## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C2: Single Equation Models; Single Variables**

/ / / C20: General

/ / / C21: Cross-Sectional Models; Spatial Models; Treatment Effect Models

/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes

/ / / C23: Models with Panel Data; Spatio-temporal Models

/ / / C24: Truncated and Censored Models; Switching Regression Models

/ / / C25: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

/ / / C26: Instrumental Variables (IV) Estimation

/ / / C29: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Commercial Property Price Indexes and the System of National Accounts**

*by*Diewert, Erwin & Fox, Kevin J.

**Alternative Approaches to Commercial Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*Diewert, Erwin

**Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI**

*by*Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*W. Erwin Diewert & Kevin J. Fox

**Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013**

*by*Costas Milas

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**A Minimax Bias Estimator for OLS Variances under Heteroskedasticity**

*by*Ahmed, Mumtaz & Zaman, Asad

**An Empirical Test of Money Demand in Thailand from 1993 to 2012**

*by*Jiranyakul, Komain & Opiela, Timothy

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**An Empirical Investigation of sectoral-Level Capital Investments in New Zealand**

*by*Weshah Razzak

**New Zealand Labour Market Dynamics: Pre- and Post-global Financial Crisis**

*by*Weshah Razzak

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger

**Public-Private Sector Wage Differentials by Type of Contract: Evidence from Spain**

*by*Ramos, Raul & Sanromá, Esteban & Simón, Hipólito

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle

**Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**The Effect of Income on Obesity among Canadian Adults**

*by*Koffi-Ahoto Kpelitse & Rose Anne Devlin & Sisira Sarma

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Discriminating between fractional integration and spurious long memory**

*by*Niels Haldrup & Robinson Kruse

**An Empirical Study of Sectoral-Level Investments in New Zealand**

*by*W.A. Razzak

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**ECB Reaction Functions and the Crisis of 2008**

*by*Stefan Gerlach & John Lewis

**Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models**

*by*Musa Y.

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**News sentiment and the investor fear gauge**

*by*Smales, Lee A.

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Government debt dynamics and the global financial crisis: Has anything changed in the EA12?**

*by*Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**IPO waves and the issuance process**

*by*Boeh, Kevin & Dunbar, Craig

**Quantification and Costing of Domestic Electricity Generation for Armidale, New South Wales, Australia Utilising Micro Wind Turbines**

*by*Yasser Maklad

**A Seasonal Analysis of Potential Wind Power for Armidale NSW, Australia**

*by*Yasser Maklad & Rex Glencross-Grant

**Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects**

*by*Kien C Tran

**Statistical versus economic output gap measures: evidence from Mongolia**

*by*Julia Bersch & Tara M. Sinclair

**The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations**

*by*Kuang-Liang Chang & Ming-Hui Yen

**A new test for the Box-Cox transformation model: An analysis of length of hospital stay for diabetes patients in Japan**

*by*Kazumitsu Nawata & Koichi Kawabuchi

**If you call it a wave: system parameters of merger waves - a wave pattern analysis**

*by*Jan-Moritz Hohn

**The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach**

*by*Khaled GUESMI & Salma FATTOUM

**Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration**

*by*Arcade Ndoricimpa & Esther Leah Achandi

**BRICS countries: real interest rates and long memory**

*by*Cleomar Gomes da Silva & Flávio Vilela Vieira

**Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?**

*by*Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar

**What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration**

*by*Alexander Ludwig

**Applications of Random Set Theory in Econometrics**

*by*Ilya Molchanov & Francesca Molinari

**Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis**

*by*Francesco PAOLONE

**A Nonstandard Empirical Likelihood for Time Series**

*by*Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N.

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume**

*by*Michalon, Karine

**L'accès aux soins des populations modestes en France : études micro-économétriques des comportements de recours à la complémentaire santé et aux soins**

*by*Guthmuller, Sophie

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors**

*by*Kaspar Wüthrich

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Why Do Shoppers Use Cash? Evidence from Shopping Diary Data**

*by*Wakamori, Naoki & Welte, Angelika

**Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds**

*by*Gabriella Legrenzi & Costas Milas

**A Note on the Extent of US Regional Income Convergence**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**The effectiveness of R&D support in Italy. Some evidence from matching methods**

*by*Aiello, Francesco

**New Zealand Labour Market Dynamics Pre- and post-global financial crisis**

*by*Razzak, Weshah

**An Empirical Study of Sectoral-Level Capital Investments in New Zealand**

*by*Razzak, Weshah

**Intergenerational Persistence of Industry of Employment in India**

*by*Nandi, Tushar K.

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Human Capital and Poverty in Pakistan: Evidence from the Punjab Province**

*by*Ali, Sharafat & Ahmad, Najid

**Gasoline price as social phenomenon**

*by*Kossov, Vladimir & Kossova, Elena

**Reverse causality in the R&D – patents relationship: an interpretation of the innovation persistence**

*by*Baraldi, Anna Laura & Cantabene, Claudia & Perani, Giulio

**A Historical Overview of Joint Stock Company Births in Greece (1830-1909): Coincidence, causality and determinants**

*by*Pepelasis, Ioanna Sapfo & Emmanouilidi, Elpianna

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index**

*by*Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Policy Determinants of School Outcomes Under Model Uncertainty: Evidence from South Africa**

*by*Thomas Laurent & Fabrice Murtin & Geoff Barnard & Dean Janse van Rensburg & Vijay Reddy & George Frempong & Lolita Winnaar

**A note on the extent of US regional income convergence**

*by*Mark J. Holmes & Jesus Otero & Theodore Panagiotidis

**Cross Sections Are History**

*by*Easterlin, Richard A.

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogota**

*by*Joao De Mello & Daniel Mejia Londono & Lucia Suarez

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Nawata, K. & McAleer, M.J.

*by*Kazumitsu Nawata & Michael McAleer

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain**

*by*Gabriel Pino & Juan de Dios Tena & Antoni Espasa

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogotá**

*by*Joao De Mello & Daniel Mejía & Lucía Suárez

**Bank Efficiency and Executive Compensation**

*by*Timothy King & Jonathan Williams

**Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes**

*by*Burcu Kapar & William Pouliot

**Macroeconomic effects of precautionary demand for oil**

*by*Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani

**Real-Time Out-of-Sample Exchange Rate Predictability**

*by*Onur Ince & Tanya Molodtsova

**Trade Liberalization, Technology Import And Employment: Evidence Of Skill Upgrading In The Tunisian Context**

*by*Zouhair MRABET & Lanouar CHARFEDDINE

**Macroeconomic Variables and the Dynamic Effect of Public Expenditure: Long-term Trend Analysis in Nigeria**

*by*Ajibola Arewa & Prince C. Nwakahma

**Aplicación de bicorrelación cruzada al rendimiento diario del precio del café**

*by*Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS**

*by*Arzdar Kiraci

**Social conformity and suicide**

*by*Bussu, Anna & Detotto, Claudio & Sterzi, Valerio

**Impact of volatility estimation method on theoretical option values**

*by*Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan

**The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico**

*by*Barros, Carlos Pestana & Williams, Jonathan

**Is economic growth good or bad for the environment? Empirical evidence from Korea**

*by*Baek, Jungho & Kim, Hyun Seok

**Further evidence of an Environmental Kuznets Curve in Spain**

*by*Sephton, Peter & Mann, Janelle

**Persistence and non-linearity in US unemployment: A regime-switching approach**

*by*Cevik, Emrah Ismail & Dibooglu, Sel

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds**

*by*Legrenzi, Gabriella & Milas, Costas

**The “probability of recession”: Evaluating probabilistic and non-probabilistic forecasts from probit models of U.S. recessions**

*by*Ratcliff, Ryan

**Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data**

*by*Xu, Zheng

**On discrete location choice models**

*by*Herger, Nils & McCorriston, Steve

**On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models**

*by*Lee, Taewook

**How reliable are household expenditures as a proxy for permanent income? Implications for the income–nutrition relationship**

*by*Gibson, John & Kim, Bonggeun

**Misspecification in allocative inefficiency: A simulation study**

*by*Kutlu, Levent

**Long memory and regime switching properties of current account deficits in the US**

*by*Chen, Shyh-Wei

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity**

*by*Jawadi, Fredj & Sousa, Ricardo M.

**Conditional Jump Dynamics in the Stock Prices of Alternative Energy Companies**

*by*Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu

**A panel cointegration analysis of the exchange rate pass-through**

*by*Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik

**Long-run relationship with shifts between Mexican current account revenues and expenditures**

*by*Daniel Ventosa-santaulària & Manuel Gómez-zaldívar & Lizet A Pérez

**Minimum LM unit root test with one structural break**

*by*Junsoo Lee & Mark C. Strazicich

**Financial development, threshold effects and convergence in developing and emerging countries**

*by*Jean-pierre Allegret & Sana Azzabi

**Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection**

*by*Alexander Ludwig

**A new estimator of the Box-Cox transformation model using moment conditions**

*by*Kazumitsu Nawata

**Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors**

*by*Frederique Bec & Marie Bessec

**Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis**

*by*Luis a. Gil-alana & Liang Jiang

**Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy**

*by*Gabriela OPAIT

**The Architecture of the Territorial Indexes through the Standardisation Method**

*by*Gabriela OPAIT

**Aproximaciones microeconómicas en la Teoría de los Lugares Centrales de Christaller**

*by*Luis Guillermo Becerra Valbuena

**Whose and What Chatter Matters? The Effect of Tweets on Movie Sales**

*by*Huaxia Rui & Yizao Liu & Andrew Whinston

**Assessing Multiple Prior Models of Behaviour under Ambiguity**

*by*Anna Conte & John D. Hey

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Organizational Innovation and its Link with Technological Innovation in SMEs: Empirical Evidence for Lower Normandy – France**

*by*Khadidja Benallou & Jean Bonnet & Mohammad Movahedi

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**Energy Supply and Climate Change in Nigeria**

*by*Akinyemi, Opeyemi & Ogundipe, Adeyemi & Alege, Philip

**Déséquilibres globaux, taux de change d’équilibre et modélisation stock-flux cohérente**

*by*Saadaoui, Jamel

**Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008**

*by*Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb

**Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation**

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

**Two Sample Tests for High Dimensional Covariance Matrices**

*by*Chen, Songxi

**Economic Growth and Public Healthcare Expenditure in Kenya (1982 - 2012)**

*by*Nyamwange, Mathew

**Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models**

*by*Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

**Research and Science Today Supplement No.1(3)/2012**

*by*Bădilă, Andreea Iuliana & Sucilă căs. Pahoni, Cipriana & Mihuţ, Cosmin & Filip, Dan Andrei & Ciubotaru, Iulian Marcel & Luca, Cătălin-Viorel & Mănescu, Alexandra Florina & Pipoș, Cristina & Popa (Lupu), Diana Gabriela & Dinu (Dragomir), Maria Magdalena & Petric, Paulian Timotei & Bran, Răzvan & Constantin, Veronica & Postăvaru, Gianina Ioana & Ciolan, Ioana Monica & Papuc, Valentin & Moșoi, Ștefan Cristian & Gheorghe, Anamaria Elena & Clucerescu (Tănase), Emilia Elena & Marin, Ştefan Claudiu & Ciorei, Mihaela Andreea & Mărcău, Flavius Cristian & Mihaela, Ruxanda & Marin, Camelia & Enescu, Camelia & Ealangi, Ionuț & Purcaru, Mihai & Pop, Alexandra Raluca & Bojincă, Moise

**Prediction for the 2012 United States Presidential Election using Multiple Regression Model**

*by*Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

**The need for global adoption and adaptation of International Financial Reporting Standards (IFRS): post Enron consequences and the restoration of confidence to capital markets following the 2008 financial and stock market crises**

*by*Ojo, Marianne

**DETERMINANTS de la pauvreté et genre des bénéficiaires de microfinance au Mali**

*by*Koloma, Yaya

**The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]**

*by*Alvi, Mohsin

**On the Empirics of China's Inter-regional Risk Sharing**

*by*Li, Jia

**Residual test for cointegration with GLS detrended data**

*by*Pierre Perron & Gabriel Rodriguez

**Toward a North American Security Perimeter? Assessing the Trade and FDI Impacts of Liberalizing 9/11 Security Measures**

*by*Patrick Georges & Marcel Mérette & Qi Zhang

**News, Non-Invertibility, and Structural VARs**

*by*Eric R. Sims

**Modelling Money Demand: Further Evidence from an International Comparison**

*by*Fredj Jawadi & Ricardo M. Sousa

**Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity**

*by*Fredj Jawadi & Ricardo M. Sousa

**Spurious Common Factors**

*by*Bettina Becker & Stephen G Hall

**Health Expenditures And Life Expectancy Around The World: A Quantile Regression Approach**

*by*Maksym Obrizan & George L. Wehby

**Partisan targeting of inter-governmental transfers & state interference in local elections: evidence from Spain**

*by*Marta Curto-Grau & Albert Solé-Ollé & Pilar Sorribas-Navarro

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**The Linkage between Outcome Differences in Cotton Production and Rural Roads Improvements - A Matching Approach**

*by*Christian K.M. Kingombe

**Labour Market and Fiscal Policy**

*by*Christian K.M. Kingombe & Salvatore di Falco

**The impact of inter-municipal cooperation on local public spending?**

*by*Quentin Frère & Matthieu Leprince & Sonia Paty

**Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession**

*by*Laurent Ferrara & Clément Marsilli

**Conditional stochastic dominance tests in dynamic settings**

*by*Jose Olmo & Jesus Gonzalo

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Strategic Interactions in Environmental Regulation Enforcement: Evidence fromChinese Provinces**

*by*Mary-Françoise RENARD & Hang XIONG

**Ideas Production in Emerging Economies**

*by*Luintel, Kul B & Kahn, Mosahid

**To misreport or not to report? The measurement of household financial wealth**

*by*Andrea Neri & Maria Giovanna Ranalli

**Why Do Shoppers Use Cash? Evidence from Shopping Diary Data**

*by*Naoki Wakamori & Angelika Welte

**Partisan targeting of inter-governmental transfers & state interference in local elections: evidence from Spain**

*by*Marta Curto-Grau (Universitat de Barcelona) & Albert Sole-Olle (Universitat de Barcelona) & Pilar Sorribas-Navarro(Universitat de Barcelona)

**Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors**

*by*Eric Hillebrand & Tae-Hwy Lee

**Unit roots, nonlinearities and structural breaks**

*by*Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov

**An Empirical Investigation of External Debt - Military Expenditure Nexus in Bangladesh**

*by*Khalid ZAMAN & Qazi Shujaat MAHMOOD & Muhammad Mushtaq KHAN & Awais RASHID & Mehboob AHMAD

**The impact of real exchange rate volatility on economic growth: Kenyan evidence**

*by*Danson Musyoki & Ganesh P. Pokhariyal

**Modeling Regional Labour Supply in Romania**

*by*Rotaru Paul Costel

**Opportunities for Using Alternative Energy Resources and Models for Estimating the Fair Value of a Green Energy System**

*by*Din Alina-Valentina & Diaconu Mihaela

**Predicción de la inflación en México con modelos desagregados por componente**

*by*Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena

**No cohort left behind?**

*by*Babcock, Philip & Bedard, Kelly & Schulte, Jennifer

**The Feldstein-Horioka Puzzle and Spurious Ratio Correlation**

*by*Chu, Kam Hon

**Adverse event rates as measures of hospital performance**

*by*Hauck, Katharina & Zhao, Xueyan & Jackson, Terri

**Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007**

*by*Esteve, Vicente & Tamarit, Cecilio

**Model selection in the presence of nonstationarity**

*by*Kim, Jae-Young

**A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters**

*by*Guggenberger, Patrik

**On the expenditure-dependence of children’s resource shares**

*by*Menon, Martina & Pendakur, Krishna & Perali, Federico

**Jointly testing linearity and nonstationarity within threshold autoregressions**

*by*Pitarakis, Jean-Yves

**Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia**

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Measurement of excess bidding in auctions**

*by*Ferona, Angeliki & Tsionas, Efthymios G.

**Perfect classifiers in partial observability bivariate probit**

*by*Poirier, Dale J.

**Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?**

*by*Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

**A note on the relation between local power and robustness to misspecification**

*by*Guggenberger, Patrik

**Specification tests and tests for overidentifying restrictions in panel data models with selection**

*by*Semykina, Anastasia

**A Hausman test for non-ignorability**

*by*Bücker, Michael & Krämer, Walter & Arnold, Matthias

**Toward a North American Security Perimeter? Assessing the trade, FDI, and welfare impacts of liberalizing 9/11 security measures**

*by*Georges, Patrick & Mérette, Marcel

**Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS**

*by*Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong

**Spatial random utility model with an application to recreation demand**

*by*Smirnov, Oleg A. & Egan, Kevin J.

**Simulating and calibrating diversification against black swans**

*by*Hyung, Namwon & de Vries, Casper G.

**Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula**

*by*Vandna Jowaheer & Nafeessah Z. B. Ameerudden

**On the Performance of Foreign Direct Investment in China: 1981-2004**

*by*Mingming Jiang

**Quantiles autocorrelation in stock markets returns**

*by*Paulo Sergio Ceretta & Marcelo Brutti Righi & Alexandre Silva Da costa & Fernanda Maria Muller

**A note on the uncertain trend in US real GNP: Evidence from robust unit root tests**

*by*Olivier Darné & Amélie Charles

**Does noncausality help in forecasting economic time series?**

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