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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Modeling with Large Data Sets
/ / / C57: Econometrics of Games
/ / / C58: Financial Econometrics
/ / / C59: Other

This topic is covered by the following reading lists:
  1. Socio-Economics of Innovation
  2. SOEP based publications

Most recent items first, undated at the end.
  • 2014 A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications
    by Jones, A. M.; & Laporte, A.; & Rice, N.; & Zucchelli, E.;
  • 2014 The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia
    by Zuzana Brixiova & Balázs Égert & Thouraya Hadj Amor Essid
  • 2014 What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach
    by N. Kundan Kishor & James Morley
  • 2014 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Lardo Vassilios Babalos
  • 2014 What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?
    by Sahbi, Farhani & Shahbaz, Muhammad
  • 2014 Inflation Targeting and Public Deficit in Emerging Countries: A Time Varying Treatment Effect Approach
    by Kadria, Mohamed & Ben Aissa, Mohamed Safouane
  • 2014 An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy
    by Grech, Aaron George
  • 2014 Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study
    by Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M.
  • 2014 Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms
    by Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla
  • 2014 Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan
    by Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer
  • 2014 Forecasting conditional volatility on the RIN market using MS GARCH model
    by Kakorina, Ekaterina
  • 2014 An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth
    by Zareen, Shumaila & Qayyum, Abdul
  • 2014 Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models
    by Albis, Manuel Leonard F. & Mapa, Dennis S.
  • 2014 Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
    by Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.
  • 2014 The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach
    by Franco, Ray John Gabriel & Mapa, Dennis S.
  • 2014 Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records
    by Travaglini, Guido
  • 2014 On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
    by Albers, Scott
  • 2014 Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit
    by Albers, Scott
  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto
  • 2014 Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines
    by Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius
  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto
  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas
  • 2014 Do We Need New Modelling Approaches in Macroeconomics?
    by Claudia M. Buch & Oliver Holtemöller
  • 2014 Time-scale comovement between the Indian and world stock markets
    by Rahul Deora & Duc Khuong Nguyen
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by McAleer, M.J.
  • 2014 Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity
    by K. Sudhir & Nathan Yang
  • 2014 A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications
    by Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli
  • 2014 On the Practice of Lagging Variables To Avoid Simultaneity
    by W. Robert Reed
  • 2014 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
    by Kazumitsu Nawata & Michael McAleer
  • 2014 Do the drivers of loan dollarisation differ between cesee and Latin America? a meta-analysis
    by Mariya Hake & Fernando López-Vicente & Luis Molina
  • 2014 Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
    by Maxime Leboeuf & Louis Morel
  • 2014 Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries
    by Luboš Smrčka & Markéta Arltová
  • 2014 Do the Drivers of Loan Dollarization Differ between CESEE and Latin America? A Meta-Analysis
    by Mariya Hake & Fernando Lopez-Vicente & Luis Molina
  • 2014 The Influence of Education on Economic Growth
    by STEFAN CRISTIAN CIUCU & RALUCA DRAGOESCU
  • 2014 A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
    by Jochen Krause & Marc S. Paolella
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    by Richard A. Ashley & Kwok Ping Tsang
  • 2014 Bias-Correction in Vector Autoregressive Models: A Simulation Study
    by Tom Engsted & Thomas Q. Pedersen
  • 2014 Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    by Dennis Fok & Richard Paap & Philip Hans Franses
  • 2014 Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach
    by Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.
  • 2014 Realized volatility spillovers in the non-ferrous metal futures market
    by Todorova, Neda & Worthington, Andrew & Souček, Michael
  • 2014 Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
    by Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael
  • 2014 Granger-causality in quantiles between financial markets: Using copula approach
    by Lee, Tae-Hwy & Yang, Weiping
  • 2014 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
    by Kim, Jae-Young
  • 2014 Signs of impact effects in time series regression models
    by Pesaran, M. Hashem & Smith, Ron P.
  • 2014 Realized volatility transmission: The role of jumps and leverage effects
    by Souček, Michael & Todorova, Neda
  • 2014 Real-time estimation of the equilibrium real interest rate: Evidence from Japan
    by Umino, Shingo
  • 2014 Forecast combination for U.S. recessions with real-time data
    by Pauwels, Laurent & Vasnev, Andrey
  • 2014 Euro introduction: Has there been a structural change? Study on 10 European Union countries
    by Legrand, Romain
  • 2014 Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
    by Marcelo Griebeler
  • 2014 A comparison of different forecasting models of the international trade in India
    by Aviral Kumar Tiwari & Claudiu T Albulescu & Phouphet Kyophilavong
  • 2014 Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach
    by Manel Hamdi & Sami Mestiri
  • 2014 What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
    by Alexander Ludwig
  • 2014 Viewpoint: Boosting Recessions
    by Serena Ng
  • 2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    by Mehmet Balcilar & Rangan Gupta & Kevin Kotze
  • 2013 On Multivariate Prudence
    by Jouini, Elyès & Napp, Clotilde
  • 2013 Variance risk-premia in CO2markets
    by Chevallier, Julien
  • 2013 Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
    by Gürtler, Marc & Rauh, Ronald
  • 2013 Inter-format competition among retailers: The role of private label products in market delineation
    by Haucap, Justus & Heimeshoff, Ulrich & Klein, Gordon J. & Rickert, Dennis & Wey, Christian
  • 2013 A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs
    by Jones, A. M.; & Lomas, J.; & Moore, P.; & Rice, N.;
  • 2013 Exchange rate predictability
    by Barbara Rossi
  • 2013 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
    by Kazumitsu Nawata & Michael McAleer
  • 2013 Sources de revenu de retraite au Québec 2004 - 2030: une analyse de microsimulation
    by Clavet, Nicholas-James & Duclos, Jean - Yves & Fortin, Bernard & Marchand, Steeve
  • 2013 Stability pact and risk of pro-cyclical fiscal policy in Economic and Monetary Union countries: the case of UEMOA
    by Mamadou Diop
  • 2013 Trade Costs, Conflicts, and Defense Spending
    by Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman
  • 2013 The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)
    by Mark Andor & Frederik Hesse
  • 2013 On the Finite Sample Properties of Pre-test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha
  • 2013 Comparing Implementations of Estimation Methods for Spatial Econometrics
    by Roger Bivand & Gianfranco Piras
  • 2013 A New Index of Environmental Quality Based on Greenhouse Gas Emissions
    by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos
  • 2013 Testing for Market Integration in the Australian National Electricity Market
    by Rabindra Nepal & John Foster
  • 2013 The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)
    by Bamikole, Oluwafemi
  • 2013 Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models
    by Yang, Bill Huajian
  • 2013 Modelling the Demand for Bank Loans by Private Business Sector in Pakistan
    by Hassan, Faiza & Qayyum, Abdul
  • 2013 Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
    by El GHINI, Ahmed & SAIDI, Youssef
  • 2013 Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors
    by Hina, Hafsa & Qayyum, Abdul
  • 2013 Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test
    by Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif
  • 2013 A Generalized Random Regret Minimization Model
    by Chorus, Caspar
  • 2013 Factor double autoregressive models with application to simultaneous causality testing
    by Guo, Shaojun & Ling, Shiqing & Zhu, Ke
  • 2013 Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
    by Zhu, Ke & Ling, Shiqing
  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
    by Liebl, Dominik
  • 2013 Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate
    by DIAF, Sami & TOUMACHE, Rachid
  • 2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan
    by Satti, Saqlain Latif & Hassan, Muhammad shahid & Mahmood, Haider & Shahbaz, Muhammad
  • 2013 An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models
    by Cruz, Christopher John & Mapa, Dennis
  • 2013 Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries
    by Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi
  • 2013 A link based network route choice model with unrestricted choice set
    by Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders
  • 2013 The Nexus between Electricity Consumption and Economic Growth in Bahrain
    by Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad
  • 2013 Introduccion a la teoría del consumidor
    by Mora Rodriguez, Jhon James
  • 2013 Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets
    by Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal
  • 2013 Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach
    by Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi
  • 2013 The Role of Natural Gas Consumption and Trade in Tunisia’s Output
    by Farhani, Sahbi & Shahbaz, Muhammad
  • 2013 The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE
    by Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi
  • 2013 The Weight of Economic Growth and Urbanization on Electricity Demand in UAE
    by Sbia, Rashid & Shahbaz, Muhammad
  • 2013 Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks
    by Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran
  • 2013 Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?
    by Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric
  • 2013 NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean
  • 2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics
    by Erdogdu, Erkan
  • 2013 Essays on Electricity Market Reforms: A Cross-Country Applied Approach
    by Erdogdu, Erkan
  • 2013 Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works
    by Albers, Scott
  • 2013 Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon
    by Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid
  • 2013 Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
    by Chen, Songxi & Peng, Liang & Yu, Cindy
  • 2013 Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study
    by Chen, Songxi
  • 2013 A Structural Macro-Econometric Model of the Maltese Economy
    by Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William
  • 2013 Was there a "Greenspan conundrum" in the Euro area ?
    by Lamé, Gildas
  • 2013 Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works
    by Albers, Scott & Albers, Andrew L.
  • 2013 Foundations of the economic and social history of the United States: Metaphysical
    by Albers, Scott
  • 2013 Socio-economic Determinants of Household Food Insecurity in Pakistan
    by Asghar, Zahid & Muhammad, Ahmed
  • 2013 Introducing time-changing economics into credit scoring
    by Maria Rocha Sousa & João Gama & Elísio Brandão
  • 2013 Does realized volatility help bond yield density prediction?
    by Minchul Shin & Molin Zhong
  • 2013 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
  • 2013 A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers
    by Gabriel Rodriguez
  • 2013 A comparison between  Tau-d and the procedure TRAMO-SEATS is also included
    by Gabriel Rodriguez & Dionisio Ramirez
  • 2013 Frequentist evaluation of small DSGE models
    by Gunnar Bårdsen & Luca Fanelli
  • 2013 Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
    by S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide
  • 2013 A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications
    by Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park
  • 2013 Risk-Sharing Within Families: Evidence From the Health and Retirement Study
    by S. Nuray Akin & Oksana Leukhina
  • 2013 Probability and Severity of Recessions
    by Rachidi Kotchoni & Dalibor Stevanovic
  • 2013 Trade Costs, Conflicts, and Defense Spending
    by Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman
  • 2013 The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia
    by Brixiova, Zuzana & Égert, Balázs & Hadj Amor Essid, Thouraya
  • 2013 Macroeconomics and Politics in the Accumulation of Greece’s Debt: An econometric investigation, 1975-2009
    by George Alogoskoufis
  • 2013 Benchmarking time series based forecasting models for electricity balancing market prices
    by Gro Klaeboe & Anders Lund Eriksrud & Stein-Erik Fleten
  • 2013 Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion
    by Ertur, C. & Musolesi, A.
  • 2013 Working Paper 13-13 - A new version of the HERMES model - HERMES III
    by Delphine Bassilière & Didier Baudewyns & Francis Bossier & Ingrid Bracke & Igor Lebrun & Peter Stockman & Peter Willemé
  • 2013 Rational inattention or rational overreaction? Consumer reactions to health news
    by Martin Browning & Lars Gårn Hansen & Sinne Smed
  • 2013 The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations
    by Nawata, K. & McAleer, M.J.
  • 2013 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
    by Kazumitsu Nawata & Michael McAleer
  • 2013 Collateral Equilibrium: A Basic Framework
    by Geanakoplos, John & William R. Zame
  • 2013 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
  • 2013 Anchoring the Yield Curve Using Survey Expectations
    by Altavilla, Carlo & Giacomini, Raffaella & Ragusa, Giuseppe
  • 2013 Exchange Rate Predictability
    by Rossi, Barbara
  • 2013 Panel Vector Autoregressive Models: A Survey
    by Canova, Fabio & Ciccarelli, Matteo
  • 2013 Probability and Severity of Recessions
    by Rachidi Kotchoni & Dalibor Stevanovic
  • 2013 Two-Period Comparison of Healthcare Demand with Income Growth and Population Aging in Rural China: Implications for Adjustment of the Healthcare Supply and Development
    by Jacky MATHONNAT & Yong HE & Martine AUDIBERT
  • 2013 Multinomial and Mixed Logit Modeling in the Presence of Heterogeneity: A Two-Period Comparison of Healthcare Provider Choice in Rural China
    by Jacky MATHONNAT & Yong HE & Martine AUDIBERT
  • 2013 A Note on the Practice of Lagging Variables to Avoid Simultaneity
    by W. Robert Reed
  • 2013 Investment strategy and Greek shipping earnings: exploring the pre & post "ordering-frenzy" period
    by Zacharias G. Bragoudakis & Stelios Panagiotou & Helen Thanopoulou
  • 2013 Exchange Rate Predictability
    by Barbara Rossi
  • 2013 Ita-coin: a new coincident indicator for the Italian economy
    by Valentina Aprigliano & Lorenzo Bencivelli
  • 2013 Financial Crisis and Sticky Expectations
    by Saten Kumar & Barrett Owen
  • 2013 Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
    by Stavros Stavroyiannis & Leonidas Zarangas
  • 2013 The Input-Output Modeling Approach to the National Economy
    by Gaftea, Viorel
  • 2013 Education in Romania - How much is it Worth?
    by Ion Zgreaban, Irina
  • 2013 Lies, Damned Lies, and Statistics? Examples From Finance and Economics
    by Karim M. Abadir
  • 2013 Reasons for the Failure to Implement Financial Rehabilitation Procedures in Insolvent Reality
    by Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld
  • 2013 The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews
    by Nec?ulescu Consuela & ?erbãnescu Lumini?a
  • 2013 A survey of dynamic microsimulation models: uses, model structure and methodology
    by Jinjing Li & Cathal O'Donoghue
  • 2013 Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms
    by Canlin Li & Min Wei
  • 2013 Academic Rankings with RePEc
    by Christian Zimmermann
  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero
  • 2013 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chia-Lin Chang & Michael McAleer
  • 2013 The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
    by Umberto Triacca
  • 2013 Structural Panel VARs
    by Peter Pedroni
  • 2013 Parametric and Nonparametric Frequentist Model Selection and Model Averaging
    by Aman Ullah & Huansha Wang
  • 2013 Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging
    by Naoya Sueishi
  • 2013 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
  • 2013 Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
    by Søren Johansen & Bent Nielsen
  • 2013 Constructing U.K. Core Inflation
    by Terence C. Mills
  • 2013 Forecasting Value-at-Risk Using High-Frequency Information
    by Huiyu Huang & Tae-Hwy Lee
  • 2013 Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer
  • 2013 On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
    by Yongning Wang & Ruey S. Tsay
  • 2013 Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
    by Debabrata Mukhopadhyay & Nityananda Sarkar
  • 2013 Heteroskedasticity and non-normality robust LM tests for spatial dependence
    by Baltagi, Badi H. & Yang, Zhenlin
  • 2013 The divergence between core and headline inflation: Implications for consumers’ inflation expectations
    by Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping
  • 2013 Sources of time-varying trade balance and real exchange rate dynamics in East Asia
    by Rafiq, Sohrab
  • 2013 Predictability of currency carry trades and asset pricing implications
    by Bakshi, Gurdip & Panayotov, George
  • 2013 Market capitalization and Value-at-Risk
    by Dias, Alexandra
  • 2013 Moment-based estimation of stochastic volatility
    by Bregantini, Daniele
  • 2013 Purchasing power parity in transition countries: Old wine with new bottle
    by He, Huizhen & Ranjbar, Omid & Chang, Tsangyao
  • 2013 On the short- and long-run efficiency of energy and precious metal markets
    by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong
  • 2013 The effects of terrorism and war on the oil price–stock index relationship
    by Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos
  • 2013 Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
    by Souček, Michael & Todorova, Neda
  • 2013 A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics
    by Erdogdu, Erkan
  • 2013 Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate
    by Salisu, Afees A. & Mobolaji, Hakeem
  • 2013 An information diffusion-based model of oil futures price
    by Li, Ziran & Sun, Jiajing & Wang, Shouyang
  • 2013 Combining day-ahead forecasts for British electricity prices
    by Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany
  • 2013 The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence
    by Liddle, Brantley & Lung, Sidney
  • 2013 Model averaging with covariates that are missing completely at random
    by Zhang, Xinyu
  • 2013 A global index of riskiness
    by Schnytzer, Adi & Westreich, Sara
  • 2013 Are government and IMF forecasts useful? An application of a new market-timing test
    by Tsuchiya, Yoichi
  • 2013 Beach ‘lovers’ and ‘greens’: A worldwide empirical analysis of coastal tourism
    by Onofri, Laura & Nunes, Paulo A.L.D.
  • 2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
    by Sin, Chor-Yiu (CY)
  • 2013 Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach
    by Righi, Marcelo Brutti & Ceretta, Paulo Sergio
  • 2013 Can signal extraction help predict risk premia in foreign exchange rates
    by Kiani, Khurshid M.
  • 2013 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
  • 2013 The yield curve and the macroeconomy: Evidence from Turkey
    by Kaya, Huseyin
  • 2013 Estimating a small open economy DSGE model with indeterminacy: Evidence from China
    by Zheng, Tingguo & Guo, Huiming
  • 2013 Variance risk-premia in CO2 markets
    by Chevallier, Julien
  • 2013 Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models
    by Scheiblecker, Marcus
  • 2013 Revisiting the FDI-led growth Hypothesis: The case of China
    by Yalta, A. Yasemin
  • 2013 The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries
    by Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan
  • 2013 Monetary regime change and business cycles
    by Cúrdia, Vasco & Finocchiaro, Daria
  • 2013 Spatial spillovers in the development of institutions
    by Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr
  • 2013 Returns to education and urban-migrant wage differentials in China: IV quantile treatment effects
    by Messinis, George
  • 2013 Comparisons of Chinese and Indian Energy Consumption Forecasting Models
    by Vipin Arora
  • 2013 The relationship between natural resources rents, trade openness and economic growth in Algeria
    by Helmi Hamdi & Rashid Sbia
  • 2013 Measuring co-movement of oil price and exchange rate differential in Bangladesh
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    by Igor Lebrun
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    by Barbara Rossi & Sarah Zubairy
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    by Federica Teppa
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    by Gerrit Reher & Bernd Wilfling
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    by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
  • 2011 Dynare: Reference Manual Version 4
    by Adjemian, Stéphane & Bastani, Houtan & Karamé, Fréderic & Juillard, Michel & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien
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    by Enrique Moral-Benito
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  • 2011 HDR 2011 - Sustainability and Equity: A Better Future for All
    by UNDP
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    by Rohnn Sanderson
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    by Tripathy NALINIPRAVA
  • 2011 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Preliminate for 2011, November Estimates
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
  • 2011 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast 2011, September Estimate
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
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    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
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    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
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    by Anca Elena Nucu
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    by Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld
  • 2011 Austria’s Economy Moves beyond the Crisis: Powerful Economic Growth Provides a Tailwind to Reduce Budget Deficits – Economic Outlook for Austria from 2011 to 2013 (June 2011)
    by Christian Ragacs & Klaus Vondra
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    by Jesús Crespo Cuaresma & Jarko Fidrmuc & Mariya Hake
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    by Hector Sala & Oriol Roca-Sagalés
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    by Àlexandr Knobel & Ilya Sokolov & Elizaveta Khudko
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    by Zahid Asghar
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    by Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K.
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    by Matsumura, Marco & Moreira, Ajax & Vicente, José
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    by Lee, Yen-Hsien & Chiou, Jer-Shiou
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    by Kim, Jae Ho & Powell, Warren B.
  • 2011 Firm level return–volatility analysis using dynamic panels
    by Smith, L. Vanessa & Yamagata, Takashi
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    by Yun, Jaeho
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    by Hakimzadi Wagan
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    by Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar
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    by Zaichao Du
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    by Muhammad Shahbaz & Nuno Carlos leitão & Summaira Malik
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    by Khaled Guesmi
  • 2011 What drive the regional integration of emerging stock markets?
    by Khaled GUESMI
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    by Kazuhiro Miyagawa & Tadanobu Misawa & Tetsuya Shimokawa
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    by Tran MANH Tuyen
  • 2011 Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France
    by Serge Rey
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    by Mili Roy & Md. Israt Rayhan
  • 2011 Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price
    by Emmanuel Kemel & Roger Collet & Laurent Hivert
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    by Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy
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  • 2011 A wavelet analysis of oil price volatility dynamic
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  • 2011 Modeling interbank relations during the international financial crisis
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  • 2011 Noise traders or Fundamentalists? A Wavelet approach
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  • 2011 A new monetary aggregates measurement: Application to Taiwanese data
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  • 2011 Industry, Fair Competition And Trade In Oecd Countries: Impact On Wages And On Employment By Sector, 2000-2010
    by GUISAN, Maria-Carmen
  • 2011 Industry, Foreign Trade and Employment in EU Countries; Comparison of France, Germany, Italy, Spain and the UK with the United States
    by GUISAN, Maria-Carmen
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  • 2010 Estimating gravity equations with endogeneous trade costs
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  • 2010 The ruptures in the probability scale and some problems of modelling
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  • 2010 FX Smile in the Heston Model
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  • 2010 Measurement Invariance and Response Bias: A Stochastic Frontier Approach
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  • 2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
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  • 2010 Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
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  • 2010 Factor Analysis of a Large DSGE Model
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  • 2010 How Risky Is the Value at Risk?
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  • 2010 Foreign Direct Investments in Albanian Market as part of Global Market and Globalization
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  • 2010 التجارة البينية للدول الاسلامية باستخدام بيانات البانل
    by Al-Abdali, Abid
  • 2010 Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test
    by Hiremath, Gourishankar S & Bandi, Kamaiah
  • 2010 Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino
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  • 2010 Power Spot Price Models with negative Prices
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    by Shanthini, Rajaratnam
  • 2010 Democratic institutions and environmental quality: effects and transmission channels
    by Kinda, Romuald
  • 2010 Stress test of hospitals in Bulgaria - proposed methodology
    by Salchev, Petko & Hristov, Nikolai
  • 2010 Models and Economists: A Methodological Note
    by Thomas, Alex M
  • 2010 Model averaging in economics
    by Moral-Benito, Enrique
  • 2010 FX Smile in the Heston Model
    by Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe
  • 2010 Parliamentary election outcomes in the Netherlands during 1981-2010: Have they become more determined by regional than national (economic) performance?
    by Peeters, Marga
  • 2010 Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай
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  • 2010 Integration, decoupling and the global financial crisis: A global perspective
    by Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre
  • 2010 Теорема О Существовании Разрывов В Шкале Вероятностей. Ii
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  • 2010 Теорема О Существовании Разрывов В Шкале Вероятностей
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  • 2010 Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union
    by Willie Lahari
  • 2010 Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices
    by Jason R. Blevins
  • 2010 After the Crisis: Mitigating Risks of Macroeconomic Instability in Turkey
    by Łukasz Rawdanowicz
  • 2010 Factor Analysis of a Large DSGE Model
    by ONATSKI, Alexei & RUGE-MURCIA, Francisco J.
  • 2010 Factor Analysis of a Large DSGE Model
    by ONATSKI, Alexei & RUGE-MURCIA, Francisco J.
  • 2010 A short note on option pricing with Lévy Processes
    by Dominique Guegan & Hanjarivo Lalaharison
  • 2010 Un MEDAF à plusieurs moments réalisés
    by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet
  • 2010 Simulation and Estimation of Loss Given Default
    by Stefan Hlawatsch & Sebastian Ostrowski
  • 2010 Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis
    by Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery
  • 2010 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  • 2010 The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model
    by Flabbi, Luca & Moro, Andrea
  • 2010 The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model
    by Flabbi, Luca & Moro, Andrea
  • 2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
    by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo
  • 2010 FX Smile in the Heston Model
    by Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup
  • 2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
    by Nikolaus Hautsch & Fuyu Yang
  • 2010 La production scientifique des enseignants-chercheurs en économie : Quelques résultats économétriques issus du dispositif PES
    by Jean-Yves Lesueur
  • 2010 Working Paper 17-10 - A macro-econometric model for the economy of Lesotho
    by Ludovic Dobbelaere & Igor Lebrun
  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek
  • 2010 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
    by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
  • 2010 Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
    by Javed Iqbal & Sara Azher & Ayesha Ijaz
  • 2010 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects
    by Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen
  • 2010 Outliers in Garch models and the estimation of risk measures
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  • 2010 Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model
    by Chudik, Alexander & Fratzscher, Marcel
  • 2010 Model Averaging In Economics
    by Enrique Moral-Benito
  • 2010 Ayuda y crecimiento: una relación en disputa
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  • 2010 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  • 2010 A Note on Kalman Filter Approach To Solution of Rational Expectations Models
    by Marco M. Sorge
  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
  • 2010 Minimax Regression Quantiles
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  • 2010 Modelling electricity forward markets by ambit fields
    by Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart
  • 2010 Modelling energy spot prices by Lévy semistationary processes
    by Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart
  • 2010 Ambit processes and stochastic partial differential equations
    by Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart
  • 2010 HDR 2010 - The Real Wealth of Nations: Pathways to Human Development
    by UNDP
  • 2010 Foreign Direct Investment, Exports, And Economic Growth In The Developing Countries: A Panel Data Approach
    by MOHSEN MEHRARA & AMIN HAGHNEJAD & JALAL DEHNAVI & FERESHTEH JANDAGHI MEYBODI
  • 2010 Trade and Growth in the Pacific Islands - Empirical Evidence from the Bounds Test to Level Relationships and Granger Causality Tests
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  • 2010 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Preliminate for 2010, November estimate
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
  • 2010 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast for 2010
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
  • 2010 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Summer Forecast for 2010
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
  • 2010 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast - Spring Forecast 2010
    by Institute for Economic Forecasting & Centre for Macroeconomic Modelling
  • 2010 Examination of Portfolio Currency Risk Estimation by Means of Lévy Models
    by Tomáš Tichý
  • 2010 The Impact Of Organizational And Economic Factors On Tourism Development
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    by Gerhard Fenz & Martin Schneider
  • 2010 Subdued Economic Recovery given Necessary Fiscal Consolidation: Economic Outlook for Austria from 2010 to 2012 (June 2010)
    by Christian Ragacs & Klaus Vondra
  • 2010 La Numismática como objeto de inversión y valoración/Numismatics as an object of investment and valuation
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  • 2010 Analyse der Uebertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
    by Sandra Eickmeier
  • 2010 The Czech Treasury Yield Curve from 1999 to the Present
    by Kamil Kladívko
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    by Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad
  • 2010 Causal Relations via Econometrics
    by Asad Zaman
  • 2010 Long-run relationship among latin america stock markets and the us - impacts of the 2007/2008 crisis
    by Fernanda G Barba & Paulo S Ceretta
  • 2010 Non-stationary Variance and Volatility Causality
    by Kamel malik Bensafta
  • 2010 Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
    by Masato Ubukata
  • 2010 Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing
    by Andreas Knabe & Steffen Rätzel
  • 2010 The adopting inflation targeting in the monetary policy of emerging countries: challenges and issues
    by chrigui zouhair & younes boujelbene
  • 2010 Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
    by Tsangyao Chang & Su-yuan Lin & Horng-jinh Chang
  • 2010 A note on Kalman filter approach to solution of rational expectations models
    by Marco Maria Sorge
  • 2010 Do institutions rule? The role of heterogeneity in the institutions vs. geography debate
    by Andros Kourtellos & Thanasis Stengos & Chih ming Tan
  • 2010 The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach
    by Luca Zanin
  • 2010 A note on nonidentification in truncated sampling distribution estimation
    by William Barnett & Ousmane Seck
  • 2010 Industry Concentration and Cash Flow at Risk
    by Yen-Chen Chiu
  • 2010 Insider patent holder licensing in an oligopoly market with different cost structures: Fixed-fee, royalty, and auction
    by Ming-Chung Chang
  • 2010 Education, Gender Equality, Social Well-Being And Economic Development In American Countries, 2000-2010
    by GUISAN, Maria-Carmen & AGUAYO, Eva
  • 2010 Government Expenditures And Revenues Causation: Some Caribbean Empirical Evidence
    by GHARTEY, Edward E.
  • 2010 Ausbau erneuerbarer Energien erhöht Wirtschaftsleistung in Deutschland
    by Jürgen Blazejczak & Frauke G. Braun & Dietmar Edler & Wolf-Peter Schill
  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek
  • 2010 The renaissance of Friedman hypothesis: nature of global financial crisis and consequences in a small open and highly dollarized economy
    by Pablo Mendieta Ossio
  • 2009 Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets
    by Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching
  • 2009 Investissements directs étrangers et productivité : Quelles interactions dans le cas des pays du Moyen Orient et d’Afrique du Nord ?
    by Mouhoud, El Mouhoub & Bouoiyour, Jamal & Hanchane, Hicham
  • 2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
    by Gürtler, Marc & Rauh, Ronald
  • 2009 Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
    by Eickmeier, Sandra
  • 2009 Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
    by Hautsch, Nikolaus & Ou, Yangguoyi
  • 2009 Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
    by Eickmeier, Sandra
  • 2009 Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test
    by Melike Bildirici & Sadiye Oktay
  • 2009 Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee
  • 2009 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications
    by Xiangdong Long & Liangjun Su & Aman Ullah
  • 2009 Reform and Competitive Selection in China: An Analysis of Firm Exits
    by Qing Gong Yang & Paul Temple
  • 2009 A Robust LM Test for Spatial Error Components
    by Zhenlin Yang
  • 2009 An Empirical Analysis of the Link between Entrepreneurship and Economic Growth in West Virginia
    by Maribel Mojica & Tesfa Gebremedhin & Peter Schaeffer
  • 2009 Calcule de Regresie privind Convergenta Economica si Evidentierea Contributiei Factorului Institutional
    by Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan
  • 2009 Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account
    by Mark J. Holmes & Theodore Panagiotidis
  • 2009 New Evidence on the Green Building Rent and Price Premium
    by Franz Fuerst & Patrick McAllister
  • 2009 Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration
    by Ghassan, Hassan B.
  • 2009 On the random walk characteristics of stock returns in India
    by Hiremath, Gourishankar S & Bandi, Kamaiah
  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard
  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard
  • 2009 The risk of catastrophic terrorism: an extreme value approach
    by Mohtadi, Hamid & Murshid, Antu
  • 2009 Behavioral approach to market and default risks modeling
    by Taguedong, Sylvain Chamberlain
  • 2009 Die Umsetzung der Annual-Overlap-Methode in ökonometrischen Modellen – eine Analyse der programmtechnischen Möglichkeiten von E-Views
    by Quaas, Georg
  • 2009 Are public policies effective in alleviating family income inequality in Iran?
    by Khiabani, Nasser & Mazyaki, Ali
  • 2009 Business and social evaluation of denial of service attacks in view of scaling economic counter-measures
    by Pau, Louis-François
  • 2009 The empirical saddlepoint likelihood estimator applied to two-step GMM
    by Sowell, Fallaw
  • 2009 Global Shocks and the Japanese Economy:Structural Changes in the 1990s
    by Jun-ichi Shinkai & Akira Kohsaka
  • 2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable
    by Jeffrey E. Harris & Sandra G. Sosa-Rubi
  • 2009 Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
    by S. Boragan Aruoba & Frank Schorfheide
  • 2009 Martingalized historical approach for option pricing
    by Christophe Chorro & Dominique Guegan & Florian Ielpo
  • 2009 A General Method to Create Lorenz Models
    by ZuXiang Wang & Russell Smyth & Yew-Kwang Ng
  • 2009 Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account
    by Mark J. Holmes & Theodore Panagiotidis
  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda
  • 2009 Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
    by Katarina Juselius
  • 2009 Health Inequality over the Life-Cycle
    by Halliday, Timothy
  • 2009 Health Inequality over the Life-Cycle
    by Halliday, Timothy J.
  • 2009 Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure
    by Valerie Albouy & Laurent Davezies & Thierry Debrand
  • 2009 Health Inequality over the Life-Cycle
    by Timothy J. Halliday
  • 2009 Working Paper 13-09 - Qualitative Employment Multipliers for the Belgian Environmental Industry
    by Adja Awa Sissoko & Bart Van den Cruyce
  • 2009 Working Paper 10-09 - Impact de la crise financière sur le PIB potentiel de la Belgique
    by Igor Lebrun
  • 2009 Working Paper 03-09 - S3BE : un modèle macroéconomique de long terme pour l’économie belge
    by Igor Lebrun
  • 2009 On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting
    by Julien Chevallier & Benoît Sévi
  • 2009 Identifying Intra-household Welfare Distribution
    by Natalia Radtchenko
  • 2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
    by Julien Chevallier & Benoît Sévi
  • 2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice
    by Arie Kapteyn & Federica Teppa
  • 2009 Wavelet-based detection of outliers in volatility models
    by Aurea Grané & Helena Veiga
  • 2009 Business Cycles in the Euro Area
    by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia
  • 2009 Impacto de la ayuda sobre el crecimiento económico. El caso de América Latina y el Caribe
    by Sergio Tezanos Vázquez & Rogelio Madrueño Aguilar & Marta Guijarro Garví
  • 2009 Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter
    by Maria Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri
  • 2009 Bond risk premia, macroeconomic fundamentals and the exchange rate
    by Marcello Pericoli & Marco Taboga
  • 2009 Studying the Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)
    by Laura D´Amato & Lorena Garegnani
  • 2009 The multivariate supOU stochastic volatility model
    by Ole Eiler Barndorff-Nielsen & Robert Stelzer
  • 2009 Stochastic volatility and stochastic leverage
    by Almut E. D. Veraart & Luitgard A. M. Veraart
  • 2009 HDR 2009 - Overcoming barriers: Human mobility and development
    by UNDP
  • 2009 DSGE Models and Central Banks
    by Tovar, Camilo Ernesto
  • 2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast - Autumn Forecast 2009
    by Institute for Economic Forecasting
  • 2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Summer Forecast 2009
    by Institute for Economic Forecasting
  • 2009 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version* Yearly Forecast - Spring Forecast 2009
    by Institute for Economic Forecasting
  • 2009 Empirical Applications of Discrete Choice Dynamic Programming Models
    by Michael P. Keane & Kenneth I. Wolpin
  • 2009 Sluggish Economic Recovery – Conditions in the Labor Market Remain Strained Economic Outlook for Austria from 2009 to 2011 (December 2009)
    by Gerhard Fenz & Martin Schneider
  • 2009 Economic Crisis Unleashes Deep Recession in Austria – Stabilization Expected at Year-End
    by Christian Ragacs & Klaus Vondra
  • 2009 Pervasive Gaming: Testing Future Context Aware Applications
    by Paul PISJAK & Stefan FELDER & Ernst-Olav RUHLE & Martin LUNDBORG & Matthias EHRLER
  • 2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
    by Vít Bubák & Filip Žikeš
  • 2009 The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500
    by Jui-Cheng Hung & Ren-Xi Ni & Matthew C. Chang
  • 2009 The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500
    by Jui-Cheng Hung
  • 2009 Sample Selection Correction in Panel Data Models When Selectivity Is Due to Two Sources
    by Cinzia Di Novi
  • 2009 A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis
    by Takamitsu Kurita
  • 2009 Insider patent holder licensing in an oligopoly market and different cost structure: fee, royalty, and auction
    by Ming-Chung Chang
  • 2009 Modeling sheep supply response under asymmetric price volatility and cap reforms
    by Anthony N Rezitis & Konstantinos S Stavropoulos
  • 2009 An independence result concerning the arrival rate of and the provision of transport to tourists
    by Amitrajeet Batabyal
  • 2009 An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle
    by Derek Stimel
  • 2009 Food and Energy Prices in Core Inflation
    by Jim Lee
  • 2009 Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases
    by Markku Lanne
  • 2009 Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
    by Helena Veiga
  • 2009 The effect of third gulf war on the efficiency of Arabian and east African seaports
    by Ahmed Salem AL-ERAQI
  • 2009 Indicators of Social Well-Being, Education, Genre Equality and World Development: Analysis of 132 Countries, 2000-2008
    by Guisan, M.C.
  • 2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
    by Gomez Zaldivar, M. & Ventosa-Santaularia, D.
  • 2009 Government Effectiveness, Education, Economic Development And Well-Being: Analysis Of European Countries In Comparison With The United States And Canada, 2000-2007
    by Guisan, M.C.
  • 2009 Investissements directs étrangers et productivité. Quelles interactions dans le cas des pays du Moyen Orient et d'Afrique du Nord ?
    by Jamal Bouoiyour & Hicham Hanchane & El Mouhoub Mouhoud
  • 2009 Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)
    by Laura D’Amato & María Lorena Garegnani
  • 2008 Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland Under
    by Du, Xiaodong & Hennessy, David A. & Edwards, William M.
  • 2008 The Development and Testing of Heckscher-Ohlin Trade Models: A Review
    by Robert E. Baldwin
  • 2008 Financial Modeling, 3rd Edition
    by Simon Benninga
  • 2008 Price Formation in the World Soybean Oil Market - An Econometric Analysis
    by CSC Sekhar
  • 2008 DSGE Models and Central Banks
    by Tovar, Camilo Ernesto
  • 2008 Forecasting Global Flows
    by Edith Skriner
  • 2008 Forecasting Economic Impact of Climate Policy
    by Rantala, Olavi
  • 2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings
    by Franz Fuerst & Patrick McAllister
  • 2008 Explaining and Forecasting Results of The Self-Sufficiency Project
    by Christopher Ferrall
  • 2008 Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies
    by Graefe, Andreas & Armstrong, J. Scott
  • 2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia
    by Eita, Joel Hinaunye & Mbazima, Daisy
  • 2008 Solution of the Ellsberg paradox by means of the principle of uncertain future
    by Harin, Alexander
  • 2008 Test de l’Effet de la Fiscalité Foncière sur l’Investissement Touristique
    by Ghassan, Hassan B. & Raiss, NourrEddine & ElMoudden, Abdesalam
  • 2008 ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.
  • 2008 Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran
    by Lotfi, Habib & Ahmadzadeh Mashinchi, Sina
  • 2008 Volatility Transmission: What Does Asia-Pacific Markets Expect?
    by Shamiri, Ahmed
  • 2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings
    by Fuerst, Franz & McAllister, Patrick
  • 2008 Identification of relationship between housing difficulty and property values in urban areas
    by Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M.
  • 2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
    by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
  • 2008 Employment Adjustments in High-Trade-Exposed Manufacturing in Canada
    by Serge Coulombe
  • 2008 Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework
    by Annabelle Mourougane & Lukas Vogel
  • 2008 Speed of Adjustment to Selected Labour Market and Tax Reforms
    by Annabelle Mourougane & Lukas Vogel
  • 2008 Business Cycles in the Euro Area
    by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
  • 2008 Theory and Empirical Work on Imperfectly Competitive Markets
    by Ariel Pakes
  • 2008 The Changing Intra-Household Resource Allocation in Russia
    by Guy Lacroix & Natalia Radtchenko
  • 2008 Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century
    by Paul Sharp
  • 2008 Business Cycle Measurement with Semantic Filtering: A Micro Data Approach
    by Christian Müller & Eva Köberl
  • 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania
    by Shombe, Nicolaus Herman
  • 2008 The Changing Intra-Household Resource Allocation in Russia
    by Lacroix, Guy & Radtchenko, Natalia
  • 2008 The Changing Intra-Household Resource Allocation in Russia
    by Lacroix, Guy & Radtchenko, Natalia
  • 2008 Heterogeneity, State Dependence and Health
    by Halliday, Timothy
  • 2008 Heterogeneity, State Dependence and Health
    by Halliday, Timothy J.
  • 2008 Dollarization, Economic Growth, and Employment
    by Raimundo Soto
  • 2008 Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture
    by Xiaodong Du & David A. Hennessy & William M. Edwards
  • 2008 Planting Real Option in Cash Rent Valuation, The
    by Xiaodong Du & David A. Hennessy
  • 2008 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
    by Nikolaus Hautsch & Yangguoyi Ou
  • 2008 Monitoring Processes with Changing Variances
    by J. Keith Ord
  • 2008 Exponential smoothing and non-negative data
    by Muhammad Akram & Rob J Hyndman & J. Keith Ord
  • 2008 Examining the Social Impact of the Indonesian Financial Crisis Using a Macro-Micro Model
    by Bourguignon, François & Robilliard, Anne-Sophie & Robinson, Sherman
  • 2008 Forecasting Spanish inflation using information from different sectors and geographical areas
    by Juan de Dios Tena & Antoni Espasa & Gabriel Pino
  • 2008 On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework
    by Christopher Flinn & James Mabli
  • 2008 Econometric Asset Pricing Modelling
    by Bertholon, H. & Monfort, A. & Pegoraro, F.
  • 2008 Welfare Implications of Heterogeneous Labor Markets in a Currency Area
    by Poilly, C. & Sahuc, J-G.
  • 2008 The Yield Curve and its Relation with Economic Activity: The Mexican Case
    by Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda
  • 2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2008 A Desirable Scenario For The Romanian Economy During 2008-2013
    by Dobrescu, Emilian
  • 2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2008 The "Dobrescu Macromodel" of the Romanian Market Economy* -2005 Version-Yearly Forecast Scenario for “Increase in foreign capital inflows”
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2008 Second order effects in population migration
    by Purica, Ionut
  • 2008 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Base Scenario for 2008
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2008 Decline in National Product Albeit by a Smaller Margin than in the Euro Area. Sharp Drop in Inflation
    by Christian Ragacs & Klaus Vondra
  • 2008 Financial Crisis and Spike in Commodity Prices Dampen Growth and Fuel Inflation
    by Gerhard Fenz & Martin Schneider
  • 2008 Employment, Unemployment and Real Wage: An analysis of the Labor Market in Medellín City (1995-2006)
    by Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes
  • 2008 Purchasing power parity in Central and Eastern European countries
    by Ahmad Zubaidi Baharumshah & Darja Borsic
  • 2008 Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector
    by Stephen Pilgrim & Sunday Iyare
  • 2008 Explosive and periodically collapsing bubbles in emerging stockmarkets
    by Sergio Da Silva & Mauricio Nunes
  • 2008 Using business survey in industrial and services sector to nowcast GDP growth:The French case
    by Olivier Darne
  • 2008 Price Convergence in the EU Poultry and Eggs Markets
    by Panos Fousekis
  • 2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
    by Laurent Ferrara & Dominique Guégan
  • 2008 Old Wine in New Bottles: Growth-Savings Nexus: An Innovation Accounting Technique in Pakistan
    by mohammad shahbaz
  • 2008 Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note
    by Atanu Ghoshray
  • 2008 The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results
    by Manami Ogura
  • 2008 Impacto De Las Políticas Fiscales Sobre El Producto: El Caso De Reino Unido, Holanda Y Bélgica
    by ROCA SEGALÉS, Oriol & PEREIRA, Alfredo M.
  • 2008 Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004
    by KHAZABI, Massoud & FALLAHI, F.
  • 2008 The Effect Of Unionization On Poverty In The Turkish Labor Market
    by CANKAL,Erhan & SEKMEN,Fuat
  • 2008 Empleo, desempleo y salario real: análisis del mercado laboral de la ciudad de Medellín (1995-2006)
    by Cano Gamboa, Carlos Andrés & Ochoa Yepes, Adriana María
  • 2008 Flexibilité du marché du travail : quels enseignements tirer des travaux de recherche menés à la Banque de France ?
    by PFISTER, C.
  • 2007 Feasible inference for realised variance in the presence of jumps
    by Almut Elisabeth Dorothea Veraart
  • 2007 Financial markets in continuous time
    by Jeanblanc, Monique & Dana, Rose-Anne
  • 2007 Delineation of Energy Markets with Cointegration
    by Geoffron, Patrice & Bourbonnais, Régis
  • 2007 The Minimum Description Length Principle
    by Peter D. Grünwald
  • 2007 İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri
    by Cüneyt AKAR
  • 2007 Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions
    by Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo
  • 2007 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
    by Diebold, Francis X. & Li, Canlin & Yue, Vivian Z.
  • 2007 Using copulas to estimate reduced-form systems of equations
    by Casey Quinn
  • 2007 Improving precision in cost-effectiveness analysis using copulas
    by Casey Quinn
  • 2007 The health-economic applications of copulas: methods in applied econometric research
    by Casey Quinn
  • 2007 La flota artesanal gallega. Análisis de la cadena de distribución
    by Lucy Amigo Dobaño & Mª Dolores Garza Gil
  • 2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics
    by Nikias Sarafoglou & Jean H.P. Paelinck
  • 2007 Spatial Spillovers in the Development of Institutions
    by Harry Kelejian & Peter Murrell & Oleksandr Shepotylo
  • 2007 The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index
    by Zanola, Roberto
  • 2007 Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý
    by Elcin Aykac Alp
  • 2007 Distribution-Preserving Statistical Disclosure Limitation
    by Simon D. Woodcock & Gary Benedetto
  • 2007 Feasible inference for realised variance in the presence of jumps
    by Almut Elisabeth Dorothea Veraart
  • 2007 Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK
    by Xavier Ramos & Oriol Roca-Sagales
  • 2007 Conditional Logit, IIA, and Alternatives for Estimating Models of Interstate Migration
    by Christiadi & Brian Cushing
  • 2007 The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
    by Theodore Panagiotidis & Mark J. Holmes & Abhijit Sharma
  • 2007 Green House Gas Emissions and the Economic Impacts EU Climate Change Policies
    by Rantala, Olavi
  • 2007 Estimating Multi-country VAR models
    by Fabio Canova & Matteo Ciccarelli
  • 2007 Unit Root Tests with Wavelets
    by Gencay, Ramazan & Fan, Yanqin
  • 2007 Estimating Recovery Rates on Bank’s Historical Loan Loss Data
    by Bandyopadhyay, Arindam & Singh, Pratima
  • 2007 CGE-Microsimulation Modelling: A Survey
    by Ahmed, Vaqar & O' Donoghue, Cathal
  • 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
    by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie
  • 2007 Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models
    by Kamat, Manoj & Kamat, Manasvi
  • 2007 Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
    by Barnett, William A. & Duzhak, Evgeniya A.
  • 2007 A new approach for β-convergence estimation in Italy
    by De Siano, Rita & D'Uva, Marcella
  • 2007 La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés
    by Ghassan, Hassan B.
  • 2007 The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K
    by Tuysuz, Sukriye
  • 2007 The Properties of Market-Based and Survey Forecasts for Different Data Releases
    by Lanne, Markku
  • 2007 Misallocation and manufacturing TFP in China and India
    by Chang, Tai Hsieh & Peter, J- Klenow
  • 2007 Fossil fuel based CO2 emissions, economic growth, and world crude oil price nexus in the United States
    by Shanthini, Rajaratnam
  • 2007 An empirical study of corporate bond pricing with unobserved capital structure dynamics
    by Maclachlan, Iain C
  • 2007 Les sources des fluctuations marcoéconomiques au Cameroun
    by ODIA NDONGO, Yves Francis
  • 2007 Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
    by Francis X. Diebold & Canlin Li & Vivian Z. Yue
  • 2007 The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
    by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
  • 2007 In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region
    by Tomer Shachmurove & Yochanan Shachmurove
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação
  • 2007 Two New Exponential Families Of Lorenz Curves
    by ZuXiang Wang & Russell Smyth
  • 2007 Revisiting The Ordered Family Of Lorenz Curves
    by ZuXiang Wang & Yew-Kwang Ng & Russell Smyth
  • 2007 Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK
    by Olan T Henry
  • 2007 The sustainability of India’S current account
    by Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma
  • 2007 Proceedings of a LEF seminar - Forest-wood sector modelling: Application for France
    by Ahmed Barkaoui & Patrice Harou
  • 2007 The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data
    by Christian Müller & Eva Köberl
  • 2007 Comparing Quantitative and Qualitative Survey Data
    by Rolf Schenker
  • 2007 Estimating Germany's Potential Output
    by Gustav Horn & Camille Logeay & Silke Tober
  • 2007 Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances
    by Jumah, Adusei & Kunst, Robert M.
  • 2007 Forecasting Global Flows
    by Skriner, Edith
  • 2007 Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory
    by Xiaodong Du & David A. Hennessy & William M. Edwards
  • 2007 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany
    by Chi-sang Tam & Ip-wing Yu
  • 2007 Heterogeneity, State Dependence and Health
    by Timothy J. Halliday
  • 2007 Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions
    by Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Vasco Gabriel & Fernando Alexandre & Pedro Bação
  • 2007 Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi
    by Mohamed Ali Ben Halima & Jean-Yves Lesueur
  • 2007 Le modèle d’équilibre général de la « nouvelle synthèse » : quelles hypothèses retenir ?
    by Jean-Guillaume Sahuc & Stéphane Moyen
  • 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend
    by Rodolphe Buda
  • 2007 Examining the Nelson-Siegel Class of Term Structure Models
    by Michiel De Pooter
  • 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
    by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
  • 2007 Switching VARMA Term Structure Models - Extended Version
    by Monfort, A. & Pegoraro, F.
  • 2007 Multi-Lag Term Structure Models with Stochastic Risk Premia
    by Monfort, A. & Pegoraro, F.
  • 2007 Pricing and Inference with Mixtures of Conditionally Normal Processes
    by Bertholon, H. & Monfort, A. & Pegoraro, F.
  • 2007 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects
    by Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen
  • 2007 Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
  • 2007 HDR 2007/2008 - Fighting climate change: Human solidarity in a divided world
    by UNDP
  • 2007 Economic Convergence. Applications - Second Part -
    by Iancu, Aurel
  • 2007 The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2007 The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2007 The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina
  • 2007 Modelling The Romanian Economy: Some Data Problems
    by Dobrescu, Emilian
  • 2007 Growth prospects for Austria are weakening
    by Christian Ragacs & Klaus Vondra
  • 2007 Economic Growth in Austria at 3¼% in 2007
    by Gerhard Fenz & Christian Ragacs & Martin Schneider
  • 2007 The Influence Of The Net-metric And Biblio-metric Variables On The Top Artists Of The Internacional Art Market/La Influencia De Las Variables Red-metricas Y Biblio-metricas En El Mercado Del Arte De Los Principales Artistas A Nivel Internacional
    by GUADALAJARA, N & DE LA POZA, E.
  • 2007 The demand for lottery expenditure in Taiwan: a quantile regression approach
    by Cho-Min Lin & Kung-Cheng Lin
  • 2007 Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?
    by Yen-Hsien Lee & Tung-Yueh Pai & Chien-Liang Chiu
  • 2007 A note on the use of quantile regression in beta convergence analysis
    by Marcio Laurini
  • 2007 A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
    by Carlos Santos
  • 2007 Scale invariance in financial time series
    by Ranasinghe Malmini
  • 2007 Seasonal fractional integration with structural break. An application to the German GNP data
    by Luis Gil-Alana
  • 2007 The asymptotic global power comparisons of the GMM overidentifying restrictions tests
    by Sheng-Kai Chang
  • 2007 Habit Formation: Deep and Uncertain
    by Terence Tai-Leung Chong & Guoxin Liu & Isabel Kit-Ming Yan
  • 2007 Health Expenditure, Poverty and Economic Development in Latin America 2000-2005
    by Guisan, M.C. & Aguayo, E.
  • 2007 Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas
    by NEIRA, Isabel
  • 2007 Does The Constraint In The Matrix Of Long Run Effects Bias The Ricardian Equivalence Test?
    by GHASSAN, Hassan
  • 2007 Das IMM: ein makroökonometrisches Mehrländermodell
    by Christian Dreger & Florian Zinsmeister
  • 2007 A note on the effect of expected changes in monetary policy on long-term interest rates
    by Hany S. Guirguis & Christos I. Giannikos
  • 2007 Regional and international market integration of a small open economy
    by Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez
  • 2007 Labour market flexibility: what does Banque de France research tell us?
    by Pfister, C.
  • 2007 Measurement of the Trade Flows between the EU and Mercosur through Gravitation Analysis
    by Nevena Stancheva
  • 2007 Latent-Structural Analysis of the Contentment with the Home Employment in Bulgaria
    by Plamen Petkov
  • 2006 Estimating Multi-country VAR models
    by Matteo Ciccarelli & Fabio Canova
  • 2006 Real-Time Measurement of Business Conditions
    by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
  • 2006 Aggregating Phillips Curves
    by FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin
  • 2006 Solutions Manual to Accompany Intermediate Public Economics
    by Nigar Hashimzade & Jean Hindriks & Gareth D. Myles
  • 2006 Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi
    by Cüneyt AKAR
  • 2006 The Process of price formation and the skewness of asset returns
    by Stefan Reimann
  • 2006 An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy
    by Stefan Reimann
  • 2006 The experiment in macroeconometrics
    by John Aldrich & Anna Staszewska
  • 2006 Foreign Direct Investment and Technology Spillovers: Evidence from The Indian Manufacturing Sector
    by Sasidharan, Subash
  • 2006 Small Islands, New Technologies and Globalization: A Case of ICT adoption by SMEs in Mauritius
    by Lal, Kaushalesh & Peedoly, Aveeraj Sharma
  • 2006 To Combine Forecasts or to Combine Information?
    by Huiyu Huang & Tae-Hwy Lee
  • 2006 Can violence be rational? An empirical analysis of Colombia
    by Brosio, Giorgio & Zanola, Roberto
  • 2006 On Joint Modelling and Testing for Local and Global Spatial Externalities
    by Zhenlin Yang
  • 2006 Sticky Prices vs. Limited Participation:What Do We Learn From the Data?
    by Niki Papadopoulou
  • 2006 Foreign Direct Investment: South Africa’s Elixir of Life?
    by C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit
  • 2006 Cultural Determinants Of Economic Growth: The Case Of European Countries
    by Dima, Bogdan & Mutascu, Mihai & Enache, Cosmin
  • 2006 Forecasting VARMA processes using VAR models and subspace-based state space models
    by Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan
  • 2006 The Empirical Saddlepoint Approximation for GMM Estimators
    by Sowell, Fallaw
  • 2006 Estimating population means in covariance stationary process
    by Halkos, George & Kevork, Ilias
  • 2006 EUROMON: The multi-country model of De Nederlandsche Bank
    by Demertzis, Maria & Van Els, Peter & Grob, Sybille & Peeters, Marga
  • 2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
    by Vargas, Gregorio A.
  • 2006 The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective
    by Benbouziane, Mohamed & Benamar, Abdelhak
  • 2006 Econometric modelling in finance and risk management: An overview
    by Gao, Jiti & McAleer, Michael & Allen, Dave
  • 2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
    by Francis X. Diebold & Lei Ji & Canlin Li
  • 2006 Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data
    by Gabriel Rodriguez
  • 2006 Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution
    by Hui Liu & Gabriel Rodriguez
  • 2006 AQM-06: The Macro economic Model of the OeNB
    by Markus Leibrecht & Martin Schneider
  • 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach
    by Laurent E. Calvet & Adlai J. Fisher
  • 2006 Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin
  • 2006 On the Heterogeneity of Dowry Motives
    by Raj Arunachalam & Trevon D. Logan
  • 2006 Empirical Models of Auctions
    by Susan Athey & Philip A. Haile
  • 2006 Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program
    by V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman
  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
    by Refet Gurkaynak & Justin Wolfers
  • 2006 Regression Discontinuity Inference with Specification Error
    by David S. Lee & David Card
  • 2006 Latvia's Macroeconomic Model
    by Konstantins Benkovskis & Dainis Stikuts
  • 2006 The Gains from Improved Market Efficiency: Trade Before and After the Transatlantic Telegraph
    by Mette Ejrnæs & Karl Gunnar Persson
  • 2006 Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis
    by Martin Gassebner & Michael Lamla & Jan-Egbert Sturm
  • 2006 Econometrics: A Bird’s Eye View
    by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran
  • 2006 Econometrics: A Bird's Eye View
    by Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem
  • 2006 Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter
    by Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri
  • 2006 Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter
    by Loureiro, Maria L. & Sanz-de-Galdeano, Anna & Vuri, Daniela
  • 2006 Exchange Rate and Inflation: France and Bulgaria in the Interwar Period
    by Kalina Dimitrova & Nikolay Nenovsky
  • 2006 Forecasting the Term Structure of Variance Swaps
    by Kai Detlefsen & Wolfgang Härdle
  • 2006 Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations
    by Eric Meyermans & Patrick Van Brusselen
  • 2006 EUROMON: the multi-country model of De Nederlandsche Bank
    by Maria Demertzis & Peter van Els & Sybille Grob & Marga Peeters
  • 2006 Empirical Models of Auctions
    by Susan Athey & Philip A. Haile
  • 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency
    by Meenagh, David & Minford, Patrick & Peel, David
  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco
  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
    by Gürkaynak, Refet S. & Wolfers, Justin
  • 2006 NATGAS: a model of the European natural gas market
    by Gijsbert Zwart & Machiel Mulder
  • 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency
    by Meenagh, David & Minford, Patrick & Peel, David
  • 2006 Econometrics: A Bird’s Eye View
    by Geweke, J. & Joel Horowitz & Pesaran, M.H.
  • 2006 Canonical term-structure models with observable factors and the dynamics of bond risk premiums
    by Marcello Pericoli & Marco Taboga
  • 2006 Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
    by Céline Gauthier & Fu Chun Li
  • 2006 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
    by Antonio Diez de los Rios & René Garcia
  • 2006 HDR 2006 - Beyond scarcity: Power, poverty and the global water crisis
    by UNDP
  • 2006 Considerations on the Reform in the Power Sector (Avoiding Chaos on the Path to an Optimal Market Structure)
    by Purica, Ionut
  • 2006 Montenegrin Quarterly Macroeconomic Econometric Model
    by Štiblar Franjo & Oplotnik Žan & Vukotić Veselin
  • 2006 Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle
    by Yasser Abdih & Frederick Joutz
  • 2006 Austria’s Economy Will Continue to Grow Dynamically in 2007
    by Gerhard Fenz & Martin Schneider
  • 2006 In praise of structural macroeconometrics/En defensa de la macroeconometría estructural
    by LORÍA, EDUARDO
  • 2006 Study of the potentiality of the electronic commerce in the Region of Murcia by means of a model of logistic regression/Estudio de la Potencialidad del Comercio Electrónico en la Región de Murcia mediante un Modelo de Regresión Logística
    by BERNAL GARCÍA, JUAN JESÚS & MARTÍNEZ MARIA-DOLORES, SOLEDAD MARÍA & SÁNCHEZ GARCÍA, JUAN FRANCISCO
  • 2006 How to do empirical economics
    by Francis Kamarz (editor) & Joshua D. Angrist & David M. Blau & Armin Falk & Jean-Marc Robin & Christopher R. Taber
  • 2006 The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence
    by Zeno Rotondi
  • 2006 On discrimination and the status of immigrants in the Hong Kong labour market
    by Alan T.K. Wan
  • 2006 A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods
    by Kristine M. Grimsrud & Robert P. Berrens & Ron C. Mittelhammer
  • 2006 The Rise in House Prices in China: Bubbles or Fundamentals?
    by Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu
  • 2006 Inaccurate approximations in the modeling of hyper-inflations
    by Evens SALIES & Peter MOFFATT
  • 2005 The Economic Effects of Constitutions
    by Torsten Persson & Guido Tabellini
  • 2005 Assessing Rational Expectations 2: "Eductive" Stability in Economics
    by Roger Guesnerie
  • 2005 European trade integration in the Baltic Sea Region - A gravity model based analysis
    by Paas, Tiiu & Tafenau, Egle
  • 2005 Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice)
    by Pablo M Garcia
  • 2005 Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?
    by B Bhaskara Rao & Gyaneshwar Rao
  • 2005 Testing Permanent Income Hypothesis for Fiji
    by B Bhaskara Rao
  • 2005 A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002
    by B Bhaskara Rao & Rup Singh
  • 2005 Demand for Money in India: 1953-2003
    by B Bhaskara Rao & Singh Rup
  • 2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
    by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi
  • 2005 Estimating a third-order translog demand system using Canadian micro-data
    by Vik Singh
  • 2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
    by Mehmet Caner
  • 2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
    by Guido Travaglini
  • 2005 Nonparametric estimation of concave production technologies by entropic methods
    by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro
  • 2005 A practical test for the choice of mixing distribution in a discrete choice model
    by Mogens Fosgerau & Michel Bierlaire
  • 2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
    by Peter Ilmolelian
  • 2005 Globalization and Regional Income Inequality--Evidence from within China
    by Guanghua Wan & Ming Lu & Zhao Chen
  • 2005 ‘‘Moving Median’’ A New Method Of Forecasting
    by Eleftherios Giovanis
  • 2005 Propagation of Memory Parameter from Durations to Counts
    by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang
  • 2005 A Note On Influence Assessment In Score Tests
    by J.M.C. Santos Silva
  • 2005 A fresh look at the topical interest of the Gini concentration ratio
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  • 2005 Bibliographic portrait of the Gini concentration ratio
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  • 2005 Production Functions Estimates for Soviet Industry and Some Implications
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  • 2005 Economic Growth as a Nonlinear and Discontinuous Process
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  • 2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
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  • 2005 Exponential Tilting with Weak Instruments: Estimation and Testing
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  • 2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
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  • 2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
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  • 2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
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  • 2005 Econometric Model for Cement demand and supply in Bolivia
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  • 2005 Total Factor Productivity Growth in Finland 1960 − 1999
    by Rana Bose
  • 2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
    by Bhaskara Rao
  • 2005 Subsampling Cointegration Ranks in Large Systems
    by Chen Pu & Hsiao Chihying
  • 2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
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  • 2005 A Bootstrap Test for Single Index Models
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  • 2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
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  • 2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
    by Feng Dai & Lin Liang
  • 2005 Seasonally specific model analysis of UK cereals prices
    by Philip Kostov & John Lingard
  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
    by Feng Dai & Hui Liu & Ying Wang
  • 2005 Regional Empirics for Economic Disparities in Italy: 1951-2001
    by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli
  • 2005 A proposal of poverty measures based on the Bonferroni inequality index
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  • 2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
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  • 2005 Sampling distribution of the Bonferroni inequality index from exponential population
    by Giovanni Maria Giorgi & Riccardo Mondani
  • 2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population
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  • 2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
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  • 2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
    by Giovanni Maria Giorgi & Andrea Pallini
  • 2005 A look at the Bonferroni inequality measure in a reliability framework
    by Giovanni Maria Giorgi & Michele Crescenzi
  • 2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
    by Stefano Fachin
  • 2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
    by Mehmet Dalkir
  • 2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India
    by Supreena Narayanan
  • 2005 Structural change in Export and economics growth: Analysis for spain (1980-2001)
    by zaharey
  • 2005 Inspiration About The Economy
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  • 2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
    by Gino Santarossa & Marie-Ève Brouard
  • 2005 Another Look At What To Do With Time-Series Cross-Section Data
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  • 2005 Adaptive Estimation of the Regression Discontinuity Model
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  • 2005 The effect on retail charges of mergers in the GB electricity market
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  • 2005 Active versus Passive Sample Attrition: The Health and Retirement Study
    by Honggao Cao & Daniel H. Hill
  • 2005 On Tail Index Estimation for Dependent, Heterogenous Data
    by Jonathan B. Hill
  • 2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
    by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon
  • 2005 Does Format of Pricing Contract Matter?
    by Teck-Hua Ho & Juanjuan Zhang
  • 2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
    by David Chappell & Theodore Panagiotidis
  • 2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
    by Ching-Kang Ing
  • 2005 Financing Constraints and Firm Inventory Investment: A Reexamination
    by John Tsoukalas
  • 2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
    by Jonathan B. Hill
  • 2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
    by Ozgen Sayginsoy
  • 2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
    by Amjad D. Al-Nasser
  • 2005 The Inflation In European Union
    by Giovanis Elephtherios
  • 2005 The hunting in the Province of Elassona
    by Giovanis Elephtherios
  • 2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
    by Giovanis Elephtherios
  • 2005 Econometric Analysis for the rural sector in Greek economy
    by Giovanis Elephtherios
  • 2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
    by Matteo M. Pelagatti
  • 2005 Dynamic Conditional Correlation with Elliptical Distributions
    by Matteo M. Pelagatti & Stefania Rondena
  • 2005 Boating Against the Current: Cases, Concepts, Models and Development Power
    by feng dai
  • 2005 A link between measures of Gross National Product, and measures of corruption
    by Mukti Diah Riani & Stuart Wattam
  • 2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
    by adela parra romero & viviana vargas franco & carlos castellar palma
  • 2005 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
    by Cornelis A. Los
  • 2005 Extraction of Common Signal from Series with Different Frequency
    by Edoardo Otranto
  • 2005 Multivariate STAR Unemployment Rate Forecasts
    by Costas Milas & Phil Rothman
  • 2005 Grinkevych's Model of forecasting
    by Dmitry
  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
    by Bragoudakis Zacharias
  • 2005 Overlaying Time Scales in Financial Volatility Data
    by Eric Hillebrand
  • 2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
    by Dubois
  • 2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
    by Willa Chen & Rohit Deo
  • 2005 Tracing the Source of Long Memory in Volatility
    by Rohit Deo & Mengchen Hsieh & Clifford Hurvich
  • 2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
    by Rohit Deo & Clifford Hurvich & Yi Lu
  • 2005 Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador
    by Pedro Francisco Páez
  • 2005 Specification of Functional Form in Models of Population Migration
    by Brian Cushing
  • 2005 Commodity Price Fluctuations: A Century of Analysis
    by Walter Labys
  • 2005 Income Disparity and Economic Growth: Evidence from China
    by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu
  • 2005 SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements
    by José Brandão de Brito & Rita Duarte
  • 2005 A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications
    by Lord, Montague J.
  • 2005 Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests
    by B. da Silva Lopes, Artur C.
  • 2005 European Stock Market Dynamics Before and After the Introduction of the Euro
    by Joseph Friedman & Yochanan Shachmurove
  • 2005 The Role of Beliefs in Inference for Rational Expectations Models
    by Bruce N. Lehmann
  • 2005 Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
    by David S. Lee
  • 2005 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
  • 2005 Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon
  • 2005 Structural Econometric Models in Forecasting Inflation at the National Bank of Poland
    by Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel
  • 2005 Noname - A new quarterly model for Belgium
    by Philippe Jeanfils & Koen Burggraeve
  • 2005 Is there long-run convergence of regional house prices in the UK?
    by Mark J. Holmes & Arthur Grimes
  • 2005 The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century
    by Mette Ejrnæs & Karl Gunnar Persson
  • 2005 Heterogeneity, State Dependence and Health
    by Timothy J Halliday
  • 2005 Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    by Andros Gregoriou & Alexandros Kontonikas
  • 2005 Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen
  • 2005 Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen
  • 2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods
    by Prasad V. Bidarkota
  • 2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
    by Feng Dai & Ling Liang
  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
    by Feng Dai & Hui Liu & Ying Wang
  • 2005 EMMA - A Quarterly Model of the Estonian Economy
    by Rasmus Kattai
  • 2005 Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach
    by Georg Zachmann
  • 2005 Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models
    by Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA
  • 2005 Real-Time Model Uncertainty in the United States: the Fed from 1996-2003
    by Ironside, Brian & Tetlow, Robert J.
  • 2005 Biases in Static Oligopoly Models?:Evidence from the California Electricity Market
    by Christopher Knittel & Dae-Wook Kim
  • 2005 Modelling Aggregate Consumption Growth with Time-Varying Parameters
    by Jürgen Arns & Kaushik Bhattacharya
  • 2005 La Modélisation Macro–Econométrique Dynamique
    by Fève, F.
  • 2005 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?
    by Frédérick Demers & Annie De Champlain
  • 2005 Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´
    by Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber
  • 2005 HDR 2005 - International cooperation at a crossroads: Aid, trade and security in an unequal world
    by UNDP
  • 2005 Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano
    by Ignazio Visco
  • 2005 Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey
    by Haakon O. Aa. Solheim
  • 2005 Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions
    by GUISAN, Mª C. & AGUAYO, E.
  • 2005 Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration
    by Francisco G. Carneiro & Joao R. Faria & Boubacar S. Barry
  • 2005 Estimating nonuse values using conjoint analysis
    by Robert W. Turner & Laura Noddin & Alita Giuda
  • 2005 Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
    by Tsangyao Chang & Chi-Wei Su & Hsiao-Ping Chu & Hsu-Ling Chang
  • 2005 The Bi-parameter Smooth Transition Autoregressive model
    by Boriss Siliverstovs
  • 2005 The Optimal Prediction Simultaneous Equations Selection
    by Alexander Gorobets
  • 2005 A New Variant of RESET for Distributed Lag Models
    by Dimitris Hatzinikolaou & Athanassios Stavrakoudis
  • 2005 Endogenous OCA Theory: Using the Gravity Model to Test Mundell's Intuition
    by Thierry Warin & Phanindra Wunnava & Hubert P. Janicki
  • 2005 Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
    by BARHOUMI Karim
  • 2005 "A regression error specification test (RESET) for generalized linear models"
    by Sunil Sapra
  • 2005 Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002
    by Guisan, M.C. & Exposito, P.
  • 2005 Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003
    by Guisan, M.C. & Aguayo, E.
  • 2005 Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003
    by Bildirici, M. & Cosar, N.
  • 2005 El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración
    by Mateo, M.C. & García-Cortijo, M.C.
  • 2005 Modelisation multifractale du taux de change dollar/euro
    by Jerome Fillol
  • 2004 Inference of Structural Econometric Models: A Unified Approach
    by Tong Li
  • 2004 Unpredictability and the Foundations of Economic Forecasting
    by David F. Hendry
  • 2004 Comparing Empirical Models of the Euro Economy
    by Kenneth F. Wallis
  • 2004 Real-time price discovery in stock, bond and foreign exchange markets
    by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara
  • 2004 Estimating equilibrium real interest rates in real-time
    by Clark, Todd E. & Kozicki, Sharon
  • 2004 To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being
    by Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti
  • 2004 Information Flow Structure in Large-Scale Product Development Organizational Networks
    by Dan Braha & Yaneer Bar-Yam
  • 2004 Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries
    by Voxi Heinrich S. Amavilah
  • 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
    by Bernd Hayo & Ali Kutan
  • 2004 Genetic Algorithms: Genesis of Stock Evaluation
    by Rama Prasad Kanungo
  • 2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
    by Puja Guha
  • 2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
    by Dante Jara
  • 2004 Asymptotics for Duration-Driven Long Range Dependent Processes
    by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier
  • 2004 Predictive Regressions: A Reduced-Bias Estimation Method
    by Yakov Amihud & Clifford Hurvich
  • 2004 Semiparametric Estimation of Fractional Cointegrating Subspaces
    by Willa Chen & Clifford Hurvich
  • 2004 Estimating Long Memory in Volatility
    by Clifford Hurvich & Eric Moulines & Philippe Soulier
  • 2004 Threshold Cointegration between Stock Returns : An application of STECM Models
    by Jawadi Fredj & Koubaa Yousra
  • 2004 On the Estimation of Nonlinearly Aggregated Mixed Models
    by Tommaso Proietti
  • 2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
    by Artur C. B. da Silva Lopes & Antonio Montañés
  • 2004 Data-Driven Rate-Optimal Specification Testing In Regression Models
    by Emmanuel Guerre & Pascal Lavergne
  • 2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
    by Guerre
  • 2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
    by Cornelis A Los
  • 2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
    by Ignacio Díaz-Emparanza
  • 2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
    by Ignacio Díaz-Emparanza
  • 2004 On the stability of recursive least squares in the Gauss-Markov model
    by Evens SALIES
  • 2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines
    by J.T.A.S. Ferreira & M.F.J. Steel
  • 2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
    by Juan Miguel Villa
  • 2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
    by Diana Weinhold
  • 2004 Multifractal analysis of Power Markets. Some empirical evidence
    by Marina Resta
  • 2004 Do Chinese stock markets share common information arrival processes?
    by Philip Kostov & Ziping Wu & Seamus McErlean
  • 2004 Model Selection Uncertainty and Detection of Threshold Effecs
    by Jean-Yves Pitarakis
  • 2004 On Describing Multivariate Skewness: A Directional Approach
    by J. T. A. S. Ferreira & M. F. J. Steel
  • 2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    by Chi-Young Choi & Nelson C. Mark & Donggyu Sul
  • 2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models
    by MONZUR HOSSAIN & M. ATAHARUL ISLAM
  • 2004 Testing The Significance Of Local Influence
    by MONZUR HOSSAIN & M. ATAHARUL ISLAM
  • 2004 A model to distribute mark-up amongst quotation component item
    by David Cattell & Paul Bowen & Ammar Kaka
  • 2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
    by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov
  • 2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ
    by Jushan Bai & Serena Ng
  • 2004 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor
    by Jushan Bai & Serena Ng
  • 2004 How much has labour taxation contributed to European structural unemployment?
    by Christophe Planas & Werner Roeger & Alessandro Rossi
  • 2004 Simulation-based estimation of peer effects
    by Brian Krauth
  • 2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    by Jose T.A.S. Ferreira & Mark F.J. Steel
  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe
  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman
  • 2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
    by Gioacchino Fazio & Olivier Hueber
  • 2004 The Partial Distribution: Definition, Properties and Applications in Economy
    by feng dai
  • 2004 A Constructive Representation of Univariate Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel
  • 2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel
  • 2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
    by Horst Entorf
  • 2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    by Jonathan B. Hill
  • 2004 The Economic Growth Effects of NAFTA in the Northern Border of Mexico
    by Alejandro Diaz-Bautista
  • 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
    by Bernd Hayo & Ali M. Kutan
  • 2004 Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio
    by Pasquale Pazienza
  • 2004 Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds
    by Robert Kitt
  • 2004 Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
    by Zhenlin Yang & Yiu Kuen Tse
  • 2004 Volatility and the Term Structure: Evidence from Interest Rate Derivatives
    by Alessandro Beber; Fabio Fornari.
  • 2004 The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation
    by Oleg Korenok & Stanislav Radchenko
  • 2004 Macroeconomic Sources of Risk in the Term Structure
    by Michael R. Wickens & Chiona Balfoussia
  • 2004 New-Keynesian Macroeconomics and the Term Structure
    by Antonio Moreno & Geert Bekaert & Seonghoon Cho
  • 2004 دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر
    by Khaleel, Tarek Mohamed & Shehata, Emad Abd Elmessih
  • 2004 Economia Romaniei in perioada 2003-2010: Estimari de macromodel
    by Dobrescu, Emilian
  • 2004 I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1
    by Moretti, Luigi
  • 2004 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos
  • 2004 Model Uncertainty and Policy Evaluation: Some Theory and Empirics
    by William A. Brock & Steven N. Durlauf & Kenneth D. West
  • 2004 Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model
    by Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro
  • 2004 Estimating Dynamic Models of Imperfect Competition
    by Patrick Bajari & C. Lanier Benkard & Jonathan Levin
  • 2004 Sectoral vs. country diversification benefits and downside risk
    by Marina Emiris
  • 2004 Learning, Forecasting and Structural Breaks
    by John M. Maheu & Stephen Gordon
  • 2004 Resistant Nonparametric Analysis of the Short Term Rate
    by Rosario Dell'Aquila & Elvezio Ronchetti
  • 2004 Working Paper 14-04 - Modélisation trimestrielle des recettes de TVA dans Modtrim II
    by Bart Hertveldt & Igor Lebrun & Michel Saintrain
  • 2004 Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model
    by Eric Meyermans
  • 2004 Working Paper 05-04 - Une nouvelle version du modèle HERMES
    by Francis Bossier & Ingrid Bracke & Sébastien Gillis & Filip Vanhorebeek
  • 2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    by Jonathan B. Hill
  • 2004 Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited
    by Jonathan B. Hill
  • 2004 Economic Evaluation of Climate Change Impacts and Adaptation in Italy
    by Alessandra Goria & Gretel Gambarelli
  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman
  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe
  • 2004 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
    by Feng Zhao & Robert Jarrow & Haitao Li
  • 2004 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk
    by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee
  • 2004 Level-n Bounded Rationality on a Level Playing Field of Sequential Games
    by Ernan Haruvy & Dale Stahl
  • 2004 The role of permanent and transitory components in business cycle volatility moderation
    by Stan Radchenko & Oleg Korenok
  • 2004 Optimal Rules under Adjustment Cost and Infrequent Information
    by Rene Garcia & Marco Bonomo
  • 2004 Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey
    by Joseph D. ALBA & Donghyun PARK
  • 2004 Bagging Binary Predictors for Time Series
    by Yang Yang & Tae-Hwy Lee
  • 2004 Tests of Functional Form and Heteroscedasticity
    by Y. K. Tse & Z. L. Yang
  • 2004 Tests of Functional Form and Heteroscedasticity
    by Z. L. Yang Y. K. Tse
  • 2004 Inside and Outside Bounds: Threshold Estimates of the Phillips Curve
    by Giovanni P. Olivei & Michelle L. Barnes
  • 2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices
    by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman
  • 2004 Estimating Structural Change in Linear Simultaneous Equations
    by Huang Weihong & Zhang Yang
  • 2004 Employment and Population in European Union: Econometric Models and Causality Tests
    by Aguayo, Eva & Guisan, Maria-Carmen
  • 2004 Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002
    by Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David
  • 2004 An Interregional Model of Foreign Tourism in China
    by Atherinos, Eleftherios
  • 2004 Industria e Comercio Externo na Economia do Brasil, 1960-2000
    by Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia
  • 2004 How econometric models help policy makers; theory and practice
    by Henk Don
  • 2004 The Econometrics of Option Pricing
    by René Garcia & Eric Ghysels & Éric Renault
  • 2004 Accounting for unobservables in production models:management and inefficiency
    by Antonio Álvarez & Carlos Arias & William Greene
  • 2004 The impact of global warming on U.S. agriculture: an econometric analysis of optimal growing conditions
    by Schlenker, Wolfram & Hanemann, W. Michael & Fisher, Anthony C.
  • 2004 Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro
    by André Proite & Maria da Conceição Sampaio de Sousa
  • 2004 HDR 2004 - Cultural Liberty in Today’s Diverse World
    by UNDP
  • 2004 Az átfutási idő hatása
    by Bródy, András
  • 2004 Models of labour demand with fixed costs of adjustment: a generalised tobit approach
    by Francesca Di Iorio & Stefano Fachin
  • 2004 Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique
    by Godwin Nwaobi
  • 2004 On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition
    by Steven Cook
  • 2004 Testing of I(d) processes in the real output
    by Luis A. Gil-Alana
  • 2004 Fractional cointegration in the consumption and income relationship using semiparametric techniques
    by Luis A. Gil-Alana
  • 2004 Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
    by Valerie Mignon & Gilles Dufrenot & Slim Chaouachi
  • 2004 Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
    by Stefano Fachin
  • 2004 Integrated volatility measuring from unevenly sampled observations
    by Taro Kanatani
  • 2004 Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
    by barhoumi karim
  • 2004 A fractionally integrated model for the Spanish real GDP
    by Luis Alberiko Gil-Alana
  • 2004 Mean-Covariance Structure Models in Economic Research: an Application to a Lending Program for Development in Burkina Faso
    by Paxton, J. & Thraen, C.
  • 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico
    by Guisan, M.Carmen
  • 2004 A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output
    by Ibrahim, M.H
  • 2004 Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000
    by Guisan, M.C.
  • 2004 Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria
    by Guisan, M. C. & Aguayo, E.
  • 2004 Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000
    by Guisán, M.C. & Expósito, P.
  • 2004 Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests
    by Guisan, M.C.
  • 2004 Determinants of Aggregate Imports in the GCC countries
    by Metwally, M.M.
  • 2004 Employment, Population and Regional Development in Western and Central Europe. Econometric Models and Challenges of EU Enlargement
    by Guisan, M.C. & Aguayo, E.
  • 2004 The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan
    by Maghyereh, A.
  • 2004 Linkages of Indian Interest Rates with US and Japanese Rates
    by Vuyyuri, S.
  • 2004 A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction
    by Dimitris N. Politis
  • 2004 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: A Static Econometric Model
    by Aleksandar Dimitrov
  • 2003 Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
    by Serena Ng & Jean Boivin
  • 2003 Dynamic Neural Network Based Inflation Forecasts for the UK
    by Binner, J & Gazely
  • 2003 Dynamic Programming in Economics
    by Dana, Rose-Anne & Le Van, Cuong
  • 2003 Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data
    by Jeffrey M. Wooldridge
  • 2003 Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999
    by Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco
  • 2003 Prognoseleistung von Frühindikatoren : Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland
    by Hinze, Jörg
  • 2003 Regional Integration and International Trade in the Context of EU Eastward Enlargement
    by Paas, Tiiu
  • 2003 Forecasting the term structure of government bond yields
    by Diebold, Francis X. & Li, Canlin
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan
  • 2003 How the Basic RBC Model Fails to Explain US Time Series
    by Gregory C. Chow
  • 2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
    by Jean-Yves Pitarakis
  • 2003 Dating the Italian Business Cycle: A Comparison of Procedures
    by Giancarlo Bruno & Edoardo Otranto
  • 2003 Spot price dynamics in deregulated power markets
    by Marina Resta & Davide Sciutti
  • 2003 Testing for Stochastic Cointegration and Evidence for Present Value Models
    by Brendan McCabe & Stephen Leybourne & David Harris
  • 2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
    by Steve Leybourne & Tae-Hwan Kim & Paul Newbold
  • 2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
    by Steve Leybourne & Paul Newbold & Tae-Hwan Kim
  • 2003 On Unit Root Tests and the Initial Observation
    by Steve Leybourne & David Harvey
  • 2003 Panel Stationarity Tests with Cross-sectional Dependence
    by David Harris & Steve Leybourne & Brendan McCabe
  • 2003 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter
    by Roberto Iannaccone & Edoardo Otranto
  • 2003 the Multi-State Markov Switching Model
    by Edoardo Otranto
  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez
  • 2003 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
    by Luciano Gutierrez
  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez
  • 2003 Structural Equation Models in Human Behavior Genetics
    by Arthur S. Goldberger
  • 2003 Strongly Consistent Determination of the Rank of Matrix
    by Zaka Ratsimalahelo
  • 2003 Econometrics and Economic Policy
    by Gregory C. Chow
  • 2003 Economic Effects of Political Movements in China: Lower Bound Estimates
    by Gregory C. Chow
  • 2003 Estimating Economic Effects of Political Movements in China
    by Gregory C. Chow
  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren
  • 2003 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal
    by Jose Ramos Pires Manso
  • 2003 The market for Picasso prints: an hybrid model approach
    by Locatelli-Biey, Marilena & Zanola, Roberto
  • 2003 Individual Mortality and Macro Economic Conditions from Birth to Death
    by Maarten Lindeboom & France Portrait & Gerard J. van den Berg
  • 2003 Statistical Properties of Forward Libor Rates
    by Carol Alexander & Dimitri Lvov
  • 2003 Test de l’équivalence Ricardienne par la Modélisation SVAR
    by Ghassan, Hassan B.
  • 2003 آثار عجز الميزانية على الإدخار الخاص في الإقتصاد المغربي عبر نمذجة التقهقر الذاتي البنيوي
    by Ghassan, Hassan B.
  • 2003 Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    by Ghassan, Hassan B.
  • 2003 El Tipo de Cambio Real de Costa Rica
    by Leon, Jorge & Mendez, Eduardo & Prado, Eduardo
  • 2003 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
  • 2003 Markov Switching Garch Models of Currency Crises in Southeast Asia
    by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan
  • 2003 Are Canadian Regional Business Cycles All Alike?
    by Gabriel Rodriguez
  • 2003 Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates
    by Indira Romero & Gabriel Rodriguez
  • 2003 Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data
    by Emir Emiray & Gabriel Rodriguez
  • 2003 The OECD Medium-Term Reference Scenario: Economic Outlook No.74
    by Peter Downes & Aaron Drew & Patrice Ollivaud
  • 2003 Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities
    by Patrick Bajari & Matthew E. Kahn
  • 2003 Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data
    by Patrick Bajari & Ali Hortacsu
  • 2003 Regime-Switching and the Estimation of Multifractal Processes
    by Laurent Calvet & Adlai Fisher
  • 2003 The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach
    by Hui Huang & John Whalley
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie
  • 2003 The limits of statistical information: How important are GDP revisions in Italy?
    by Lupi, Claudio & Peracchi, Franco
  • 2003 Macroeconomic Interval Forecasting: The Case of Assessing the Risk of Deflation in Germany
    by Dora Borbély & Carsten-Patrick Meier
  • 2003 Individual Mortality and Macro-Economic Conditions from Birth to Death
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.
  • 2003 Individual Mortality and Macro-Economic Conditions from Birth to Death
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.
  • 2003 Measuring Labor Market Frictions: A Cross-Country Comparison
    by Ridder, Geert & van den Berg, Gerard J.
  • 2003 Measuring Labor Market Frictions: A Cross-Country Comparison
    by Ridder, Geert & van den Berg, Gerard J.
  • 2003 The Effect of Search Frictions on Wages
    by van den Berg, Gerard J. & van Vuuren, Aico
  • 2003 The Effect of Search Frictions on Wages
    by van den Berg, Gerard J. & van Vuuren, Aico
  • 2003 A macroeconometric model for the Euro economy
    by Christian Dreger
  • 2003 Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong
    by Weshah A. Razzak
  • 2003 Working Paper 17-03 - Tout savoir sur la confection du budget économique
    by Ludovic Dobbelaere & Bart Hertveldt & Evelyne Hespel & Igor Lebrun
  • 2003 Working Paper 12-03 - An assessment of the risks to the medium-term outlook of the Belgian international economic environment
    by Eric Meyermans & Patrick Van Brusselen
  • 2003 Working Paper 09-03 - The international transmission of shocks - Some selected simulations with the NIME model
    by Eric Meyermans
  • 2003 Working Paper 06-03 - MODTRIM II : A quarterly model for the Belgian economy
    by Bart Hertveldt & Igor Lebrun
  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren
  • 2003 External Trade, Tourism and Economic Integration in Latin America
    by Aguayo, Eva & Alvarez, Lia & Gardella, Rodrigo J.
  • 2003 Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth
    by Guisan, M.Carmen & Malacon, C. & Exposito, P.
  • 2003 Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons
    by Guisan, M.Carmen & Martinez, C.
  • 2003 Modelos econometricos de capital humano: Principales enfoques y evidencia empirica
    by Neira, Isabel
  • 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
    by Guisan, M.Carmen
  • 2003 Identifying Determinants of German Inflation: An Eclectic Approach
    by Tatiana Fic
  • 2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS
    by Cees Diks & Roy van der Weide
  • 2003 Identifying and Forecasting the Turns of the Japanese Business Cycle
    by Konstantin A., Kholodilin
  • 2003 MZE: a small macro-model for the euro area
    by P.-O. BEFFY & X. BONNET & M. DARRACQ-PARIES & B. MONFORT
  • 2003 Dollarization and real volatility
    by Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by Jean-Marie Dufour
  • 2003 The Pavlovian Response of Term Rates to Fed Announcements
    by Oscar Jorda & Selva Demiralp
  • 2003 The Announcement Effect: Evidence from Open Market Desk Data
    by Oscar Jorda & Selva Demiralp & Holly Liu & Jeffrey Williams
  • 2003 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
    by Pesaran, M.H. & Timmermann, A.
  • 2003 Forecasting and Analyzing World Commodity Prices
    by René Lalonde & Zhenhua Zhu & Frédérick Demers
  • 2003 A Comparison of Twelve Macroeconomic Models of the Canadian Economy
    by Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant
  • 2003 HDR 2003 - Millennium Development Goals: A Compact Among Nations to End Human Poverty
    by UNDP
  • 2003 Methodological Framework and Simulations for Evaluating the Impact of EU Enlargement on the Italian Economy
    by Rossella Bardazzi & Maurizio Grassini
  • 2003 Long memory in a small stock market
    by Jussi Tolvi
  • 2003 Efficient unit root tests of real exchange rates in the post-Bretton Woods era
    by Francis Ahking
  • 2003 Output dynamics in an endogenous growth model
    by Ilaski Barañano & M. Paz Moral
  • 2003 Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
    by AHAMADA IBRAHIM
  • 2003 Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99
    by Anthony Bende-Nabende & Jim Slater
  • 2003 Multifractality: Theory and Evidence an Application to the French Stock Market
    by Jérôme Fillol
  • 2003 Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
    by Boriss Siliverstovs
  • 2003 Asymmetric cycles in unobserved components models
    by Jesus Crespo Cuaresma
  • 2003 Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000
    by Carballas A.David & Exposito, Pilar
  • 2003 Impacto de la Ayuda Oficial al Desarrollo en Centroamerica
    by Valladares, Angelica Maria & Neira Gomez, Isabel
  • 2003 Analisis Econometrico de la Relacion entre la Educacion y la Mortalidad Infantil en la Comunidad Andina. 1960-2000
    by Lamelas, Nelida & Cancelo, Mª Teresa
  • 2003 Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96
    by Guisan, M.Carmen & Arranz, Matilde
  • 2003 Identification, weak instruments, and statistical inference in econometrics
    by Jean-Marie Dufour
  • 2003 Scenarios for Trade Integration in the Americas
    by Xinshen Diao & Eugenio Díaz-Bonilla & Sherman Robinson
  • 2003 Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables
    by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo
  • 2003 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model
    by Aleksandar Dimitrov
  • 2002 On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models
    by Zacharias Psaradakis & Nicola Spagnolo
  • 2002 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model
    by Jean Louis Brillet
  • 2002 Modeling Agents Who Learn Conditional Beliefs
    by Dale O. Stahl
  • 2002 Excessive Variation in Risk Factor Correlation and Volatilities
    by Salih Neftci
  • 2002 Real business cycle models, endogenous growth models and cyclical growth: A critical survey
    by Davide Fiaschi & Serena Sordi
  • 2002 Substitutability and Complementarity of FDI and PI in a Martingale Context
    by Brian J. Jacobsen
  • 2002 EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game
    by Gottfried Haber & Reinhard Neck & Warwick J. McKibbin
  • 2002 Portfolio Optimization: which alternatives to standard gaussian model?
    by Marina Resta
  • 2002 A Model of Educational Attainment: Application to the German Case
    by Lauer, Charlotte
  • 2002 Family background, cohort and education: A French-German comparison
    by Lauer, Charlotte
  • 2002 The impact of news, oil prices, and international spillovers on Russian financial markets
    by Hayo, Bernd & Kutan, Ali M.
  • 2002 Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto
    by Vladimir Z. Nuri
  • 2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
    by Bernd Hayo & Ali Kutan
  • 2002 Some Reflections on Trend-Cycle Decompositions with Correlated Components
    by Tommaso Proietti
  • 2002 Estimating multi-country VAR models
    by Fabio Canova & Matteo Ciccarelli
  • 2002 Nonlinear stochastic trends and economic fluctuations
    by Maximo Camacho
  • 2002 Innovations and Emissions
    by Lutz C. & Meyer B. & Nathani C. & Schleich J.
  • 2002 Digital Security Tokens in Network Commerce: Modeling and Derivative Application
    by Kanta Matsuura
  • 2002 Subjective Measures of Risk Aversion and Portfolio Choice
    by Arie Kapteyn & Federica Teppa
  • 2002 نظام الزكاة المالي وتحسين المعاش العام تقدير كمي شمولي في الاقتصاد المغربي
    by Ghassan, Hassan B. & Ihnach, Houcine
  • 2002 الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة
    by Ghassan, Hassan B.
  • 2002 Modeling the Macro-Economy of Bangladesh
    by Lord, Montague J.
  • 2002 Macromodel estimations for the Romanian "Preaccesion economic programme"
    by Dobrescu, Emilian
  • 2002 Intergenerational Long Term Effects of Preschool - Structural Estimates from a Discrete Dynamic Programming Model
    by Heckman, James & Raut, Lakshmi
  • 2002 Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output
    by Gabriel Rodriguez & Nicholas Rowe
  • 2002 Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators
    by Fabio Canova & Matteo Ciccarelli
  • 2002 Working Paper 11-02 - Monetary policy in the euro area - Simulations with the NIME model
    by Eric Meyermans
  • 2002 Working Paper 05-02 - Automatic fiscal stabilisers
    by Eric Meyermans
  • 2002 Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures
    by Roger WALDER
  • 2002 Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos
    by Neira, Isabel & Guisan, M.Carmen
  • 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion
    by Guisan, M.Carmen
  • 2002 Modelos econometricos del mercado de la vivienda en las regiones españolas
    by Lopez, Carmen
  • 2002 Modelizacion econometrica de la rentabilidad en los mercados de valores
    by Escudero, E.
  • 2002 Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades
    by Arranz, M.
  • 2002 Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos
    by Rodriguez, X.A.
  • 2002 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
    by Arranz, M.
  • 2002 Perspectivas Demograficas de Galicia
    by Guisan, M.C. & Cancelo, T. & Iglesias, A. & Vazquez, E.
  • 2002 Las Industrias Derivadas de la Madera En España (1964-90). Comparacion internacional, modelos econometricos y analisis de causalidad
    by Guisan, M.C. & Iglesias, A.
  • 2002 An Interregional Econometric Model for Market Services Employment in 120 EEC Regions
    by Guisan, M.C. & Frias, I.
  • 2002 Trois modèles de structure par terme des prix du pétrole : une comparaison
    by Lautier, Delphine
  • 2002 PPP May not Hold Afterall: A Further Investigation
    by Serena Ng & Pierre Perron
  • 2002 Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism
    by Konstantin A. KHOLODILIN
  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin, KHOLODILIN
  • 2002 Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle
    by Konstantin A. KHOLODILIN
  • 2002 Capital social et anthroponomie
    by Peaucelle, Irina
  • 2002 How Large is Your Reference Group
    by Claude Montmarquette & François Gardes
  • 2002 Identifying endogenous fiscal policy rules for macroeconomic models
    by Javier J. Pérez & Paul Hiebert
  • 2002 Asset Allocation Using Extreme Value Theory
    by Younes Bensalah
  • 2002 HDR 2002 - Deepening Democracy in a Fragmented World
    by UNDP
  • 2002 Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries
    by Tiiu Paas
  • 2002 The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach
    by Bridget G. Hiedemann & Jutta M. Joesch
  • 2002 Measuring self-sustainability of economic development at the county level
    by Oleg Smirnov
  • 2002 Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts
    by Grace Juhn & Prakash Loungani
  • 2002 Comparing Projections and Outcomes of IMF-Supported Programs
    by Alberto Musso & Steven Phillips
  • 2002 Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
    by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon
  • 2002 Technology Gap, Efficiency, and a Stochastic Metafrontier Function
    by George E. Battese & D. S. Prasada Rao
  • 2002 Èeská ekonomika v makroekonomických modelech
    by Jan Frait & Luboš Komárek
  • 2002 Reálna a nominálna konvergencia slovenskej ekonomiky k priemeru EU
    by Ivan Šujan & Milota Šujanová
  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin A. Kholodilin
  • 2002 Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator
    by Konstantin A. Kholodilin
  • 2002 Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data
    by Patrick Fève & Xavier Fairise
  • 2002 Electoral behavior of US counties: a panel data approach
    by Stanislav Anatolyev
  • 2002 Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
    by Konstantin Kholodilin
  • 2002 On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
    by Yi-Ting Chen
  • 2002 Testing the assumption of Linearity
    by Theodore Panagiotidis
  • 2002 A vector error correction and nonnested modeling of money demand function in Nigeria
    by GODWIN NWAOBI
  • 2002 La industria en España y en la OCDE, 1960-2000
    by Guisan, M.Carmen
  • 2002 Employment and Regional Tourism in Europe, 1990-2000
    by Guisan, M.Carmen & Aguayo, Eva
  • 2002 Liberacion comercial y crecimiento economico en Mercosur 1994-2000
    by San Millan, Alejandro & Rodriguez, Xose Anton
  • 2002 Impacto economico del turismo en el Mercosur y Chile (1990-2000)
    by Gardella, Rodrigo & Aguayo, Eva
  • 2002 Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico
    by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar
  • 2002 Employment and Regional Development in Italy
    by Guisan, M.Carmen & Aguayo, Eva
  • 2002 The Iterative Kalman Filter Smoother And Its Applications
    by Osvald Vašíček & Jan Vlček
  • 2002 PPP May not Hold Afterall: A Further Investigation
    by Serena Ng & Pierre Perron
  • 2001 Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market
    by SaangJoon Baak
  • 2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
    by V. Brian Viard, Nicholas Polson, Anne Gron
  • 2001 Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice
    by Reuven Shnaps
  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta
  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta
  • 2001 Estimation of Poorly-Measured Service-Industry Output
    by Baoline Chen
  • 2001 On Inflation and the Persistence of shocks to Output
    by Maral Kichian and Richard Luger, Bank of Canada
  • 2001 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health
    by Ahmed W. Khwaja
  • 2001 The efficiency of the Taylor rule : A stochastic analysis using the Macsim model
    by Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies
  • 2001 Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence
    by Jiahui Wang
  • 2001 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
    by Sorin Solomon and Moshe Levy
  • 2001 Micro Simulation - A Tool for Economic Analysis
    by Klevmarken, N.A.
  • 2001 Degeneracy in Data Envelopment Analysis
    by Mar-Molinero, C. & Mancebon, M.J.
  • 2001 La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique
    by Le Gall, P.
  • 2001 Econometric Analysis of Cross Section and Panel Data
    by Jeffrey M. Wooldridge
  • 2001 Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union
    by Dibooglu, Selahattin & Kutan, Ali M.
  • 2001 Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm
    by Junwu Gan
  • 2001 How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey
    by Ángel López Nicolás
  • 2001 How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey
    by Ángel López Nicolás
  • 2001 Measuring the Level of Competition in the Argentine Banking Industry
    by Marcelo Dabos & Daniel Aromi
  • 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
    by Buda, Rodolphe
  • 2001 Standard Shocks in the OECD Interlink Model
    by Thomas Dalsgaard & Christophe André & Pete Richardson
  • 2001 Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
    by Ravi Jagannathan & Zhenyu Wang
  • 2001 MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia
    by Leo de Haan & Aneta Naumovska & Marga Peeters
  • 2001 An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.
  • 2001 An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.
  • 2001 Working Paper 03-01 - The NIME Model : A Macroeconometric World Model
    by Eric Meyermans & Patrick Van Brusselen
  • 2001 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
    by Edoardo Otranto & Giampiero M. Gallo
  • 2001 Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns
    by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee
  • 2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel
  • 2001 Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96
    by Guisan, M.C. & Arranz, M.
  • 2001 MAKMODEL: a macroeconometric model for the Republic of Macedonia
    by L. de Haan & A. Naumovska & H.M.M. Peeters
  • 2001 Hypothetical Intertemporal Consumption Choices
    by Kapteyn, A. & Teppa, F.
  • 2001 Evénements rares et modélisation de la solvabilité des sociétés d'assurance vie
    by Hsini, Ridha
  • 2001 Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data
    by Konstantin A. KHOLODILIN
  • 2001 Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups
    by Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot
  • 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
    by René Garcia & Richard Luger & Éric Renault
  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by René Garcia & Richard Luger & Éric Renault
  • 2001 Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output
    by Gabriel Rodriguez & Nicholas Rowe
  • 2001 A Note on the Selection of Time Series Models
    by Serena Ng & Pierre Perron
  • 2001 Affine Term-Structure Models: Theory and Implementation
    by David Jamieson Bolder
  • 2001 HDR 2001 - Making New Technologies Work for Human Development
    by UNDP
  • 2001 Assessing the Public Capital Contribution to Growth. An Application to Italy
    by Ernesto Felli & Giovanni Tria
  • 2001 Inflation Targeting in Korea: An Empirical Exploration
    by By Alexander W. Hoffmaister
  • 2001 Outliers in eleven Finnish macroeconomic time series
    by Jussi Tolvi
  • 2001 Latent Leading and Coincident Factors Model with Markov-Switching Dynamics
    by Konstantin Kholodilin
  • 2001 Prior Information: The Mixed Prediction Approach
    by Harry Haupt & Walter Oberhofer
  • 2001 Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas
    by Guisan, M.Carmen & Neira, I
  • 2001 Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993
    by Canudas, Rocio
  • 2001 Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96
    by Neira, Isabel & Iglesias, Ana
  • 2001 Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95
    by Guisan, M.Carmen & Neira, Isabel
  • 2001 Employment and regional development in Germany
    by Guisan, M.Carmen & Aguayo, Eva
  • 2001 Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries
    by Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida
  • 2001 Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test
    by Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro
  • 2001 Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach
    by Guisan, M.Carmen
  • 2001 Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons
    by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar
  • 2000 Seraching for Additive Outliers in Nonstationary Time Series
    by Perron, P. & Rodriguez, G.
  • 2000 Residual Based Tests for Cointegration with GLS Detrended Data
    by Perron, P. & Rodriguez, G.
  • 2000 Status, Lotteries, and Inequality
    by Becker, G.S. & Murphy, K.M. & Werning, I.
  • 2000 Testable consequences of economic theory
    by Ekeland, Ivar
  • 2000 Econometrics, Volume 1: Econometric Modeling of Producer Behavior
    by Dale W. Jorgenson
  • 2000 Financial Modeling, 2nd Edition
    by Simon Benninga
  • 2000 Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary
    by Dibooglu, Selahattin & Kutan, Ali M.
  • 2000 Estimating the firm's demand and supply functions under uncertainty without expected utility
    by Elie Appelbaum
  • 2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel
  • 2000 Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
    by Lindsay M. Tedds & David E. A. Giles
  • 2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia
    by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig
  • 2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia
    by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig
  • 2000 The Market for Sculptures: an Adjacent Year Regression Index
    by Locatelli-Biey, Marilena & Zanola, Roberto
  • 2000 Interactions-Based Models
    by William Brock & Steven N. Durlauf
  • 2000 Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001
    by Gerhard Wagenhals
  • 2000 Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector
    by Eric Meyermans & Patrick Van Brusselen
  • 2000 Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector
    by Eric Meyermans & Patrick Van Brusselen
  • 2000 When is labour market flexibility welcome? More on asymmetric policy impacts in Europe
    by S. Sgherri
  • 2000 Financial markets survey written for encyclopedia EOLSS
    by Jeanblanc, Monique & Dana, Rose-Anne
  • 2000 Reversed Score and Likelihood Ratio Tests
    by Dhaene, Geert & Scaillet, Olivier
  • 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by Jean-Marie Dufour & Olivier Torrès
  • 2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by Jean-Marie Dufour & Joanna Jasiak
  • 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series
    by Agustín Maravall & Fernando J. Sánchez
  • 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM
    by Eva Ortega & Enrique Alberola
  • 2000 Steps in Applying Extreme Value Theory to Finance: A Review
    by Younes Bensalah
  • 2000 HDR 2000 - Human Rights and Human Development
    by UNDP
  • 2000 Estimating a continuous time portfolio selection model: An application with UK data
    by Burak Saltoglu
  • 2000 How Does Dollarization Affect Real Volatility and Country Risk?
    by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo
  • 2000 Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland
    by Gerhard Wagenhals
  • 1999 Micro Data and General Equilibrium Models
    by Martin Browning & Lars Peter Hansen & James J. Heckman
  • 1999 Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines
    by Anderson, J.M. & Kling, J.R. & Stith, K.
  • 1999 Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs
    by Aakvik, A. & Heckman, J.J. & Vytlacil, E.J.
  • 1999 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
    by Chang-Jin Kim & Charles R. Nelson
  • 1999 The federal funds market and the overnight Eurodollar market
    by Lee, Yungsook
  • 1999 A Heisenberg Bound for Stationary Time Series
    by Eric Blankmeyer
  • 1999 L-scaling
    by Eric Blankmeyer
  • 1999 Best Log-linear Index Numbers: Extensions and Applications
    by Eric Blankmeyer
  • 1999 What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data
    by Gabriele Tondl
  • 1999 A Fuzzy Logic Approach to Modelling the Underground Economy
    by Robert Draeseke & David E. A. Giles
  • 1999 The Canadian Underground and Measured Economies: Granger Causality Results
    by David E. A. Giles & Lindsay Tedds & Gugsa Werkneh
  • 1999 Modelling the Hidden Economy and the Tax-Gap in New Zealand
    by David E. A. Giles
  • 1999 The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
    by David E. A. Giles, & Patrick J. Caragata
  • 1999 Institutionalism as "Scientific" Economics
    by Malcom Rutherford
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by M. Ishaq Nadiri & Ingmar R. Prucha
  • 1999 The Distribution of Pollution in the United States: An Environmental Gini Approach
    by Millimet, Daniel L. & Slottje, Daniel
  • 1999 Modeling ASEAN Global Linkages
    by Lord, Montague J.
  • 1999 Quantitative Economic Modeling vs Methodological Individualism ?
    by Buda, Rodolphe
  • 1999 The public-private savings mirror and causality relations among private savings, investment and (twin) deficits: A full modeling approach
    by Peeters, Marga
  • 1999 Econometric Inflation Targeting
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by M. Ishaq Nadiri & Ingmar R. Prucha
  • 1999 The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain
    by Katarina Juselius & Juan Toro
  • 1999 Models and Relations in Economics and Econometrics
    by Katarina Juselius
  • 1999 Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS
    by Katarina Juselius & Elena Gennari
  • 1999 Gender and Racial Discrimination in Pay and Promotion for NHS Nurses
    by Pudney, Stephen & Shields, Michael A.
  • 1999 Gender And Racial Discrimination In Pay And Promotion For Nhs Nurses
    by Stephen Pudney & Michael A. Shields
  • 1999 A structural cointegrating VAR approach to macroeconometric modelling
    by A Garratt & K Lee & M H Pesaran & Yongcheol Shin
  • 1999 Monetary transmission channels, monetary regimes and consumption behaviour
    by S. Sgherri
  • 1999 L’offre de riz des ménages agricoles malgaches. Etude économétrique à partir d’enquêtes transversales
    by Robilliard, Anne-Sophie
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by Nadiri, M.I. & Prucha, I.
  • 1999 Indirect Inference, Nuisance Parameter and Threshold Moving Average
    by Alain Guay & Olivier Scaillet
  • 1999 Nonlinear innovations and impulse responses
    by Gourieroux, Christian & Jasiak, Joanna
  • 1999 Latent Variable Models for Stochastic Discount Factors
    by René Garcia & Éric Renault
  • 1999 Forecasting Dynamic Time Series in the Presence of Deterministic Components
    by Serena Ng & Timothy Vogelsang
  • 1999 HDR 1999 - Globalization with a Human Face
    by UNDP
  • 1999 Detecting self-organisational change in economic processes exhibiting logistic growth
    by John Foster & Phillip Wild
  • 1999 Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices
    by Rosemary D. Rossiter
  • 1998 The Volatility of U.S. Term Structure Term Premia 1952-1991
    by Henry, O.T.
  • 1998 An Axiomatization of Cumulative Prospect Theory for Decision Under Risk
    by Chateauneuf, A. & Wakker, P.
  • 1998 The Degree of Collusion in Construction
    by Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J.
  • 1998 Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate
    by Berganza, J.C.
  • 1998 A Structural Cointegrating VAR Approach to Macroeconometric Modelling
    by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol
  • 1998 Linking series generated at different frequencies and its applications
    by Hyung, Namwon
  • 1998 Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation
    by William A. Barnett & Haiyang Xu
  • 1998 Bayesian and Classical Approaches to Instrumental Variables Regression
    by Frank Kleibergen & Eric Zivot
  • 1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
    by Mark J. Jensen
  • 1998 Modelling the Hidden Economy and the Tax-Gap in New Zealand
    by David E. A. Giles
  • 1998 Measuring The Hidden Economy: Implications for Econometric Modelling
    by David E. A. Giles
  • 1998 The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
    by David E. A. Giles, & Patrick J. Caragata
  • 1998 Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand
    by Patrick J. Caragata, & David E. A. Giles
  • 1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    by David E. A. Giles
  • 1998 The Underground Economy: Minimizing the Size of Government
    by David E.A. Giles
  • 1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    by David E. A. Giles
  • 1998 The Underground Economy: Minimizing the Size of Government
    by David E.A. Giles
  • 1998 Measuring Inter-judge Sentencing Disparity Before and After the Federal Sentencing Guidelines
    by James M. Anderson & Jeffrey R. Kling & Kate Stith
  • 1998 Macromodels of the Romanian transition economy, Second edition
    by Dobrescu, Emilian
  • 1998 GDP-spillovers in multi-country models
    by Douven, Rudy & Peeters, Marga
  • 1998 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
    by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
  • 1998 How Relevant is Volatility Forecasting for Financial Risk Management?
    by Peter F. Christoffersen & Francis X. Diebold
  • 1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by DUFOUR, Jean-Marie & JASIAK, Joanna
  • 1998 European Money Demand and the Role of UK for its Stability: A Cointegration Analysis
    by Andreas Beyer
  • 1998 Working Paper 08-98 - An Evaluation of Fiscal Measures for Energy Products in the European Union
    by Francis Bossier & Sophie Mertens & Eric Meyermans & Patrick Van Brusselen
  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by René Garcia & Éric Renault
  • 1998 Forecasting Inflation with the M1-VECM: Part Two
    by Engert, Walter & Hendry, Scott
  • 1998 HDR 1998 - Consumption for Human Development
    by UNDP
  • 1997 Inventories and Asymmetric Business Cycle Fluctuations in the UK
    by Sensier, M.
  • 1997 Assortative Matching and Search
    by Shimer, R. & Smith, L.
  • 1997 Assortative Matching and Search
    by Shimer, R. & Smith, L.
  • 1997 A Graphical Depiction of the Rubinstein-Stahl Bargaining Solution
    by Smith, L.
  • 1997 The Economic Return to Schooling in Ireland
    by Callan, T. & Harmon, C.P.
  • 1997 Mutual Encompassing and Model Equivalence
    by Lu, M. & Mizon, G. E.
  • 1997 Mathematical and Statistical Modelling of Cointegration
    by Johansen, S.
  • 1997 Unemployment Insurance in Theory and Practice
    by Holmlund, B.
  • 1997 An estimator for the road freight handling factor
    by Thomas Cool
  • 1997 The Angular Distribution of Asset Returns in Delay Space
    by Roger Koppl & Carlo Nardone
  • 1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
    by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo
  • 1997 Nonlinear and Complex Dynamics in Economics
    by William A. Barnett & Alfredo Medio & Apostolos Serletis
  • 1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
    by Chihwa Kao & Min-Hsien Chiang
  • 1997 Estimation of Price Elasticities from Norwegian Household Survey Data
    by Leif Brubakk
  • 1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors
    by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul
  • 1997 Cointegration and Long-Horizon Forecasting
    by Peter F. Christoffersen & Francis X. Diebold
  • 1997 Evaluating Density Forecasts
    by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay
  • 1997 Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong
    by James McIntosh & William A. Sims
  • 1997 Vacancy Durations - A Model for Employer's Search
    by Weber, Andrea
  • 1997 Waves and Persistence in Merger and Acquisition Activity
    by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty
  • 1997 Analysis of Vector Autoregressions in the Presence of Shifts in Mean
    by Serena Ng & Timothy J. Vogelsang
  • 1997 Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
    by Serena Ng & Pierre Perron
  • 1997 HDR 1997 - Human Development to Eradicate Poverty
    by UNDP
  • 1996 Conditional Independance in Sample Selection Models
    by Angrist, J.D.
  • 1996 A Multicriteria Approach to Model Specification and Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1996 Bootstrap Methods For Covariance Structures
    by Joel L. Horowitz
  • 1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
    by Sangjoon Kim & Neil Shephard & Siddhartha Chib
  • 1996 Bootstrap Methods for Median Regression Models
    by Joel L. Horowitz
  • 1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
    by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann
  • 1996 Bayesian Analysis of Multivariate Probit Models
    by Siddhartha Chib & Edward Greenberg
  • 1996 A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
    by Joel L. Horowitz & Tim Loughran & N. E. Savin
  • 1996 Measuring Productivity Differences in Equilibrium Search Models
    by Gathier Lanot & George Neumann
  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by N.E. Savin & Allan Wurtz
  • 1996 Power of Tests in Binary Response Models
    by N.E. Savin & Allan Wurtz
  • 1996 Real and Spurious Long Memory Properties of Stock Market Data
    by I.N. Lobato & N.E. Savin
  • 1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
    by Francisco F. R. Ramos
  • 1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
    by Simon van Norden & Robert Vigfusson
  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Joel L. Horowitz
  • 1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
    by Tue Gorgens & Joel L. Horowitz
  • 1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
    by Joel L. Horowitz
  • 1996 Search Models and Duration Data
    by George Neumann
  • 1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
    by Joel L. Horowitz & Charles F. Manski
  • 1996 Fitting Equilibrium Search Models to Labor Market Data
    by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann
  • 1996 Macromodels of the Romanian transition Economy
    by Dobrescu, Emilian
  • 1996 Forecast Evaluation and Combination
    by Francis X. Diebold & Jose A. Lopez
  • 1996 Does Inflation Matter for Growth?
    by Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor
  • 1996 HDR 1996 - Economic Growth and Human Development
    by UNDP
  • 1995 The Canadian Experience with Weighted Monetary Aggregates
    by David Longworth & Joseph Atta-Mensah
  • 1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
    by Alain DeSerres & Alain Guay
  • 1995 Further investigation of the uncertain unit root in GNP
    by Yin-Wong Cheung & Menzie Chinn
  • 1995 Improved Score Tests for One-parameter Exponential Family Models
    by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto
  • 1995 On Bartlett and Bartlett-Type Corrections
    by F. Cribari-Neto & G.M. Cordeiro
  • 1995 A Score Test for Seasonal Fractional Integration and Cointegration
    by Param Silvapulle
  • 1995 Observed Choice, Estimation, and Optimism About Policy Changes
    by Eric Rasmusen
  • 1995 Improved Test Statistics for Multivariate Regression
    by Francisco Cribari-Neto & Spyros Zarkos
  • 1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
    by Mark J. Jensen
  • 1995 Bartlett Corrections for One-Parameter Exponential Family Models
    by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari
  • 1995 Second and Third Order Bias Reduction for One-Parameter Family Models
    by S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto
  • 1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
    by Kevin Flesher & Eduardo Ley
  • 1995 Unit Root Tests and the Burden of Proof
    by Robert A. Amano & Simon van Norden
  • 1995 Fads or Bubbles?
    by Simon van Norden & Huntley Schaller & )
  • 1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
    by Simon van Norden & Huntley Schaller & )
  • 1995 Regime Switching in Stock Market Returns
    by Simon van Norden & Huntley Schaller & )
  • 1995 Regime Switching as a Test for Exchange Rate Bubbles
    by Simon van Norden
  • 1995 A Multicriteria Approach to Model Specification and Estimation
    by Robert Kalaba & Leigh Tesfatsion
  • 1995 Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+
    by Jørgen Aasness & Erik Biørn & Terje Skjerpen
  • 1995 Aggregation when Markets do not Clear
    by Leif Andreassen
  • 1995 A Framework for Estimating Disequilibrium Models with Many Markets
    by Leif Andreassen
  • 1995 Robert E. Lucas Jr., Prix Nobel d'Économie 1995
    by Buda, Rodolphe
  • 1995 Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules
    by Orazio P. Attanasio
  • 1995 HDR 1995 - Gender and Human Development
    by UNDP
  • 1994 Using Expectations Data to Study Subjective Income Expectations
    by Jeff Dominitz & Charles F. Manski
  • 1994 Eliciting Student Expectations Of The Returns To Schooling
    by Jeff Dominitz & Charles F. Manski
  • 1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
    by Ahn & Byung Chul
  • 1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
    by Joel L. Horowitz & Charles F. Manski
  • 1994 Simultaneity With Downward Sloping Demand
    by Charles F. Manski
  • 1994 Wavelets in Econometrics: An Application to Outlier Testing
    by Seth A. Greenblatt
  • 1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
    by Siddhartha Chib & Edward Greenberg
  • 1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
    by Robert A. Amano & Tony S. Wirjanto
  • 1994 A Further Analysis of Exchange Rate Targeting in Canada
    by Robert A. Amano & Tony S. Wirjanto
  • 1994 Wavelet Analysis of Fractionally Integrated Processes
    by Mark J. Jensen
  • 1994 Goodness-of-Fit for Revealed Preference Tests
    by Hal R. Varian
  • 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
    by Buda, Rodolphe
  • 1994 Small Sample Properties of Generalized Method of Moments Based Wald Tests
    by Craig Burnside & Martin Eichenbaum
  • 1994 Planning paper 67 - Projet MODTRIM - Description du modèle dans sa version actuelle
    by M.-A. Jamar de Bolsée & Joost Verlinden
  • 1994 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically
    by Pedro Gozalo & Oliver Linton
  • 1994 HDR 1994 - New Dimensions of Human Security
    by UNDP
  • 1993 Classical Estimation Methods for LDV Models Using Simulation
    by V.A. Hajivassiliou & P. A. Ruud
  • 1993 Nonparametric Multivariate Regression Subject to Constraint
    by S. M. Goldman & P. A. Ruud
  • 1993 A Predictive Approach to Model Selection and Multicollinearity
    by Edward Greenberg & Robert P. Parks
  • 1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
    by Walter Teets & Robert P. Parks
  • 1993 A Multicriteria Approach to Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh
  • 1993 HDR 1993 - People's Participation
    by UNDP
  • 1992 Linear and Nonlinear Associative Memories for Parameter Estimation
    by Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.
  • 1992 The Impact of Permanent Job Loss on Health Insurance Benefits
    by Craig A. Olson
  • 1992 A Kit of Results For Sampled and Temporally Aggregated Models
    by Luigi Ermini
  • 1992 HDR 1992 - Global Dimensions of Human Development
    by UNDP
  • 1991 A Unified Approach to Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1991 Work by Robert Kalaba on Multicriteria Estimation
    by Tesfatsion, Leigh S.
  • 1991 Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1991 Sunspot equilibrium as a game theoretical solution concept
    by Forges, Françoise
  • 1991 Estimating demand and supply of edible oil in Pakistan
    by Haq, Rashida
  • 1991 HDR 1991 - Financing Human Development
    by UNDP
  • 1991 On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates
    by Charles Adams & Bankim Chadha
  • 1990 An Organizing Principle for Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 U.S. Money Demand Instability: A Flexible Least Squares Approach
    by Tesfatsion, Leigh S. & Veitch, J.
  • 1990 A Further Note on Flexible Least Squares and Kalman Filtering
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 Flexible Least Squares for Approximately Linear Systems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 The Econometric Analysis of Time Series, 2nd Edition
    by Andrew C. Harvey
  • 1990 HDR 1990 - Concept and Measurement of Human Development
    by UNDP
  • 1989 Sequential Nonlinear Estimation With Nonaugmented Priors
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1989 Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1989 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.
  • 1989 What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987
    by Lallmahomed, Naguib & Taubert, Peter
  • 1989 Planning Paper 39 - A disequilibrium macroeconomic model of the Belgian economy : the Maribel II model of the Planning office
    by Henri Bogaert & Tanguy de Biolley & Joost Verlinden
  • 1988 Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1988 The Flexible Least Squares Approach to Time-Varying Linear Regression
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1987 Empirical Methods for International Trade
    by
  • 1985 Model Reliability
    by
  • 1982 Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)
    by Tian, Guoqiang
  • 1981 Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1981 A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons
    by Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.
  • 1980 A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1978 Modeling with scenarios: technology in north-south development
    by Chichilnisky, Graciela & Cole, Sam
  • 1970 Computer Simulation of Competitive Market Response
    by Arnold E. Amstutz
  • Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act
    by Scott Farrow
  • The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)
    by Mark Andor & Frederik Hesse
  • A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates
    by Mark Andor & Frederik Hesse
  • Computational Economics
    by Hans M. Amman & David A. Kendrick