cleomar Gomes da Silva |
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Global inflation before and after the covid-19 pandemic: a panel data approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2024 |
Kuo-Hsuan Chin and Xin-Hua Zheng |
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Stability of Phillips Curve: The case of Taiwan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Gabriel Caldas Montes and Pedro Salgado |
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Economic policy uncertainties and business confidence in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2023 |
Elguellab Ali and Ezzahid Elhadj |
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The granularity of the manufacturing sector : insights from a developing economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Refk Selmi |
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Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Noritaka Kudoh and Hiroaki Miyamoto |
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Time aggregation and unemployment volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Jamilu Iliyasu , Aliyu R Sanusi and Suleiman O Mamman |
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Testing for explosive behavior in relative inflation measures: Implications for monetary policy under uncertainty |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Adonias Costa Filho |
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Trend inflation in Brazil |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Christian Pierdzioch |
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A bootstrap test of the time-varying efficiency of German growth forecasts |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Riccardo Tilli , Paolo D'Imperio and Cristiana Fiorelli |
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Fiscal policy response to the COVID-19 pandemic in the euro area |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2023 |
Karlyn Mitchell and Douglas K. Pearce |
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The Wall Street Journal panel of economists: How did they do in predicting economic growth in a time of pandemic? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Guglielmo Maria Caporale , Juan Infante , Luis Gil-Alana and Raquel Ayestaran |
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Inflation persistence in Europe: the effects of the covid-19 pandemic and of the Russia-Ukraine war |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Corey J.M. Williams |
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The evolution of inventory dynamics in a post-crisis economy |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Mamadou Michel Diakhate and Seydi Ababacar Dieng |
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Forecasting Senegalese quarterly GDP per capita using recurrent neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Jean-François Verne |
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Forecast the inflation rate in Lebanon: The use of the artificial neural networks method |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Riadh El Abed and Noura Harboub |
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Time varying causality between Economic policy uncertainty and stock prices in BRIC countries: A rolling-window bootstrap approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Marcelo E. A. Silva , Rafael Vasconcelos and Paulo Vaz |
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Expectations and firm dynamics: Aggregate versus idiosyncratic shocks in emerging economies. |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Pinar Sener , Fatma Didin Sonmez and Elvin Tigrel |
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The impact of economic policy uncertainty on corporate diversification: evidence from Latin american emerging economies |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Jongrim Ha |
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Role of Global Uncertainty: Evidence from COVID-19 Pandemic |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Emiliano Alvarez , Juan Gabriel Brida , Gaston Cayssials and Erick Limas |
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A dynamical explanation about price formation in illegal markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Mihai Mutascu and Alexandre Sokic |
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Revisiting the oil price and expected inflation in the U.S. - a wavelet approach |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Parijat Maitra |
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Inventories and business Cycles: The story of the last three decades |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Thierry Betti |
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Fiscal transfers in a two-level fiscal framework: stabilizing properties according to the fiscal instrument |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Cássio R. A. Alves and Márcio P. Laurini |
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Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Yoonseok Choi |
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CES technology and comovement problem |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 20 2022 |
Binh Thai Pham |
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Sectoral consumer price synchronization: evidence from an emerging ASEAN economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Fahim Al Marhubi |
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Individualism and Inflation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 18 2021 |
Haryo Kuncoro , Gatot Nazir Ahmad and Dianta Sebayang |
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A textual analysis of central bank communication the case of Indonesia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Juan G Brida , Bibiana Lanzilotta and Lucia I Rosich |
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On the empirical relations between producers expectations and economic growth |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Riadh El Abed and Zouheir Mighri |
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Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 06 2021 |
Gürkan Bozma , Murat Akadg and Rahman Aydin |
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Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 18 2021 |
Désiré Avom , Brice Kamguia and Joseph Pasky Ngameni |
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Does volatility hinder economic complexity? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 18 2021 |
Idrys Fransmel Okombi |
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Non-Linear Response of Fiscal Policy to the Business Cycle: Empirical Evidence in Sub-Saharan Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Sam Devore and Eric Olson |
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The Surprising Stability Between Gas Prices and Expected Inflation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 24 2020 |
Baher Ahmed Elgahry |
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Regional and Interregional Business Cycle Comovement in Europe, Asia, and North America |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2020 |
Harry Aginta |
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Does the law of one price hold in 82 Indonesian cities? Evidence from club convergence approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 24 2020 |
Jéfferson A. Colombo and Martinho R. Lazzari |
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Same, but different? A state-level chronology of the 2014-2016 Brazilian economic recession and comparisons with the GFC and (early data on) COVID-19 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 18 2020 |
Petar Sorić |
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“Normal” growth of the Chinese economy: new metrics based on consumer confidence data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 07 2020 |
Hanako Ohmura |
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A New Measurement for Japanese Consumer Confidence Index |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 02 2020 |
Farid Makhlouf and Kamal Kasmaoui |
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Remittances and Business Cycle in Morocco |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2020 |
Gian Paulo Soave |
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International Drivers of Policy Uncertainty in Emerging Economies |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 23 2020 |
Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono |
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Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 10 2020 |
Murilo Silva and Sergio Da Silva |
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The Brazilian granular business cycle |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2020 |
Marcelo A Mello and Christiano A Coelho |
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Consumption, Leisure, and Cross-country Welfare Costs of Business Cycles |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2019 |
Yoonseok Choi |
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Government spending multipliers: New results from a model of naiveté |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 27 2019 |
Jean-François Verne and Carole Doueiry Verne |
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Chaos in Lebanese GDP: The Lorenz Attractor Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 31 2019 |
Andrew Phiri |
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Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do? |
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Abstract Contact Information Citation Full Text - Note |
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| May 31 2019 |
Matteo Foglia and Eliana Angelini |
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An explorative analysis of Italy banking financial stability |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 15 2019 |
Jamal Bouoiyour and Refk Selmi |
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How do futures contracts affect Bitcoin prices ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 25 2019 |
Vladimir Arčabić and Eric Olson |
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Estimates of okun's law using a new output gap measure |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 03 2019 |
Jesus Mendoza and Nathan Ashby |
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Mexican Migration Flows to the United States: The Impact of Business Cycles on Unauthorized Immigration to the United States |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 19 2019 |
Fernando H.P.S Mendes , João Frois Caldeira and Guilherme Valle Moura |
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Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle. |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 17 2018 |
Cleomar Gomes da Silva and Gilberto O. Boaretto |
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Inflation and Relative Price Variability in Brazil: A Time-Varying
Parameter Approach |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2018 |
Nidhaleddine Ben Cheikh , Younes Ben Zaied and Pascal Nguyen |
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Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach |
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Abstract Contact Information Citation Full Text - Note |
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| May 25 2018 |
Barış Soybilgen and Ege Yazgan |
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Nowcasting the New Turkish GDP |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2018 |
Sarra Majoul Smaili and Mohamed safouane Ben aissa |
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Exchange rate passthrough to domestic prices in some MENA countries |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2018 |
Gabriel Caldas Montes and Tatiana Acar |
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Fiscal credibility and disagreement in expectations about inflation: evidence for Brazil |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 09 2018 |
Na Zhang |
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Leasing and business cycles |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 21 2018 |
Ivan Mendieta-Muñoz |
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The dynamic effects of aggregate supply and demand shocks in the Mexican economy |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 04 2017 |
Idriss Fontaine |
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The heterogeneity of uncertainty shocks: evidence from France |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
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The relationship between Output Uncertainty and Economic Growth-Evidence from India |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2017 |
Zoundi Zakaria |
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Crude Oil Price Volatility and Domestic Price Responses in Developing Countries, Accounting for Asymmetry and Uncertainty |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2017 |
Riadh El Abed |
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On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Fernando Barros Jr , Francisco L Lima Filho and Diego M Silva |
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The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 31 2017 |
Afees A. Salisu , Kazeem O. Isah and Idris Ademuyiwa |
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Testing for asymmetries in the predictive model for oil price-inflation nexus |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 02 2017 |
Taro Ikeda |
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A fractal analysis of world stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2017 |
Umar Bala , Patchaya Songsiengchai and Lee Chin |
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Asymmetric behavior of exchange rate pass-through in Thailand |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2017 |
Angelo Salton and Regis A. Ely |
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Uncertainty and growth: evidence of emerging and developed countries |
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Abstract Contact Information Citation Full Text - Note |
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| May 25 2017 |
Siew-Voon Soon and Ahmad Zubaidi Baharumshah |
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Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective |
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Abstract Contact Information Citation Full Text - Note |
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| May 05 2017 |
Duc Hong Vo and Anh The Vo |
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Currency evaluation using a big mac index for Thailand – lessons for Vietnam |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 04 2017 |
Ya-Wen Lai |
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Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2017 |
Are Oust and Kjartan Hrafnkelsson |
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What is a housing bubble? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 22 2017 |
Antonio Ribba |
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What Drives US Inflation and Unemployment in the Long Run? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2017 |
Wilfredo Leiva Maldonado and Jussara Ribeiro |
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Construction of a dividend index with all the distributed revenues |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2017 |
Taro Ikeda |
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Fractal analysis revisited: The case of the US industrial sector stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 02 2016 |
Helder Ferreira de Mendonça and Roseli da Silva |
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Observing the influence of fiscal credibility on inflation: Evidence from an emerging economy |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 27 2016 |
Bala Dahiru Abdullahi |
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Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 26 2016 |
Andrea Vaona |
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The Classical Dichotomy fails in the Eurozone |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2016 |
Jiseob Kim |
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Why household debt held by Korean seniors is problematic: An international comparison |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2016 |
Daniel Melser |
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Prices over the business cycle: micro-level evidence from scanner data |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 03 2016 |
Jamal Bouoiyour and Refk Selmi |
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Bitcoin: a beginning of a new phase? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2016 |
Sediq Sameem and Kevin Sylwester |
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Unemployment and Homicides: Evidence from Individual Level U.S. Data |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2016 |
Jamal Bouoiyour , Refk Selmi , Aviral Kumar Tiwari and Olaolu Richard Olayeni |
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What drives Bitcoin price? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 14 2016 |
Torben Klarl |
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The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S. |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 24 2016 |
Najibullah Hassanzoy , Shoichi Ito , Hiroshi Isoda and Yuichiro Amekawa |
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A comparison of asymmetric price transmission from global to domestic markets between high and low quality grains: a case of Afghan rice markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 04 2016 |
Octavio Fernández-Amador , Martin Gächter and Friedrich Sindermann |
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Finance-augmented business cycles: A robustness check |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 26 2015 |
N'Yilimon Nantob |
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Income Inequality and Inflation in Developing Countries : An Empirical Investigation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 18 2015 |
Scott W Hegerty |
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Employment Cycle Co-Movements and Economic Integration Between Milwaukee and Chicago |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 13 2015 |
Md Rafayet Alam |
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Economic policy uncertainty in the US: Does it matter for Canada? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 13 2015 |
Steffen Ahrens and Matthias Hartmann |
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Cross-sectional evidence on state-dependent versus time-dependent price setting |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 20 2015 |
Keisuke Otsu and Florian Gerth |
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A neoclassical analysis of the Great Recession: a historical comparison |
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Abstract Contact Information Citation Full Text - Note |
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