Macroprudential Policy, Central Banks and Financial Stability: Evidence from China

Klingelhöfer, Jan / Sun, Rongrong

Journal of International Money and Finance (forthcoming)

Rationality Tests in the Presence of Instabilities in Finite Samples

El-Shagi, Makram

Economic Modelling (forthcoming)

What Can We Learn from Country Level Liquidity in the EMU?

El-Shagi, Makram / Logan, Kelly J.

Journal of Financial Stability (forthcoming)

When Does Monetary Measurement Matter (Most)?

El-Shagi, Makram

Macroeconomic Dynamics (forthcoming)

A Simple Estimator for Smooth Local Projections

El-Shagi, Makram

Applied Economics Letters (forthcoming)

The Impact of Inequality and Redistribution on Growth

El-Shagi, Makram / Shao, Mingliang

Review on Income and Wealth (forthcoming)





Lobbying and Elections

Klingelhöfer, Jan

Bulletin of Economic Research, Vol. 71(1), January 2019, pp. 1-17





The Joint Dynamics of Sovereign Ratings and Government Bond Yields

El-Shagi, Makram / von Schweinitz, Gregor

Journal of Banking and Finance, Vol. 97, December 2018, pp. 198-218

Directional Accuracy of Urban Consumers’ Inflation Forecasts in China of Urban Consumers’ Inflation Forecasts in China

Ahn, Young Bin

Emerging Markets Finance and Trade, Vol. 54(6), pp. 1414-1424, 2018

A Narrative Indicator of Monetary Conditions in China

Sun, Rongrong

International Journal of Central Banking, Vol. 14(4), September 2018

Relationship between Oil Price and Exchange Rate by FDA and Copula 

Kim, Jong-Min / Jung, Hojin

Applied Economics, Vol. 50 (22), pp. 2486-2499, 2018

Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates

Kim, Jong-Min / Jung, Hojin

The Energy Journal, Vol. 39 (2), pp. 233-258, April 2018

Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing

Kim, Jong-Min / Jung, Hojin

Journal of Forecasting, Vol. 37 (3), pp. 269-280, April 2018

Exporters in cross section: direct vs. intermediated trade

Wang, Qianqian / Gibson, Mark J.

Review of International Economics, Vol. 26 (1), pp. 84-95, 2018




Household Characteristics and the Change of Financial Risk Tolerance during the Financial Crisis in the US

Chiang, Tsun-Feng / Xiao, Jing Jian

International Journal of Consumer Studies, Vol. 41 (5) September 2017, pp. 484-493

Does an Economically Active Population Matter in Housing Price?

Choi, Changkyu / Jung, Hojin

Applied Economics Letters, Vol. 24 (15) 2017, pp. 1061-1064

Dealing with Small Sample Bias in Post-Crisis Samples

El-Shagi, Makram

Economic Modelling, Vol. 65 September 2017, pp. 1-8

For They Know Not What They Do – Monetary Policy During the Great Moderation

El-Shagi, Makram / Kelly, Logan J.

Applied Economics Letters, Vol. 24 (10) 2017, pp. 717-721

Empirics on the long-run effects of building energy codes in the housing market

El-Shagi, Makram / Michelsen, Claus / Rosenschon, Sebastian

Land Economics, Vol. 93(4) November 2017, pp. 585-607

Does the Confucius Institute Network Impact Cultural Distance? A Panel Data Analysis of Cross-Border Flows in and out of China

Ghosh, Sucharita / Lien, Donald and Yamarik, Steven

Asian Economic Journal, Vol. 31(3) 2017, pp. 299–323

The Negative Consequences of School Bullying on Academic Performance and Mitigation through Female Teacher Participation: Evidence from Ghana

Kibriya, Shahriar / Xu, Zhicheng / Zhang, Yu

Applied Economics, Vol. 49 (25) 2017, pp. 2480-2490

A New Generalized Volatility Proxy via the Stochastic Volatility Model

Kim, Jong-Min / Jung, Hojin / Qin, Li

Applied Economics, Vol. 49 (23) 2017, pp. 2259-2268

Can Asymmetric Conditional Volatility Imply Asymmetric Tail Dependence?

Kim, Jong-Min / Jung, Hojin

Economic Modelling, Vol. 64 August 2017, pp. 409-418