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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Time Series Models > VAR Models > Sign Restrictions

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

Most recent items first, undated at the end.
  • 2014 Construire un modèle
    by Mbengue, Ababacar & Vandangeon-Derumez, Isabelle & Garreau, Lionel
  • 2014 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria
  • 2014 Asymmetric Interest Rate Pass-Through to Turkish Loan Rates
    by Dilem YILDIRIM
  • 2014 Monetary and macroprudential policy in an estimated DSGE model of the Euro Area
    by Quint, Dominic & Rabanal, Pau
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Forecasting the occurrence of electricity price spikes in the UK power market
    by Pawel Maryniak & Rafal Weron
  • 2014 Modelling price spikes in electricity markets - the impact of load, weather and capacity
    by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron
  • 2014 Fundamental and speculative shocks, what drives electricity prices?
    by Katarzyna Maciejowska
  • 2014 A note on using the Hodrick-Prescott filter in electricity markets
    by Rafal Weron & Michal Zator
  • 2014 Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    by Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis
  • 2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
    by Florian Mueller
  • 2014 Money counts for a times higher education top-rank
    by Marconi G. & Ritzen J.M.M.
  • 2014 Money counts for a Times Higher Education top-rank
    by Marconi G. & Ritzen J.
  • 2014 Multiplicity of Equilibria and Information Structures in Empirical Games: Challenges and Prospects
    by Ron N. Borkovsky & Paul B. Ellickson & Brett R. Gordon & Victor Aguirregabiria & Gardete Pedro
  • 2014 Catching on the Rebound: Why Price Elasticities are Generally Inappropriate Measures of Rebound Effects
    by Lester C. Hunt & David L Ryan
  • 2014 Economic Modelling of Energy Services: Rectifying Misspecified Energy Demand Functions
    by Lester C. Hunt & David L Ryan
  • 2014 Jackknife Model Averaging for Quantile Regressions
    by Xun Lu & Liangjun Su
  • 2014 A Combined Approach to the Inference of Conditional Factor Models
    by Yan Li & Liangjun Su & Yuewu Xu
  • 2014 Identifying Latent Structures in Panel Data
    by Liangjun Su & Zhentao Shi & Peter C. B. Phillips
  • 2014 On the relevance of weaker instruments
    by Bertille Antoine & Eric Renault
  • 2014 Efficient Inference with Time-Varying Identification Strength
    by Bertille Antoine & Otilia Boldea
  • 2014 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi Raputsoane
  • 2014 Monetary Policy and Heterogeneous Inflation Expectations in South Africa
    by Alain Kabundi, Eric Schaling and Modeste Some
  • 2014 Debt sustainability and financial crises in South Africa
    by Leroi Raputsoane and Ruthira Naraidoo
  • 2014 Hysteresis Effects in Economics – Different Methods for Describing Economic Path-dependence
    by Ansgar Belke & Matthias Göcke & Laura Werner
  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti
  • 2014 Specification and Estimation of Gravity Models: A Review of the Issues in the Literature
    by Fatima Olanike Kareem & Olayinka Idowu Kareem
  • 2014 Growth Horizons for a Changing Asian Regional Economy
    by Roland-Holst, David & Sugiyarto, Guntur
  • 2014 Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets
    by Castillo, Paul & Rojas, Youel
  • 2014 A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market
    by A S Hurn & Annastiina Silvennoinen & Timo Terasvirta
  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella
  • 2014 Multi-jumps
    by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
  • 2014 A Poisson Stochastic Frontier Model with Finite Mixture Structure
    by Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G.
  • 2014 Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas
    by Medel, Carlos A.
  • 2014 Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach
    by Phiri, Andrew
  • 2014 Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis
    by Bilgin, Cevat
  • 2014 Inflation and Financial Sector Performance: The Case Of Nigeria
    by Alimi, R. Santos
  • 2014 Dynamic State-Space Models
    by Karapanagiotidis, Paul
  • 2014 Dynamic modeling of commodity futures prices
    by Karapanagiotidis, Paul
  • 2014 Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
    by Sinha, Pankaj & Agnihotri, Shalini
  • 2014 The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis
    by Phiri, Andrew & Nyoni, Botha
  • 2014 Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records
    by Travaglini, Guido
  • 2014 Measuring and decomposing the overall efficiency of multi-period and -division systems associated with DEA
    by Chen, Kaihua
  • 2014 Weighted Additive DEA Models Associated with Dataset Standardization Techniques
    by Chen, Kaihua
  • 2014 Modelling a Latent Daily Tourism Financial Conditions Index
    by Chang, Chia-Lin
  • 2014 India’s Move from Sales Tax to VAT: A Hit or Miss?
    by Santra, Sattwik & Hati, Koushik Kumar
  • 2014 Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour
    by Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar
  • 2014 Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
    by Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.
  • 2014 The Flow Model of Exports: An Introduction
    by Mazurek, Jiri
  • 2014 Investment, security of supply and sustainability in the aftermath of three decades of power sector reform
    by Erdogdu, Erkan
  • 2014 The Analysis of Population Aging Phenomena in Poland in Spatial Perspective
    by Justyna Wilk & Michal Bernard Pietrzak
  • 2014 Robust Approaches to Forecasting
    by Jennifer Castle & David Hendry & Michael P. Clements
  • 2014 Dynamic Analysis of the German Day-Ahead Electricity Spot Market
    by Marius Paschen
  • 2014 Tractable and Consistent Random Graph Models
    by Arun G. Chandrasekhar & Matthew O. Jackson
  • 2014 Behavioral and Descriptive Forms of Choice Models
    by Ariel Pakes
  • 2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
    by M. Atikur Rahman Khan & D.S. Poskitt
  • 2014 How scale and institutional setting explain the costs of small airports? -An application of spatial regression analysis
    by Tolga Ülkü & Vahidin Jeleskovic & Jürgen Müller
  • 2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
    by Deborah Gefang & Geraint Johnes
  • 2014 Union selection effects - some inconsistent models
    by Martin Wittenberg
  • 2014 Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model
    by Yoshitsugu Kitazawa
  • 2014 Targeting estimation of CCC-Garch models with infinite fourth moments
    by Rasmus Søndergaard Pedersen
  • 2014 Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
    by Sumru Altug & Cem Cakmakli
  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape
  • 2014 Experience in Public Goods Experiments
    by Anna Conte & M. Vittoria Levati & Natalia Montinari
  • 2014 Accuracy of proposers' beliefs in an allocation-type game
    by Federica Alberti & Anna Conte & Kei Tsutsui
  • 2014 Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk
    by Meryem Duygun & Huseyin Ozturk & Mohamed Shaban & Emili Tortosa-Ausina
  • 2014 A General Double Robustness Result for Estimating Average Treatment Effects
    by Sloczynski, Tymon & Wooldridge, Jeffrey M.
  • 2014 Dependence Measures in Bivariate Gamma Frailty Models
    by van den Berg, Gerard J. & Effraimidis, Georgios
  • 2014 An Estimated Search and Matching Model of the Japanese Labor Market
    by Ching-Yang Lin & Hiroaki Miyamoto
  • 2014 Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneousequation models
    by Anis Omri & Duc Khuong Nguyen & Christophe Rault
  • 2014 A Macro Assessment of China Effects on Malaysian Exports and Trade Balances
    by Tze-Haw Chan & Hooi-Hooi Lean & Chee-Wooi Hooy
  • 2014 A study of CO2 emissions, output, energy consumption, and trade
    by Sahbi Farhani & Anissa Chaibi & Christophe Rault
  • 2014 A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market
    by Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida
  • 2014 Electricity futures prices: time varying sensitivity to fundamentals
    by Stein-Erik Fleten & Ronald Huisman & Mehtap Kilic & Enrico Pennings & Sjur Westgaard
  • 2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
    by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin
  • 2014 Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets
    by Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques
  • 2014 School Vouchers and the Joint Sorting of Students and Teachers
    by Michela Tincani
  • 2014 The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia
    by Evgeniy M. Ozhegov
  • 2014 Adaptations of Conventional Spatial Econometric Models to Count Data
    by Brännäs, Kurt
  • 2014 Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans
    by Lanot, Gauthier & Leece, David
  • 2014 Simultaneity in the Multivariate Count Data Autoregressive Model
    by Brännäs, Kurt
  • 2014 Experience in Public Goods Experiments
    by Conte, Anna & Levati, Vittoria & Montinari, Natalia
  • 2014 Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data
    by Quoreshi, A.M.M. Shahiduzzaman
  • 2014 TINFORGE - Trade for the INterindustry FORecasting GErmany Model
    by Dr. Marc Ingo Wolter & Anett Großmann & Anke Mönnig & Dr. Kirsten Svenja Wiebe
  • 2014 Eco-innovation and Regulatory Push/Pull Effect in the Case of REACH Regulation: Empirical Evidence from Survey Data
    by Nabila Arfaoui
  • 2014 Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning
    by Anna Gottard & Giorgio Calzolari
  • 2014 Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
  • 2014 Can spanned term structure factors drive stochastic yield volatility?
    by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.
  • 2014 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
    by Varang Wiriyawit & Benjamin Wong
  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto
  • 2014 From a rise in B to a fall in C? Environmental impact of biofuels
    by Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs
  • 2014 Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution
    by Ha-Thu Nguyen
  • 2014 Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
    by André Lucas & Xin Zhang
  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2014 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
    by Miguel Sarmiento & Jorge E. Galán
  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto
  • 2014 A Composite Indicator of Systemic Stress (CISS) for Colombia
    by Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas
  • 2014 A procedure for combining zero and sign restrictions in a VAR-identification scheme
    by Alex Haberis & Andrej Sokol
  • 2014 Convenient links for the estimation of hedonic price indexes:the case of unique, infrequently traded assets
    by Esmeralda Ramalho & Joquim Ramalho
  • 2014 Compensated Discrete Choice with Particular Reference to Labor Supply
    by John K. Dagsvik & Steinar Strøm & Marilena Locatelli
  • 2014 The determinants and profitability of switching costs in Chinese banking
    by Yin, Wei & Matthews, Kent
  • 2014 Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities
    by Jorge E. Galán & Michael G. Pollitt
  • 2014 Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market
    by Cihat Sobaci & Ahmet Sensoy & Mutahhar Erturk
  • 2014 An Alternative Way To Track The Hot Money In Turbulent Times
    by Ahmet Sensoy
  • 2014 On modeling banking risk
    by Efthymios G. Tsionas
  • 2014 Foreign exchange reserve diversification and the "exorbitant privilege"
    by Pietro Cova & Patrizio Pagano & Massimiliano Pisani
  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Weigand, Roland
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Roland Weigand
  • 2014 “Ubi lex distinguit, distinguere debemus”, une Approche Economique de l’Indemnisation des Dommages Corporels
    by Matthieu Solignac
  • 2014 Trend Mis-specifications and Estimated Policy Implications in DSGE Models
    by Varang Wiriyawit
  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti
  • 2014 The Bayesian Modelling Of Inflation Rate In Romania
    by Mihaela Simionescu (Bratu)
  • 2014 What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities
    by Mihaela Simionescu
  • 2014 Toward a Taylor Rule for Fiscal Policy
    by Martin Kliem & Alexander Kriwoluzky
  • 2014 Asymmetric Price Adjustments in the Fuel Market
    by Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe
  • 2014 Inflation dynamics in the Czech Republic: Estimation of the New Keynesian Phillips curve
    by Daniela Milučká
  • 2014 M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
    by Mihaela Simionescu
  • 2014 Using the median and the mean of the income to establish the poverty lines
    by Maria Livia Stefanescu & Stefan Stefanescu
  • 2014 Leadership Functions in Modern Business Organizations
    by Vadim Dumitrascu
  • 2014 Leadership and Organizational Positioning
    by Vadim Dumitrascu
  • 2014 Spatial Microsimulation Modelling: a Review of Applications and Methodological Choices
    by Cathal O'Donoghue & Karyn Morrissey & John Lennon
  • 2014 Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area
    by Dominic Quint & Pau Rabanal
  • 2014 Determinants of Private Investment in Iran based on Bayesian Model Averaging
    by Motahareh Alsadat Majdzadeh & Arezoo Ghazanfari & Mohsen Mehr Ara
  • 2014 The Gender-Biased Employment Effect of Exports: Evidence from China
    by Hao Chen & Jianwei Chen
  • 2014 Determinants of tax morale in Spain and Turkey: an empirical analysis
    by Cevat Bilgin
  • 2014 The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
    by Chevapatrakul, Thanaset & Tee, Kai-Hong
  • 2014 Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
    by Zhu, Hui-Ming & Li, Rong & Li, Sufang
  • 2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
    by Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi
  • 2014 Towards an explanation of cross-country asymmetries in monetary transmission
    by Georgiadis, Georgios
  • 2014 An estimated search and matching model of the Japanese labor market
    by Lin, Ching-Yang & Miyamoto, Hiroaki
  • 2014 Co-dependence of extreme events in high frequency FX returns
    by Polanski, Arnold & Stoja, Evarist
  • 2014 Co-dependence of extreme events in high frequency FX returns
    by Polanski, Arnold & Stoja, Evarist
  • 2014 Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
    by Leippold, Markus & Strømberg, Jacob
  • 2014 How does public information affect the frequency of trading in airline stocks?
    by Nowak, Sylwia & Anderson, Heather M.
  • 2014 Performance evaluation of optimized portfolio insurance strategies
    by Zieling, Daniel & Mahayni, Antje & Balder, Sven
  • 2014 Loss given default for leasing: Parametric and nonparametric estimations
    by Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen
  • 2014 Estimating the extensive margin of trade
    by Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai
  • 2014 Contagion effect on bond portfolio risk measures in a hybrid credit risk model
    by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy
  • 2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
    by Bekiros, Stelios D.
  • 2014 Estimating higher education induced energy consumption: The case of Northern Cyprus
    by Katircioğlu, Salih Turan
  • 2014 Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
    by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong
  • 2014 Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
    by Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F.
  • 2014 How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China
    by Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi
  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo
  • 2014 Unpredictability in economic analysis, econometric modeling and forecasting
    by Hendry, David F. & Mizon, Grayham E.
  • 2014 A flexible parametric approach for estimating switching regime models and treatment effect parameters
    by Chen, Heng & Fan, Yanqin & Wu, Jisong
  • 2014 A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
    by Liu, Cheng & Tang, Cheng Yong
  • 2014 Generalized dynamic panel data models with random effects for cross-section and time
    by Mesters, G. & Koopman, S.J.
  • 2014 Hermite polynomial based expansion of European option prices
    by Xiu, Dacheng
  • 2014 A nonlinear panel data model of cross-sectional dependence
    by Kapetanios, George & Mitchell, James & Shin, Yongcheol
  • 2014 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
    by Sun, Yixiao
  • 2014 Geometric and long run aspects of Granger causality
    by Al-Sadoon, Majid M.
  • 2014 Semiparametric models with single-index nuisance parameters
    by Song, Kyungchul
  • 2014 Model selection in under-specified equations facing breaks
    by Castle, Jennifer L. & Hendry, David F.
  • 2014 Robustness checks and robustness tests in applied economics
    by Lu, Xun & White, Halbert
  • 2014 Volatility activity: Specification and estimation
    by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
  • 2014 Consistency and asymptotic normality for equilibrium models with partially observed outcome variables
    by Miller, Nathan H. & Osborne, Matthew
  • 2014 Estimating entrants' productivity when prices are unobserved
    by Kılınç, Umut
  • 2014 CO2 emissions, output, energy consumption, and trade in Tunisia
    by Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe
  • 2014 Does the economic integration of China affect growth and inflation in industrial countries?
    by Dreger, Christian & Zhang, Yanqun
  • 2014 Heterogeneous expectations in the gold market: Specification and estimation
    by Baur, Dirk G. & Glover, Kristoffer J.
  • 2014 A structural econometric analysis of the informal sector heterogeneity
    by Nguimkeu, Pierre
  • 2014 Prospective Modelling of Oil Supply in Tunisia
    by Thameur Necibi
  • 2014 A Strategy To Improve The Inflation Rate Forecasts In Romania
    by Mihaela SIMIONESCU
  • 2014 Copulas in Econometrics
    by Yanqin Fan & Andrew J. Patton
  • 2014 Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
    by Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock
  • 2014 Estimating Models with Dispersed Information
    by Leonardo Melosi
  • 2014(XXIV) An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables
    by Florin-Marius PAVELESCU
  • 2013 Do we need a global VAR model to forecast inflation and output in South Africa?
    by Annari de Waal & Renee van Eyden & Rangan Gupta
  • 2013 A Note on an Estimation Problem in Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann
  • 2013 Digital Destinations in the Tourist Sector: A Path Model for the Impact of e-Services on Tourist Expenditures in Amsterdam
    by Bart Neuts & Joao Romao & Peter Nijkamp & Eveline van Leeuwen
  • 2013 Estimating Structural Parameters in Regression Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann
  • 2013 L'apport de "l'estimateur" de Ledoit et Wolf
    by Vu Anh Tuan, Eric
  • 2013 How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio?
    by Vu Anh Tuan, Eric
  • 2013 The Translated Strategic Alignment Model: A Practice-Based Perspective
    by Walsh, Isabelle & Renaud, Alexandre & Kalika, Michel
  • 2013 The reactive volatility model
    by Valeyre, Sébastien & Grebenkov, Denis & Aboura, Sofiane & Liu, Qian
  • 2013 Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS)
    by Ouédraogo, Nadia S.
  • 2013 Driving Forces of the Swiss Output Gap
    by Stefan Leist
  • 2013 Pair copula constructions in portfolio optimization ploblem
    by Travkin, Alexandr
  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo
  • 2013 Play-Hysteresis in Supply as Part of a Market Model
    by Göcke, Matthias
  • 2013 Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies
    by Ivrendi, Mehmet & Yildirim, Zekeriya
  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay
  • 2013 Demand estimation with selection bias: A dynamic game approach with an application to the US railroad industry
    by Coublucq, Daniel
  • 2013 Financial network systemic risk contributions
    by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
  • 2013 Interest rate risk and the Swiss solvency test
    by Eder, Armin & Keiler, Sebastian & Pichl, Hannes
  • 2013 Restructuring counterparty credit risk
    by Albanese, Claudio & Brigo, Damiano & Oertel, Frank
  • 2013 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
    by Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan
  • 2013 Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis
    by Michal Zator
  • 2013 Does the economic integration of China affect growth and inflation in industrial countries?
    by Christian Dreger & Yanqun Zhang
  • 2013 Local Convergences And Divergences In The European Union: An Analysis Of The Process Of Integration
    by Sebastien BOURDIN
  • 2013 The Great Recession and the Two Dimensions of European Central Bank Credibility
    by Timo Henckel & Gordon Menzies & Daniel J. Zizzo
  • 2013 Screening for a Chronic Disease: A Multiple Stage Duration Model with Partial Observability
    by Gabriel Picone & Arseniy Yashkin & Thomas Mroz & Frank Sloan
  • 2013 Geometric and long run aspects of Granger causality
    by Majid M. Al-Sadoon
  • 2013 Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    by Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller
  • 2013 Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
    by Hans-Martin Krolzig & Reinhold Heinlein
  • 2013 Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes towards Immigrants and Free-Trade
    by Natalia Melgar
  • 2013 A Fractionally Integrated Wishart Stochastic Volatility Model
    by Manabu Asai & Michael McAleer
  • 2013 Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing
    by Manabu Asai & Michael McAleer
  • 2013 Detailed Decompositions in Generalized Linear Models
    by Boris Kaiser
  • 2013 Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach
    by Boris Kaiser
  • 2013 La demande d’eau potable à La Réunion : Estimation à partir de données d’enquête
    by Marie-Estelle Binet & Fabrizio Carlevaro & Michel Paul
  • 2013 Uncovering the sources of sectoral employment fluctuations
    by Bryn Battersby & Michael Kouparitsas & Josiah Munro
  • 2013 Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models
    by Victor Aguirregabiria & Arvind Magesan
  • 2013 Identification and Counterfactuals in Dynamic Models of Market Entry and Exit
    by Victor Aguirregabiria & Junichi Suzuki
  • 2013 Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies
    by Dungey, Mardi & Gajurel, Dinesh
  • 2013 On the Impact of the Global Financial Crisis on the Euro Area
    by He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E.
  • 2013 International Transmissions to Australia: The Roles of the US and Euro Area
    by Dungey, Mardi & Osborne, Denise
  • 2013 South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
    by Nico Katzke
  • 2013 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Olutomi I Adeyemi & Lester C. Hunt
  • 2013 Residential end-use electricity demand. Development over time
    by Hanne Marit Dalen & Bodil M. Larsen
  • 2013 The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach
    by Pål Boug & Ådne Cappelen & Torbjørn Eika
  • 2013 Modelling Scale Effect in Crosssection Data:The Case of Hedonic Price Regression
    by DUo Qin & Yimeng Liu
  • 2013 Estimating the Value Obtained from Using a Software Service Platform
    by Netsanet Haile & Jorn Altmann
  • 2013 A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries
    by Baseem Al-Athwari & Jorn Altmann & Almas Heshmati
  • 2013 The Price Puzzle: Fact or Artefact?
    by Philip Arestis & Michail Karoglou & Kostas Mouratidis
  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli
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    by MIHAELA BRATU (SIMIONESCU)
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    by Pelinescu, Elena
  • 2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
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  • 2012 Copulas having Zero-Isoline and Economic Applications
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  • 2012 Ecological factors and the price of Moscow apartments
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  • 2012 On Multivariate Methods in Robust Econometrics
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  • 2012 Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy
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    by Karsai Zoltán-Krisztián
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    by Ram Sharan Kharel Ph.D. & Dilli Ram Pokhrel Ph.D.
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  • 2012 Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes Towards Immigrants and Free-Trade
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  • 2012 Un estudio sobre la distribución regional de los préstamos en la Argentina por sector económico, 2000–2010. Una aplicación del análisis de cluster
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  • 2012 Does Internal Immigration Always Lead to Urban Unemployment in Emerging Economies? : A Structural Approach Based on Data from China
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  • 2012 Türkiye Ekonomisi İçin NAIRU Tahmini
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  • 2012 Access to microfinance and intra household business decision making: Implication for efficiency of female owned enterprises in Ghana
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  • 2012 Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
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  • 2012 Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
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  • 2012 Monetary policy and the housing market in Australia
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  • 2012 Modelling oil price and exchange rate co-movements
    by Reboredo, Juan C.
  • 2012 Macroeconometric study of Ukraine's growth and reform
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  • 2012 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
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  • 2012 Ratings assignments: Lessons from international banks
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  • 2012 Econometric measures of connectedness and systemic risk in the finance and insurance sectors
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  • 2012 The double power law in income distribution: Explanations and evidence
    by Toda, Alexis Akira
  • 2012 Estimating behavioural heterogeneity under regime switching
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  • 2012 Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
    by Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N.
  • 2012 A stochastic frontier approach to modelling financial constraints in firms: An application to India
    by Bhaumik, Sumon Kumar & Das, Pranab Kumar & Kumbhakar, Subal C.
  • 2012 Capital incentives and adequacy for securitizations
    by Rösch, Daniel & Scheule, Harald
  • 2012 Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
    by Nguyen, Cuong C. & Bhatti, M. Ishaq
  • 2012 Diversification evidence from international equity markets using extreme values and stochastic copulas
    by Bhatti, M. Ishaq & Nguyen, Cuong C.
  • 2012 A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
    by You, Kefei & Sarantis, Nicholas
  • 2012 Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
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  • 2012 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
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  • 2012 Explaining young mortality
    by O’Hare, Colin & Li, Youwei
  • 2012 Attitudes, willingness to pay, and stated values for recreation use fees at an urban proximate forest
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  • 2012 On the dependence structure of realized volatilities
    by Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello
  • 2012 Forecasting Italian electricity zonal prices with exogenous variables
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  • 2012 Why do electricity prices jump? Empirical evidence from the Nordic electricity market
    by Hellström, Jörgen & Lundgren, Jens & Yu, Haishan
  • 2012 Testing and estimating time-varying elasticities of Swiss gasoline demand
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  • 2012 Model based Monte Carlo pricing of energy and temperature Quanto options
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  • 2012 Modelling energy spot prices: Empirical evidence from NYMEX
    by Nomikos, Nikos & Andriosopoulos, Kostas
  • 2012 A critical view on temperature modelling for application in weather derivatives markets
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  • 2012 An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia
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  • 2012 Efficient minimum distance estimation with multiple rates of convergence
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  • 2012 Term structure models and the zero bound: An empirical investigation of Japanese yields
    by Kim, Don H. & Singleton, Kenneth J.
  • 2012 Comparison of misspecified calibrated models: The minimum distance approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao
  • 2012 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
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  • 2012 Semiparametric estimation of Markov decision processes with continuous state space
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  • 2012 IV models of ordered choice
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  • 2012 A representative consumer theorem for discrete choice models in networked markets
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  • 2012 Intergenerational income mobility revisited: Estimation with an income dynamic model with heterogeneous age profile
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    by Brown, Mark G. & Lee, Jonq-Ying
  • 2012 Identification issues in some double-index models for non-negative data
    by Papadopoulos, Georgios & Santos Silva, J.M.C.
  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas
  • 2012 A cautionary note on tests of overidentifying restrictions
    by Parente, Paulo M.D.C. & Santos Silva, J.M.C.
  • 2012 On estimation of the CES production function—Revisited
    by Henningsen, Arne & Henningsen, Géraldine
  • 2012 Imposing local curvature in the QUAIDS
    by Chang, Dongfeng & Serletis, Apostolos
  • 2012 Land use change impacts of biofuels: Near-VAR evidence from the US
    by Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis
  • 2012 Dimensions and logarithmic function in economics: A comment
    by Chilarescu, Constantin & Viasu, Ioana
  • 2012 The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations
    by Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo
  • 2012 A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    by Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem
  • 2012 Trade effects of regional integration: A panel cointegration analysis
    by Geldi, Hatice Kerra
  • 2012 Analyzing long-term average adjustment of financial ratios with spatial interactions
    by Mate-Sanchez, Mariluz & López Hernández, Fernando A. & Lacambra, Jesus Mur
  • 2012 The determinants of FDI in Turkey: A Markov Regime-Switching approach
    by Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim
  • 2012 Real-time forecasts of economic activity for Latin American economies
    by Liu, Philip & Matheson, Troy & Romeu, Rafael
  • 2012 Modeling male and female employment policy in Greece from local data
    by Prodromídis, Pródromos-Ioánnis K.
  • 2012 Structural sign patterns and reduced form restrictions
    by Buck, Andrew J. & Lady, George M.
  • 2012 Measuring business cycles: A temporal disaggregation model with regime switching
    by Huang, Yu-Lieh
  • 2012 Bayesian prior elicitation in DSGE models: Macro- vs micropriors
    by Lombardi, Marco J. & Nicoletti, Giulio
  • 2012 Impact of CEPA on the labor market of Hong Kong
    by Ching, Steve & Hsiao, Cheng & Wan, Shui Ki
  • 2012 Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach
    by You, Kefei & Sarantis, Nicholas
  • 2012 Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria
    by Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi
  • 2012 Does Foreign Aid Accelerate Economic Growth? An Empirical Analysis for Nigeria
    by Ismail O. FASANYA & Adegbemi B.O ONAKOYA
  • 2012 Generalized Network Externality Function
    by A. Paothong & G.S. Ladde
  • 2012 The Different Crowd Out Effects Of Tax Cut And Spending Deficits
    by John J. HEIM
  • 2012 China: Trotz hoher gesamtwirtschaftlicher Dynamik noch keine Lokomotive der Weltwirtschaft
    by Christian Dreger & Yanqun Zhang
  • 2012 The Comparison of GDP Strategies Forecasting in Romania
    by Mihaela BRATU SIMIONESCU
  • 2012 Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
    by Pavel Herber & Daniel Němec
  • 2012 Segregación laboral y discriminación salarial de género en Colombia: El caso de las trece áreas metropolitanas, 2001, 2005 y 2009
    by Lucía Fernanda Avendaño Gelves
  • 2012 ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?
    by Egberto Alexander Riveros Saavedra
  • 2012 The extensive margin, sectoral shares, and international business cycles
    by Michael B. Devereux & Viktoria Hnatkovska
  • 2012 Combinación de pronósticos.Una aplicación a la inflación de Bolivia
    by Julio Humérez Quiroz
  • 2012 Measuring Innovation Potential at SME Level with a Neurofuzzy Hybrid Model
    by RICHARD KASA
  • 2012 A Survey of Systemic Risk Analytics
    by Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis
  • 2012 Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?
    by Tamás Kristóf & Miklós Virág
  • 2012 Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia
    by Matevž Rasković & Barbara Mörec
  • 2012 Fiscal Policy Multipliers on Subnational Government Spending
    by Jeffrey Clemens & Stephen Miran
  • 2012(XXII) A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel
    by Mihaela BRATU (SIMIONESCU)
  • 2011 Análisis de la Sustitución de Fuentes Energéticas en Bolivia
    by Aliaga Lordemann, Javier & Capriles, Alejandro
  • 2011 Cross-sectional GMM estimation under a common data shock
    by Zhylyevskyy, Oleksandr & Serguey Khovansky
  • 2011 The impact of nonlinearities for carbon markets analyses
    by Chevallier, Julien
  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Pierre Perron & Rasmus T. Varneskov
  • 2011 Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets
    by Maria PASCU-NEDELCU
  • 2011 Behavioral Finance and Technical Analysis
    by Dehnad, Kosrow
  • 2011 Türkiye’de enflasyon beklentilerinin çapalanması ve güvenilirlik
    by Serkan ÇİÇEK & Cüneyt AKAR & Eray YÜCEL
  • 2011 Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği
    by Aydanur GACENER ATIŞ & Utku UTKULU
  • 2011 Ramazan ayı, üretim için de on bir ayın sultanı mı?
    by Aslıhan Atabek Demirhan
  • 2011 World Foodgrain Prices – The Effect of Exporting Countries’ Policies
    by SEKHAR, C.S.C.
  • 2011 Preference-Directed Regulation When Ethical Environmental Policy Choices Are Formed With Limited Information
    by Christopher Jeffords
  • 2011 A profit model for spread trading with an application to energy futures
    by Kanamura, Takashi & Rachev, Svetlozar T. & Fabozzi, Frank J.
  • 2011 Modelling trades-through in a limited order book using Hawkes processes
    by Toke, Ioane Muni & Pomponio, Fabrizio
  • 2011 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
    by Rossen, Anja
  • 2011 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
    by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie
  • 2011 A Multiple State Duration Model with Endogenous Treatment
    by Mroz, T.; & Picone, G.;
  • 2011 Mixture of bivariate Poisson regression models with an application to insurance
    by Lluís Bermúdez & Dimitris Karlis
  • 2011 Option pricing in subdiffusive Bachelier model
    by Marcin Magdziarz & Sebastian Orzel & Aleksander Weron
  • 2011 Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description
    by Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska
  • 2011 Efficient estimation of Markov regime-switching models: An application to electricity spot prices
    by Joanna Janczura & Rafal Weron
  • 2011 Systematically Misclassified Binary Dependant Variables
    by Vidhura Tennekoon & Robert Rosenman
  • 2011 Behold, a Virgin is with HIV!: Misreporting Sexual Behaviour Among Infected Adolescents
    by Vidhura Tennekoon & Robert Rosenman
  • 2011 A microeconometric analysis of album sales success in the Polish music market
    by Mateusz Mysliwski
  • 2011 Evolutionary computational approach in TAR model estimation
    by Claudio Pizzi & Francesca Parpinel
  • 2011 Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
    by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon
  • 2011 Stochastic Correlation and Risk Premia in Term Structure Models
    by Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To
  • 2011 Estimating Behavioural Heterogeneity Under Regime Switching
    by Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng
  • 2011 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
    by Audrino, Francesco & Hu, Yujia
  • 2011 Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?
    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama
  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:
  • 2011 Driving Forces of the Swiss Output Gap
    by Stefan Leist
  • 2011 Reconsidering the Demand for Municipal Public Goods Specification : Evidence from French Municipalities
    by Marie-Estelle Binet
  • 2011 Measuring Consumers' Attachment to Geographical Indications: Implications for Competition Policy
    by Hassan, Daniel & Monier-Dilhan, Sylvette & Orozco, Valérie
  • 2011 Pareto versus lognormal: a maximum entropy test
    by Marco Bee & Massimo Riccaboni & Stefano Schiavo
  • 2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
    by Yong Song
  • 2011 Structural Models, Information and Inherited Restrictions
    by Andrew J. Buck & George M. Lady
  • 2011 Structural Sign Patterns and Reduced Form Restrictions
    by Andrew J. Buck & George M. Lady
  • 2011 How do banks' funding costs affect interest margins?
    by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad
  • 2011 The new Keynesian Phillips curve: Does it fit Norwegian data?
    by Pål Boug & Ådne Cappelen & Anders R. Swensen
  • 2011 Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures
    by Alireza Abbasi & Jorn Altmann & Liaquat Hossain
  • 2011 Estimation of Equicorrelated Diffusions from Incomplete Data
    by Robert A. Jones & Mohammad Zanganeh
  • 2011 The impact of ICT on the Italian productivity dynamics
    by E. et al. Saltari
  • 2011 Trade Shocks from BRIC to South Africa: A Global VAR Analysis
    by Mustafa Yavuz Cakir & Alain Kabundi
  • 2011 Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach
    by Samuel S. Jibao & Niek Schoeman & Ruthira Naraidoo
  • 2011 Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators
    by Norman R. Swanson & Nii Ayi Armah
  • 2011 Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
    by Norman R. Swanson & Valentina Corradi
  • 2011 Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
    by Norman R. Swanson & Nii Ayi Armah
  • 2011 Learning a bayesian network from ordinal data
    by Flaminia Musella
  • 2011 Do Tax Cut And Spending Deficits Have Different Crowd Out Effects?
    by John J. Heim
  • 2011 Is Crowd Out A Problem In Recessions?
    by John J. Heim
  • 2011 Do Deficits Crowd Out Private Borrowing? Evidence From Flow Of Funds Accounts
    by John J. Heim
  • 2011 Structural Threshold Regression
    by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan
  • 2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Wolfgang Polasek & Richard Sellner
  • 2011 Financial Crises and Monetary Policy: Evidence from the UK
    by Christopher Martin & Costas Milas
  • 2011 Unconditional Quantile Regression for Exogenous or Endogenous Treatment Variables
    by David Powell
  • 2011 The Opportunistic approach to monetary policy and financial markets
    by Kasai Ndahiriwe & Ruthira Naraidoo
  • 2011 Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union
    by NGUENA, Christian L.
  • 2011 Изоморфизм И Гомоморфизм В Имитационном Моделировании
    by Rumyantsev, Mikhail I.
  • 2011 Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора
    by Rumyantsev, Mikhail I.
  • 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
    by Fantazzini, Dean & Geraskin, Petr
  • 2011 The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
    by Jiranyakul, Komain
  • 2011 Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model
    by du Jardin, Philippe & Séverin, Eric
  • 2011 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin
  • 2011 Aging population and public pensions: theory and evidence
    by Verbič, Miroslav & Spruk, Rok
  • 2011 Identifying regime shifts in Indian stock market: A Markov switching approach
    by Wasim, Ahmad & Bandi, Kamaiah
  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.
  • 2011 Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series
    by Travaglini, Guido
  • 2011 GMM estimation with noncausal instruments under rational expectations
    by Lof, Matthijs
  • 2011 A predictive multi-agent approach to model systems with linear rational expectations
    by Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter
  • 2011 Simulation of financial institutions activity in transitional economies
    by Rumyantsev, Mikhail I.
  • 2011 The gasoline Industry in European Union and the USA
    by Polemis, Michail & Fotis, Panagiotis
  • 2011 A new method to estimate the risk of financial intermediaries
    by Delis, Manthos D & Tsionas, Efthymios
  • 2011 Efficiency of broadband internet adoption in European Union member states
    by Pavlyuk, Dmitry
  • 2011 A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics
    by Chilarescu, Constantin & Viasu, Ioana Luciana
  • 2011 China-Malaysia’s long run trading and exchange rate: complementary or conflicting?
    by Chan, Tze-Haw & Hooy, Chee-Wooi
  • 2011 Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect?
    by Hasanov, Fakhri
  • 2011 Interpreting interaction terms in linear and non-linear models: A cautionary tale
    by Drichoutis, Andreas
  • 2011 A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era
    by Chan, Tze-Haw
  • 2011 Economic growth and carbon dioxide emissions: Empirical evidence from China
    by Halkos, George & Tzeremes, Nickolaos
  • 2011 Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration
    by Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca
  • 2011 Gasoline price asymmetries in the Euro Zone
    by Polemis, Michail & Fotis, Panagiotis
  • 2011 What happened to efficiency in electricity industries after reforms?
    by Erdogdu, Erkan
  • 2011 Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods
    by pakos, michal
  • 2011 Method of supply chain optimization in E-commerce
    by Suchánek, Petr & Bucki, Robert
  • 2011 Does every stone fall in the same way? new gravity evidence on world trade
    by Cunedioglu, Ekrem & Yucel, Eray
  • 2011 Good versus Bad Political Institutions and Economic Welfare
    by Mamoon, Dawood
  • 2011 A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets
    by Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz
  • 2011 Gravity and extended gravity: estimating a structural model of export entry
    by Morales, Eduardo & Sheu, Gloria & Zahler, Andrés
  • 2011 Autoregression-Based Estimation of the New Keynesian Phillips Curve
    by Lanne, Markku & Luoto, Jani
  • 2011 The fine structure of spectral properties for random correlation matrices: an application to financial markets
    by Livan, Giacomo & Alfarano, Simone & Scalas, Enrico
  • 2011 The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: a cross country panel data analysis
    by Erdogdu, Erkan
  • 2011 Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures
    by Christian Calmès & Raymond Théoret
  • 2011 Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell
    by Andreas Nastansky & Hans Gerhard Strohe
  • 2011 Rövid távú előrejelző modell Magyarországra
    by András Balatoni & Tamás Mellár
  • 2011 A tree-form constant market share model for growth causes in international trade based on multi-level classification
    by Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan
  • 2011 Inflation variability and the relationship between inflation and growth
    by Raghbendra Jha & Tu Dang
  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli
  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin
  • 2011 An Open-model Forecast-error Taxonomy
    by David Hendry & Grayham E. Mizon
  • 2011 Unpredictability in Economic Analyis, Econometric Modelling and Forecasting
    by David Hendry
  • 2011 Model Selection in Equations with Many 'Small' Effects
    by Jennifer Castle & David Hendry
  • 2011 A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations
    by Jennifer Castle & David Hendry
  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta
  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta
  • 2011 Estimating Causal Installed-Base Effects: A Bias-Correction Approach
    by Sridhar Narayanan & Harikesh S. Nair
  • 2011 The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
    by Alberto Bisin & Andrea Moro & Giorgio Topa
  • 2011 Identifying multiple regimes in the model of credit to households
    by Dobromil Serwa
  • 2011 An Estimatable DCDP Model of Search and Matching in Real Estate Markets
    by Stuart J. Fowler & Jennifer J. Wilgus
  • 2011 Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach
    by Taya Dumrongrittikul
  • 2011 Identification in structural VAR models with different volatility regimes
    by Emanuele BACCHIOCCHI
  • 2011 Identification through heteroskedasticity: a likelihood-based approach
    by Emanuele BACCHIOCCHI
  • 2011 Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
    by Matthew Greenwood-Nimmo & Youngcheol Shin
  • 2011 Foreign exchange rates under Markov Regime switching model
    by Stéphane GOUTTE & Benteng Zou
  • 2011 Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling
    by Viktors Ajevskis & Kristine Vitola
  • 2011 Food, Energy and Environment : is Bioenergy the missing link?
    by Pavel Ciaian & d'Artis Kancs
  • 2011 La demande d’assurance contre le risque incendie de forêt: Une analyse empirique sur des propriétaires privés en France
    by Marielle Brunette & Stéphane Couture & Serge Garcia
  • 2011 The Nonexistence of Instrumental Variables
    by Stephen Hall & George S. Tavlas & P. A. V. B. Swamy
  • 2011 The Forward Rate Premium Puzzle: A Resolution?
    by Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev
  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  • 2011 Use of data on planned contributions and stated beliefs in the measurement of social preferences
    by Anna Conte & M. Vittoria Levati
  • 2011 What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range
    by Serguey Khovansky & Zhylyevskyy, Oleksandr
  • 2011 Income Asymmetries and the Permanent Income Hypothesis
    by Juan Urquiza
  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
    by Alvaro Escribano & Genaro Sucarrat
  • 2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Polasek, Wolfgang & Sellner, Richard
  • 2011 Financial Network Systemic Risk Contributions
    by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle
  • 2011 We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US S&P500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60%
    by Gökhan Cebiro˜glu & Ulrich Horst
  • 2011 Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives
    by Wolfgang Härdle & Maria Osipenko
  • 2011 Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
    by Esra Akdeniz Duran & Wolfgang Karl Härdle & Maria Osipenko
  • 2011 Securitization Rating Performance and Agency Incentives
    by Daniel Roesch & Harald Scheule
  • 2011 Will You Still Want Me Tomorrow? The Dynamics of Families’ Long-Term Care Arrangements
    by Bridget Hiedemann & Michelle Sovinsky & Steven Stern
  • 2011 Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements
    by Michelle Goeree & Bridget Hiedemann & Steven Stern
  • 2011 Parameter Identification in a Estimated New Keynesian Open Economy Model
    by Adolfson, Malin & Lindé, Jesper
  • 2011 Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language
    by Biørn, Erik & R. Wangen, Knut
  • 2011 Is corporate social responsibility associated with lower wages?
    by Nyborg, Karine & Zhang, Tao
  • 2011 Band Spectrum Regressions using Wavelet Analysis
    by Andersson, Fredrik N. G.
  • 2011 Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
    by Delatte, Anne-Laure & Fouquau, Julien & Holz, Carsten A.
  • 2011 Caste, local networks and lucrative jobs: Evidence from rural Nepal
    by Hatlebakk, Magnus & Iversen, Vegard & Torsvik, Gaute
  • 2011 On the Choice of the Unit Period in Time Series Models
    by Peter Fuleky
  • 2011 On the Choice of the Unit Period in Time Series Models
    by Peter Fuleky
  • 2011 The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market
    by Jason West
  • 2011 Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model
    by Jason West
  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald
  • 2011 A self-reported work sampling to assess the Emergency Department’s costs
    by Paolo Cremonesi & Enrico di Bella & Marcello Montefiori & Luca Persico
  • 2011 Multiplicative Error Models
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo
  • 2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
    by Milan Rippel & Ivo Jánský
  • 2011 The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models
    by Vladimír Benáček & Eva Michalíková
  • 2011 A Cautionary Note on Tests for Overidentifying Restrictions
    by Paulo M.D.C. Parente & Joao M.C. Santos Silva
  • 2011 The Multiscale Causal Dynamics of Foreign Exchange Markets
    by Stelios Bekiros & Massimiliano Marcellino
  • 2011 Nonlinear causality testing with stepwise multivariate filtering
    by Stelios Bekiros
  • 2011 A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model
    by Callan, Tim & Van de Ven, Justin
  • 2011 Performance implications of core and complementary pre-entry experience: The role of consumer heterogeneity in mobile telephony
    by JP Eggers & Michal Grajek & Tobias Kretschmer
  • 2011 Portfolio credit risk of default and spread widening
    by Hongbiao Zhao
  • 2011 The non-optimality of the Mexican indirect tax system
    by Castañón-Herrera, Alberto & Urzúa, Carlos M.
  • 2011 Analyzing price level in a booming economy: the case of Azerbaijan
    by Hasanov Fakhri
  • 2011 A SVECM Model of the UK Economy and The Term Premium
    by MARDI DUNGEY & M.TUGRUL VEHBI
  • 2011 Inflation variability and the relationship between inflation and growth
    by Raghbendra Jha & Tu Dang
  • 2011 Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US
    by Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs
  • 2011 Volatility Activity: Specification and Estimation
    by Viktor Todorov & George Tauchen & Iaryna Grynkiv
  • 2011 Levy Process Models for High Frequency Financial Data
    by George Tauchen
  • 2011 Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
    by Viktor Todorov & George Tauchen
  • 2011 The Chinese Impact on GDP Growth and Inflation in the Industrial Countries
    by Christian Dreger & Yanqun Zhang
  • 2011 The Shadow Economy in OECD Countries: Panel-Data Evidence
    by Konstantin A. Kholodilin & Ulrich Thießen
  • 2011 Long Memory Dynamics for Multivariate Dependence under Heavy Tails
    by Pawel Janus & Siem Jan Koopman & Andr� Lucas
  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk
  • 2011 Modelling Issues in Kernel Ridge Regression
    by Peter Exterkate
  • 2011 Sparse and Robust Factor Modelling
    by Christophe Croux & Peter Exterkate
  • 2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model
    by Siem Jan Koopman & Michel van der Wel
  • 2011 Relating Stochastic Volatility Estimation Methods
    by Charles S. Bos
  • 2011 A Bayesian Analysis of Unobserved Component Models using Ox
    by Charles S. Bos
  • 2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    by Redouane Elkamhia & Denitsa Stefanova
  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk
  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk
  • 2011 Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.
  • 2011 On the Choice of Prior in Bayesian Model Averaging
    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
  • 2011 Pairing market risk with credit risk
    by Isabel Figuerola-Ferretti & Ioannis Paraskevopoulos
  • 2011 Structural Vector Autoregressions
    by Kilian, Lutz
  • 2011 Shifting Credit Standards and the Boom and Bust in US House Prices
    by Duca, John V & Muellbauer, John & Murphy, Anthony
  • 2011 House Prices and Credit Constraints: Making Sense of the US Experience
    by Duca, John V & Muellbauer, John & Murphy, Anthony
  • 2011 Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
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  • 2010 Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version
    by Arthur Lewbel & Xun Tang
  • 2010 Information and Corruption: The National Rural Employment Guarantee Scheme in India
    by Shylashri Shankar & Raghav Gaiha & Raghbendra Jha
  • 2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
    by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro
  • 2010 Sticky Information and Inflation Persistence: Evidence from U.S. Data
    by Benedetto Molinari
  • 2010 Are Gifts and Loans between Households Voluntary?
    by Marcel Fafchamps & Margherita Comola
  • 2010 Testing the Invariance of Expectations Models of Inflation
    by David Hendry & Jennifer L. Castle & Jurgen A. Doornik
  • 2010 Model Selection in Under-specified Equations Facing Breaks
    by David Hendry & Jennifer L. Castle
  • 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
    by Janine Aron & John Muellbauer
  • 2010 Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
    by David Hendry & Michael P. Clements
  • 2010 An Automatic Test of Super Exogeneity
    by David Hendry & Carlos Santos
  • 2010 Econometric Modelling of Changing Time Series
    by David Hendry & Grayham E. Mizon
  • 2010 Evaluating Automatic Model Selection
    by Jennifer Castle & David Hendry & Jurgen A. Doornik
  • 2010 Automatic Selection for Non-linear Models
    by Jennifer Castle & David Hendry
  • 2010 A Low-Dimension Portmanteau Test for Non-linearity
    by Jennifer Castle & David Hendry
  • 2010 Monetary Policy, Inflation and Unemployment
    by Nicolas Groshenny
  • 2010 On the Correlation Structure of Microstructure Noise: A Financial Economic Approach
    by Francis X. Diebold & Georg Strasser
  • 2010 Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
    by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon
  • 2010 The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics
    by Joshua Angrist & Jörn-Steffen Pischke
  • 2010 Spatial Propagation of Macroeconomic Shocks in Europe
    by Romain Houssa
  • 2010 Testing for Contagion: a Time-Scale Decomposition
    by Andrea Cipollini & Iolanda Lo Cascio
  • 2010 Identification through heteroskedasticity in a likelihood-based approach: some theoretical results
    by Emanuele BACCHIOCCHI
  • 2010 What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries
    by Maria Grydaki & Stilianos Fountas
  • 2010 What Explains Output Volatility? Evidence from the G3
    by Maria Grydaki & Stilianos Fountas
  • 2010 Empirical Methods in the Analysis of Collusion
    by Johannes Paha &
  • 2010 Simulation and Prosecution of a Cartel with Endogenous Cartel Formation
    by Johannes Paha
  • 2010 Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
    by Stefan Hlawatsch & Peter Reichling
  • 2010 Taxation Reforms: a CGE-Microsimulation Analysis for Pakistan
    by Saira Ahmed & Vagar Ahmed & Ahsan Abbas
  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
  • 2010 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
    by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer
  • 2010 Nonlinear Interest Rate Reaction Functions for the UK
    by Ralf Brüggemann & Jana Riedel
  • 2010 The Impact of Truancy on Educational Attainment: A Bivariate Ordered Probit Estimator with Mixed Effects
    by Franz Buscha & Anna Conte
  • 2010 The econometric modeling of social Preferences
    by Anna Conte & Peter G. Moffatt
  • 2010 The interaction of minimum wage and severance payments in a frictional labor market: theory and estimation
    by Carolina Silva Cassorla
  • 2010 Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
    by Matthew Greenwood-Nimmo & Yongcheol Shin
  • 2010 Testing Nonlinear New Economic Geography Models
    by Bode, Eckhardt & Mutl, Jan
  • 2010 Endogeneity and Instrumental Variables in Dynamic Models
    by Florens, Jean-Pierre & Simon, Guillaume
  • 2010 Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
    by Nikolaus Hautsch & Peter Malec & Melanie Schienle
  • 2010 Modeling Conditional Densities Using Finite Smooth Mixtures
    by Li, Feng & Villani, Mattias & Kohn, Robert
  • 2010 Testing the Invariance of Expectations Models of Inflation
    by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David
  • 2010 Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
    by Li, Yushu & Shukur, Ghazi
  • 2010 Commercial and industrial water demand estimation: Theoretical and methodological guidelines for applied economics research
    by Andrew C. Worthington
  • 2010 A New Solution to Time Series Inference in Spurious Regression Problems
    by Hrishikesh D. Vinod
  • 2010 Testing the Effect of a Short Cheap Talk Script in Choice Experiments
    by Jacob Ladenburg & Jens Olav Dahlgaard & Ole Bonnichsen
  • 2010 Jointness through fishing days input in a multi-species Fishery
    by Lars Gårn Hansen & Carsten Lynge Jensen
  • 2010 Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty
    by Ole Bonnichsen & Jacob Ladenburg
  • 2010 Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
  • 2010 A Time-varying Mixing Multiplicative Error Model for Realized Volatility Abstract: In this paper we model the dynamics of realized volatility as a Multiplicative Error Model with a mixture of distributions for the innovation term with time-varying mixing weights forced by past behavior of volatility. The mixture considers innovations as a source of time-varying volatility of volatility and is able to capture the right tail behavior of the distribution of volatility. The empirical results show that there is no substantial difference in the one-step ahead conditional expectations obtained according to various mixing schemes but that fixity of mixing weights may be a binding constraint in deriving accurate quantiles of the predicted distribution
    by Giovanni De Luca & Giampiero Gallo
  • 2010 Quantifying the Benefits of Multifuel Cars: An Application of Random-Coefficients Logit Model
    by Cláudio Ribeiro de Lucinda
  • 2010 Yield Curve Dynamics: Regional Common Factor Model
    by Boril Šopov & Jakub Seidler
  • 2010 The Methodologies of Neuroeconomics
    by Glenn Harrison & Don Ross
  • 2010 How to close the productivity gap between the US and Europe: A quantitative assessment using a semi-endogenous growth model
    by Werner Roeger & Janos Varga & Jan in 't Veld
  • 2010 Using a DSGE model to look at the recent boom-bust cycle in the US
    by Marco Ratto & Werner Roeger & Jan in 't Veld
  • 2010 Spatial propagation of macroeconomic shocks in Europe
    by Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO
  • 2010 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
    by Caporin, M. & McAleer, M.J.
  • 2010 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
    by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
  • 2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
    by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
  • 2010 Trade Flows and Volatility of Their Fundamentals: Some Evidence from Mexico
    by Rodolfo Cermeño & Bjamin S. Jensen & Huver Rivera
  • 2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    by Jan PAM Jacobs & Kenneth F.Wallis
  • 2010 Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve
    by Nicolas Groshenny
  • 2010 A Note on Estimating Wishart Autoagressive Model
    by Roxana Halbleib
  • 2010 Drivers of Academic Research and Patenting in India : Econometric Estimation of the Research Production Function
    by Amit Shovon Ray & Sabyasachi Saha
  • 2010 Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
    by Viktor Todorov & Iaryna Grynkiv & George Tauchen
  • 2010 The Realized Laplace Transform of Volatility
    by Viktor Todorov & George Tauchen
  • 2010 Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
    by Han Hong & Ahmed Khwaja & A. Ronald Gallant
  • 2010 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen
  • 2010 Pricing of the Time-Change Risks
    by Ivan Shaliastovich & George Tauchen
  • 2010 Volatility Jumps
    by Viktor Todorov & George Tauchen
  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi
  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart
  • 2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
    by Drew Creal & Siem Jan Koopman & Andr� Lucas
  • 2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
    by Charles S. Bos & Siem Jan Koopman
  • 2010 Modeling Within- and Across-Customer Association in Lifetime Value with Copulas
    by Glady, N. & Lemmens, A. & Croux, C.
  • 2010 Financial Fragility and Currency Crisis: a Macrodynamical Revisitation of the Argentina’s Experience
    by Bernardo Maggi & Eleonora Cavallaro & Marcella Mulino
  • 2010 Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks
    by Tekaya, Rim & Jouaber, Kaouther
  • 2010 Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels
    by Yixiao Sun & Peter C.B. Phillips & Sainan Jin
  • 2010 The power log-GARCH model
    by Genaro Sucarrat & Alvaro Escribano
  • 2010 Economic Institutions and Economic Growth in the Former Soviet Union Economies
    by Marta Spreafico
  • 2010 Il servizio idrico in Italia: un’analisi empirica sull’efficienza dei gestori [The water service in Italy: an empirical analysis about cost efficiency]
    by Anna Giolitti
  • 2010 Are gifts and loans between households voluntary?
    by Margherita Comola & Marcel Fafchamps
  • 2010 The MESANGE model: re-estimation on National Accounts base 2000 / Part 2  Version with chained-linked volumes
    by P.-Y. CABANNES & H. ERKEL-ROUSSE & G. LALANNE & O. MONSO & E. POULIQUEN
  • 2010 The MESANGE model: re-estimation on National Accounts base 2000 - Part 1 Version with fixed-base volumes
    by C. KLEIN & O. SIMON
  • 2010 Exchange Rate Pass-through and Monetary Policy in South Africa
    by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter
  • 2010 Perceptions, Expectations, and Entrepreneurship: The Role of Extreme Events
    by Brück, Tilman & Llussá, Fernanda & Tavares, José
  • 2010 Contract Choice, Incentives, and Political Capture in the Public Sector
    by Gagnepain, Philippe & Ivaldi, Marc
  • 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
    by Aron, Janine & Muellbauer, John
  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John
  • 2010 New methods for forecasting inflation, applied to the US
    by Aron, Janine & Muellbauer, John
  • 2010 Endogenous Monetary Policy Regimes and the Great Moderation
    by Galvão, Ana Beatriz C & Marcellino, Massimiliano
  • 2010 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
    by Kapetanios, George & Marcellino, Massimiliano
  • 2010 School system evaluation by value-added analysis under endogeneity
    by MANZI, Jorge & SAN MARTIN, Ernesto & VAN BELLEGEM, Sébastien
  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco
  • 2010 Expectativas de inflación en Colombia
    by Alejandro Gaviria Jaramillo & Santiago Téllez Alzate
  • 2010 Ciclo económico y efecto inflacionario de la depreciación de la moneda
    by Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez
  • 2010 Identification problems in the solution of linearized DSGE models
    by Jean Pietro Bonaldi
  • 2010 Una metodolgía multivariada de desagregación temporal
    by Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia
  • 2010 Fractional regression models for second stage DEA efficiency analyses
    by Esmeralda A. Ramalho, & Joaquim J.S. Ramalho & Pedro D. Henriques
  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart
  • 2010 Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    by M. Hashem Pesaran & Alexander Chudik
  • 2010 Technological Imitation and Innovation in New European Union Markets
    by Ainura Uzagalieva & Evžen Kocenda & Antonio Menezes
  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
    by Bahram Pesaran & M. Hashem Pesaran
  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi
  • 2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    by Gabriella Deborah Legrenzi & Costas Milas
  • 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
    by Janine Aron & John Muellbauer
  • 2010 Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future
    by John V. Duca & John Muellbauer & Anthony Murphy
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer
  • 2010 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
    by Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Michael McAleer & Massimiliano Caporin
  • 2010 Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer
  • 2010 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  • 2010 Spatial social-networking externality and firm location: a simulation model of Chile
    by Marcelo Lufin & Daisuke Nakamura
  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
    by Pesaran, M.H.
  • 2010 Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    by Pesaran, M.H. & Chudik, A.
  • 2010 Factor Demand Linkages, Technology Shocks and the Business Cycle
    by Holly, S. & Petrella, I.
  • 2010 Does anticipation of government spending matter? The role of (non-)defense spending
    by Jörn Tenhofen & Guntram B. Wolff
  • 2010 The Efficiency of the Global Markets for Final Goods and Productive Capabilities
    by Georg H. Strasser
  • 2010 Policy analysis in real time using IMF's monetary model
    by Q. Farooq Akram
  • 2010 Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case
    by Bouthevillain, C. & Dufrénot, G.
  • 2010 Real time forecasts of inflation: the role of financial variables
    by Libero Monteforte & Gianluca Moretti
  • 2010 Estimating DSGE models with unknown data persistence
    by Gianluca Moretti & Giulio Nicoletti
  • 2010 Modeling the link between US inflation and output: the importance of the uncertainty channel
    by Conrad, Christian & Karanasos, Menelaos
  • 2010 A Critical Analysis of Dimensions and Curve Fitting Practice in Economics
    by Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin
  • 2010 Estimating the effect of a variable in a high-dimensional regression model
    by Peter Sandholt Jensen & Allan H. Würtz
  • 2010 Maximum likelihood estimation for integrated diffusion processes
    by Fernando Baltazar-Larios & Michael Sørensen
  • 2010 Demanda laboral de profesionales en ciencias económicas, administrativas e ingeniería en Cali 2009: ¿van de la mano el capital humano y la señalización?
    by Maribel Castillo Caicedo & Geovanny Castro Aristizabal & Diana Marcela Escandón Barbosa
  • 2010 Does Smoking Really Harm Your Earnings so Much? Biases in Current Estimates of the Smoking Wage Penalty
    by Anger, Silke & Kvasnicka, Michael
  • 2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 2010 A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach
    by Fatma Zeren & Levent Korap
  • 2010 Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Yvan Lengwiler & Jean-Marc Natal
  • 2010 Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Stefan Leist & Klaus Neusser
  • 2010 Migration in the Context of Current Economic and Financial Crisis - Comparative Analysis
    by Balan, Mariana & Uzlau, Carmen
  • 2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
    by Necula, Ciprian
  • 2010 A Comparative Study of Some Features of Higher Education in Romania, Bulgaria and Hungary
    by Andrei, Tudorel & Lefter, Viorel & Oancea, Bogdan & Stancu, Stelian
  • 2010 An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method
    by Pavelescu, Florin Marius
  • 2010 Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model
    by Albulescu, Claudiu Tiberiu
  • 2010 Demand For Money In Kazakhstan: 2000-2007
    by Yilmaz, Mesut & Oskenbayev, Yessengali & Kanat, Abdulla
  • 2010 Gestão do conhecimento estratégico em instituições de ensino superior
    by Ahmad Youssef, Youssef Ahmad Youssef & de´ Andrade, Baltazar de´ Andrade
  • 2010 Modeling a response function to frequency of advertising
    by Lutoshkin, Igor
  • 2010 Net migration to Russia — Factors, prospects and conclusions for migration policy
    by Lifshits, Marina
  • 2010 Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions
    by Lapo, Valentina
  • 2010 The price of Moscow apartments
    by Magnus, Jan & Peresetsky, Anatoly
  • 2010 Productivity growth and price regulation of Slovenian water distribution utilities
    by Massimo Filippini & Nevenka Hrovatin & Jelena Zoric
  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert
  • 2010 Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions
    by Petre Caraiani
  • 2010 Do urban African dwellers pay a premium for food quality and, if so, how much? An investigation of the Malian fonio grain market
    by Sandrine Dury & Véronique meuriot
  • 2010 The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
    by Robert Kelm
  • 2010 Volatile ARMA Modelling of GARCH Squares
    by Anthony J. Lawrance
  • 2010 Efficiency Analysis Of Producers’Organizations (Case Of South Eastern And Central Planning Regions Of Bulgaria)
    by DARINA ZAIMOVA
  • 2010 A Risk Correlation Model for an European Emerging Country and its Integration in a Global Macroeconometric Model
    by Stoenescu Cimpoeru Smaranda
  • 2010 Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gasoline Consumption between July 2001 and December 2008: State Tax Policy as Instrument of Energy and Enviromental Policies]
    by Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior
  • 2010 Commercial and Industrial Water Demand Estimation: Theoretical and Methodological Guidelines for Applied Economics Research/Estimación de la demanda de agua comercial e industrial: pautas teóricas y metodológicas para la investigación en economía aplicada
    by WORTHINGTON, ANDREW C.
  • 2010 External Shocks in a Small Open Economy: A CGE - Microsimulation Analysis
    by Vaqar Ahmed & Cathal O'Donoghue
  • 2010 Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?
    by Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid
  • 2010 What Drives Housing Prices Down? Evidence from an International Panel
    by Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs
  • 2010 Turkiye’de Enflasyon ve Nispi Fiyat Degiskenligi Iliskisi: VABHO Modelleriyle Uzun Donem Analizi
    by K. Batu Tunay
  • 2010 Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda
    by Juan Carlos Caro & Byron Idrovo
  • 2010 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas
  • 2010 Jump Distribution Characteristics: Evidence from European Stock Markets
    by Thierry Ane & Carole Metais
  • 2010 Utility Maximization Subject to Multiple Constraints
    by Jamal Nazrul Islam & Haradhan Kumar Mohajan & Pahlaj Moolio
  • 2010 Determining countries’ tax effort
    by Carola Pessino & Ricardo Fenochietto
  • 2010 Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators
    by Marina Turuntseva & Tatiana Kiblitskaya
  • 2010 Game-Theoretic Modeling of Electricity Markets in Central Europe
    by Martin Hrubý & Petr Čambala & Jan Toufar
  • 2010 Bernoulli Selecting Processes in Actuarial Decisions
    by Constantinos T. Artikis
  • 2010 Behavior of realized volatility and correlation in exchange markets
    by Amir Safari & Detlef Seese
  • 2010 On the methodology of energy-GDP Granger causality tests
    by Beaudreau, Bernard C.
  • 2010 Employment in Private and Public Services: A Comparative Analysis of Commercial, Business and Social Services in Spain, France, Italy, Germany, UK and USA
    by Guisan, M.C.
  • 2010 La función de demanda observada de carnes en Colombia (2000-2007): análisis comparativo de resultados de varios modelos econométricos
    by Hernando Barrera-Valencia
  • 2010 Determinates De Las Muertes Por Homicidio En Colombia En El Periodo De 1970-2008
    by ROBINSON CASTRO ÁVILA & URIEL MUÑOZ GUERRERO
  • 2010 Crecimiento y desigualdad en Amèrica Latina: un anàlisis empìrico
    by WILSON MAYORGA MOGOLLÒN & OMAR DÌAZ
  • 2010 Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV
    by Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos
  • 2010 Un análisis de la aplicación empírica de el método de valoración contingente
    by Juan David Osorio Múnera & Francisco Javier Correa Restrepo
  • 2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis & Cathy Ning
  • 2010 Testing for Granger Causality in the Presence of Chaotic Dynamics
    by Dimitrios Hristu-Varsakelis & Catherine Kyrtsou
  • 2010 Gaussian Analysis of Non-Gaussian Time Series
    by Dimitris Kugiuntzis & Efthimia Bora-Senta
  • 2010 Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector
    by K. Batu Tunay
  • 2010 Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes
    by Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov
  • 2010 Advanced approaches for measuring total banking capital
    by Annalisa Di Clemente
  • 2010 The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment
    by Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu
  • 2010 Econometric Model For Analysing The Structural Funds Absorption At Regional Level €“ Sectoral Operational Programme Human Resources Development
    by Oana Gherghinescu
  • 2010 Linking Money Supply With The Gross Domestic Product In Romania
    by Daniela Zapodeanu & Mihail Ioan Cociuba
  • 2010 Assessing The Future Migration Potential Of The Eu Candidate Countries
    by Assoc. Prof. Ph.D Vesna Bucevska
  • 2010 Does credit market accelerate economic growth in Romania? Statistical approaches
    by Mirela CRISTEA & Raluca DRACEA
  • 2010 The analysis of the monetary policy dynamics in Romania using a Structural Vector Autoregressive model
    by Cristi SPULBAR & Mihai NITOI & Lavinia NETOIU
  • 2010 Causes of Inflation in Namibia: An Empirical Exploration
    by John Ernest Odada & Joel Hinaunye Eita
  • 2010 Detecting Mergers and Acquisitions Effects on Performance, Efficiency, and Productivity with a Bootstrap Mixed Logit Approach: Evidence from Greece
    by Athanasios G. Tsagkanos
  • 2010 Identification and Semiparametric Estimation of Equilibrium Models of Local Jurisdictions
    by Dennis Epple & Michael Peress & Holger Sieg
  • 2010 A New Approach to Estimating the Production Function for Housing
    by Dennis Epple & Brett Gordon & Holger Sieg
  • 2010(XX) An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables
    by FLORIN MARIUS PAVELESCU
  • 2009 Attitudes to Ambiguity in One-Shot Normal-Form Games: An Experimental Study
    by Asen Ivanov
  • 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    by Costas Milas & Ruthira Naraidoo
  • 2009 Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
    by Ruthira Naraidoo & Rangan Gupta
  • 2009 Choices of wine consumption: measure of interaction terms and attributes
    by Magali Aubert & Véronique Meuriot
  • 2009 How does option listing affect the underlying stock price duration ? A study of French underlying stock efficiency
    by Jouaber, Kaouther & Tekaya, Rim
  • 2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
    by Gerit Vogt
  • 2009 The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
    by Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas
  • 2009 Productivity Shocks and Nominal Exchange Rate Variability: a Case Study of Pakistan
    by Zakaria, Muhammad & Ahmad, Eatzaz
  • 2009 On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy
    by Levent KORAP
  • 2009 Tüketicilerin internetten alışverişe karşı tutumlarında etkili faktörler
    by Süleyman DÜNDAR & Durmuş YÖRÜK
  • 2009 Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi
    by Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU
  • 2009 A Structured Covariance Probit Demand Model
    by Michael Cohen
  • 2009 Knowledge diffusion and knowledge transfer: two sides of the medal
    by Klarl, Torben
  • 2009 When does it hurt? The exchange rate "pain threshold" for German exports
    by Belke, Ansgar & Göcke, Matthias & Guenther, Martin
  • 2009 Six families of flexicurity indicators developed at the Hans Boeckler Foundation
    by Tangian, Andranik
  • 2009 Towards computer-aided collective bargaining: Enhancing the trade unions position under flexicurity
    by Tangian, Andranik
  • 2009 The gravity equation with micro-founded trade costs
    by Rudolph, Stephan
  • 2009 A non-stationary approach for financial returns with nonparametric heteroscedasticity
    by Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald
  • 2009 A two-factor model for electricity prices with dynamic volatility
    by Schlüter, Stephan
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    by Olga Aslanidi
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    by Arghyrou, Michael G & Gadea, Maria Dolores
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    by Annastiina Silvennoinen & Timo Teräsvirta
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    by Dave, Chetan & Dressler, Scott
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    by Christopher Martin & Costas Milas
  • 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
    by Costas Milas
  • 2007 Testing the Opportunistic Approach to Monetary Policy
    by Christopher Martin & Costas Milas
  • 2007 Infinite Dimensional VARs and Factor Models
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  • 2007 Infinite Dimensional VARs and Factor Models
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  • 2007 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
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  • 2007 Duration Models and Point Processes
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  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
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    by Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre
  • 2007 Lumpy Price Adjustments: A Microeconometric Analysis
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  • 2007 An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation
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    by Ronny Freier & Viktor Steiner
  • 2007 ‘Marginal Employment’ and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-Factor Labour Demand Model for Germany
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    by Maruška Vizek & Tanja Broz
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    by Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc
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  • 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy
    by Jan P.A.M. Jacobs & Kenneth F. Wallis
  • 2007 Open Economy Dsge-Var Forecasting And Policy Analysis: Head To Head With The Rbnz Published Forecasts
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    by Frank M. Fossen
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    by Steffen Henzel & Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser
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  • 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members
    by Nikolaos Giannellis & Athanasios Papadopoulos
  • 2005 Separating Selection and Incentive Effects in Health Insurance
    by Gardiol, Lucien & Geoffard, Pierre-Yves & Grandchamp, Chantal
  • 2005 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias
    by Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E
  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune
  • 2005 Bayesian Analysis of DSGE Models
    by An, Sungbae & Schorfheide, Frank
  • 2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
    by van Tol, Michel R & Wolff, Christian C
  • 2005 Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio
    by Ivan Baboucek & Martin Jancar
  • 2005 On the equality of Real Interest Rates across borders in Integrated Capital Markets
    by Minford, Patrick & Peel, David
  • 2005 A Macro-econometric Model for Ireland
    by McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary
  • 2005 Monetary policy and asset prices: To respond or not?
    by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim
  • 2005 Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003
    by Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno
  • 2005 Financial Crises and Money Demand in Jamaica
    by Fiona Atkins
  • 2005 Unternehmensbewertung, Basiszinssatz und Zinsstruktur: Kapitalmarktorientierte Bestimmung des risikolosen Basiszinssatzes bei nicht-flacher Zinsstruktur
    by Obermaier, Robert
  • 2005 Improving the Modeling of Couples' Labour Supply
    by Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong
  • 2005 Crescimento Econômico E Nível De Escolaridade: Teoria E Estimativas Dinâmicas Em Painel De Dados
    by Joilson Dias & Maria Helena Ambrósio Dias & Fernandina Fernandes de Lima
  • 2005 A Quarterly Macroeconometric Model of the Turkish Economy
    by Cem Aysoy & Ahmet N. Kipici
  • 2005 Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
    by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli
  • 2005 Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999
    by Sosvilla Rivero, Simón & Murillo García, Encarnación
  • 2005 A Theory-Based, State-Dependent Phillips Curve and its Estimation
    by Hsiu-Yun Lee & Jyh-Lin Wu & Show-Lin Chen
  • 2005 Modelarea diferenţelor salariale dintre femei şi bărbaţi
    by Diaconu Oana
  • 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 Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach
    by MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R.
  • 2005 Measuring Variability Factors in Consumer Value for Profit Optimization in a Firm - A Framework for Analysis
    by Rajagopal
  • 2005 The Japanese Economic Model (JEM)
    by Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki
  • 2005 Some approachs to forecasting economic indicators
    by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov
  • 2005 Intervention of Japanese Monetary Authority in the Foreign Exchange Market
    by Obara, T.
  • 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 “Efficiency Flooding”: Black-Box Frontiers and Policy Implications
    by Sauer, J.F.
  • 2005 El empleo en España en el período 1964-2004. Evolución y análisis comparativo de modelos econométricos
    by Guisán, M.C
  • 2005 The Sources and Dynamics of Inflation in Indonesia: An ECM Model Estimation for 1952-2002
    by Hossain, A.
  • 2005 Human Capital and Economic Development in Africa: An Econometric Analysis for 1950-2002
    by Guisan, M.C. & Exposito, P.
  • 2005 Macroeconomic Modelling: Approaches and Experiences in Development Countries
    by Valadkhani, A.
  • 2005 Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas
    by Diego Mauricio Vásquez & Luis Fernando Melo
  • 2005 Los costos de la desinflación en Colombia según el modelo Buiter-Miller
    by Jaime Sarmiento Espinel & Alejandro Ramírez Vigoya*
  • 2004 Co-movements in EU banks’ fragility: a dynamic factor model approach
    by Andrea Brasili & Giuseppe Vulpes
  • 2004 Computational Economics: Help for the Underestimated Undergraduate
    by Hans Amman & David Kendrick & Ruben Mercado
  • 2004 A Specification Search Algorithm for Cointegrated Systems
    by Jerzy Mycielski & Michal Kurcewicz
  • 2004 A Bayesian algorithm for a Markov Switching GARCH model
    by Dhiman Das
  • 2004 Discovering Financial Patterns in the Foreign Exchange Markets
    by Chueh-Yung Tsao & Shu-Heng Chen
  • 2004 Strucural change and DSGE models
    by Michel Juillard
  • 2004 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
    by Clive Bowsher
  • 2004 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature
    by Jesper Lund & Torben G. Andersen & Luca Benzoni
  • 2004 Identification of Equilibrium Models of Local Jurisdictions
    by Holger Sieg & Dennis Epple
  • 2004 Asymptotics of non-linear lasso type estimators
    by mehmet caner
  • 2004 Threshold Integrated Moving Average Models (Does Size Matter? Maybe So)
    by Oscar Martin & Jesus Gonzalo
  • 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
    by Nicolas Million & Guillaume Guerrero
  • 2004 Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics
    by Peter Schmidt & Antonio Alvarez & Christine Amsler
  • 2004 Credit Constraints and Distress Sales in Rural India: An Econometric Analysis
    by D.Rajasekhar & Gagan & B.S
  • 2004 A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production
    by P.H. Franses & D. Fok & D. van Dijk
  • 2004 Estimation of the Volatility Structure of the Fixed Income Market
    by Thuy Duong To & Carl Chiarella
  • 2004 An Alternative Estimation of Spurious Regression Model
    by Shahidur Rahman
  • 2004 Market Response Analysis: The Demand System versus Non-Restricted Marketing Models
    by Tie Wang
  • 2004 Nonlinear Purchasing Power Parity under the Gold Standard
    by Ivan Paya & David A. Peel
  • 2004 Long-Run Economic Performance and the Labor Market
    by Alberto Alonso & Cristina Echevarria & Kien C. Tran
  • 2004 Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology
    by Pavelescu, Florin Marius
  • 2004 Ward – Modelling Monetary Policy in a Small Open Economy: Evidence from a New Zealand Svar Model
    by Wongsaart, Pipat & Ward , Bert D.
  • 2004 Impact of Fluctuations in Oil Revenue on Investment in the GCC Countries
    by Metwally, Mokhtar M.
  • 2004 Terör Ve Benzeri Ulumsuz Gelişmelerin Türk Turizmine Etkisi
    by M. Eray YÜCEL & M. Faruk AYDIN & Uğur ÇIPLAK
  • 2004 Constructing the composite indicator "Quality of work" from the third European survey on working conditions
    by Tangian, Andranik S.
  • 2004 Liberal and trade-unionist concepts of flexicurity: Modelling in application to 16 European countries
    by Tangian, Andranik S.
  • 2004 Defining the flexicurity index in application to European countries
    by Tangian, Andranik S.
  • 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
    by Peter C.B. Phillips & Sainan Jin & Yixiao Sun
  • 2004 Diffusion of ISO 9000 Standards and International Trade
    by Michal Grajek
  • 2004 Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)
    by Ewa Broszkiewicz-Suwaj & Agnieszka Wylomanska
  • 2004 Urban growth and territorial dynamics in Spain (1985-2001): A spatial econometrics analysis
    by José María Mella Márquez & Coro Chasco Yrigoyen
  • 2004 Structural Models In Consumer Credit
    by Fabio de Andrade & Lyn Thomas
  • 2004 Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions
    by DR. VSR. SUBRAMANIAM
  • 2004 Economic Performance in a Cross-Section of U.S. Native American Economies
    by Voxi Heinrich S Amavilah
  • 2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands
    by Voxi Heinrich S Amavilah
  • 2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change
    by Voxi Heinrich S Amavilah & Richard T. Newcomb
  • 2004 Long-Run Regressions: Theory and Application to US Asset Markets
    by Charlotte S. Hansen & Bjorn E. Tuypens
  • 2004 Variance Risk Premia
    by Peter Carr & Liuren Wu
  • 2004 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets
    by Ram Bhar & Carl Chiarella & Thuy-Duong To
  • 2004 Demand Pull and Supply Push in Portuguese Cable Television
    by João Leitão
  • 2004 Space-Time Lags: Specification Strategy In Spatial Regression Models
    by Fernando A. López Hernández & Coro Chasco Yrigoyen
  • 2004 Modelos De Heterogeneidad Espacial
    by Coro Chasco Yrigoyen
  • 2004 Demand Pull And Supply Push In Portuguese Cable Television
    by João Leitão
  • 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
    by Philip Kostov & John Lingard
  • 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
    by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho
  • 2004 A note on the modelling of hyper-inflations
    by Evens SALIES & Peter MOFFATT
  • 2004 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia
    by Coro Chasco-Yrigoyen & Fernando López-Hernández
  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin Smit
  • 2004 A Framework for Forecasting the Components of the Consumer Price
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies
    by Voxi Heinrich Amavilah
  • 2004 On Autoregressive Order Selection Criteria
    by Venus Khim-Sen Liew
  • 2004 Inflation and Endogenous Growth in Underground Economies
    by Dario Cziraky & Max Gillman
  • 2004 Trust In Transition: Cross Country And Firm Evidence
    by Martin Raiser & Alan Rousso & Franklin Steves
  • 2004 A Meta-Analytic Assessment of the Effect of Immigration on Wages
    by Simonetta Longhi & Peter Nijkamp & Jacques Poot
  • 2004 Continuous Time Model Estimation
    by Carl Chiarella & Shenhuai Gao
  • 2004 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate
    by Thuy-Duong To
  • 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations
    by Tran Van Hoa
  • 2004 Time-series regression models to study the short-term effects of environmental factors on health
    by Tobías, Aureli & Saez, Marc
  • 2004 Estimating a Risky Term Structure of Uruguayan Sovereign Bonds
    by Serafín Frache & Gabriel Katz
  • 2004 Sectoral Labor Supply, Choice Restrictions and Functional Form
    by John K. Dagsvik & Steinar Strøm
  • 2004 Obesity and Risk Knowledge
    by Kamhon KAN & Wei-Der TSAI
  • 2004 Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand
    by Pene Kalulumia & Denis Bolduc
  • 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
    by Guillaume Guerrero & Nicolas Million
  • 2004 Predective Density and Conditional Confidence Interval Accuracy Tests
    by Valentina Corradi & Norman Swanson
  • 2004 Predictive Density Evaluation
    by Valentina Corradi & Norman Swanson
  • 2004 The Effects of Health, Wealth and Wages on Labor Supply and Retirement Behavior
    by Eric French
  • 2004 Modes of Household Behavior and Labor Supply Decisions
    by Christopher Flinn & Daniela Del Boca
  • 2004 Gender Discrimination Estimation in a Search Model with Matching and Bargaining
    by Luca Flabbi
  • 2004 A structural model for evaluating preferential trade agreements
    by Chaaban, J. & Thomas, A.
  • 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling
    by Carol Alexandra & Emese Lazar
  • 2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds
    by Carol Alexander & Anca Dimitriu
  • 2004 Why Did the Welfare Caseload Decline?
    by Jacob Alex Klerman & Caroline Danielson
  • 2004 How Can We Define The Concept of Long Memory? An Econometric Survey
    by Guégan D.
  • 2004 An alternative approach to firms’ evaluation: expert systems and fuzzy logic
    by Magni, Carlo Alberto
  • 2004 Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling
    by Ji, Tingting
  • 2004 Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application
    by Annetta Maria Binotti & Enrico Ghiani
  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin W. Smit
  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
    by Clive Bowsher
  • 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
    by David Hendry & Guillaume Chevillon
  • 2004 What Do German Short-Term Interest Rates Tell Us About Future Inflation?
    by Harald Grech
  • 2004 Regression Models with Data-based Indicator Variables
    by David F. Hendry & Carlos Santos
  • 2004 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
    by Clive G. Bowsher
  • 2004 Regression Models with Data-based Indicator Variables
    by David F. Hendry & Carlos Santos
  • 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
    by Guillaume Chevillon & David F. Hendry
  • 2004 Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994
    by Sangeeta Pratap & Carlos Urrutia
  • 2004 Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)
    by Ariel Pakes & Michael Ostrovsky & Steve Berry
  • 2004 Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assesment
    by Tamim Bayoumi & Douglas Laxton & Paolo Pesenti
  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Xibin Zhang & Maxwell L. King & Rob J. Hyndman
  • 2004 Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
    by Jonathan Dark
  • 2004 Random Walk Smooth Transition Autoregressive Models
    by Heather M. Anderson & Chin Nam Low
  • 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
    by Heather M. Anderson & Chin Nam Low & Ralph Snyder
  • 2004 Some Results on the Identification and Estimation of Vector ARMAX Processes
    by D.S. Poskitt
  • 2004 Estimating Components in Finite Mixtures and Hidden Markov Models
    by D.S. Poskitt & Jing Zhang
  • 2004 Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes
    by Guillaume Guerrero & Nicolas Million
  • 2004 Nonlinear inflation dynamics: evidence from the UK
    by Christopher Martin & Michael Arghyrou & Costas Milas
  • 2004 Measuring trend growth: how useful are the great ratios?
    by Jonathan Temple & Cliff Attfield
  • 2004 Dynamic Conditional Correlation with Elliptical Distributions
    by Matteo Pelagatti & Stefania Rondena
  • 2004 Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz
    by Jochen Hartwig
  • 2004 Labor Market Institutions and the Employment-Productivity Trade-Off: A Wage Posting Approach
    by Chéron, Arnaud & Hairault, Jean-Olivier & Langot, François
  • 2004 Labor Market Institutions and the Employment-Productivity Trade-Off: A Wage Posting Approach
    by Chéron, Arnaud & Hairault, Jean-Oliver & Langot, François
  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan
  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan
  • 2004 Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment
    by Ivan Paya & David A. Peel
  • 2004 Nonlinear Ppp Under The Gold Standard
    by Ivan Paya & David A. Peel
  • 2004 Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland
    by Janusz Brzeszczynski & Robert Kelm
  • 2004 Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models
    by Janusz Brzeszczynski & Aleksander Welfe
  • 2004 Seasonally and Fractionally Differenced Time Series (revised, August 2006)
    by Naoya Katayama
  • 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    by Brännäs, Kurt & Quoreshi, Shahiduzzaman
  • 2004 Sectoral labor supply, choice restrictions and functional form
    by Dagsvik, John K. & Strøm, Steinar
  • 2004 The Labor Market in KIMOD
    by Lindén, Johan
  • 2004 A smooth permanent surge process
    by González Gómez, Andrés
  • 2004 Firm Level Innovation and Productivity - Is there a Common Story Across Countries?
    by Janz, Norbert & Lööf, Hans & Peters, Bettina
  • 2004 Dynamic Optimal Capital Structure and Technical Change
    by Lööf, Hans
  • 2004 Gender Discrimination Estimation in a Search Model with Matching and Bargaining
    by Luca Flabbi
  • 2004 Construction of a Transaction-Based Real Estate Index for the Paris Housing Market
    by Raimond Maurer & Martin Pitzer & Steffen Sebastian
  • 2004 The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests
    by Elisabetta Strazzera & Margarita Genius
  • 2004 Binary models with misclassification in the variable of interest
    by Esmeralda Ramalho
  • 2004 Covariate Measurement Error in Endogenous Stratified Samples
    by Esmeralda Ramalho
  • 2004 Diagnosis in the Olap Context
    by Caron, E.A.M. & Daniels, H.A.M.
  • 2004 The effects of systemic crises when investors can be crisis ignorant
    by Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M.
  • 2004 Forecasting aggregates using panels of nonlinear time series
    by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.
  • 2004 Analyzing the effects of past prices on reference price formation
    by van Oest, R.D. & Paap, R.
  • 2004 Una aproximación al sesgo de medición del precio de las computadoras en México
    by Guerrero, Carlos
  • 2004 Statistical Models for High Frequency Security Prices
    by Roel C.A. Oomen
  • 2004 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals
    by Liran Einav (Stanford University)
  • 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
    by Chor-yiu SIN
  • 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
    by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer
  • 2004 Dynamics of Interest Rate Curve by Functional Auto-regression
    by Alexei Onatski & Slava Kargin
  • 2004 STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach
    by M. Portugal & I.A. de Morais
  • 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach
    by Gonzalo Llosa/Shirley Miller
  • 2004 Productivity, Inflation, And Investment: An Analysis Of Causality
    by José Antonio Núñez & José Luis de la Cruz
  • 2004 A component-driven model for regime switching and its empirical evidence
    by Chung-Ming Kuan & Yu-Lieh Huang
  • 2004 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?
    by Michael B. Devereux & Woon Gyu Choi
  • 2004 The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model
    by Jan M Podivinsky & Chongcheul Cheong & Maozu Lu
  • 2004 Testing Intertemporal Rational Expectations Model with State Uncertainty: An Application to the Permanent Income Hypothesis
    by Chao-Hsi Huang & Yue-Lieh Huang
  • 2004 Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions
    by Kyungho Jang
  • 2004 Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
    by Garry Phillips & Emma Iglesias
  • 2004 Discriminatory vs Uniform Price Auction: Auction Revenue
    by Keunkwan Ryu & Gyung-Rok Kim & Seonghwan Oh
  • 2004 Monetary Magic? How the Fed Improved the Supply Side of the Economy
    by Silvia Sgherri & Tamim Bayoumi
  • 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
    by Chor-yiu SIN
  • 2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility
    by Scott I. White & Adam E. Clements & Stan Hurn
  • 2004 The gap between macro and micro economic statistics: Estimation of the misreporting model using micro-data sets derived from the Consumer Expenditure Survey
    by Thesia I. Garner & Atsushi Maki
  • 2004 Modeling Yield-Factor Volatility
    by Daniel R. Smith & Christophe Parignon
  • 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
    by Chin Nam Low & Heather Anderson & Ralph Snyder
  • 2004 The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model
    by Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu
  • 2004 Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications
    by Minxian Yang
  • 2004 Stochastic Frontier Models With Correlated Error Components
    by Murray D Smith
  • 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 Econometric Models and Causality Relationships Between Manufacturing and Non-Manufacturing Production in MOROCCO, TUNISIA and other Northern African Countries, 1950-2000
    by Guisan, Maria-Carmen & Exposito, Pilar
  • 2004 Modelos econometricos del empleo en España: analisis comparativo de especificaciones dinamicas e impacto de la industria manufacturera sobre el empleo no agrario, 1964-2003
    by Guisan, Maria-Carmen
  • 2004 The Impact of Industry and Foreign Trade on Economic Growth in China. An Inter-Sectoral Econometric Model, 1976-2002
    by Guisan, Maria-Carmen & Exposito, Pilar
  • 2004 Econometric Models of Demand and Supply of Agriculture in Spain, France, Japan and The USA, 1964-99: An Analysis Of Interdependence
    by Guisan, Maria-Carmen & Exposito, Pilar
  • 2004 Industria e Comercio Externo na Economia do Brasil, 1960-2000
    by Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia
  • 2004 Nonlinear monetary policy in europe: fact or myth?
    by W.A. Bruinshoofd & B. Candelon
  • 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets
    by Rob van den Goorbergh
  • 2004 Asymmetric Monetary Policy Effects in Germany
    by Vladimir Kuzin & Silke Tober
  • 2004 Poverty Alleviation Policies in Madagascar: a Micro-Macro Simulation Model
    by Denis Cogneau & Anne-Sophie Robilliard
  • 2004 A Meta-Analytic Assessment of the Effect of Immigration on Wages
    by Simonetta Longhi & Peter Nijkamp & Jacques Poot
  • 2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
    by Agnes S. Joseph & Jan F. Kiviet
  • 2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
    by Charles S. Bos & Neil Shephard
  • 2004 An Alternative Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.
  • 2004 Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems
    by Chambers, M.J. & McCrorie, J.R.
  • 2004 Local Sensitivity and Diagnostic Tests
    by Magnus, J.R. & Vasnev, A.L.
  • 2004 La volatilité des prix des matières premières
    by Lautier, Delphine & Simon, Yves
  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & B. Smit
  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Do environmental regulations influence the location behavior of French firms?
    by S. RASPILLER & N. RIEDINGER
  • 2004 Measuring Trend Output: How Useful Are the Great Ratios?
    by Attfield, Clifford & Temple, Jonathan
  • 2004 Monetary Magic? How the Fed Improved the Flexibility of the Economy
    by Bayoumi, Tamim & Sgherri, Silvia
  • 2004 Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assessment
    by Bayoumi, Tamim & Laxton, Doug & Pesenti, Paolo
  • 2004 Real Time Econometrics
    by Pesaran, M Hashem & Timmermann, Allan G
  • 2004 Refinement of the partial adjustment model using continuous-time econometrics
    by Arie ten Cate
  • 2004 An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications
    by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff
  • 2004 Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994
    by Sangeeta Pratap & Carlos Urrutia
  • 2004 Estimating Production Functions When Productivity Change is Endogenous
    by Marc-Andreas Muendler
  • 2004 Econometric Estimation of PCAIDS Models
    by Germán Coloma
  • 2004 Contrastación de la ley de precio único en el mercado español del aceite de oliva
    by José Angel Roldán Casas & Rafaela Dios-Palomares
  • 2004 ‘Real Time Econometrics’
    by Pesaran, M.H. & Timmermann, A.
  • 2004 Identifying and Interpreting Convergence Clusters Across Europe
    by Corrado, L. & Martin, R. & Weeks, M.
  • 2004 Consumption and population age structure
    by Solveig K. Erlandsen & Ragnar Nymoen
  • 2004 Optimal Portfolio Allocation Under Higher Moments
    by Jondeau, E. & Rockinger, M.
  • 2004 On the Nash equilibria for the FCFS queueing system with load-increasing service rate
    by A.C. Brooms
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    by Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara
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  • 2003 Exchange and Interest Rates prior to EMU: The Case of Greece
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  • 2003 An interaction model for livestock farming and steppe ecosystem
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    by Demberel S. & Nicholas Olenev & Igor Pospelov
  • 2003 To a Mathematical Model of Economy and Environment Interaction //Mathematical modelling. 2003. V.15. No.4. P.107-121
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    by Rafal Weron & Ingve Simonsen & Piotr Wilman
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  • 2003 Honey, I shrunk the sample covariance matrix
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  • 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach
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  • 2003 Moderating Effects of Management Control Systems and Innovation on Performance. Simple Methods for Correcting the Effects of Measurement Error for Interaction Effects in Small Samples
    by Coenders, Germà & Bisbe, Josep & Saris, Willem E. & Batista-Foguet, Joan M.
  • 2003 Modelling Underlying Energy Demand Trends and Stochastic Seasonality: An Econometric Analysis of Transport Oil Demand in the UK and Japan
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    by Bodil M. Larsen & Runa Nesbakken
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    by Valentina Corradi & Norman Swanson
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    by Newell, Richard & Anderson, Soren
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    by Andrew C. Worthington & Helen Higgs
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    by Andrea Cipollini & George Kapetanios
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    by Mapa, Dennis S.
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    by Albu, Lucian-Liviu & Nicolae, Mariana
  • 2003 Un Modèle d’Equilibre pour la Determination des Effets Nationaux de la Creation d’une Zone de Libre Echange Agricole Euro-Mediterraneenne
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    by Clive Bowsher
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    by David Hendry & Carlos Santos
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    by Jurgen Doornik & Marius Ooms
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    by Hans-Martin Krolzig & Ralf Brüggemann
  • 2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
    by Christopher Bowdler & Heino Bohn Nielsen
  • 2003 Monetary policy and the volatility of real exchange rates in New Zealand
    by Ken West
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    by Jurgen A. Doornik & Marius Ooms
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    by Hans-Martin Krolzig
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    by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl
  • 2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
    by Heino Bohn Nielsen & Christopher Bowdler
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    by Clive G. Bowsher
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    by James J. Heckman & Rosa Matzkin & Lars Nesheim
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    by Douglas Laxton & Paolo Pesenti
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  • 2003 Stochastic models underlying Croston's method for intermittent demand forecasting
    by Lydia Shenstone & Rob J. Hyndman
  • 2003 Transmission of Monetary Shocks in Latvia
    by Martins Bitans & Dainis Stikuts & Ivars Tillers
  • 2003 Minimum Wage Effects on Labor Market Outcomes under Search with Bargaining
    by Flinn, Christopher
  • 2003 Minimum Wage Effects on Labor Market Outcomes under Search with Bargaining
    by Flinn, Christopher J.
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
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    by Esmerelda A. Ramalho & Richard Smith
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    by Brännäs, Kurt
  • 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data
    by Brännäs, Kurt & Simonsen, Ola
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  • 2003 How and why do firms differ?
    by Jakob Klette, Tor & Raknerud, Arvid
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  • 2003 Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
    by Matteo Manera & Angelo Marzullo
  • 2003 Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model
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  • 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
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  • 2003 On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities
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  • 2003 Estimating Credit Constraints among US Households
    by Charles GRANT
  • 2003 A Range-Based Multivariate Model for Exchange Rate Volatility
    by Tims, B. & Mahieu, R.J.
  • 2003 Airline Revenue Management with Shifting Capacity
    by Pak, K. & Dekker, R. & Kindervater, G.A.P.
  • 2003 Airline Revenue Management with Shifting Capacity
    by Pak, K. & Dekker, R. & Kindervater, G.A.P.
  • 2003 A multi-level panel smooth transition autoregression for US sectoral production
    by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.
  • 2003 Term Structure of Interest Rates. Emergence of Power Laws and Scaling Laws
    by Thomas Alderweireld & Jean Nuyts
  • 2003 Structural Econometric Modeling: Rationales and Examples from Industrial Organization
    by Reiss, Peter C. & Wolak, Frank A.
  • 2003 Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case
    by Chang, Yoosoon & Martinez-Chombo, Eduardo
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
  • 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach
    by Wallis, Gavin
  • 2003 The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
    by To, Thuy Duong & Carl Chiarella
  • 2003 Modelling Investment When Relative Prices Are Trending: Theory and Evidence for the UK
    by Thompson, Jamie & Hasan Bakhshi & Nick Oulton
  • 2003 The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts
    by Marrocu, Emanuela & Gianna Boero
  • 2003 The Properties of Automatic Gets Modelling
    by Hendry, David F & Hans-Martin Krolzig
  • 2003 Value at Risk and Inventory Control
    by Tapiero, Charles
  • 2003 Evolucion de la Economia Portuguesa, 1946-2000: crecimiento, salarios y empleo
    by Guisan, M.Carmen & Padrao, R.
  • 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 Multicointegration in US Consumption Data
    by Boriss Siliverstovs
  • 2003 A Cointegration Model for Search Equilibrium Wage Formation
    by Broersma, Lourens & Butter, Frank A.G. den & Kock, Udo
  • 2003 A Cointegration Model for Search Equilibrium Wage Formation
    by L. Broersma & Frank A.G. den Butter & Udo Kock
  • 2003 Misspecification in Linear Spatial Regression Models
    by Raymond J.G.M. Florax & Peter Nijkamp
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    by Rutger van Oest & Philip Hans Franses
  • 2003 Growth and Risk: Methodology and Micro Evidence
    by Chris Elbers & Jan Willem Gunning & Bill Kinsey
  • 2003 A Simple Asymptotic Analysis of Residual-Based Statistics
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  • 2003 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
    by Peter C.B. Phillips & Yixiao Sun & Sainan Jin
  • 2003 The cost of air pollution abatement for French firms: An estimation at the firm-level
    by N. RIEDINGER & E. HAUVY
  • 2003 Identifying the Monetary Transmission Mechanism Using Structural Breaks
    by Beyer, Andreas & Farmer, Roger E A
  • 2003 Microeconomic Sources of Equity Risk
    by Wickens, Michael R
  • 2003 SAFE: a quarterly model of the Dutch economy for short-term analyses
    by Henk Don
  • 2003 A measure of market imperfection by frontier analysis
    by MOUCHART, Michel & VANDRESSE, Marie
  • 2003 Clustered panel data models: an efficient approach for nowcasting from poor data
    by MOUCHART, Michel & ROMBOUTS, Jeroen
  • 2003 The copula approach of sampling selection modelling: an application to the recreational value of forests
    by M. Genius & E. Strazzera
  • 2003 Short Run and Long Run Causality in Time Series: Inference
    by Jean-Marie Dufour & Denis Pelletier & Éric Renault
  • 2003 Searching for the Causal Structure of a Vector Autoregression
    by Kevin Hoover & Selva Demiralp
  • 2003 Estimation in Hazard Regression Models under Ordered Departures from Proportionality
    by Bhattacharjee, A.
  • 2003 Nonparametric Estimation of Multivariate Distributions with Given Marginals
    by Sancetta, A.
  • 2003 Measuring trend output: how useful are the Great Ratios?
    by Cliff L.F. Attfield & Jonathan R.W. Temple
  • 2003 Balanced Growth and Output Convergence in Europe
    by Clifford L.F. Attfield
  • 2003 The Impact of Age Distribution Variables on the Long Run Consumption Function
    by Clifford L.F. Attfield & Edmund Cannon
  • 2003 Structural Breaks and Permanent Trends
    by Clifford L.F. Attfield
  • 2003 Structural Breaks and Convergence in Output Growth in the EU
    by Clifford L.F. Attfield
  • 2003 Honey, I Shrunk the Sample Covariance Matrix
    by Olivier Ledoit & Michael Wolf
  • 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries
    by Roberto Golinelli & Giuseppe Parigi
  • 2003 Gaussian inference on certain long-range dependent volatility models
    by Paolo Zaffaroni
  • 2003 Correlations and Business Cycles of Credit Risk: Evidence from Bankruptcies in Germany
    by Rösch, Daniel
  • 2003 Exchange Rate Pass-Through in Turkey : Looking for Asymmetries
    by Elif C. Arbatli
  • 2003 Modeling the Demand for Currency Issued in Turkey
    by Ozge Akinci
  • 2003 Firm Investment in Imperfect Capital Markets: A Structural Estimation
    by Sangeeta Pratap & Silvio Rendon
  • 2003 Macroeconomic variables and stock prices
    by Jan Kodera & Václava Pánková
  • 2003 Price relations analysis of export in the Czech republic
    by Václava Pánková
  • 2003 La ineficiencia en costes de los hospitales del Insalud:un estudio detallado / Cost inefficiency in spanish public hospitals: A detailled stydy
    by GARCÍA PRIETO, C.
  • 2003 Public vs. Private Health Care Services Demand in Italy
    by Daniele Fabbri & Chiara Monfardini
  • 2003 An International Comparison Of Long-Run Consumer Behaviour
    by Chris Stewart
  • 2003 Numerical issues in threshold autoregressive modeling of time series
    by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa
  • 2003 Analisis comparativo del desarrollo economico de China e India, en 1950-2000
    by Guisan, M.Carmen & Exposito, Pilar
  • 2003 Industria, Comercio Exterior y Desarrollo en Argentina y Mercosur, 1976-2000
    by Guisan, Mª. del Carmen & Gardella, Rodrigo J. & Lupo, Federico J.
  • 2003 The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law
    by Zagler, Martin
  • 2003 Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea
    by Obara, Takashi
  • 2003 Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96
    by Guisan, M.Carmen & Arranz, Matilde
  • 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan
    by Hsiao-chuan Chang
  • 2003 Essai de mesure des effets externes engendrés par une opération d'aménagement à travers une fonction hédonique des prix fonciers
    by Romain Paris
  • 2002 A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data
    by P.A.V.B. Swamy & I-Lok Chang
  • 2002 Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries
    by Douglas Laxton & Papa N’Diaye
  • 2002 Are There Multiple Regimes in Financial Volatility?
    by Marcelo C. Medeiros & Alvaro Veiga
  • 2002 Merton-style option pricing under regime switching
    by John Driffill & Turalay Kenc & Martin Sola
  • 2002 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
    by Andrew Hughes Hallett & Christian R Richter
  • 2002 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
    by Ivana Komunjer
  • 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
    by Denis Bolduc & Dimitri Sanga
  • 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
    by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros
  • 2002 Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
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  • 2002 Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
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  • 2002 A Bivariate Count Data Model for Household Tourism Demand
    by Hellström, Jörgen
  • 2002 Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"
    by Dobrescu, Emilian
  • 2002 Introduction into Macroeconomic Modeling Foundations
    by Dobrescu, Emilian
  • 2002 Benefits And The Costs Of Eu Enlargement. Implications For The Formal And Informal Sectors In Transition - The Case Of Romania
    by Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca
  • 2002 Modelling Informal Labour Market Participation In The Context Of European Economic Integration
    by Pauna, Catalin & Kim, Byung Yeon & Pauna, Bianca & Scutaru, Cornelia
  • 2002 A Micro-Econometric Approach For Assessing The Determinants Of The Informal Economy In Romania
    by Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca
  • 2002 Households' Activities In Informal Economy: Size And Behavioural Aspects (Ii)
    by Albu, Lucian Liviu & Kim, Byung Yeon
  • 2002 Sustainability Function
    by Albu, Lucian Liviu
  • 2002 Effects Of Cap Adoption Upon Agricultural Demand, Supply And Trade
    by Alexandri, Cecilia
  • 2002 Monetary Conditions Index: The Monetary Policy Indicator In Romania
    by Croitoru, Lucian & Doltu, Claudiu & Tarhoaca, Cornel
  • 2002 AN ATTEMPT TO ESTIMATE THE SIZE OF INFORMAL ECONOMY BASED ON HOUSEHOLD BEHAVIOUR MODELING (l)
    by Albu, Lucian Liviu & Kim, Byung Yeon & Duchene, Gerard
  • 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
    by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira
  • 2002 Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
    by Lechner, Michael & Laisney, François
  • 2002 Comparison of model reduction methods for VAR processes
    by Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut
  • 2002 On the small sample properties of weak exogeneity tests in cointegrated VAR models
    by Brüggemann, Ralf
  • 2002 Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?
    by Dreger, Christian & Schumacher, Christian
  • 2002 Sovereign credit ratings
    by Eliasson, Ann-Charlotte
  • 2002 Mixed normal conditional heteroskedasticity
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.
  • 2002 The stable long-run CAPM and the cross-section of expected returns
    by Kim, Jeong-Ryeol
  • 2002 Identification of Network Externalities in Markets for Non-Durables
    by Michal Grajek
  • 2002 Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model
    by Efrem Castelnuovo
  • 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
    by Rafiqul Bhuyan
  • 2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
    by Gautam Goswami & Milind Shrikhande & Liuren Wu
  • 2002 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives
    by Massoud Heidari & Liuren Wu
  • 2002 The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology
    by Ludger J. Loening
  • 2002 The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?
    by Catherine Baumont & Cem Ertur & Julie Le Gallo
  • 2002 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence
    by Vincenzo Di Maro
  • 2002 Estimating Marginal Costs for the Austrian Railway System
    by Gerhard Munduch & Alexander Pfister & Leopold Sögner & Alfred Stiassny
  • 2002 Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables
    by Dmitri Koulikov
  • 2002 Modelling the Value of the S&P 500 - A System Dynamics Perspective
    by Carl Chiarella & S. Gao
  • 2002 A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models
    by Ram Bhar & Carl Chiarella & Thuy Duong To
  • 2002 A Score Test for Discreteness in GARCH Models
    by Henrik Amilon
  • 2002 Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
    by Michael Lechner & Francois Laisney
  • 2002 Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares
    by O'Loughlin, Christina & Coenders, Germà
  • 2002 Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
    by Alfonso Novales & J.A. Lafuente
  • 2002 Estimating Latent Total Consumption in a Household
    by Erling Røed Larsen
  • 2002 How and why do Firms differ?
    by Tor Jakob Klette & Arvid Raknerud
  • 2002 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?
    by Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye
  • 2002 A Non-Causal Identification Scheme for Vector Autoregressions
    by massimo franchi
  • 2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
    by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth
  • 2002 Volatility of a Market Index and its Components: An Application to Commodity Markets
    by Clinton WATKINS & Michael McALEER
  • 2002 Building Neural Network Models for Time Series: A Statistical Approach
    by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech
  • 2002 Evaluating the performance of GARCH models using White´s Reality Check
    by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros
  • 2002 Quality Adjustment for Spatially-Delineated Public Goods: Theory and Application to Cost-of-Living Indices in Los Angeles
    by Banzhaf, H. Spencer
  • 2002 A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index
    by Chris Brooks & Apostolos Katsaris
  • 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies
    by Carol Alexandra & Anca Dimitriu
  • 2002 Augoregressive Conditional Kurtosis
    by Chris Brooks & Simon P. Burke & Gita Persand
  • 2002 Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index
    by Chris Brooks & Apostolos Katsaris
  • 2002 Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis
    by Andrew C. Worthington & Adam Kay-Spratley & Helen Higgs
  • 2002 International SVAR Factor Modelling
    by Renee Fry
  • 2002 Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions
    by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe
  • 2002 Modeling the Macro-Economy of Bangladesh
    by Lord, Montague J.
  • 2002 Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
    by Anas, Jacques & Ferrara, Laurent
  • 2002 Construction industry forecasting model
    by Skribans, Valerijs
  • 2002 Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika
    by Skribans, Valerijs
  • 2002 Underground economy quantitative models. Some applications to Romania’s case
    by Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius
  • 2002 An attempt to estimate the size of informal economy based on household behaviour modeling
    by Albu, Lucian-Liviu & Kim, Byung-Yeon & Duchene, Gerard
  • 2002 A dynamic computable general equilibrium (CGE) model of the New Zealand economy
    by Kam Leong Szeto
  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
    by Roland G. Shami & Catherine S. Forbes
  • 2002 Choosing Lag Lengths in Nonlinear Dynamic Models
    by Heather M. Anderson
  • 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
    by C.S. Forbes & G.M. Martin & J. Wright
  • 2002 Cobb-Douglas Utility - Eventually!
    by Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer
  • 2002 Parametric Pricing of Higher Order Moments in S&P500 Options
    by G.C. Lim & G.M. Martin & V.L. Martin
  • 2002 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory
    by D.S. Poskitt & C.L. Skeels
  • 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions
    by Hans Christian Kongsted & Heino Bohn Nielsen
  • 2002 Testing the Nominal-to-Real Transformation
    by Hans Christian Kongsted
  • 2002 Identifying the Common Component of International Economic Fluctuations: A New Approach
    by Lumsdaine, Robin L. & Prasad, Eswar
  • 2002 Identifying the Common Component of International Economic Fluctuations: A New Approach
    by Lumsdaine, Robin L. & Prasad, Eswar S.
  • 2002 Tail-Dependence in Stock-Return Pairs
    by Fortin, Ines & Kuzmics, Christoph
  • 2002 Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints
    by John K. Dagsvik & Steinar Strøm
  • 2002 Turnover and Price in the Housing Market: Causation, Association or Independence?
    by Hallberg, Daniel & Johansson, Per
  • 2002 Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
    by Brännäs, Kurt & Brännäs, Eva
  • 2002 Count Data Modelling and Tourism Demand
    by Hellström, Jörgen
  • 2002 Tourist Accommodation Effects of Festivals
    by Brännäs, Kurt & Nordström, Jonas
  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune
  • 2002 Building neural network models for time series: A statistical approach
    by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi
  • 2002 Analytic Hessian Matrices and the Computation of FIGARCH Estimates
    by Marco J. Lombardi & Giampiero M. Gallo
  • 2002 The Allocation of Assets Under Higher Moments
    by Eric Jondeau & Michael Rockinger
  • 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model
    by Eric Jondeau & Michael Rockinger
  • 2002 The Econometrics Of The Bass Diffusion Model
    by Boswijk, H.P. & Franses, Ph.H.B.F.
  • 2002 On the out-of-sample importance of skewness and asymetric dependence for asset allocation
    by Andrew J. Patton
  • 2002 The impact of wealth on consumption and retirement behaviour in the UK
    by David Blake
  • 2002 State-of-art on PLS Path Modeling through the available software
    by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo
  • 2002 ECB Monetary Policy Rule: Some Theory and Empirical Evidence
    by Fourçans, André & Vranceanu, Radu
  • 2002 Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos
    by Neira, Isabel & Guisan, M.Carmen
  • 2002 Econometric Models of Agriculture in OECD Countries: Production, Income, and Agrarian Employment in Spain, France, Japan, and the Usa, 1965-99
    by Guisan, M.Carmen & Exposito, Pilar
  • 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 Modelizacion del transporte maritimo internacional
    by Frias, Isidro & Guisan, M.Carmen
  • 2002 A Joint Framework for Category Purchase and Consumption Behavior
    by Rutger van Oest & Richard Paap & Philip Hans Franses
  • 2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
    by Siem Jan Koopman & Charles S. Bos
  • 2002 A Dynamic Utility Maximization Model for Product Category Consumption
    by Rutger van Oest & Philip Hans Franses & Richard Paap
  • 2002 Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
    by Yixiao Sun & Peter C.B. Phillips
  • 2002 Factor Forecasts for the UK
    by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano
  • 2002 Inflation and Growth: Some Theory and Evidence
    by Max Gillman & Mark Harris & László Mátyás
  • 2002 Continuous-time modelling in econometrics and engineering - juli 2002
    by Arie ten Cate
  • 2002 On the determinants of the inflation rate in Colombia: a disequilibrium market approach
    by Jesus Otero & Manuel Ramirez
  • 2002 The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts
    by G. Boero & E. Marrocu
  • 2002 Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998
    by Gian Maria Tomat
  • 2002 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
    by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto
  • 2002 Inflation Changes, Yield Spreads, and Threshold Effects
    by Greg Tkacz
  • 2002 Oil-Price Shocks and Retail Energy Prices in Canada
    by Marwan Chacra
  • 2002 Herramientas estadisticas para el estudio de perfiles de riesgo
    by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori
  • 2002 Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México
    by Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría
  • 2002 Modeling the Turkish Broad Money Demand
    by Defne Mutluer & Yasemin Barlas
  • 2002 Intraday return and volatility relationships between the Ibex 35 spot and futures markets
    by Juan A. Lafuente
  • 2002 articles: Spatial markets and the potential for economic integration between Canadian and U.S. regions
    by W. Mark Brown & William P. Anderson
  • 2002 Migration and foreign trade: Further results
    by Ulrich Kohli
  • 2002 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
    by Richard C. Bishop & Matthew T. Holt
  • 2002 Il NAIRU: la stima e l’effetto della riallocazione settoriale permanente dell’occupazione
    by Vincenzo Di Maro
  • 2002 Stima del Value-at-Risk con il Filtro di Kalman
    by Cristina Sommacampagna
  • 2002 Ripartizione del rischio nelle aree territoriali italiane: un’indagine nel lungo e nel breve periodo
    by Roberto Cellini & Antonello E. Scorcu
  • 2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution
    by Woon Gyu Choi
  • 2002 A financiálisan fenntartható kibocsátás becslése a gazdaság nyitottságának felhasználásával
    by Simon, András & Darvas, Zsolt
  • 2002 Small is Beautiful?-Entwicklungslinien im Makroökonometrischen Modellbau
    by Ullrich Heilemann
  • 2002 Credit Rationing In Rural India
    by Ranjula Bali Swain
  • 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real
    by Jesús Ruiz
  • 2002 Odhad parametrù modelù ve stavovém tvaru
    by Jan Vlèek
  • 2002 Poptávka po penìzích v Èeské republice (M1)
    by Mrtin Melecký
  • 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 Evaluacion Economica Sectorial de la Inversion en Infraestructuras del Transporte: Aplicacion al Vector de Inversiones 1990-1998 en España
    by Tarancon Moran, Miguel A.
  • 2002 Econometric Models of Foreign Trade in OECD Countries
    by Guisan, M.Carmen & Cancelo, M.Teresa
  • 2002 ¿Han aumentado el recaudo las reformas tributarias en Bogotá?
    by Mario García Molina & Yesid Parra Vera
  • 2002 Competitivite-prix et heterogeneite des echanges exterieurs chinois
    by Stephane Dees
  • 2002 Estimation des effets de proximité dans le processus de convergence régionale : une approche par l'économétrie spatiale sur 92 régions européennes (1980-1995)
    by Catherine Baumont & Cem Ertur & Julie Le Gallo
  • 2002 Étude empirique de la demande dans les enchères de bons du Trésor
    by Raphaële Préget & Patrick Waelbroeck
  • 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
    by Roel Oomen
  • 2001 The Effects of Health Insurance and Self-Insurance on Retirement Behavior
    by Eric French and John Jones
  • 2001 Inference on the Cointegration Rank in Fractionally Integrated Processes
    by Joerg Breitung and Uwe Hassler
  • 2001 Robustness against priors and mixing distributions
    by Tiemen Woutersen
  • 2001 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health
    by Ahmed W. Khwaja
  • 2001 Estimation of a dynamic structural model of irreversible investment
    by Rocio Sanchez
  • 2001 An Eigenfunction Approach for Volatility Modeling
    by Meddahi, N.
  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by Meddahi, N.
  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by Dufour, J.M. & Farhat, A.
  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances
    by Amilon, Henrik
  • 2001 The Dynamics of Capital Structure: Evidence from Swedish Micro and Small Firms
    by Heshmati, Almas
  • 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
    by Poirier, D.J. & Tobias, J.L.
  • 2001 Across-Regime Covariance Restrictions in Treatment Response Models
    by Poirier, D.J. & Tobias, L.
  • 2001 A Consistent Approach to Cost Efficiency Measurement
    by Bitros, G.C. & Tsionas, E.G.
  • 2001 Models implementation: A state of the art
    by David, Albert
  • 2001 A Consistent Approach to Cost Efficiency Measurement
    by Bitros, G.C. & Tsionas, E.G.
  • 2001 Long Run Money Demand, Long Run Spending Balance and Macro¬Economic Fluctuations: Application of a Cointegrating SVAR Model to the Indonesian Macroeconomy
    by Siregar, Hermanto & Ward, Bert D.
  • 2001 Semiparametric diffusion estimation and application to a stock market index
    by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard
  • 2001 Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series
    by Wilfling, Bernd
  • 2001 Trading Takes Time
    by Liang Peng
  • 2001 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation
    by Liang Peng
  • 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives
    by Pok Man Chak & Neal Madras & J. Barry Smith
  • 2001 Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models
    by Pitt, M.K. & Walker, S.G.
  • 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)
    by Nikolai Svetlov
  • 2001 Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm
    by David E. A. Giles & Robert Draeseke
  • 2001 Testing for Time Dependence in Parameters
    by Ralf Becker & Walter Enders & A. Stan Hurn
  • 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Model
    by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen
  • 2001 A multilevel analysis on the determinants of regional health care expenditure. A note
    by Guillem López & Marc Sáez
  • 2001 Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
    by Olivier Ledoit & Michael Wolf
  • 2001 Flexible multivariate GARCH modeling with an application to international stock markets
    by Olivier Ledoit & Pedro Santa Clara & Michael Wolf
  • 2001 A multilevel analysis on the determinants of regional health care expenditure. A note
    by Guillem López & Marc Sáez
  • 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
    by Håvard Hungnes
  • 2001 General--to--Specific Reductions of Vector Autoregressive Processes
    by Hans-Martin Krolzig
  • 2001 Statistical methods for modelling neural networks
    by Marcelo C. Medeiros & Timo Terasvirta
  • 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function
    by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros
  • 2001 A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
    by Andrew Worthington & Helen Higgs
  • 2001 Macroeconomic Policies for Poverty Reduction in Cambodia
    by Lord, Montague J.
  • 2001 Introduction into macroeconomic modeling foundations
    by Dobrescu, Emilian
  • 2001 Macromodel estimations for the Romanian "pre-accession economic programme
    by Dobrescu, Emilian
  • 2001 Updated scenarios for the Romanian economy medium-term dynamics
    by Dobrescu, Emilian
  • 2001 One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
    by Wang, Hung-jen & Schmidt, Peter
  • 2001 Test of Choice Set Misspecification for Discrete Models of Consumer Choice
    by J.R. DeShazo & Trudy Ann Cameron & Manrique Saenz
  • 2001 An Econometric Analysis of a Production Function for New Zealand
    by Kam Leong Szeto
  • 2001 A Structural VAR Approach to Estimating Budget Balance Targets
    by Robert A Buckle & Kunhong Kim & Julie Tam
  • 2001 Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth
    by Fountas, Stilianos & Karanasos,Menelaos
  • 2001 Quantifying the Benefits of New Products: The Case of the Minivan
    by Amil Petrin
  • 2001 Stock Return Predictability: Is it There?
    by Andrew Ang & Geert Bekaert
  • 2001 An Eigenfunction Approach for Volatility Modeling
    by MEDDAHI, Nour
  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by MEDDAHI, Nour
  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil
  • 2001 Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
    by Hyndman, R.J. & Erbas, B.
  • 2001 Recursive Contracts
    by Bardsley, P.
  • 2001 Estimating Costs of Children from Micro-Unit Records: A New Procedure Applied to Australian Data
    by Griffiths, W.E. & Valenzuela, R.
  • 2001 Stochastic Growth: Asymptotic Distributions
    by Stachurski, J.
  • 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan
    by Chang, H.-C.
  • 2001 Does Sentiment Explain Consumption?
    by WDA Bryant & JE Macri
  • 2001 A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995
    by BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie
  • 2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models
    by Jan Gottschalk
  • 2001 Examining the Impact of Macro-Economic Conditions on Income Inequality
    by Jäntti, Markus & Jenkins, Stephen P.
  • 2001 Examining the Impact of Macro-Economic Conditions on Income Inequality
    by Jäntti, Markus & Jenkins, Stephen P.
  • 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump
    by Lee, Gabriel S. & Boss, Michael & Klisz, Chris
  • 2001 The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices
    by Brännäs, Kurt & Nordström, Jonas
  • 2001 GARCH Estimation and Discrete Stock Prices
    by Amilon, Henrik
  • 2001 Innovation and Performance in Manufacturing Industries: A Comparison of the Nordic Countries
    by Lööf, Hans & Heshmati, Almas & Asplund, Rita & Nåås, Svein-Olav
  • 2001 Dollarization in Lithuania: An Econometric Approach
    by Vetlov, Igor
  • 2001 Nonparametric estimation of time varying parameters under shape restrictions
    by Rodríguez Poo, Juan M. & Ferreira García, María Eva & Orbe Mandaluniz, Susan
  • 2001 Inside the 'Black Box' of Project STAR: Estimation of Peer Effects Using Experimental Data
    by Michael A. Boozer & Stephen E. Cacciola
  • 2001 Inside the 'Black Box' of Project STAR: Estimation of Peer Effects Using Experimental Data
    by Michael A. Boozer & Stephen E. Cacciola
  • 2001 The Effects of Class Size on the Long Run Growth in Reading Abilities and Early Adult Outcomes in the Christchurch Health and Development Study
    by Michael A. Boozer & Tom Maloney
  • 2001 The Effects of Class Size on the Long Run Growth in Reading Abilities and Early Adult Outcomes in the Christchurch Health and Development Study
    by Michael A. Boozer & Tom Maloney
  • 2001 Limit order book as a market for liquidity
    by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene
  • 2001 Conditional dependency of financial series : an application of copulas
    by ROCKINGER, Michael & JONDEAU, Eric
  • 2001 The Measurements and Determinants of Institutional Change: Evidence from Transition Economies
    by Martin Raiser & Maria L. Di Tommaso & Melvyn Weeks
  • 2001 Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96
    by Guisan, M.C. & Arranz, M.
  • 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
    by J.J.J. Groen & F. Kleibergen
  • 2001 Smooth Transition Garch Models : a Baysian Perspective
    by Michel LUBRANO
  • 2001 The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America
    by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
  • 2001 EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle
    by Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni
  • 2001 A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions
    by Ivanov, Ventzislav & Kilian, Lutz
  • 2001 On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach
    by Ana María Iregui & Costas Milas & Jesús Otero
  • 2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    by Costas Milas & Jesus Otero & Theodore Panagiotidis
  • 2001 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns
    by G. Boero & E. Marrocu
  • 2001 The Fiscal Stabilization Policy under EMU - An Empirical Assessment
    by Arjan Kadareja
  • 2001 MARMOTTE : a Multinational Model
    by CEPII & CEPREMAP
  • 2001 Defining Consumption Behaviour in a Multi-Country Model
    by Olivier Allais & Loic Cadiou & Stéphane Dees
  • 2001 Structural Modelling Under Challenge
    by V. Pandit
  • 2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey
    by Hakan Berument & Aslý Günay
  • 2001 Conditional Dependency of Financial Series: An Application of Copulas
    by Rockinger, M. & Jondeau, E.
  • 2001 A real time coincident indicator of the euro area business cycle
    by Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese
  • 2001 A core inflation index for the euro area
    by Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese
  • 2001 The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle
    by Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese
  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause
  • 2001 A small continuous time macro-econometric model of the Czech Republic
    by Emil Stavrev
  • 2001 A convenient representation for structural vector autoregressions
    by Jörg Breitung
  • 2001 Unobserved components in an error-correction model of consumption for Southern European countries
    by Nicholas Sarantis & Chris Stewart
  • 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
    by Michael Wüger & Gerhard Thury
  • 2001 Regional valuation of infrastructure and transport attributes for Swedish road freight
    by Erik Bergkvist & Lars Westin
  • 2001 The confusing relationship between environmental policy and location behaviour of firms: A methodological review of selected case studies
    by Henk Folmer & Tim Jeppesen
  • 2001 Continuous-time estimation of an endogenous growth model of an open economy
    by Giancarlo Gandolfo & Kieran P. Donaghy & Daniela Federici
  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh
  • 2001 Specification and Estimation of Equilibrium Search Models
    by H. Bunzel & B. J. Christensen & P. Jensen & N. M. Kiefer & L. Korsholm & L. Muus & G. R. Neumann & M. Rosholm
  • 2001 Two Decades of Vector Autoregression (VAR) Modeling
    by Renato E. Reside, Jr.
  • 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico
    by By May Khamis & Alfredo M. Leone
  • 2001 Cointegration Analysis of Foreign Trade in the Czech Republic, 1993-98
    by Vladimír Tomšík
  • 2001 Regression Analysis of Foreign Trade in the CR in 1993-1998
    by Vladimír Tomšík
  • 2001 An International Comparison of Long-Run Consumer Behaviour
    by Stewart C.
  • 2001 The Internal and External Transfers of the Turkish Economy: A Financial Computable General Equilibrium Analysis
    by Tunc, Gul Ipek
  • 2001 Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas
    by Guisan, M.Carmen & Neira, I
  • 2001 Crecimiento economico en los paises de la Comunidad Andina: 1987-96
    by Aguayo, Eva & Portillo, Saskia & Exposito, Pilar
  • 2001 El capital humano en America Latina en el periodo 1965-90 y su contribucion al desarrollo economico
    by Neira, Isabel & Aguayo, Eva & Exposito, Pilar
  • 2001 Educacion y crecimiento: una perspectiva mundial 1960-99
    by Guisan, M. Carmen & Neira, Isabel
  • 2001 Data Transformation and Forecasting in Models with Unit Roots and Cointegration
    by John C. Chao & Valentina Corradi & Norman R. Swanson
  • 2001 Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application
    by Jie Q. Guo & Tong Li
  • 2001 MARMOTTE : un modele multinational de 17 pays industrialises
    by Stephane Dees & Arjan Kadareja & Jean-Pierre Laffargue & Bronka Rzepkowski
  • 2001 Dynamic Microsimulation: A Methodological Survey
    by Cathal O'Donoghue
  • 2001 GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
    by Robert Engle
  • 2001 Demand Systems with and without Errors
    by Arthur Lewbel
  • 2001 Propensity-Score Matching with Instrumental Variables
    by Christopher Taber & Hidehiko Ichimura
  • 2001 Reconciling Conflicting Evidence on the Performance of Propensity-Score Matching Methods
    by Petra E. Todd & Jeffrey A. Smith
  • 2001 Policy-Relevant Treatment Effects
    by Edward Vytlacil & James J. Heckman
  • 2001 Struggling to Understand the Stock Market
    by Robert E. Hall
  • 2000 When does the Oil Price Affect the Norwegian Exchange Rate?
    by Akram, Q.F.
  • 2000 PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate
    by Akram, Q.F.
  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.
  • 2000 How Fast Do Banks Adjust? A Dynamic Model of Labor-Use with an Application to Swedish Banks
    by Kumbhakar, Subal C. & Heshmati, Almas & Hjalmarsson, Lennart
  • 2000 A Combinatorial Approach to Piecewise Linear Time Series Analysis
    by Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio
  • 2000 Knowledge Capital and Performance Heterogeneity: A Firm Level Innovation Study
    by Lööf, Hans & Heshmati, Almas
  • 2000 Diagnostic Checking in a Flexible Nonlinear Time Series Model
    by Medeiros, Marcelo & Veiga, Alvaro
  • 2000 Time-Varying Smooth Transition Autoregressive Models
    by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick
  • 2000 A Flexible Coefficient Smooth Transition Time Series Model
    by Medeiros, Marcelo & Veiga, Alvaro
  • 2000 Switching Costs or Search Costs?
    by Moshkin, N. & Shachar, R.
  • 2000 An Empirical Anslysis of Spatial Competition
    by Goettler, R. & Shachar, R.
  • 2000 An Empirical Anslysis of Spatial Competition
    by Goettler, R. & Shachar, R.
  • 2000 Heternenous Labor Demand and Aggregate Job Flows. Specification, Estimation and Testing with French Data
    by Fairise, X. & Feve, P.
  • 2000 Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach
    by Karame, F.
  • 2000 Econometric Analysis of Market Bid Functions in French Treasury Bill Auctions
    by Preget, R. & Waelbroeck, P.
  • 2000 The ARKO Labour-Cost Model: Characteristics and Application
    by Elsendoorn, G.T. & Nieuwland, A.H.
  • 2000 A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data
    by Spencer, N. & Fielding, A.
  • 2000 Threshold Autoregression for Strongly Autocorrelated Time Series
    by Lanne, M. & Saikkonen, P.
  • 2000 Modelling the FF/DM Rate by Thresholding Cointegration Analysis
    by Baghli, M.
  • 2000 A Consistent Test for Nonlinear Out of Sample Predictive Accuracy
    by Corradi, V. & Swanson, N.R.
  • 2000 Non-Parametric Specification Tests for Conditional Duration Models
    by Fernandes, M. & Grammig, J.
  • 2000 Consumption and Investment Motives in Housing Wealth Accumulation : a French Study
    by Arrondel, L. & Lefebvre, B.
  • 2000 A model of household type specific food demand behaviour in Hungary
    by Brosig, Stephan
  • 2000 Sovereign credit ratings and their impact on recent financial crises
    by Kräussl, Roman
  • 2000 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach
    by Jim Engle-Warnick
  • 2000 A Cross-Country Study on Okun's Law
    by Leopold Soegner & Alfred Stiassny
  • 2000 Estimating learning models from experimental data
    by Antonio Cabrales & Walter Garcia Fontes
  • 2000 On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes
    by Théophile AZOMAHOU & Agénor LAHATTE
  • 2000 Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly
    by David Prentice & Xiangkang Yin
  • 2000 Exit Dynamics with Rational Expectations
    by Arvid Raknerud & Rolf Golombek
  • 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models
    by Pål Boug & Ådne Cappelen & Anders R. Swensen
  • 2000 Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains
    by Kyriakos Chourdakis
  • 2000 Copulas for finance
    by Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry
  • 2000 Sustainability of public debt: a theoretical and empirical investigation
    by Albu, Lucian-Liviu & Pelinescu, Elena
  • 2000 When Does the Oil Price Affect the Norwegian Exchange Rate?
    by Qaisar Farooq Akram
  • 2000 PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate
    by Qaisar Farooq Akram
  • 2000 Computer Automation of General-to-Specific Model Selection Procedures
    by David Hendry & Hans-Martin Krolzig
  • 2000 General-to-Specific Reductions of Vector Autoregressive Processes
    by Hans-Martin Krolzig
  • 2000 Testing Steady-State Implications for the NAIRU
    by Gunnar Bårdsen & Ragnar Nymoen
  • 2000 Model Specification and Inflation Forecast Uncertainty
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
  • 2000 Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
    by Alan M. Taylor
  • 2000 Bayesian Exponential Smoothing
    by Forbes, C.S. & Snyder, R.D. & Shami, R.S.
  • 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model
    by Strachan, R.
  • 2000 An EM Algorithm for Modelling Variably-Aggregated Demand
    by Grose, S. & McLaren, K.
  • 2000 Mixed Model-Based Hazard Estimation
    by Cai, T. & Hyndman, R.J. & Wand, M.P.
  • 2000 Estimating Demand with Varied Levels of Aggregation
    by Grose, S. & McLaren, K.
  • 2000 Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly
    by David Prentice & Xiangkang Yin
  • 2000 Econométrie spatiale 2 -Hétérogénéité spatiale
    by LE GALLO, Julie
  • 2000 Geographic Spillover and Growth. A Spatial Econometric Analysis for European Regions
    by BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie
  • 2000 Econométrie spatiale 1 -Autocorrélation spatiale
    by LE GALLO, Julie
  • 2000 Explaining Cointegration Analysis: Part II
    by Katarina Juselius & David F. Hendry
  • 2000 Subsidization and Structural Change in Eastern German Transition: Did Economic Policy Meet Its Objectives?
    by Katja Gerling
  • 2000 Wages, Training and Job Turnover in a Search-Matching Model
    by Rosholm, Michael & Svarer, Michael
  • 2000 Wages, Training and Job Turnover in a Search-Matching Model
    by Rosholm, Michael & Svarer, Michael
  • 2000 A Structural Labour Supply Model with Nonparametric Preferences
    by van Soest, Arthur & Das, Marcel & Gong, Xiaodong
  • 2000 A Structural Labour Supply Model with Nonparametric Preferences
    by van Soest, Arthur & Das, Marcel & Gong, Xiaodong
  • 2000 The Determination of Wages and the Gender Wage Gap: A Survey
    by Kunze, Astrid
  • 2000 The Determination of Wages and the Gender Wage Gap: A Survey
    by Kunze, Astrid
  • 2000 Combining Micro and Macro Unemployment Duration Data
    by van den Berg, Gerard J. & van der Klaauw, Bas
  • 2000 Combining Micro and Macro Unemployment Duration Data
    by van den Berg, Gerard J. & van der Klaauw, Bas
  • 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality
    by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari
  • 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
    by Stavrev, Emil
  • 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
    by Stavrev, Emil
  • 2000 A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
    by Brännäs, Kurt & Nordström, Jonas
  • 2000 Progress from forecast failure : the Norwegian consumption function
    by Eitrheim,O. & Jansen,E.S. & Nymoen,R.
  • 2000 The rate of capital retirement : how is it related to the form of the survival function and the investment growth path?
    by Bioern,E.
  • 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
    by Karlsson, Sune & Skoglund, Jimmy
  • 2000 Nord Pool: A Power Market Without Market Power
    by Hjalmarsson, Erik
  • 2000 Bayesian learning in mis-specified models
    by Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries
  • 2000 Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence
    by ROCKINGER, Michael & JONDEAU, Eric
  • 2000 Flexible but Parsimonious Demand Designs: The Case of Gasoline
    by Coppejans, Mark
  • 2000 On Short - Run Expectational Coordination : Fixed versus Flexible wages
    by Guesnerie, R.
  • 2000 Asymptotics in Minimum Distance from Independence Estimation
    by Donald J. Brown & Marten H. Wegkamp
  • 2000 Combining Micro and Macro Unemployment Duration Data
    by van den Berg, Gerard J & van der Klaauw, Bas
  • 2000 La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza
    by G. Boero & E. Marrocu
  • 2000 Towards New Open Economy Macroeconometrics
    by Fabio Ghironi
  • 2000 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
    by Jondeau, E. & Rockinger, M.
  • 2000 Measuring the NAIRU in the Spanish Economy
    by Ángel Estrada & Ignacio Hernando & J. David López-Salido
  • 2000 Non-Parametric and Neural Network Models of Inflation Changes
    by Tkacz, Greg
  • 2000 articles: Integrated regional econometric+input-output modeling: Issues and opportunities
    by Sergio J. Rey
  • 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
    by George Zis & Athanasios P. Papadopoulos
  • 2000 Önfoglalkoztatás, munkanélküliség és családi kisvállalkozások Magyarországon
    by Scharle, Ágota
  • 2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
    by Emil Stavrev
  • 2000 Un modelo Macroeconométrico para la Economía Colombiana
    by Javier Arturo Birchenall & Juan Daniel Oviedo
  • 2000 Phases of the Canadian business cycle
    by Philip M. Bodman & Mark Crosby
  • 2000 Natural "Natural Experiments" in Economics
    by Kenneth I. Wolpin & Mark R. Rosenzweig
  • 1999 The Reparametrization of Linear Models Subject to Exact Linear Restrictions
    by Hirschberg, J.G. & Slottje, D.J.
  • 1999 A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels
    by Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas
  • 1999 Generalized Integer-Valued Autoregression
    by Brännäs, Kurt & Hellström, Jörgen
  • 1999 A general framework for testing the Granger noncausality hypothesis
    by Péguin-Feissolle, Anne & Teräsvirta, Timo
  • 1999 The Dynamics of Capital Structure
    by Banerjee, Saugata & Heshmati, Almas & Wihlborg, Clas
  • 1999 Patterns of Productivity Growth in the Norwegian Salmon Farming Industry
    by Tveterås, Ragnar & Heshmati, Almas
  • 1999 A simple variable selection technique for nonlinear models
    by Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf
  • 1999 Party Loyalty as Habit Formation
    by Shachar, R.
  • 1999 Maximizing the Number of Unused Bins
    by Demange, M. & Monnot, J. & Paschos, V.T.
  • 1999 Maximizing the Number of Unused Bins
    by Demange, M. & Monnot, J. & Paschos, V.T.
  • 1999 Maximum-Weight Independent Set is as "Well-Approximated" as the Unweighted One
    by Demange, M. & Paschos, V.T.
  • 1999 Maximum-Weight Independent Set is as "Well-Approximated" as the Unweighted One
    by Demange, M. & Paschos, V.T.
  • 1999 Approximating values and solutions of NP-optimization problems: Concepts and examples
    by Demange, M. & Lorenzo, J.
  • 1999 Approximating values and solutions of NP-optimization problems: Concepts and examples
    by Demange, M. & Lorenzo, J.
  • 1999 Modelling Business Ownership in the Netherlands
    by Bosma, N.S. & Wennekers, A.R.M. & de Wie, G. & Zwinkels, W.S.
  • 1999 Modelling Business Ownership in the Netherlands
    by Bosma, N.S. & Wennekers, A.R.M. & de Wie, G. & Zwinkels, W.S.
  • 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
    by Kilian, L. & Zha, T.
  • 1999 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate
    by Kilian, L. & Caner, M.
  • 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area
    by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H.
  • 1999 The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data
    by Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M.
  • 1999 The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data
    by Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M.
  • 1999 Equilibrium Search with Human Capital Accumulation
    by Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L.
  • 1999 Equilibrium Search with Human Capital Accumulation
    by Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L.
  • 1999 Wages, Training, and Job Turnover in a Search-Matching Model
    by Nielsen, M.S. & Rosholm, M.
  • 1999 Wages, Training, and Job Turnover in a Search-Matching Model
    by Nielsen, M.S. & Rosholm, M.
  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.
  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.
  • 1999 A General Framework for Testing the Granger Noncausality Hypothesis
    by Peguin-Feissolle, A. & Terasvirta, T.
  • 1999 A General Framework for Testing the Granger Noncausality Hypothesis
    by Peguin-Feissolle, A. & Terasvirta, T.
  • 1999 A structural model for US aggregate job flows
    by Collard, Fabrice & Fève, Patrick & Langot, François & Perraudin, Corinne
  • 1999 Aggregate Performance Measures as a Response to One-Side Error Correction
    by Arya, A. & Glover, J.
  • 1999 Modeling German unification in a disequilibrium framework
    by Winker, Peter & Smolny, Werner & Radowski, Daniel
  • 1999 Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model
    by Radowski, Daniel & Smolny, Werner & Winker, Peter
  • 1999 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares
    by Breitung, Jörg & Wulff, Christian
  • 1999 Modeling the interdependence of volatility and inter-transaction duration processes
    by Grammig, Joachim & Wellner, Marc
  • 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    by Milas, C. & Otero, J.
  • 1999 Some Pretesting Issues on Testing for Granger Noncausality
    by Judith A. Giles & Sadaf Mirza
  • 1999 Trends in Resource Extraction and Implications for Sustainability in Canada
    by Mariam, Yohannes
  • 1999 Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries
    by Mariam, Yohannes
  • 1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
    by Lord, Montague J.
  • 1999 Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency
    by Gao, jiti & Anh, vo & Heyde, christopher
  • 1999 Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
    by Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw
  • 1999 The Tiebout Hypothesis and Majority Rule: An Empirical Analysis
    by Dennis Epple & Thomas Romer & Holger Sieg
  • 1999 Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation
    by Paul Ellickson & Scott Stern & Manuel Trajtenberg
  • 1999 Jumps in the Volatility of Financial Markets
    by PERRON, Benoît
  • 1999 Estimating Advertising Half-Life and the Data Interval Bias
    by Fry, T.R.L. & Broadbent, S. & Dixon, J.M.
  • 1999 Equivalence scales and consumption inequality: a study of household consumption patterns in italy
    by Claudio Michelini
  • 1999 Towards an econometric model of the Irish agricultural sector
    by Maurice J. Roche & Julian Binfield & Trevor Donnellan & Kieran McQuinn
  • 1999 Towards an econometric model of the Irish agricultural sector
    by Maurice J. Roche & Julian Binfield & Trevor Donnellan & Kieran McQuinn
  • 1999 Share Equations versus Double Logarithmic Functions in the Estimation of Income, Own- and Cross-Price Elasticities
    by Stavrev, Emil & Kambourov, Gueorgui
  • 1999 Estimation of Income, Own- and Cross-Price Elasticities. An Application for Bulgaria
    by Stavrev, Emil & Kambourov, Gueorgui
  • 1999 Analysis and Econometric Modelling of the Fiscal Sector in the Slovak Republic
    by Olexa, Michal
  • 1999 Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?
    by Klaassen, F.J.G.M.
  • 1999 What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure
    by Uhlig, H.F.H.V.S.
  • 1999 From Value at Risk to Stress Testing: The Extreme Value Approach
    by Longin, François
  • 1999 What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure
    by Uhlig, Harald
  • 1999 The Role of External Variables in the Chinese Economy
    by Stéphane Dées
  • 1999 A Method for Taking Models to the Data
    by Peter N. Ireland
  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah
  • 1999 Modelling the hidden economy and the tax-gap in New Zealand
    by David E. A. Giles
  • 1999 Economic theory and econometric dynamics in modelling wages and prices in the United Kingdom
    by Paul G. Fisher & Gunnar BÅrdsen
  • 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    by Artur C. B. da Silva Lopes
  • 1999 Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures
    by Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser
  • 1999 Estimation of a German money demand system - a long-run analysis
    by Kirstin Hubrich
  • 1998 Random Demand and Multistore Shopping Behaviour. A Cost Minimising Model Based on a Two Bin Inventory Management System
    by Bacon, R.W.
  • 1998 Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
    by Hall, B. & Mairesse, J. & Mulkay, B.
  • 1998 Aggregation and Model Construction for Volatility Models
    by Barndorf-Nielsen, O.E. & Shephard, N.
  • 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce?
    by Bodman, P.M. & Crosby, M.
  • 1998 Phases of the Canadian Business Cycle
    by Bodman, P.M. & Crosby, M.
  • 1998 Carbon Taxation, Fuel Substitution and Welfare in Australia
    by Creedy, J. & Martin, C.
  • 1998 Time-Varying Inequality Measurement with the Generalised Exponential Distribution
    by Bakker, A. & Creedy, J.
  • 1998 Income Distribution Modelling Using Conditional Mixture Distributions: New Zealand Incomes 1985-1994
    by Bakker, A. & Creedy, J.
  • 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    by Andreas Beyer
  • 1998 Modélisation des Processus de Production Multi-Outputs: Fonctions de Production Jointe et de Distance
    by Patrick Taffé
  • 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information
    by Klevmarken, N.A.
  • 1998 Unemployment and Labour Market Transitions in the Czech Republic: Evidence from Micro-Data
    by Huitfeldt, H.
  • 1998 Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie
    by Doz, C. & Lenglart, F.
  • 1998 Evaluation of New Transport Demand Management Measures on the City of Geneva with the Use of Innovative Dynamic Traffic Models
    by de Palma, A. & Marchal, F.
  • 1998 METROPOLIS - A Dynamic Simulation Model Designed for ATIS Applications
    by de Palma, A. & Marchal, F.
  • 1998 Shaken or Stirred? Financial Deregulation and the Monetary Transmission Mechanism in Norway
    by Bardsen, G. & Klovland, J.T.
  • 1998 PRISMA' 98: Policy Research Instrument for Size-Aspects in Macro-Economic Analysis
    by Kwaak, T.
  • 1998 Instrumental Variable Estimation Based on Mean Absolute Deviation
    by Sakata, S.
  • 1998 A Multi-Country of Power ARCH Models and National Stock Market Returns
    by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
  • 1998 Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange
    by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
  • 1998 Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility
    by McKenzie, M. & Michell, H.
  • 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
    by Trzpiot, G.
  • 1998 Model Building with Multiple Dependent Variables and Constraints
    by Tofallis, C.
  • 1998 Stochastic Frontiers and Asymmetric Information Models
    by Gagnepain, P. & Ivaldi, M.
  • 1998 Identification and Estimation of a Game Theoretic Models
    by Florens, F. & Protopopescu, C. & Richard, J.-F.
  • 1998 Empirical Game Theoretic Models: Constrained Equilibrium & Simulation
    by Armantier, O. & Florens, J.-P. & Richard, J.-F.
  • 1998 Arrivee d'information et investissement: etude dans un modele simple de choix de portefeuille
    by Treich, N.
  • 1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis
    by Florens, J.-P. & Rolin, J.-M.
  • 1998 Modelisation de croissance decrites par une courbe sigmoide
    by Bair, J. & Haesbroeck, G. & Salengros, P.
  • 1998 Comment evaluer l'impact economique des technologies de l'information? Un processus d'evaluation des projets de Systeme d'Information
    by Quinio, B.
  • 1998 Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data
    by Yuying An, M.
  • 1998 Approximate Distributions in Essentially Linear Models
    by An, M.Y. & Christensen, B.J. & Kiefer, N.M.
  • 1998 Equilibrium Search with Continuous Productivity Dispersion: Theory and Non-Parametric Estimation
    by Bontemps, C. & Robin, J.M. & van den Berg, G.J.
  • 1998 Risk Neutral Forecasting
    by Skouras, S.
  • 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
    by Claudio Morana
  • 1998 Foreign Direct Investment and Economic Activity in India
    by Pami Dua & Aneesa I. Rashid
  • 1998 Foreign Direct Investment and Economic Activity in India
    by Pami Dua & Aneesa I. Rashid
  • 1998 Temporal aggregation and causality in multiple time series models
    by Breitung, Jörg & Swanson, Norman Rasmus
  • 1998 A Dynamic Macroeconomic Model for Short-Run Stabilization in India
    by Mallick, S.K.
  • 1998 Economia sintetica
    by Luis Vildosola
  • 1998 Combining micro and macro unemployment data
    by Berg, Gerard J. van den & Klaauw, Bas van der
  • 1998 An empirical equilibrium job search model with continuously distributed heterogeneity of workers' opportunity costs of employment and firms productivities, and search on the job
    by Bontemps, Christian & Robin, Jean-Marc & Berg, Gerard J. van den
  • 1998 Lyfe-cycle effects on household expenditures: A latent-variable approach
    by Eva Ventura & Albert Satorra
  • 1998 A Pedagogical Note on the Long Run of Macro Economic Models
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    by Kim, C-J & Nelson, C-R
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    by Maharaj, A.
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    by Shami, R.G. & Snyder, R.D.
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    by McDonald, I.M. & Sibly, H.
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    by Aaberge, R. & Colombino, U. & Strom, S.
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    by Nafziger, E.W. & Auvinen, J.
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    by Aguayo, Y. & Guisan, M.C. & Rodriguez, X.A.
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  • 1989 The MOSES Model - Database and Applications
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  • 1989 Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth
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  • 1986 Generalized autoregressive conditional heteroskedasticity
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  • 1984 The Firm and Financial Markets in the Swedish Micro-to-Macro Model (MOSES): Theory, Model and Verification
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  • 1983 The MOSES Manual, Part 2, The Initialization Process
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  • 1983 The Swedish Micro-to-Macro Model: Idea, Design and Application
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  • 1983 ELIAS – A Model of Multisectoral Economic Growth in a Small Open Economy
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  • 1982 Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
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  • 1982 The MOSES Manual, Part 1, How to Run the MOSES Model
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  • 1982 The ISAC Model: Structure, Implementation and Stability
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  • 1981 Alternative estimates of the Klein-I model
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  • 1981 The Structure of the ISAC Model
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  • 1981 The Vintage Model for the Swedish Iron and Steel Industry
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  • 1977 Nonlinear models of analysis of variance
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  • 1977 Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs
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  • 1977 Estimates of the elasticity of substitution between imported and domestically produced goods classified at the input-output level of aggregation
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  • 1976 Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs
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  • 1974 Aggiornamento del modello al 1974 e nuove simulazioni
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