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Publications

by alumni of

University of California-San Diego (UCSD) → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Bauer, Michael & Känzig, Diego & Rudebusch, Glenn, 2026, "Carbon Pricing and Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21355, Apr.
  2. Michael D. Bauer & Alexander Czarnota & Mathias Klein, 2026, "Prices and Monetary Policy: The Role of Financial Constraints," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-13, Jul, DOI: 10.24148/wp2026-13.
  3. Antonio Cabrales & Esther Hauk, 2026, "Optimally designing purpose and meaning at work," Papers, arXiv.org, number 2601.05005, Jan.
  4. Antonio Cabrales & Wenhao Cheng, 2026, "Evaluation and Assignment with Networked Competition and Spillovers," Papers, arXiv.org, number 2607.07280, Jul.
  5. Antonio Cabrales & Esther Hauk, 2026, "Parental Educational Styles with Externalities," Working Papers, Barcelona School of Economics, number 1546, Jan.
  6. Siddhartha Bandyopadhyay & Antonio Cabrales & Kaustav Das, 2026, "To Catch a Thief: Endogenous Policing and Choice of Location by Criminals," CESifo Working Paper Series, CESifo, number 12756.
  7. Warn N. Lekfuangfu & Antonio Cabrales & Sergio Blanco, 2026, "Improving Social Inclusion of Female Migrants: A Randomised Controlled Intervention in Spain," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26068, Mar.
  8. Bhishma Bhusal & Michael Callen & Rohini Pande & Soledad A. Prillaman & Deepak Singhania & Apurva Subedi, 2026, "From People’s War to People’s Rule: Rebel Governance and the Foundations of Inclusive Democracy," NBER Working Papers, National Bureau of Economic Research, Inc, number 35241, May.
  9. Michael Callen & Gregory Levy & Saipremnath Muthukumaran & Jonathan L. Weigel & Noam Yuchtman, 2026, "Detecting Critical Junctures as They Unfold: Foundations, Measurement, and Applications from 120 Years of Reporting," NBER Working Papers, National Bureau of Economic Research, Inc, number 35545, Jul.
  10. Jin Seo Cho & Peter C. B. Phillips, 2026, "Efficient Estimation in Infinite Dimensional GMM," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2525, May.
  11. Bowden, Roger & Zhu, Jennifer & Cho, Jin Seo, 2026, "Knowing A Bit but Not Too Much: Incomplete Directional models and their use in Forecasting and Hedging," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33487.
  12. Ilia Zaznov & Atta Badii & Julian Kunkel & Alfonso Dufour, 2026, "TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution," Papers, arXiv.org, number 2606.08379, Jun.
  13. Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50302, Jun.
  14. Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50313, Jun.
  15. Junyuan Chen & Carlos Góes & Marc-Andreas Muendler & Fabian Trottner, 2026, "Dynamic Adjustment to Trade Shocks," CESifo Working Paper Series, CESifo, number 12570.
  16. Jeffrey Grogger & Andrew Jordan & Tom Kirchmaier, 2026, "Explaining the Predictive Performance of Police in Cases of Domestic Abuse," NBER Working Papers, National Bureau of Economic Research, Inc, number 35672, Aug.
  17. Massimo Guidolin, Serena Ionta, 2026, "Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26262.
  18. Massimo Guidolin, Mingwei (Max) Liang, Milena Petrova, 2026, "The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26263.
  19. Peter Reinhard Hansen & Chen Tong, 2026, "Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models," Papers, arXiv.org, number 2605.01665, May, revised May 2026.
  20. Peter Reinhard Hansen & Chen Tong, 2026, "Tweedie's Formula and Score-Driven Updating," Papers, arXiv.org, number 2605.15902, May, revised May 2026.
  21. Ana Maria Herrera & Elena Pesavento & Alessia Scudiero, 2026, "Clustered Local Projections for Time-Varying Models," Papers, arXiv.org, number 2604.18778, Apr, revised Apr 2026.
  22. Silvia Goncalves & Ana Maria Herrera & Lutz Kilian & Elena Peavento & Iones Kelanemer Holban, 2026, "Semiparametric Local Projections," Papers, arXiv.org, number 2606.13519, Jun.
  23. Òscar Jordà & Fernanda Nechio & Toan Phan & Felipe Schwartzman, 2026, "Financial Conditions and Capital Investment Choices," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-05, Feb, DOI: 10.24148/wp2026-05.
  24. Myungkyu Shim & Kwang Hwan Kim & Myunghwan Andrew Lee & Sangyup Choi & Siye Bae & Olivier Coibion & Yuriy Gorodnichenko, 2026, "The Effects of Fiscal News on Household Expectations and Spending: New Causal Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 35009, Mar.
  25. Aeimit Lakdawala & Timothy Moreland, 2026, "Younger Households' Inflation Is More Responsive to Monetary Policy," Working Papers, Wake Forest University, Economics Department, number 133, Apr.
  26. Aeimit Lakdawala & Jinyoung Seo & Myungkyu Shim, 2026, "On the optimal precision of central bank communication," Working Papers, Wake Forest University, Economics Department, number 138, Jun.
  27. Dionissi Aliprantis & Jeffrey Lin, 2026, "Strong Spatial Spillovers Determine Neighborhood Shape and Neighborhood Change," Working Papers, Federal Reserve Bank of Philadelphia, number 26-11, Feb, DOI: 10.21799/frbp.wp.2026.11.
  28. Ina Ganguli & Jeffrey Lin & Vitaly Meursault & Nicholas Reynolds, 2026, "Spreading Out Across Expanding Idea Space," Working Papers, Federal Reserve Bank of Philadelphia, number 26-39, Aug, DOI: 10.21799/frbp.wp.2026.39.
  29. Giovanni Bonfanti & Juri Marcucci, 2026, "A European safe asset? Not without the investors," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1010, Jun.
  30. Luca Bacco & Tiziana Laureti & Juri Marcucci & Luigi Palumbo & Daniele Sasso & Luca Vollero, 2026, "Nowcasting the Italian consumer price index using online prices and machine learning," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1026, Jun.
  31. Andrea Del Monaco & Luigi Longo & Juri Marcucci & Irene Tafani, 2026, "Reddit's 'pulse' on US inflation: forecasting with large language models," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Jun.
  32. Brooke Hathhorn & Laura E. Jackson & Michael T. Owyang, 2026, "Does Uncertainty Really Predict Recessions?," Working Papers, Federal Reserve Bank of St. Louis, number 2026-010, May, DOI: 10.20955/wp.2026.010.
  33. Brooke Hathhorn & Michael T. Owyang, 2026, "Do Government Shutdowns Affect Subsequent Data Revisions?," On the Economy, Federal Reserve Bank of St. Louis, number 102421, Feb.
  34. Brooke Hathhorn & Michael T. Owyang, 2026, "When Oil Prices Drop, Why Do Gasoline Prices Stay Elevated?," On the Economy, Federal Reserve Bank of St. Louis, number 103635, Aug.
  35. Dong Hwan Oh & Andrew J. Patton, 2026, "Skill and Efficiency in the U.S. Mutual Fund Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-032, Mar, DOI: 10.17016/FEDS.2026.032.
  36. Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.
  37. Francois de Soyres & Johannes Fleck & William B. Peterman & Avani Pradhan & David Ratner, 2026, "Population Growth and Labor Market Fragility: Lessons from Domestic and International Experiences," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-05-20, May, DOI: 10.17016/2380-7172.4070.
  38. Armand, Alex & Mendonça, Frederica & Sandholtz, Wayne & Vicente, Pedro, 2026, "On the Political Economy of Urbanization: Experimental Evidence from Mozambique," CEPR Discussion Papers, Centre for Economic Policy Research, number 21450, May.
  39. Yoonseok Lee & Peter C. B. Phillips & Suyong Song & Donggyu Sul, 2026, "Identifying Common Trend Determinants in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2504, Mar.
  40. Lorenzo Menna & Martín Tobal & Alejandro Werner, 2026, "Monetary Policy Transmission in an Emerging Market: The Financial-Friction Channel VS The Interest-Rate Channel," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 394, Apr.
  41. Minki Kim & Mitchell VanVuren, 2026, "Slackness, Openness, and the Anatomy of Cash Transfer Multipliers," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_764, Jun.
  42. Daniela Vidart, 2026, "Learning by Mail: The Impact of Correspondence Schools in Early 20th Century America," NBER Working Papers, National Bureau of Economic Research, Inc, number 35147, Apr.
  43. Remy Levin & Daniela Vidart, 2026, "‘Nobody Wants to Work Anymore’: Lifetime Labor Market Experiences and the Decline of Male LFP in the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 35327, Jun.
  44. Mark W. Watson, 2026, "Forecasting the Covid Surge in Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 35435, Jul.
  45. Derya Uysal & Tymon Sloczyński & Jeffrey M. Wooldridge, 2026, "drlate: Doubly robust and covariate-balancing estimation of LATE in Stata," German Stata Conference 2026, Stata Users Group, number 02, Aug.
  46. Jongkwan Lee & Giovanni Peri & Hee-Seung Yang, 2026, "The Effects of a Sudden Stop in Low-Skilled Immigration: Evidence from Korea’s Guest Worker Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 34927, Mar.

2025

  1. Eyal G. Frank & Maximilian Auffhammer & David McLaughlin & Elisheba Spiller & David L. Sunding, 2025, "The Cost of Species Protection: The Land Market Impacts of the Endangered Species Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 33352, Jan.
  2. Miguel Acosta & Andrea Ajello & Michael D. Bauer & Francesca Loria & Silvia Miranda-Agrippino, 2025, "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," CESifo Working Paper Series, CESifo, number 12343.
  3. Michael D. Bauer & Travis J. Berge & Giuseppe Fiori & Francesca Loria & Molin Zhong, 2025, "Accounting for Uncertainty and Risks in Monetary Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-19, Sep, DOI: 10.24148/wp2025-19.
  4. Buzard, Kristy & Gee, Laura Katherine & Stoddard, Olga B., 2025, "Who You Gonna Call? Gender Inequality in External Demands for Parental Involvement," IZA Discussion Papers, IZA Network @ LISER, number 17922, May.
  5. Mitchell Berlin & SungJe Byun & Pablo D'Erasmo & Edison Yu, 2025, "Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks," Working Papers, Federal Reserve Bank of Philadelphia, number 25-11, Mar, DOI: 10.21799/frbp.wp.2025.11.
  6. Antonio Cabrales & Gema Pomares & David Ramos Muñoz & Angel Sánchez, 2025, "Network Formation with Publicly Noxious but Privately Profitable Agents: An Experiment," CESifo Working Paper Series, CESifo, number 11663.
  7. Antonio Cabrales & Lorenzo Ductor & Ericka Rascón-Ramírez & Ismael Rodriguez-Lara, 2025, "Gender Stereotypes and Homophily in Team Formation," CESifo Working Paper Series, CESifo, number 11706.
  8. Albornoz-Crespo, Facundo & Cabrales, Antonio & Cruces, Guillermo & Lombardi, María, 2025, "Parental Involvement in Education," CEPR Discussion Papers, Centre for Economic Policy Research, number 19873, Jan.
  9. Xin Jing & Jin Seo Cho, 2025, "Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-247, Jun.
  10. Jin Seo Cho, 2025, "Practical Testing for Normal Mixtures," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-248, Jun.
  11. Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
  12. Xiaolin Yu & Jin Seo Cho, 2025, "Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-257, Jul.
  13. Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45845, Jan.
  14. Blazsek, Szabolcs & Escribano, Álvaro & Ayala, Astrid, 2025, "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45978, Feb.
  15. Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47122, Jun.
  16. Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47734, Jul.
  17. Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2025, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47800, Aug.
  18. Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 48471, Nov.
  19. Feldman, Paul & Lee, Siun, 2025, "Myopic Loss Aversion In Groups," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 361193, DOI: 10.22004/ag.econ.361193.
  20. Christopher L. Foote & Shigeru Fujita & Amanda M. Michaud & Joshua Montes, 2025, "Assessing Maximum Employment," Working Papers, Federal Reserve Bank of Boston, number 25-9, Sep, DOI: 10.29412/res.wp.2025.09.
  21. L Kaili Diamond & Benjamin Gilbert, 2025, "The Economics of Spatial Coordination in Critical Infrastructure Investment," Papers, arXiv.org, number 2511.03091, Nov.
  22. Kristina Pitman & Ben Gilbert, 2025, "The Distributional Effects of Renewable Energy, a Plant-level Analysis," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2025-01, Nov.
  23. Kristina Pitman & Ben Gilbert, 2025, "The Impact of Trade on Emissions Responses to Renewable Supply Variation," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2025-02, Nov.
  24. Fagereng, Andreas & Gomez, Matthieu & Gouin-Bonenfant, Emilien & Holm, Martin & Moll, Benjamin & Natvik, Gisle, 2025, "Asset-price redistribution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129496, Nov.
  25. Jesus Gonzalo & Jean-Yves Pitarakis, 2025, "Detecting Sparse Cointegration," Papers, arXiv.org, number 2501.13839, Jan, revised Mar 2026.
  26. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Global and regional long-term climate forecasts: a heterogeneous future," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45946, Feb.
  27. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Heterogeneous Polar Amplification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47891, Sep.
  28. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Regional Heterogeneity and Warming Dominance in the contiguous United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47893, Sep.
  29. Monia Magnani & Massimo Guidolin, 2025, "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25252.
  30. Chen Tong & Peter Reinhard Hansen, 2025, "Dynamic Factor Correlation Model," Papers, arXiv.org, number 2503.01080, Mar.
  31. Neville Francis & Peter Reinhard Hansen & Chen Tong, 2025, "Principled Identification of Structural Dynamic Models," Papers, arXiv.org, number 2512.17005, Dec, revised Apr 2026.
  32. Denisa Banulescu-Radu & Peter Reinhard Hansen & Zhuo Huang & Marius Matei, 2025, "Modelling volatility in turbulent times: a Robust Realized GARCH framework," Working Papers, HAL, number hal-05310604, Oct.
  33. Ryan Hanson & Ana María Herrera, 2025, "The Effect of Oil News Shocks on Job Creation and Destruction," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 25-06, Jan.
  34. Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
  35. Jungbin Hwang & Gonzalo Valdés, 2025, "HAR Inference for Quantile Regression in Time Series," Working papers, University of Connecticut, Department of Economics, number 2025-03, Feb, revised Mar 2026.
  36. Zhonghui Zhang & Chihwa Kao & Jungbin Hwang, 2025, "High-Dimensional Weighted K-Means with Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2025-09, Aug.
  37. Jungbin Hwang & Feifan Wang, 2025, "Sieve Bootstrap Approach to Robust Term Premia Analysis," Working papers, University of Connecticut, Department of Economics, number 2025-10, Sep.
  38. James Cloyne & Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2025, "Asset Prices and Credit with Diagnostic Expectations," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-15, Aug, DOI: 10.24148/wp2025-15.
  39. Maria Gadea & Òscar Jordà, 2025, "Local Projections Bootstrap Inference," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-21, Sep, DOI: 10.24148/wp2025-21.
  40. Rohit Garimella & Òscar Jordà & Sanjay R. Singh, 2025, "A New Labor Market Stress Indicator," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-31, Dec, DOI: 10.24148/wp2025-31.
  41. Takuji Fueki & Masashi Hino & Munechika Katayama & Taisuke Nakata, 2025, "Support for Fiscal Consolidation in a Highly-Indebted Country," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-613, Dec.
  42. Yasuo Hirose & Munechika Katayama & Kozo Ueda & Kota Watanabe, 2025, "Inflation Dynamics in Production Networks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-22, Apr.
  43. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2025, "Nightless City: Impacts of Politicians' Questions on Overtime Work of Bureaucrats," Working Papers, Tokyo Center for Economic Research, number e215, Mar.
  44. David M. Kaplan & Wei Zhao, 2025, "Comparing latent inequality with ordinal data," Papers, arXiv.org, number 2501.05338, Jan.
  45. David M. Kaplan & Xin Liu, 2025, "Confidence intervals for intentionally biased estimators," Papers, arXiv.org, number 2502.00450, Feb.
  46. Xin Liu & David M. Kaplan, 2025, "Quantile Regression with Log(0) Outcomes," Working Papers, Department of Economics, University of Missouri, number 2509, Sep.
  47. David M. Kaplan & Xin Liu, 2025, "Multiple Testing for Distributional Differences with Non-iid Data," Working Papers, Department of Economics, University of Missouri, number 2510, Sep.
  48. Qian Wu & David M. Kaplan, 2025, "Multiple Testing of Stochastic Monotonicity," Working Papers, Department of Economics, University of Missouri, number 2511, Sep.
  49. Wei Zhao & David M. Kaplan, 2025, "Multiple Testing of a Function's Monotonicity," Working Papers, Department of Economics, University of Missouri, number 2512, Sep.
  50. Hiroaki Kaido & Yi Zhang, 2025, "Universal Inference for Incomplete Discrete Choice Models," Papers, arXiv.org, number 2501.17973, Jan.
  51. Hiroaki Kaido & Kirill Ponomarev, 2025, "Testing Exclusion and Shape Restrictions in Potential Outcomes Models," Papers, arXiv.org, number 2512.20851, Dec.
  52. Dimitris Georgarakos & Kwang Hwan Kim & Olivier Coibion & Myungkyu Shim & Myunghwan Andrew Lee & Yuriy Gorodnichenko & Geoff Kenny & Seowoo Han & Michael Weber, 2025, "How Costly Are Business Cycle Volatility and Inflation? A Vox Populi Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 33476, Feb.
  53. Benjamin Kay & Aeimit Lakdawala & Jane Ryngaert, 2025, "Partisan Bias in Professional Macroeconomic Forecasts," Working Papers, Wake Forest University, Economics Department, number 127, Jun.
  54. Vera-Cossio, Diego A. & Bosch, Mariano & Leganza, Jonathan M & Mojica Uruena, Tatiana & Oliveri, María Laura, 2025, "Public Pensions and the Strategic Timing of Formal Employment," IDB Publications (Working Papers), Inter-American Development Bank, number 14165, Jun, DOI: http://dx.doi.org/10.18235/0013583.
  55. Remy Levin & Daniela Vidart, 2025, "‘Nobody Wants to Work Anymore’: Lifetime Wage Experiences and the Decline of Male LFP in the United States," Working papers, University of Connecticut, Department of Economics, number 2025-02, Mar.
  56. Premkumar, Deepak & Skelton, Andrew & Lofstrom, Magnus & Cremin, Sean, 2025, "What Happened When California Suspended Bail during COVID?," IZA Discussion Papers, IZA Network @ LISER, number 17710, Feb.
  57. Premkumar, Deepak & Lofstrom, Magnus & Hayes, Joseph & Martin, Brandon & Cremin, Sean, 2025, "Empirical Analysis of Racial Disparities in Policing," IZA Discussion Papers, IZA Network @ LISER, number 17729, Feb.
  58. Bradford, William D. & Wang, Chunbei & Lofstrom, Magnus & Verchot, Michael, 2025, "(Mis)Pricing in Loans to Businesses Owned by People of Color," IZA Discussion Papers, IZA Network @ LISER, number 17730, Feb.
  59. Ma, Xiao & Muendler, Marc-Andreas & Nakab, Alejandro, 2025, "Exporting, Wage Profiles, and Human Capital: Evidence from Brazil," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3bp6c1hh, Sep.
  60. Xiao Ma & Alejandro Nakab & Camila Navajas-Ahumada & Daniela Vidart, 2025, "The Motherhood Training Penalty," Working papers, University of Connecticut, Department of Economics, number 2025-04, Apr.
  61. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2025, "Who Pays for Training? Theory and Evidence on Firm-Level Differences in Training Investments," Working papers, University of Connecticut, Department of Economics, number 2025-05, Apr.
  62. Laura E. Jackson & Christopher Otrok & Michael T. Owyang & Nora Traum, 2025, "Tax Progressivity, Economic Booms and Trickle-Up Economics," Working Papers, Federal Reserve Bank of Dallas, number 2514, Apr, DOI: 10.24149/wp2514.
  63. Brooke Hathhorn & Michael T. Owyang, 2025, "Making Sense of Recession Probabilities," On the Economy, Federal Reserve Bank of St. Louis, number 100021, May.
  64. Julie Bennett & Brooke Hathhorn & Michael T. Owyang, 2025, "Pension or 401(k)? Retirement Plan Trends in the U.S. Workplace," On the Economy, Federal Reserve Bank of St. Louis, number 99707, Mar.
  65. Dobrislav Dobrev & Joon Kim & Edith X. Liu & Marius del Giudice Rodriguez, 2025, "Order Flow Imbalances and Amplification of Price Movements: Evidence from U.S. Treasury Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-11-03, Nov, DOI: 10.17016/2380-7172.3954.
  66. Barbara Biasi & Wayne Sandholtz, 2025, "The Political Consequences of Controversial Education Reform: Lessons from Wisconsin’s Act 10," CESifo Working Paper Series, CESifo, number 11817.
  67. Biasi, Barbara & Sandholtz, Wayne, 2025, "The Political Consequences of Controversial Education Reform: Lessons from Wisconsin’s Act 10," CEPR Discussion Papers, Centre for Economic Policy Research, number 20174, Apr.
  68. Sandholtz, Wayne Aaron, 2025, "The Politics of Public Service Reform," IZA Discussion Papers, IZA Network @ LISER, number 18346, Dec.
  69. Bressler, R. Daniel & Papp, Anna & Sarmiento, Luis & Shrader, Jeffrey G. & Wilson, Andrew J., 2025, "Working Under the Sun: The Role of Occupation in Temperature-Related Mortality in Mexico," IZA Discussion Papers, IZA Network @ LISER, number 17759, Mar.
  70. Derek Lemoine & Catherine Hausman & Jeffrey G. Shrader, 2025, "Navigating the ‘Problem from Hell’: A Guide to Climate Damages," NBER Working Papers, National Bureau of Economic Research, Inc, number 34348, Oct.
  71. Xun Lu & Liangjun Su, 2025, "Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T," Papers, arXiv.org, number 2508.10302, Aug.
  72. Xiyuan Liu & Zongwu Cai & Liangjun Su, 2025, "Time-varying Factor-augmented Forecasting Models with Variable Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202515, Sep, revised Sep 2025.
  73. Maria Titova & Nathan Canen & Emily Hencken Ritter & Mehdi Shadmehr, 2025, "Revealed and Concealed Repression: Theory and Measurement," Papers, arXiv.org, number 2507.16997, Jul, revised Apr 2026.
  74. Maria Titova, 2025, "Targeted Advertising in Elections," Papers, arXiv.org, number 2509.10422, Sep, revised Dec 2025.
  75. Maria Titova & Kun Zhang, 2025, "Persuasion with Verifiable Information," Papers, arXiv.org, number 2510.08251, Oct.
  76. Oscar Meneses & Lorenzo Menna & Martín Tobal, 2025, "Argentina: The Honor Student—By Merit and By Mistake. A Natural Experiment on "Information Effects"," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 355, Mar.
  77. Lorenzo Menna & Rubens Moura & Martin Tobal, 2025, "Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 369, Aug.
  78. Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti, 2025, "Credit Market Tightness and Zombie Firms: Theory and Evidence," Discussion Papers, Centre for Macroeconomics (CFM), number 2504, Jan.
  79. James H. Stock & Mark W. Watson, 2025, "Recovering from COVID," NBER Working Papers, National Bureau of Economic Research, Inc, number 33857, May.
  80. Andrew Foerster & Andreas Hornstein & Pierre-Daniel Sarte & Mark W. Watson, 2025, "The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 34338, Oct.
  81. Jeffrey Wooldridge, 2025, "Difference in difference for nonbinary treatments in Stata," 2025 Stata Conference, Stata Users Group, number 14, Aug.
  82. Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2025, "Aggregating Average Treatment Effects on the Treated in Difference-in-Differences Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 34331, Oct.
  83. Jing Cynthia Wu & Shihan Xie & Yinxi Xie & Ji Zhang, 2025, "Fiscal Policy: Financing and Indebtedness," CESifo Working Paper Series, CESifo, number 12321.
  84. Pascal Paul & Mauricio Ulate & Jing Cynthia Wu, 2025, "A Macroeconomic Model of Central Bank Digital Currency," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-11, Jun, DOI: 10.24148/wp2024-11.
  85. Jing Cynthia Wu & Jin Xi & Shihan Xie, 2025, "LLM Survey Framework: Coverage, Reasoning, Dynamics, Identification," NBER Working Papers, National Bureau of Economic Research, Inc, number 34308, Oct.

2024

  1. Michael Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms & Michael D. Bauer, 2024, "Corporate Green Pledges," CESifo Working Paper Series, CESifo, number 11507.
  2. Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2024, "Green Stocks and Monetary Policy Shocks: Evidence from Europe," CESifo Working Paper Series, CESifo, number 11552.
  3. Antonio Cabrales & Piero Gottardi, 2024, "Network Formation and Heterogeneous Risks," CESifo Working Paper Series, CESifo, number 11122.
  4. Pablo Brañas-Garza & Antonio Cabrales & María Paz Espinosa & Teresa García-Muñoz, 2024, "Behind the Support for Redistributive Politics: Social Preferences or Beliefs?," CESifo Working Paper Series, CESifo, number 11238.
  5. Antonio Cabrales & Maia Güell & Rocio Madera & Analia Viola, 2024, "University financing: sustainability, efficiency and redistribution," Policy Papers, FEDEA, number 2024-01, May.
  6. Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.
  7. Jin Seo Cho, 2024, "Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-227, Jun.
  8. Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
  9. Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
  10. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
  11. Enrique Estefania-Salazar & Michael Carter & Eva Iglesias & Álvaro Escribano, 2024, "Breaking Boundaries: Lower Tail Dependence Can Triple the Economic Value of Index Insurance for Rural Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 32618, Jun.
  12. Patricia Cortés & Ying Feng & Nicolás Guida-Johnson & Jessica Pan, 2024, "Automation and Gender: Implications for Occupational Segregation and the Gender Skill Gap," NBER Working Papers, National Bureau of Economic Research, Inc, number 32030, Jan.
  13. Buschena, David E. & Zilberman, David & Feldman, Paul J., 2024, "Deliberation and Differences Determine Difficult Decisions," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 344042, DOI: 10.22004/ag.econ.344042.
  14. Drichoutis, Andreas C. & Palma, Marco & Feldman, Paul, 2024, "Incentives and Payment Mechanisms in Preference Elicitation," MPRA Paper, University Library of Munich, Germany, number 120898, May.
  15. Gregory Casey & Stephie Fried & Matthew Gibson, 2024, "Understanding Climate Damages: Consumption versus Investment," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-21, May, DOI: 10.24148/wp2022-21.
  16. Stephie Fried & Kevin Novan & William B. Peterman, 2024, "Understanding the Inequality and Welfare Impacts of Carbon Tax Policies," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-17, May, DOI: 10.24148/wp2024-17.
  17. Stephie Fried, 2024, "A Macro Study of the Unequal Effects of Climate Change," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-18, May, DOI: 10.24148/wp2024-18.
  18. Gregory Casey & Stephie Fried & William B. Peterman, 2024, "Climate Policy and the Long-Run Interest Rate: Insights from a Simple Growth Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-37, Dec, DOI: 10.24148/wp2024-37.
  19. Shigeru Fujita & Valerie A. Ramey & Tal Roded, 2024, "Why Didn't the U.S. Unemployment Rate Rise at the End of WWII?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33041, Oct.
  20. Bo Cowgill & Amanda Y. Agan & Laura K. Gee, 2024, "The Gender Disclosure Gap: Salary History Bans Unravel When Men Volunteer Their Income," CESifo Working Paper Series, CESifo, number 11168.
  21. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2024, "Winners and Losers from the Work-from-Home Technology Boon," NBER Working Papers, National Bureau of Economic Research, Inc, number 33284, Dec.
  22. Brian Callaci & Matthew Gibson & Sérgio Pinto & Marshall Steinbaum & Matt Walsh, 2024, "Grads on the Go: The Effect of Franchise No-Poaching Restrictions On Worker Earnings," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 24-405, Sep.
  23. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2024, "Regional heterogeneity and warming dominance in the United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45017, Nov.
  24. Gadea Rivas, María Dolores & Gonzalo, Jesús & Olmo, José, 2024, "Testing extreme warming and geographical heterogeneity," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45023, Nov.
  25. Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
  26. Massimo Guidolin & Giacomo Leonetti & Manuela Pedio, 2024, "Who should buy structured investment products and why?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24222.
  27. Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
  28. Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
  29. Youjin Hahn & Kanti Nuzhat & Hee-Seung Yang & Haishan Yuan, 2024, "Distributive Implications for Governing Party Constituencies: Evidence from Bangladesh," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-237, Dec.
  30. Peter Reinhard Hansen & Chen Tong, 2024, "Convolution-t Distributions," Papers, arXiv.org, number 2404.00864, Apr.
  31. Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024, "Cluster GARCH," Papers, arXiv.org, number 2406.06860, Jun.
  32. Peter Reinhard Hansen & Chen Tong, 2024, "Moments by Integrating the Moment-Generating Function," Papers, arXiv.org, number 2410.23587, Oct, revised Jun 2026.
  33. Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2024, "Nonparametric Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19684, Nov.
  34. Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
  35. Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
  36. David M. Kaplan, 2024, "Inference on Consensus Ranking of Distributions," Papers, arXiv.org, number 2408.13949, Aug.
  37. David M. Kaplan & Xin Liu, 2024, "Finite-Sample Inference on Auction Bid Distributions Using Transaction Prices," Working Papers, Department of Economics, University of Missouri, number 2403, May.
  38. Qian Wu & David M. Kaplan, 2024, "Ordinal Decomposition," Working Papers, Department of Economics, University of Missouri, number 2404, May.
  39. Hiroaki Kaido & Francesca Molinari, 2024, "Information Based Inference in Models with Set-Valued Predictions and Misspecification," Papers, arXiv.org, number 2401.11046, Jan, revised Feb 2026.
  40. Sukjin Han & Hiroaki Kaido & Lorenzo Magnolfi, 2024, "Testing Information Ordering for Strategic Agents," Papers, arXiv.org, number 2402.19425, Feb, revised Jan 2026.
  41. Sukjin Han & Hiroaki Kaido, 2024, "Set-Valued Control Functions," Papers, arXiv.org, number 2403.00347, Mar, revised Apr 2026.
  42. Yunmi Kim & Tae-Hwan Kim, 2024, "Generalized Impulse and Its Measure," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-226, Dec.
  43. Brigitte Desroches & Sharon Kozicki & Laure Simon, 2024, "Monetary Policy Governance: Bank of Canada Practices to Support Policy Effectiveness," Discussion Papers, Bank of Canada, number 2024-14, Sep, DOI: 10.34989/sdp-2024-14.
  44. Brigitte Desroches & Sharon Kozicki & Laure Simon, 2024, "Gouvernance de la politique monétaire : pratiques de la Banque du Canada pour favoriser l’efficacité de la politique monétaire," Discussion Papers, Bank of Canada, number 2024-14fr, Sep, DOI: 10.34989/sdp-2024-14.
  45. Vaishali Garga & Aeimit Lakdawala & Rajeswari Sengupta, 2024, "Assessing Central Bank Commitment to Inflation Targeting in Emerging Economies: Evidence From India," Working Papers, Wake Forest University, Economics Department, number 107, Mar.
  46. Aeimit Lakdawala & Timothy Moreland & Min Fang, 2024, "Monetary Policy and Firm Heterogeneity: The Role of Leverage Since the Financial Crisis," Working Papers, Wake Forest University, Economics Department, number 120, Dec.
  47. Leah Lakdawala & Diana Martinez & Diego Vera-Cossio, 2024, "The Effects of Expanding Worker Rights to Children," Working Papers, Wake Forest University, Economics Department, number 109, Jul.
  48. Leah Lakdawala & Katie Bollman & Judhajit Chakraborty & Eduardo Nakasone, 2024, "Frosty Climate, Icy Relationships: Frosts and Intimate Partner Violence in Rural Peru," Working Papers, Wake Forest University, Economics Department, number 110, Jul.
  49. Leah Lakdawala & Judhajit Chakraborty & Eduardo Nakasone, 2024, "When the Temperature Drops, Perceptions Worsen: Effects of Extreme Cold on Perceptions of Government and Civic Participation in Peruvian Highlands," Working Papers, Wake Forest University, Economics Department, number 118, Oct.
  50. Jeffrey Hemmeter & Michael Levere & David Wittenburg, 2024, "The Role of Continuing Disability Reviews in Child SSI Participation Patterns," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2024-10, Aug.
  51. Ingrid Gould Ellen & Daniel Hartley & Jeffrey Lin & Wei You, 2024, "The Bronx is Burning: Urban Disinvestment Effects of the Fair Access to Insurance Requirements," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2024-25, Dec, DOI: 10.21033/wp-2024-25.
  52. Ina Ganguli & Jeffrey Lin & Vitaly Meursault & Nicholas F. Reynolds, 2024, "Patent Text and Long-Run Innovation Dynamics: The Critical Role of Model Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 32934, Sep.
  53. Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo, 2024, "Predicting buildings' EPC in Italy: a machine learning based-approach," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 850, Jun.
  54. Labanca, Claudio & Molina, Danielken & Muendler, Marc-Andreas, 2024, "Preparing for export opportunities," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2cg9k301, Nov.
  55. Yudai Hatayama & Yuto Iwasaki & Kyoko Nakagami & Tatsuyoshi Okimoto, 2024, "Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-13, Nov.
  56. Marie Hogan & Laura E. Jackson & Michael T. Owyang, 2024, "Measuring The Effect of Shocks on Inequality: It's All About the Data," Working Papers, Federal Reserve Bank of St. Louis, number 2024-021, Aug, revised 10 Oct 2025, DOI: 10.20955/wp.2024.021.
  57. Marie Hogan & Michael T. Owyang, 2024, "What Are the Long-run Trade-offs of Rent-Control Policies?," On the Economy, Federal Reserve Bank of St. Louis, number 97815, Feb.
  58. Marie Hogan & Michael T. Owyang, 2024, "Job Quits, New-Business Applications and the Postpandemic Pace of U.S. Business Formation," On the Economy, Federal Reserve Bank of St. Louis, number 98679, Aug.
  59. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  60. Ángel Estrada & Carlos Pérez Montes & Jorge Abad & Carmen Broto & Esther Cáceres & Alejandro Ferrer & Jorge Galán & Gergely Ganics & Javier García Villasur & Samuel Hurtado & Nadia Lavín & Joël Marbet, 2024, "Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos," Occasional Papers, Banco de España, number 2414, May, DOI: https://doi.org/10.53479/36573.
  61. Singh, Abhijeet & Romero, Mauricio & Muralidharan, Karthik, 2024, "COVID-19 Learning loss and recovery," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3jj1b8hb, Apr.
  62. Wayne Aaron Sandholtz & Wayne Sandholtz, 2024, "Secondary School Access Raises Primary School Achievement," CESifo Working Paper Series, CESifo, number 11343.
  63. João R. Ferreira & Wayne Aaron Sandholtz & Wayne Sandholtz, 2024, "Sibling Spillovers and Free Schooling," CESifo Working Paper Series, CESifo, number 11436.
  64. Wayne Aaron Sandholtz & Pedro C. Vicente, 2024, "Tax morale, public goods, and politics: Experimental evidence from Mozambique," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp2404.
  65. Rubal Dua & Tamara Sheldon, 2024, "Consumer Preferences for Ride-Hailing: The Barriers to an Autonomous, Shared, and Electric Future," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2024-dp06, Mar, DOI: 10.30573/KS--2024-DP06.
  66. Geonwoo Kim & Suyong Song, 2024, "Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables," Papers, arXiv.org, number 2408.14671, Aug.
  67. Bin Peng & Liangjun Su & Yayi Yan, 2024, "A Robust Residual-Based Test for Structural Changes in Factor Models," Papers, arXiv.org, number 2406.00941, Jun, revised Jan 2025.
  68. Isha Agarwal & David Jaume & Everardo Tellez de la Vega & Martin Tobal, 2024, "Differential Crowding Out Effects of Government Loans and Bonds: Evidence from an Emerging Market Economy," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 314, Apr.
  69. Tomohito HONDA & Kaoru HOSONO & Daisuke MIYAKAWA & Arito ONO & Iichiro UESUGI, 2024, "Imperfect Take-up of COVID-19 Business Support Programs," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 24001, Jan.
  70. Daniela Vidart, 2024, "Revisiting the Link Between Electrification and Fertility: Evidence from the Early 20th Century United States," Working papers, University of Connecticut, Department of Economics, number 2024-03, Jul, revised May 2025.
  71. Ahsanuzzaman & Eskander, Shaikh & Islam, Asad & Wang, Liang Choon, 2024, "Non-price energy conservation information and household energy consumption in a developing country: evidence from an RCT," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123900, Sep.
  72. Jeffrey Wooldridge, 2024, "Relationships among recent difference-in-differences estimators and how to compute them in Stata," UK Stata Conference 2024, Stata Users Group, number 24, Sep.
  73. Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2024, "A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections," NBER Working Papers, National Bureau of Economic Research, Inc, number 33026, Oct.
  74. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "The Role of International Financial Integration in Monetary Policy Transmission," Staff Working Papers, Bank of Canada, number 24-3, Feb, DOI: 10.34989/swp-2024-3.
  75. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?," Staff Working Papers, Bank of Canada, number 24-38, Oct, DOI: 10.34989/swp-2024-38.
  76. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "Unconventional Policy and Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 33044, Oct.
  77. Michell Yoonjei Dong & Hee-Seung Yang, 2024, "Credit and Child Labor Complementarity in the Wake of Natural Disaster: Evidence from Indonesia," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-235, Dec.
  78. Youngsoon Kwon & Myungkyu Shim & Hee-Seung Yang, 2024, "Pandemic Work Mode and Automation: Evidence from South Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-236, Dec.

2023

  1. Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023, "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/23.
  2. Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023, "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series, CESifo, number 10246.
  3. Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2023, "The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act," CESifo Working Paper Series, CESifo, number 10739.
  4. Andy Brownback & Alex Imas & Michael A. Kuhn, 2023, "Time Preferences and Food Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 31726, Sep.
  5. SungJe Byun & Joe Kneip, 2023, "Residential solar power shines on, backed by securitized lending," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 95671, Feb.
  6. Antonio Cabrales & Esther Hauk, 2023, "Norms and the Evolution of Leaders Followership," Working Papers, Barcelona School of Economics, number 1381, Jan.
  7. Samuel Bentolila & Antonio Cabrales & Marcel Jansen, 2023, "Does Dual Vocational Education and Training Pay Off?," CESifo Working Paper Series, CESifo, number 10762.
  8. Diego Rodríguez Rodríguez, 2023, "Sobre la revisión del PNIEC," Policy Papers, FEDEA, number 2023-06, Oct.
  9. Michael Callen & Miguel Fajardo-Steinhauser & Michael G. Findley & Tarek Ghani, 2023, "Can Digital Aid Deliver During Humanitarian Crises?," Papers, arXiv.org, number 2312.13432, Dec, revised Oct 2024.
  10. Joshua E. Blumenstock & Michael Callen & Anastasiia Faikina & Stefano Fiorin & Tarek Ghani & Michael J. Callen, 2023, "Strengthening Fragile States: Evidence from Mobile Salary Payments in Afghanistan," CESifo Working Paper Series, CESifo, number 10510.
  11. Michael Callen & Jonathan Weigel & Noam Yuchtman & Michael J. Callen, 2023, "Experiments about Institutions," CESifo Working Paper Series, CESifo, number 10833.
  12. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2023, "The Asymmetric Response of Dividends to Earnings News," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-210, Mar.
  13. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023, "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-211, Mar.
  14. Xin Jing & Jin Seo Cho, 2023, "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-217, Jun.
  15. Thosapon Tonghui & Jin Seo Cho, 2023, "Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-220, Sep.
  16. Escribano, Álvaro & Rodríguez, Juan Andrés, 2023, "Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 37911, Jul.
  17. Feng, Ying & Ren, Jie & Rendall, Michelle, 2023, "The Reversal of the Gender Education Gap with Economic Development," CEPR Discussion Papers, Centre for Economic Policy Research, number 17786, Jan.
  18. Amanda Agan & Bo Cowgill & Laura Gee, 2023, "The Tradeoffs of Transparency: Measuring Discrimination When Subjects Are Told They Are in an Experiment," Natural Field Experiments, The Field Experiments Website, number 00781.
  19. Laura K. Gee & Anoushka Kiyawat & Jonathan Meer & Michael J. Schreck, 2023, "Pivotal or Popular: The Effects of Social Information and Feeling Pivotal on Civic Actions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31042, Mar.
  20. Callaci, Brian & Gibson, Matthew & Pinto, Sérgio & Steinbaum, Marshall & Walsh, Matt, 2023, "The Effect of Franchise No-Poaching Restrictions on Worker Earnings," IZA Discussion Papers, IZA Network @ LISER, number 16330, Jul.
  21. Ben Gilbert & Hannah Gagarin & Ben Hoen, 2023, "Geographic Spillovers of Wind Energy Development on Wages and Employment," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2023-01, Jan.
  22. Ben Gilbert & Hannah Gagarin & Ben Hoen, 2023, "Distributional Equity in the Employment and Wage Impacts of Energy Transitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31608, Aug.
  23. Andreas Fagereng & Matthieu Gomez & Emilien Gouin-Bonenfant & Martin Holm & Benjamin Moll & Gisle Natvik, 2023, "Asset-Pricing Redistribution," Working Papers, Centre for Household Finance and Macroeconomic Research (HOFIMAR), BI Norwegian Business School, number 02/2023.
  24. Maria Dolores Gadea & Jesus Gonzalo, 2023, "Climate change heterogeneity: A new quantitative approach," Papers, arXiv.org, number 2301.02648, Jan.
  25. Jesus Gonzalo & Jean-Yves Pitarakis, 2023, "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers, arXiv.org, number 2302.02866, Feb, revised Oct 2023.
  26. Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan, 2023, "Estimation of Characteristics-based Quantile Factor Models," Papers, arXiv.org, number 2304.13206, Apr.
  27. Maria Dolores Gadea & Jesus Gonzalo & Andrey Ramos, 2023, "Trends in Temperature Data: Micro-foundations of Their Nature," Papers, arXiv.org, number 2312.06379, Dec.
  28. Chen, Liang & Dolado, Juan J & Gonzalo, Jesus & Ramos, Andrey, 2023, "Heterogeneous Predictive Association of CO2 with Global Warming," CEPR Discussion Papers, Centre for Economic Policy Research, number 18114, Apr.
  29. González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023, "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
  30. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023, "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers, University of California at Riverside, Department of Economics, number 202314, Nov.
  31. Góes, Carlos & Lopez-Acevedo, Gladys & Robertson, Raymond, 2023, "Gender-Segmented Labor Markets and Trade Shocks," IZA Discussion Papers, IZA Network @ LISER, number 15892, Jan.
  32. Góes, Carlos & Segnana, Juan & Robertson, Raymond & Lopez-Acevedo, Gladys, 2023, "Local Labor Markets Dynamics and Export Shocks: Theory and Evidence from Indonesia," IZA Discussion Papers, IZA Network @ LISER, number 16473, Sep.
  33. Tillian, Pablo & Kokas, Deeksha & Góes, Carlos & Lopez-Acevedo, Gladys, 2023, "Re-Assessing the Impacts of Exports on Local Labour Market Outcomes: A Supply Chain Perspective. Evidence from Egypt," IZA Discussion Papers, IZA Network @ LISER, number 16547, Oct.
  34. Dan A. Black & Jeffrey Grogger & Tom Kirchmaier & Koen Sanders, 2023, "Criminal Charges, Risk Assessment, and Violent Recidivism in Cases of Domestic Abuse," NBER Working Papers, National Bureau of Economic Research, Inc, number 30884, Jan.
  35. Ian Berk & Massimo Guidolin & Monia Magnani, 2023, "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23202.
  36. Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023, "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23203.
  37. Youjin Hahn & Hyuncheol Bryant Kim & Hee-Seung Yang, 2023, "Impacts of In-Person School Days on Student Outcomes and Inequality: Evidence from Korean High Schools during the Pandemic," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-223, Nov.
  38. Chen Tong & Peter Reinhard Hansen, 2023, "Characterizing Correlation Matrices that Admit a Clustered Factor Representation," Papers, arXiv.org, number 2308.05895, Aug.
  39. Peter Reinhard Hansen & Yiyao Luo, 2023, "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers, arXiv.org, number 2310.19992, Oct.
  40. Felix Kapfhammer, 2023, "The Economic Consequences of Effective Carbon Taxes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2023, Jan.
  41. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2023, Feb.
  42. Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023, "State-Dependent Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2302, Apr, DOI: 10.24149/wp2302.
  43. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023, "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series, Central Bank of Brazil, Research Department, number 587, Nov.
  44. Òscar Jordà & Fernanda Nechio, 2023, "Inflation and Wage Growth Since the Pandemic," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-17, Apr, DOI: 10.24148/wp2022-17.
  45. James Cloyne & Òscar Jordà & Alan M. Taylor, 2023, "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-05, Feb, DOI: 10.24148/wp2023-05.
  46. Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023, "Loose Monetary Policy and Financial Instability," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-06, Feb, DOI: 10.24148/wp2023-06.
  47. Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2023, "A Local Projections Approach to Difference-in-Differences Event Studies," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-12, Apr, DOI: 10.24148/wp2023-12.
  48. Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023, "Decomposing the Monetary Policy Multiplier," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-14, May, DOI: 10.24148/wp2023-14.
  49. Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
  50. Òscar Jordà, 2023, "Local Projections for Applied Economics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-16, Jul, DOI: 10.24148/wp2023-16.
  51. Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2023, "A Local Projections Approach to Difference-in-Differences," NBER Working Papers, National Bureau of Economic Research, Inc, number 31184, Apr.
  52. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023, "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1206, Mar.
  53. David M. Kaplan, 2023, "Smoothed instrumental variables quantile regression," Papers, arXiv.org, number 2310.09013, Oct.
  54. Wei Zhao & David M. Kaplan, 2023, "Conditions for Extrapolating Differences in Consumption to Differences in Welfare," Working Papers, Department of Economics, University of Missouri, number 2307, Jun.
  55. Qian Wu & David M. Kaplan, 2023, "Multiple Testing of Ordinal Stochastic Monotonicity," Working Papers, Department of Economics, University of Missouri, number 2313, Dec.
  56. Kim, Minki & Lee, Munseob, 2023, "Racial Heterogeneity in the U.S. Structural Transformation and Regional Convergence," IZA Discussion Papers, IZA Network @ LISER, number 16673, Dec.
  57. Monica Jain & Walter Muiruri & Jonathan Witmer & Sharon Kozicki & Jeremy Harrison, 2023, "Summaries of Central Bank Policy Deliberations: A Canadian Context," Discussion Papers, Bank of Canada, number 2023-2, Jan, DOI: 10.34989/sdp-2023-2.
  58. Marc-André Gosselin & Sharon Kozicki, 2023, "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers, Bank of Canada, number 2023-29, Dec, DOI: 10.34989/sdp-2023-29.
  59. Burlando, Alfredo & Kuhn, Michael A. & Prina, Silvia, 2023, "Too Fast, Too Furious? Digital Credit Delivery Speed and Repayment Rates," IZA Discussion Papers, IZA Network @ LISER, number 16451, Sep.
  60. Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023, "Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-04, Mar.
  61. Lakdawala, Leah K. & Martínez Heredia, Diana & Vera-Cossio, Diego A., 2023, "The Impact of Expanding Worker Rights to Informal Workers Evidence from Child Labor Legislation," IDB Publications (Working Papers), Inter-American Development Bank, number 12705, Jan, DOI: http://dx.doi.org/10.18235/0004689.
  62. Michael Levere & Jeffrey Hemmeter & David Wittenburg, 2023, "Does the Drop in Child SSI Applications and Awards During COVID Vary by Locality?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2023-04, Mar.
  63. Michael Levere & David Wittenburg, 2023, "How Many Medicaid Recipients Might Be Eligible for SSI?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2023-20, Nov.
  64. Tae-Hwy Lee & Tao Wang, 2023, "Estimation and Testing of Forecast Rationality with Many Moments," Papers, arXiv.org, number 2309.09481, Sep, revised Jul 2025.
  65. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023, "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers, University of California at Riverside, Department of Economics, number 202306, Aug.
  66. Hao Hao & Tae-Hwy Lee, 2023, "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers, University of California at Riverside, Department of Economics, number 202309, Sep.
  67. Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023, "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers, University of California at Riverside, Department of Economics, number 202311, Sep.
  68. Tae-Hwy Lee & Aman Ullah & He Wang, 2023, "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers, University of California at Riverside, Department of Economics, number 202313, Aug.
  69. Manganelli, Simone, 2023, "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series, European Central Bank, number 2786, Feb.
  70. Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023, "Estimating systemic risk for non-listed euro-area banks," Working Paper Series, European Central Bank, number 2856, Oct.
  71. Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wang, 2023, "Hedonic Prices and Quality Adjusted Price Indices Powered by AI," Papers, arXiv.org, number 2305.00044, Apr, revised Jan 2026.
  72. Ma, Xiao & Nakab, Alejandro & Zhang, Yiran, 2023, "Skill Acquisition and the Gains from Trade: A Cross-country Quantitative Analysis," MPRA Paper, University Library of Munich, Germany, number 117808, Jun.
  73. Tatsuyoshi Okimoto & Sumiko Takaoka, 2023, "Sustainability and Credit Spreads in Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-44, Sep.
  74. Neville Francis & Michael T. Owyang & Daniel Soques, 2023, "Impulse Response Functions for Self-Exciting Nonlinear Models," Working Papers, Federal Reserve Bank of St. Louis, number 2023-021, Aug, revised 29 Aug 2023, DOI: 10.20955/wp.2023.021.
  75. Andrew J. Patton & Yasin Simsek, 2023, "Generalized Autoregressive Score Trees and Forests," Papers, arXiv.org, number 2305.18991, May.
  76. Andrea Ajello & Michele Cavallo & Giovanni Favara & William B. Peterman & John W. Schindler & Nitish R. Sinha, 2023, "A New Index to Measure U.S. Financial Conditions," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-06-30, Jun, DOI: 10.17016/2380-7172.3281.
  77. David B. Cashin & Byron F. Lutz & William B. Peterman & David Ratner & Sarah Rodman, 2023, "The Restrained Recovery of State and Local Government Payrolls from the Pandemic Recession," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-08-04-2, Aug, DOI: 10.17016/2380-7172.3369.
  78. Wayne Aaron Sandholtz & Wayne Sandholtz, 2023, "The Politics of Public Service Reform: Experimental Evidence from Liberia," CESifo Working Paper Series, CESifo, number 10633.
  79. Wayne Aaron Sandholtz, 2023, "The politics of policy reform: Experimental evidence from Liberia," Discussion Papers, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP), number 2023-15.
  80. Bruhin, Adrian & Petros, Fidel & Santos-Pinto, Luís, 2023, "The role of self-confidence in teamwork: Experimental evidence," Discussion Papers, Research Unit: Market Behavior, WZB Berlin Social Science Center, number SP II 2023-206.
  81. Shrader, Jeffrey G. & Bakkensen, Laura & Lemoine, Derek, 2023, "Fatal Errors: The Mortality Value of Accurate Weather Forecasts," IZA Discussion Papers, IZA Network @ LISER, number 16253, Jun.
  82. Richard T. Carson & Joshua S. Graff Zivin & Jeffrey G. Shrader, 2023, "Choose Your Moments: Peer Review and Scientific Risk Taking," NBER Working Papers, National Bureau of Economic Research, Inc, number 31409, Jun.
  83. Tamara Sheldon & Rubal Dua, 2023, "The Dynamic Role of Subsidies in Promoting Global Electric Vehicle Sales," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2023-dp02, Jun, DOI: 10.30573/KS--2023-DP02.
  84. Yiren Wang & Peter C B Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Papers, arXiv.org, number 2307.15863, Jul.
  85. Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang, 2023, "High-dimensional inference on jumps in nonparametric time series regression models," Papers, arXiv.org, number 2312.01162, Dec, revised Jul 2026.
  86. Yoshiaki OGURA & Iichiro UESUGI & Hiromichi IWAKI, 2023, "Unsecured Loans and Intangible Investment," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 23034, May.
  87. Tomohito HONDA & Arito ONO & Iichiro UESUGI & Yukihiro YASUDA, 2023, "Anatomy of Out-of-court Debt Workouts for SMEs," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 23088, Dec.
  88. Junichi Fujimoto & David Lagakos & Mitchell VanVuren, 2023, "Macroeconomic Effects of ‘Free’ Secondary Schooling in the Developing World," NBER Working Papers, National Bureau of Economic Research, Inc, number 31029, Mar.
  89. Henry Aray & David Vera, 2023, "A Tale of Oil Production Collapse," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 23/10, Jul.
  90. Wang, Liang Choon & Vlassopoulos, Michael & Islam, Asadul & Hassan, Hashibul, 2023, "Delivering Remote Learning Using a Low-Tech Solution: Evidence from a Randomized Controlled Trial in Bangladesh," IZA Discussion Papers, IZA Network @ LISER, number 15920, Feb.
  91. Hassan, Hashibul & Islam, Asadul & Siddique, Abu & Wang, Liang Choon, 2023, "Telementoring and Homeschooling during School Closures: A Randomized Experiment in Rural Bangladesh," IZA Discussion Papers, IZA Network @ LISER, number 16525, Oct.
  92. Bhattacharya, Nilanjan & Pakrashi, Debayan & Saha, Sarani & Wang, Liang C., 2023, "Identity assimilation: Impact of conflict and partition on the giving behaviors of refugees and natives in West Bengal," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1297.
  93. Kaicheng Chen & Robert S. Martin & Jeffrey M. Wooldridge, 2023, "Another Look at the Linear Probability Model and Nonlinear Index Models," Papers, arXiv.org, number 2308.15338, Aug, revised Oct 2023.
  94. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2023, "Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects," Papers, arXiv.org, number 2310.18563, Oct, revised Sep 2025.
  95. Nicholas Brown & Jeffrey Wooldridge, 2023, "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper, Economics Department, Queen's University, number 1497, Feb.
  96. Jing Cynthia Wu & Yinxi Xie, 2023, "(Un)Conventional Monetary and Fiscal Policy," Staff Working Papers, Bank of Canada, number 23-6, Jan, DOI: 10.34989/swp-2023-6.

2022

  1. Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022, "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/22.
  2. Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under Monotone Heteroskedasticity," Papers, arXiv.org, number 2210.13843, Oct, revised Jan 2024.
  3. Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch, 2022, "Climate Policy Curves: Linking Policy Choices to Climate Outcomes," CESifo Working Paper Series, CESifo, number 10113.
  4. Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022, "Perceptions about Monetary Policy," CESifo Working Paper Series, CESifo, number 10182.
  5. Michael D. Bauer & Eric T. Swanson, 2022, "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series, CESifo, number 9642.
  6. SungJe Byun & Joe Kneip, 2022, "Renewable Energy Projects Present Unique Lender Risks, Need for Oversight," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 94096, Apr.
  7. Pablo Brañas-Garza & Antonio Cabrales & Maria Paz Espinosa & Diego Jorrat, 2022, "The Effect of Ambiguity in Strategic Environments: an Experiment," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 196, Nov.
  8. Antonio Cabrales & Manu Garc'ia & David Ramos Mu~noz & Angel S'anchez, 2022, "The Interactions of Social Norms about Climate Change: Science, Institutions and Economics," Papers, arXiv.org, number 2208.09239, Aug.
  9. Cabrales, Antonio & Hauk, Esther, 2022, "Norms and the evolution of leaders’ followership," CEPR Discussion Papers, Centre for Economic Policy Research, number 17477, Jul.
  10. Oeindrila Dube & Joshua E. Blumenstock & Michael Callen & Michael J. Callen, 2022, "Measuring Religion from Behavior: Climate Shocks and Religious Adherence in Afghanistan," CESifo Working Paper Series, CESifo, number 10114.
  11. Callen, Michael, 2022, "Three Sins: The Disconnect Between de jure Institutions and de facto Power in Afghanistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 17226, Apr.
  12. Blazsek, Szabolcs & Escribano, Álvaro, 2022, "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 34757, May.
  13. Cobos, Carlos & Escribano, Álvaro, 2022, "High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 35284, Jun.
  14. Martin Dufwenberg & Paul Feldman & Maros Servatka & Jorge Tarraso & Radovan Vadovic, 2022, "Honesty in the City," Working Papers, University of Alaska Anchorage, Department of Economics, number 2022-03, Nov.
    • Dufwenberg, Martin & Feldman, Paul & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2023, "Honesty in the city," Games and Economic Behavior, Elsevier, volume 139, issue C, pages 15-25, DOI: 10.1016/j.geb.2023.01.007.
    • Dufwenberg, Martin & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2021, "Honesty in the City," MPRA Paper, University Library of Munich, Germany, number 106256, Feb.
    • Dufwenberg, Martin & Feldman, Paul & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2022, "Honesty in the city," MPRA Paper, University Library of Munich, Germany, number 115044, Sep.
  15. Stephie Fried & Kevin Novan & William B. Peterman, 2022, "Climate Policy Transition Risk and the Macroeconomy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-06, Jun, DOI: 10.24148/wp2021-06.
  16. Gregory Casey & Stephie Fried & Ethan Goode, 2022, "Projecting the Impact of Rising Temperatures: The Role of Macroeconomic Dynamics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-20, Aug, DOI: 10.24148/wp2022-20.
  17. Jeffrey D Sachs & Salim S Abdool Karim & Lara Aknin & Joseph Allen & Kirsten Brosbol & Francesca Colombo & Gabriela Cuevas Barron & Maria Fernanda Espinosa & Vitor Gaspar & Alejandro Gaviria & Andy Ha, 2022, "The Lancet Commission on lessons for the future from the COVID-19 pandemic," DEOS Working Papers, Athens University of Economics and Business, number 2226, Oct.
  18. Ahmad, Husnain F. & Gibson, Matthew & Nadeem, Fatiq & Nasim, Sanval & Rezaee, Arman, 2022, "Forecasts: Consumption, Production, and Behavioral Responses," IZA Discussion Papers, IZA Network @ LISER, number 15831, Dec.
  19. Julien Champagne & Émilien Gouin-Bonenfant, 2022, "Monetary Policy, Credit Constraints and SME Employment," Staff Working Papers, Bank of Canada, number 22-49, Dec, DOI: 10.34989/swp-2022-49.
  20. Carlos G'oes & Eddy Bekkers, 2022, "The Impact of Geopolitical Conflicts on Trade, Growth, and Innovation," Papers, arXiv.org, number 2203.12173, Mar, revised Jan 2023.
  21. Massimo Guidolin & Kai Wang, 2022, "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22190.
  22. Peter Reinhard Hansen & Chen Tong, 2022, "Option Pricing with Time-Varying Volatility Risk Aversion," Papers, arXiv.org, number 2204.06943, Apr, revised Mar 2025.
  23. Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022, "A New Method for Generating Random Correlation Matrices," Papers, arXiv.org, number 2210.08147, Oct.
  24. Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022, "When do state-dependent local projections work?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17265, Apr.
  25. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022, "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers, Banque de France, number 864.
  26. Iriberri, Nagore & Hernandez-Arenaz, Iñigo, 2022, "Gender Differences in Alternating-Offer Bargaining: An Experimental Study," CEPR Discussion Papers, Centre for Economic Policy Research, number 12561, Jan.
  27. Funk, Patricia & Iriberri, Nagore & Savio, Giulia, 2022, "Does Scarcity of Female Instructors Create Demand for Diversity among Students? Evidence from an M-Turk Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 14190, Jan.
  28. Card, David & DellaVigna, Stefano & Funk, Patricia & Iriberri, Nagore, 2022, "Gender Differences in Peer Recognition by Economists," CEPR Discussion Papers, Centre for Economic Policy Research, number 16251, Jan.
  29. García-Galocha, Aleix & Iñarra, Elena & Iriberri, Nagore, 2022, "Do Nonstrategic Considerations Matter for Behavior in Games? An Experimental Study Informed by Direct-sum Decompositions of Game," CEPR Discussion Papers, Centre for Economic Policy Research, number 17578, Oct.
  30. Iriberri, Nagore & Card, David & DellaVigna, Stefano & Funk, Patricia, 2022, "Gender Gaps at the Academies," CEPR Discussion Papers, Centre for Economic Policy Research, number 17581, Oct.
  31. Díez-Rituerto, Marina & Gardeazabal, Javier & Iriberri, Nagore & Rey Biel, Pedro, 2022, "Gender Gaps in Access to Medical Intern Positions: The Role of Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 17702, Nov.
  32. Alain Hecq & Joao Issler & Elisa Voisin, 2022, "A short term credibility index for central banks under inflation targeting: an application to Brazil," Papers, arXiv.org, number 2205.00924, May, revised Jul 2022.
  33. Òscar Jordà & Björn Richter & Moritz Schularick & Alan M. Taylor, 2022, "Bank Capital before and after Financial Crises," Post-Print, HAL, number hal-03936631, Dec.
  34. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2022, "Sticky Wages in a World of Ideas," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1159, Feb.
    • Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2022, "Sticky wages in a world of ideas," Economic Inquiry, Western Economic Association International, volume 60, issue 4, pages 1757-1781, October, DOI: 10.1111/ecin.13090.
  35. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022, "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers, arXiv.org, number 2201.06140, Jan.
  36. Shuowen Chen & Hiroaki Kaido, 2022, "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers, arXiv.org, number 2208.11281, Aug, revised Sep 2023.
  37. Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2022, "The Power of Tests for Detecting $p$-Hacking," Papers, arXiv.org, number 2205.07950, May, revised Aug 2025.
  38. Vaishali Garga & Aeimit Lakdawala & Rajeswari Sengupta, 2022, "Assessing central bank commitment to inflation targeting: Evidence from financial market expectations in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2022-017, Oct.
  39. Chakraborty, Judhajit & Lakdawala, Leah & Nakasone, Eduardo, 2022, "Extreme Cold and Evaluation of Democracy: Evidence from Peruvian Highlands," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322246, Aug, DOI: 10.22004/ag.econ.322246.
  40. Wesley Howden & Remy Levin, 2022, "The Global Impacts of Climate Change on Risk Preferences," Working papers, University of Connecticut, Department of Economics, number 2022-13, Jun.
  41. Saman Banafti & Tae-Hwy Lee, 2022, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers, arXiv.org, number 2201.06605, Jan, revised Sep 2023.
  42. Tae-Hwy Lee & Ekaterina Seregina, 2022, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers, arXiv.org, number 2209.01697, Sep, revised Sep 2023.
  43. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202207, Jan.
  44. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202212, Jun.
  45. Hao Hao & Bai Huang & Tae-Hwy Lee, 2022, "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers, University of California at Riverside, Department of Economics, number 202212, Jul.
  46. Jeffrey Brinkman & Jeffrey Lin, 2022, "Freeway Revolts! The Quality of Life Effects of Highways," Working Papers, Federal Reserve Bank of Philadelphia, number 22-24, Aug, DOI: 10.21799/frbp.wp.2022.24.
  47. Lind, Nelson & Ramondo, Natalia, 2022, "Global Innovation and Knowledge Diffusion," CEPR Discussion Papers, Centre for Economic Policy Research, number 17385, Jun.
  48. Nelson Lind & Natalia Ramondo, 2022, "Global Knowledge and Trade Flows: Theory and Measurement," NBER Working Papers, National Bureau of Economic Research, Inc, number 30590, Oct.
  49. Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022, "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 692, Jun.
  50. Giovanni D'Alessio & Riccardo De Bonis & Matteo Piazza & Luigi Infante & Giorgio Nuzzo & Silvia Sabatini & Francesca Zanichelli & Romina Gambacorta & Guido de Blasio & Stefano Federico & Juri Marcucci, 2022, "Statistics for economic analysis: the experience of the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 693, Jun.
  51. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2022, "How do Workers Learn? Theory and Evidence on the Roots of Lifecycle Human Capital Accumulation," Working papers, University of Connecticut, Department of Economics, number 2022-11, Apr, revised Dec 2024.
  52. Tomoo INOUE & Tatsuyoshi OKIMOTO, 2022, "Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22011, Feb.
  53. Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2022, "Credit Default Swaps and Corporate Carbon Emissions in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22098, Oct.
  54. Markus HECKEL & Tomoo INOUE & Kiyohiko NISHIMURA G. & Tatsuyoshi OKIMOTO, 2022, "Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22103, Nov.
  55. Tomoo INOUE & Tatsuyoshi OKIMOTO, 2022, "Dynamic Relationship between Mobility, Spread of COVID-19, and the Role of Vaccines (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 22002, Jan.
  56. Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022, "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers, Federal Reserve Bank of St. Louis, number 2022-001, Jan, revised 23 Oct 2023, DOI: 10.20955/wp.2022.001.
  57. Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022, "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers, Federal Reserve Bank of St. Louis, number 2022-015, Jul, DOI: 10.20955/wp.2022.015.
  58. Michael T. Owyang & Hannah Shell & Daniel Soques, 2022, "The Evolution of Regional Beveridge Curves," Working Papers, Federal Reserve Bank of St. Louis, number 2022-037, Nov, revised 24 Oct 2025, DOI: 10.20955/wp.2022.037.
  59. Julie Bennett & Michael T. Owyang, 2022, "FOMC Actions and Recent Movements in Five-Year Inflation Expectations," On the Economy, Federal Reserve Bank of St. Louis, number 94524, Jul.
  60. Michael T. Owyang & Ashley Stewart, 2022, "Is the U.S. in a Recession? What Key Economic Indicators Say," On the Economy, Federal Reserve Bank of St. Louis, number 94832, Sep.
  61. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua K. Montes & William B. Peterman & David D. Ratner & Daniel Villar Vallenas & Ahu Yildirmaz, 2022, "The $800 Billion Paycheck Protection Program: Where Did the Money Go and Why Did it Go There?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29669, Jan.
  62. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua K. Montes & William B. Peterman & David D. Ratner & Daniel Villar Vallenas & Ahu Yildirmaz, 2022, "An Evaluation of the Paycheck Protection Program Using Administrative Payroll Microdata," NBER Working Papers, National Bureau of Economic Research, Inc, number 29972, Apr.
  63. Abhijeet Singh & Mauricio Romero & Karthik Muralidharan, 2022, "Covid-19 Learning Loss and Recovery: Panel Data Evidence from India," CESifo Working Paper Series, CESifo, number 10031.
  64. Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2022, "A One-Covariate-at-a-Time Method for Nonparametric Additive Models," Papers, arXiv.org, number 2204.12023, Apr, revised May 2024.
  65. Yiren Wang & Liangjun Su & Yichong Zhang, 2022, "Low-rank Panel Quantile Regression: Estimation and Inference," Papers, arXiv.org, number 2210.11062, Oct.
  66. Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022, "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2351, Oct.
  67. Denis Shishkin & Maria Titova & Kun Zhang, 2022, "Withholding Verifiable Information," Papers, arXiv.org, number 2206.09918, Jun, revised May 2026.
  68. Sandra Aguilar-Gomez & Emilio Gutierrez & David Heres & David Jaume & Martin Tobal, 2022, "Thermal Stress and Financial Distress: Extreme Temperatures and Firms’ Loan Defaults in Mexico," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 148, Jun.
  69. UESUGI, Iichiro & HIRAGA, Kazuki & MANABE, Masashi & YOSHINO, Naoyuki, 2022, "Interregional Flow of Funds in Japan via Loans and Deposits of Financial Institutions, and its Determinants," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP22-3, Mar.
  70. UESUGI, Iichiro & HIRAGA, Kazuki & MANABE, Masashi & YOSHINO, Naoyuki, 2022, "Measuring Concentration in the Japanese Loan and Deposit Markets," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP22-4, Mar.
  71. Honda, Tomohito & Hosono, Kaoru & Miyakawa, Daisuke & Ono, Arito & Uesugi, Iichiro, 2022, "Determinants and Effects of the Use of COVID-19 Business Support Programs in Japan," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP22-5, Nov.
  72. Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022, "Aggregate Implications of Changing Sectoral Trends," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-16, Jan, DOI: 10.24148/wp2019-16.
  73. Fan, Yi & Weinhold, Diana, 2022, "Urban noise, sleep disruption and health," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114421, Apr.
  74. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022, "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," Papers, arXiv.org, number 2204.07672, Apr, revised Feb 2024.
  75. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022, "Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment," Papers, arXiv.org, number 2208.01300, Aug, revised Nov 2022.
  76. Ruonan Xu & Jeffrey M. Wooldridge, 2022, "A Design-Based Approach to Spatial Correlation," Papers, arXiv.org, number 2211.14354, Nov.
  77. Lihua Lei & Jeffrey Wooldridge, 2022, "What Estimators Are Unbiased For Linear Models?," Papers, arXiv.org, number 2212.14185, Dec.
  78. Jeffrey Wooldridge, 2022, "Using Stata to implement simple difference-in-differences estimators for staggered interventions," French Stata Users' Group Meetings 2022, Stata Users Group, number 27, Aug.
  79. Michael Bates & Jeffrey Wooldridge & Lelsie papke, 2022, "Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels," Working Papers, University of California at Riverside, Department of Economics, number 202214, Sep.
  80. Chengcheng Jia & Jing Cynthia Wu, 2022, "Average Inflation Targeting: Time Inconsistency and Ambiguous Communication," NBER Working Papers, National Bureau of Economic Research, Inc, number 29673, Jan.
  81. Eric R. Sims & Jing Cynthia Wu & Ji Zhang, 2022, "Unconventional Monetary Policy According to HANK," NBER Working Papers, National Bureau of Economic Research, Inc, number 30329, Aug.
  82. Hee-Seung Yang & Sungjin Kim, 2022, "Trusted Institutions and Policy Compliance: Evidence from COVID-19 Mobility Patterns in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2022rwp-206, Nov.
  83. Hee-Seung Yang & Booyuel Kim & Rony Rodriguez-Ramirez, 2022, "Does the Small Business Programme Benefit Self-Employed Workers? Evidence from Nicaragua," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2022rwp-207, Nov.
  84. Hee-Seung Yang & Sungjin Kim, 2022, "The Impact of Single Households on Local Economy: Evidence from Korea’s Demographic Trends," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2022rwp-208, Nov.

2021

  1. Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Papers, arXiv.org, number 2109.08351, Sep, revised Feb 2024.
  2. Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series, CESifo, number 9150.
  3. Blume, Andreas, 2021, "Meaning in Communication Games," CEPR Discussion Papers, Centre for Economic Policy Research, number 16374, Jul.
  4. Blume, Andreas & Deimen, Inga & Inoue, Sean, 2021, "Contracts versus Communication," CEPR Discussion Papers, Centre for Economic Policy Research, number 16697, Nov.
  5. Sung Je Byun & Jill Cetina & Joe Kneip, 2021, "Energy Financing Trends Consistent with Renewables’ Growth," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 90065, Feb.
  6. Sung Je Byun & Aaron L. Game & Alexander Jiron & Pavel Kapinos & Kelly Klemme & Bert Loudis, 2021, "The Pandemic's Impact on Credit Risk: Averted or Delayed?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-07-30-3, Jul, DOI: 10.17016/2380-7172.2957.
  7. Antonio Gabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez & Antonio Cabrales, 2021, "Communication and Social Preferences: An Experimental Analysis," CESifo Working Paper Series, CESifo, number 8850.
  8. Cevat Giray Aksoy & Antonio Cabrales & Mathias Dolls & Ruben Durante & Lisa Windsteiger, 2021, "Calamities, Common Interests, Shared Identity: What Shapes Social Cohesion in Europe?," CESifo Working Paper Series, CESifo, number 9112.
  9. Cevat Giray Aksoy & Antonio Cabrales & Mathias Dolls & Ruben Durante & Lisa Windsteiger, 2021, "Calamities, Common Interests, Shared Identity: What Shapes Altruism and Reciprocity?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 64.
  10. Antonio Cabrales & Irma Clots-Figueras & Roberto Hernán-González & Praveen Kujal, 2021, "Institutions and Opportunistic Behavior: Experimental Evidence," Working Papers, Chapman University, Economic Science Institute, number 21-05.
  11. Antonio Cabrales & Antonio M. Espin & Praveen Kujal & Stephen Rassenti, 2021, "Trustors' Disregard for Trustees Deciding Intuitively or Reflectively: Three Experiments on Time Constraints," Working Papers, Chapman University, Economic Science Institute, number 21-08.
  12. Cabrales, Antonio & Bellés-Obrero, Cristina & Jiménez-Martín, Sergi & Vall-Castello, Judit, 2021, "Women’s Education, Fertility and Children’s Health during a Gender Equalization Process: Evidence from a Child Labor Reform," CEPR Discussion Papers, Centre for Economic Policy Research, number 15752, Feb.
  13. Cabrales, Antonio & Espin, Antonio M. & Kujal, Praveen & Rassenti, Stephen, 2021, "Trustors’ disregard for trustees deciding intuitively or reflectively: three experiments on time constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 16188, May.
  14. Cristina Belles-Obrero & Antonio Cabrales & Sergi Jiménez-Martín & Judit Vall-Castello, 2021, "Women’s Education, Fertility and Children’ Health during a Gender Equalization Process: Evidence from a Child Labor Reform in Spain," Working Papers, FEDEA, number 2021-04, Jan.
  15. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021, "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-186, Apr.
  16. Jin Seo Cho & Meng Huang & Halbert White, 2021, "Testing a Constant Mean Function Using Functional Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-190, Dec.
  17. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2021, "Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-191, Dec.
  18. Escribano, Álvaro & Ortega, Álvaro, 2021, "A structural analysis of the merit-order effect in the Spanish day-ahead power market," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33298, Sep.
  19. Blazsek, Szabolcs & Escribano, Álvaro, 2021, "Robust estimation and forecasting of climate change using score-driven ice-age models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33453, Oct.
  20. Stephie Fried, 2021, "Seawalls and Stilts: A Quantitative Macro Study of Climate Adaptation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-07, Jan, DOI: 10.24148/wp2021-07.
  21. Stephie Fried & Kevin Novan & William B. Peterman, 2021, "The Macro Effects of Climate Policy Uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-018, Mar, DOI: 10.17016/FEDS.2021.018.
  22. Stephie Fried & Kevin Novan & William B. Peterman, 2021, "Recycling Carbon Tax Revenue to Maximize Welfare," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-023, Apr, DOI: 10.17016/FEDS.2021.023.
  23. Fujiwara, Ippei & Fujita, Shigeru, 2021, "Aging and the Real Interest Rate in Japan: A Labor Market Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 16127, May.
  24. Shigeru Fujita & Giuseppe Moscarini & Fabien Postel-Vinay, 2021, "Measuring Employer-to-Employer Reallocation," Working Papers, Federal Reserve Bank of Philadelphia, number 21-22, Jun, DOI: 10.21799/frbp.wp.2021.22.
  25. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021, "Online Appendix to "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Online Appendices, Review of Economic Dynamics, number 20-507.
  26. Rachid Laajaj & Camilo De Los Rios & Ignacio Sarmiento-Barbieri & Danilo Aristizabal & Eduardo Behrentz & Raquel Bernal, 2021, "SARS-CoV-2 spread, detection, and dynamics in a megacity in Latin America," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 78, Jul.
  27. Amanda Y. Agan & Bo Cowgill & Laura K. Gee, 2021, "Salary History and Employer Demand: Evidence from a Two-Sided Audit," NBER Working Papers, National Bureau of Economic Research, Inc, number 29460, Nov.
  28. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2021, "The Work-from-Home Technology Boon and its Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 28461, Feb.
  29. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Identification and Inference Under Narrative Restrictions," Papers, arXiv.org, number 2102.06456, Feb.
  30. Gibson, Matthew, 2021, "Employer Market Power in Silicon Valley," IZA Discussion Papers, IZA Network @ LISER, number 14843, Nov.
  31. Gibson, Matthew, 2021, "Policy Brief: Employer Market Power in Silicon Valley," IZA Policy Papers, Institute of Labor Economics (IZA), number 182, Nov.
  32. Mark Agerton & Ben Gilbert & Gregory B. Upton Jr., 2021, "The Economics of Natural Gas Venting, Flaring and Leaking in U.S. Shale: An Agenda for Research and Policy," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2021-02, Sep.
  33. Kehinde Abiodun & Ben Gilbert, 2021, "Does Universal Electrification Shield Firms from Productivity Loss?," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2021-03, Sep, revised Oct 2022.
  34. Audra Bowlus & Émilien Gouin-Bonenfant & Huju Liu & Lance Lochner & Youngmin Park, 2021, "Four Decades of Canadian Earnings Inequality and Dynamics Across Workers and Firms," Staff Working Papers, Bank of Canada, number 21-20, Apr, DOI: 10.34989/swp-2021-20.
  35. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2021, "A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado)," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 32200, Mar.
  36. Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021, "Expecting the unexpected: economic growth under stress," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-06, Mar.
  37. Góes, Carlos, 2021, "Savaris et al (2021) erroneously interpreted their regressions," OSF Preprints, Center for Open Science, number kczrn, Mar, DOI: 10.31219/osf.io/kczrn.
  38. Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
  39. So Yoon Ahn & Youjin Hahn & Semee Yoon, 2021, "Can New Learning Opportunities Reshape Gender Attitudes for Girls?: Field Evidence from Tanzania," Working Papers, Human Capital and Economic Opportunity Working Group, number 2021-046, Sep.
  40. Peter Reinhard Hansen & Chan Kim & Wade Kimbrough, 2021, "Periodicity in Cryptocurrency Volatility and Liquidity," Papers, arXiv.org, number 2109.12142, Sep, revised Nov 2021.
  41. Peter Reinhard Hansen, 2021, "Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants," Papers, arXiv.org, number 2110.00533, Oct, revised Jan 2022.
  42. Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
  43. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021, "Option Pricing with State-dependent Pricing Kernel," Papers, arXiv.org, number 2112.05308, Dec, revised Apr 2022.
  44. Iriberri, Nagore & Anaya, Lina & Rey Biel, Pedro & Zamarro, Gema, 2021, "Understanding Performance in Test Taking: The Role of Question Difficulty Order," CEPR Discussion Papers, Centre for Economic Policy Research, number 16099, May.
  45. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
  46. Hoff,Karla & Jalan,Jyotsna & Santra,Sattwik, 2021, "Participatory Theater Empowers Women : Evidence from India," Policy Research Working Paper Series, The World Bank, number 9680, Jun.
  47. Masashige Hamano & Munechika Katayama, 2021, "Epidemics and Macroeconomic Dynamics," Working Papers, Tokyo Center for Economic Research, number e162, Jul.
  48. David M. Kaplan, 2021, "Distcomp: Comparing distributions," Papers, arXiv.org, number 2110.02327, Oct.
  49. David M. Kaplan & Xin Liu, 2021, "k-Class Instrumental Variables Quantile Regression," Working Papers, Department of Economics, University of Missouri, number 2104.
  50. Cullen, Julie Berry & Koedel, Cory & Parsons, Eric, 2021, "The Compositional Effect of Rigorous Teacher Evaluation on Workforce Quality," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4hh6r911, Jan.
  51. Ishtiaque Fazlul & Cory Koedel & Eric Parsons & Cheng Qian, 2021, "Estimating test-score growth for schools and districts with a gap year in the data," Working Papers, Department of Economics, University of Missouri, number 2110.
  52. Yang An & Cory Koedel, 2021, "How Do Teachers from Alternative Pathways Contribute to the Teaching Workforce in Urban Areas? Evidence from Kansas City," Working Papers, Department of Economics, University of Missouri, number 2111.
  53. NaYoung Hwang & Brian Kisida & Cory Koedel, 2021, "A Familiar Face: Student-Teacher Rematches and Student Achievement," Working Papers, Department of Economics, University of Missouri, number 2116.
  54. Aeimit Lakdawala & Rajeswari Sengupta, 2021, "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2021-021, Aug.
  55. Esteban García-Miralles & Jonathan M. Leganza, 2021, "Joint Retirement of Couples: Evidence from Discontinuities in Denmark," CESifo Working Paper Series, CESifo, number 9191.
  56. Jeffrey P. Clemens & Jonathan M. Leganza & Alex Masucci, 2021, "Plugging Gaps in Payment Systems: Evidence from the Take-Up of New Medicare Billing Codes," CESifo Working Paper Series, CESifo, number 9209.
  57. Esteban Garcia-Miralles & Jonathan M. Leganza, 2021, "Public Pensions and Private Savings," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-06, Mar.
  58. Remy Levin & Daniela Vidart, 2021, "Risk-Taking Adaptation to Macroeconomic Experiences," Working papers, University of Connecticut, Department of Economics, number 2021-09, May, revised Nov 2023.
  59. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202107, Jan.
  60. Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers, University of California at Riverside, Department of Economics, number 202115, Nov.
  61. Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
  62. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021, "A risk management perspective on macroprudential policy," Working Paper Series, European Central Bank, number 2556, May.
  63. Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021, "The risk management approach to macro-prudential policy," Working Paper Series, European Central Bank, number 2565, Jun.
  64. Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021, "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1318, Feb.
  65. Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
  66. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2021, "Human Capital Investment and Development: The Role of On-the-job Training," Working papers, University of Connecticut, Department of Economics, number 2021-10, May, revised Aug 2022.
  67. Denny Irawan & Tatsuyoshi Okimoto, 2021, "Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-73, Aug.
  68. Denny Irawan & Tatsuyoshi Okimoto, 2021, "Conditional capital surplus and shortfall across renewable and non-renewable resource firms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-74, Aug.
  69. Denny IRAWAN & Tatsuyoshi OKIMOTO, 2021, "Conditional Capital Surplus and Shortfall across Resource Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21031, Apr.
  70. Denny IRAWAN & Tatsuyoshi OKIMOTO, 2021, "How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21033, Apr.
  71. Kohei AONO & Tatsuyoshi OKIMOTO, 2021, "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21053, Jul.
  72. Michael T. Owyang, 2021, "The Challenges in Dating the End of Recessions," On the Economy, Federal Reserve Bank of St. Louis, number 93984, May.
  73. Dong Hwan Oh & Andrew J. Patton, 2021, "Dynamic Factor Copula Models with Estimated Cluster Assignments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-029r1, Apr, revised 06 May 2022, DOI: 10.17016/FEDS.2021.029r1.
  74. Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
  75. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021, "On the effectiveness of macroprudential policy," Working Paper Series, European Central Bank, number 2559, May.
  76. Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021, "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-073, Nov, DOI: 10.17016/FEDS.2021.073.
  77. Chicas Romero,Mauricio & Bedoya,Juan & Yanez Pagans,Monica & Silveyra De La Garza,Marcela Lucia & De Hoyos Navarro,Rafael E., 2021, "School Management, Grants, and Test Scores : Experimental Evidence from Mexico," Policy Research Working Paper Series, The World Bank, number 9535, Feb.
  78. Luis Santos Pinto, 2021, "Are Overconfident Players More Likely to Win Tournaments and Contests?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.06a, May.
  79. Luis Santos Pinto & Paola Colzani, 2021, "Does Overconfidence Lead to Bargaining Failures?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.07, Feb.
  80. Inacio Bo & Jorgen Kratz & Makoto Shimoji, 2021, "Generalized Cumulative Offer Processes," Discussion Papers, Department of Economics, University of York, number 21/07, Oct.
  81. Tamara Sheldon & Rubal Dua & Omar Al Harbi, 2021, "Are Electric Vehicle Subsidies Becoming More Impactful Over Time?," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2021-dp04, Mar, DOI: 10.30573/KS--2021-DP04.
  82. Tamara Sheldon & Rubal Dua & Omar Al Harbi, 2021, "How Cost-Effective Are Electric Vehicle Subsidies in Reducing Tailpipe-CO2 Emissions?," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2021-dp07, Jun, DOI: 10.30573/KS--2021-DP07.
  83. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Papers, arXiv.org, number 2111.11506, Nov.
  84. Martín Tobal & Renato Yslas, 2021, "A historical perspective on prudential regulation, currency mismatches and exchange rates in Latin America and the Caribbean," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 70, May.
  85. Lorenzo Menna & Martín Tobal, 2021, "Communication of Credit Rating Agencies and Financial Markets," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 80, Jul.
  86. Emilio Gutierrez & David Jaume & Martín Tobal, 2021, "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0277, Apr.
  87. Iichiro UESUGI & Arito ONO & Tomohito HONDA & Shota ARAKI & Hirofumi UCHIDA & Yuki ONOZUKA & Daiji KAWAGUCHI & Daisuke TSURUTA & Hikaru FUKANUMA & Kaoru HOSONO & Daisuke MIYAKAWA & Yukihiro YASUDA & N, 2021, "Firms' Responses and Policy Measures to the COVID-19 Pandemic: An analysis based on a firm survey (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 21029, Jun.
  88. Honda, Tomohito & Uesugi, Iichiro, 2021, "COVID-19 and Precautionary Corporate Cash Holdings: Evidence from Japan," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP21-2, Feb.
  89. Daniela Vidart, 2021, "Human Capital, Female Employment, and Electricity: Evidence from the Early 20th Century United States," Working papers, University of Connecticut, Department of Economics, number 2021-08, May, revised Sep 2022.
  90. Ratul Das Chaudhury & Birendra Rai & Liang Choon Wang & Dyuti Banerjee, 2021, "Welfare v. Consent: On the Optimal Penalty for Harassment," Papers, arXiv.org, number 2103.00734, Mar, revised Apr 2023.
  91. Zenou, Yves & Islam, Asad & Pakrashi, Debayan & Sahoo, Soubhagya & Wang, Liang Choon, 2021, "Gender inequality and caste: Field experimental evidence from India," CEPR Discussion Papers, Centre for Economic Policy Research, number 16736, Nov.
  92. Soh,Yew Chong & Del Carpio,Ximena Vanessa & Wang,Liang Choon, 2021, "The Impact of Language of Instruction in Schools on Student Achievement: Evidence from Malaysia Using the Synthetic Control Method," Policy Research Working Paper Series, The World Bank, number 9517, Jan.
  93. Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge, 2021, "Simple Alternatives to the Common Correlated Effects Model," Papers, arXiv.org, number 2112.01486, Dec.
  94. Jeffrey M. Wooldridge, 2021, "Nonlinear difference in differences with panel data," Economics Virtual Symposium 2021, Stata Users Group, number 4, Nov.
  95. Chengcheng Jia & Jing Cynthia Wu, 2021, "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers, Federal Reserve Bank of Cleveland, number 21-19R, Sep, revised 01 Feb 2022, DOI: 10.26509/frbc-wp-202119r.

2020

  1. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020, "Sectoral Employment Dynamics in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-51, May.
  2. Joseph E. Aldy & Maximilian Auffhammer & Maureen Cropper & Arthur Fraas & Richard Morgenstern, 2020, "Looking Back at 50 Years of the Clean Air Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 26687, Jan.
  3. Michael D. Bauer & Eric T. Swanson, 2020, "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series, CESifo, number 8151.
  4. Michael D. Bauer & Glenn D. Rudebusch, 2020, "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-25, Jul, DOI: 10.24148/wp2020-25.
  5. Michael D. Bauer & Eric T. Swanson, 2020, "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers, National Bureau of Economic Research, Inc, number 27013, Apr.
  6. Andreas Blume & In-Uck Park, 2020, "Quid pro Quo: Friendly Information Exchange between Rivals," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 20/733, Nov.
  7. Kristy Buzard & Kathleen Claussen, 2020, "Under Pressure: Intractable Trade Conflicts and Korea -- Pneumatic Valves," RSCAS Working Papers, European University Institute, number 2020/82, Nov.
  8. Siddhartha Bandyopadhyay & Antonio Cabrales, 2020, "Pricing group membership," Papers, arXiv.org, number 2008.03102, Aug.
  9. Antonio Cabrales & Irma Clots-Figueras & Roberto Hernán-González & Praveen Kujal, 2020, "Institutions, Opportunism and Prosocial Behavior: Some Experimental Evidence," CESifo Working Paper Series, CESifo, number 8323.
  10. Aksoy Cevat Giray & Antonio Cabrales & Mathias Dolls & Windsteiger Lisa, 2020, "COVID-19, Trust and Solidarity in the EU," EconPol Policy Reports, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 27.
  11. Callen, Michael, 2020, "Data and policy decisions: Experimental evidence from Pakistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 15169, Aug.
  12. Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon, 2020, "Sequentially Estimating the Structural Equation by Power Transformation," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-162, Feb.
  13. Lijuan Huo & Jin Seo Cho, 2020, "Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-180, Oct.
  14. S. Nageeb Ali & Ayal Chen-Zion & Erik Lillethun, 2020, "Reselling Information," Papers, arXiv.org, number 2004.01788, Apr, revised Dec 2022.
  15. Cebreros Alfonso & Salcedo Alejandrina & Chiquiar Daniel & Heffner-Rodríguez Aldo, 2020, "Trade Policy Uncertainty and its Effect on Foreign Direct Investment: Evidence from Mexico," Working Papers, Banco de México, number 2020-14, Dec.
  16. Torrado, María & Escribano, Álvaro, 2020, "European gasoline markets: price transmission asymmetries in mean and variance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29633, Jan.
  17. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
  18. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Dynamic stochastic general equilibrium inference using a score-driven approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30347, May.
  19. Escribano, Álvaro & Wang, Dandan, 2020, "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30557, Jun.
  20. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31339, Nov.
  21. Stephie Fried & David Lagakos, 2020, "Electricity and Firm Productivity: A General-Equilibrium Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 27081, May.
  22. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2020, "The Cyclicality of Labor Force Participation Flows: The Role of Labor Supply Elasticities and Wage Rigidity," Working Papers, Federal Reserve Bank of Philadelphia, number 20-23, Jun, DOI: 10.21799/frbp.wp.2020.23.
  23. Jeffrey D Sachs & Salim Abdool Karim & Lara Aknin & Joseph Allen & Kirsten Brosbol & Gabriela Cuevas Barron & Peter Daszak & María Fernanda Espinosa & Vitor Gaspar & Alejandro Gaviria & Andy Haines, 2020, "Lancet COVID-19 Commission Statement on the occasion of the 75th session of the UN General Assembly," DEOS Working Papers, Athens University of Economics and Business, number 2032, Sep.
  24. Breig, Zachary & Gibson, Matthew & Shrader, Jeffrey G., 2020, "Why Do We Procrastinate? Present Bias and Optimism," IZA Discussion Papers, IZA Network @ LISER, number 13060, Mar.
  25. Gibson, Matthew & Mullins, Jamie, 2020, "Climate Risk and Beliefs in New York Floodplains," IZA Discussion Papers, IZA Network @ LISER, number 13553, Jul.
  26. Ensieh Shojaeddini, 2020, "Heterogeneity in the Rebound Effect: Evidence from Efficient Lighting Subsidies," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2020-07, Nov.
  27. Mario Alloza & Jesus Gonzalo & Carlos Sanz, 2020, "Dynamic Effects of Persistent Shocks," Papers, arXiv.org, number 2006.14047, Jun.
  28. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Spurious relationships in high dimensional systems with strong or mild persistence," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31553, Dec.
  29. Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31555, Dec.
  30. Gloria Gonzalez-Rivera & Yun Luo, 2020, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202005, Mar.
  31. Goes, Carlos & Bekkers, Eddy, 2020, "The Impact of Trade Conflicts on Innovation," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333243.
  32. Jeffrey Grogger & Ria Ivandic & Tom Kirchmaier, 2020, "Comparing conventional and machine-learning approaches to risk assessment in domestic abuse cases," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1676, Feb.
  33. Jeffrey Grogger & Andreas Steinmayr & Joachim Winter, 2020, "The Wage Penalty of Regional Accents," NBER Working Papers, National Bureau of Economic Research, Inc, number 26719, Jan.
  34. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  35. Massimo Guidolin & Manuela Pedio, 2020, "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20140.
  36. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
  37. Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
  38. Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
  39. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
  40. Haefke, Christian & Reiter, Michael, 2020, "Long Live the Vacancy," IHS Working Paper Series, Institute for Advanced Studies, number 22, Sep.
  41. Ilya Archakov & Peter Reinhard Hansen, 2020, "A New Parametrization of Correlation Matrices," Papers, arXiv.org, number 2012.02395, Dec.
  42. Ilya Archakov & Peter Reinhard Hansen, 2020, "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," Papers, arXiv.org, number 2012.02698, Dec, revised Nov 2021.
  43. Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020, "A Multivariate Realized GARCH Model," Papers, arXiv.org, number 2012.02708, Dec, revised Feb 2025.
  44. Elena Ivona Dumitrescu & Peter Hansen, 2020, "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print, HAL, number hal-03331109.
  45. Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020, "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers, Federal Reserve Bank of Dallas, number 2019, Jun, DOI: 10.24149/wp2019.
  46. Jungbin Hwang & Gonzalo Valdés, 2020, "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers, University of Connecticut, Department of Economics, number 2020-02, Jan.
  47. Jungbin Hwang & Gonzalo Valdés, 2020, "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2020-03, Jan, revised Aug 2020.
  48. Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020, "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-8, Dec.
  49. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020, "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series, Central Bank of Brazil, Research Department, number 539, Nov.
  50. Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020, "Zombies at large? Corporate debt overhang and the macroeconomy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 042, Dec.
  51. Taylor, Alan M. & Jordà , Òscar & Singh, Sanjay, 2020, "The long-run effects of monetary policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 14338, Jan.
  52. Taylor, Alan M. & Jordà , Òscar & Singh, Sanjay, 2020, "Longer-run economic consequences of pandemics," CEPR Discussion Papers, Centre for Economic Policy Research, number 14543, Mar.
  53. Taylor, Alan M. & Cloyne, James & Jordà , Òscar, 2020, "Decomposing the Fiscal Multiplier," CEPR Discussion Papers, Centre for Economic Policy Research, number 14544, Mar.
  54. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2020, "Disasters Everywhere: The Costs of Business Cycles Reconsidered," CEPR Discussion Papers, Centre for Economic Policy Research, number 14559, Apr.
  55. Masashige Hamano & Munechika Katayama & So Kubota, 2020, "COVID-19 Misperception and Macroeconomy," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2016, Nov.
  56. David M. Kaplan, 2020, "Interpreting Unconditional Quantile Regression with Conditional Independence," Papers, arXiv.org, number 2010.03606, Oct, revised Oct 2021.
  57. David M. Kaplan, 2020, "sivqr: Smoothed IV quantile regression," Working Papers, Department of Economics, University of Missouri, number 2009.
  58. David M. Kaplan, 2020, "Assessing Policy Effects with Unconditional Quantile Regression," Working Papers, Department of Economics, University of Missouri, number 2011.
  59. Tae-Hwan Kim & Christophe Muller, 2020, "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print, HAL, number hal-02084505, Apr, DOI: 10.1080/03610918.2018.1493505.
  60. Dong Jin Lee & Tae-Hwan Kim & Paul Mizen, 2020, "Impulse response analysis in conditional quantile models with an application to monetary policy," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2020/08.
  61. Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim, 2020, "Does Political Orientation Affect Happiness? The Case of South Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-163, Feb.
  62. Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020, "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-164, Feb.
  63. Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2020, "Testing for Structural Breaks in Return-Based Style Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-165, Feb.
  64. Yunmi Kim & Lijuan Huo & Tae-Hwan Kim, 2020, "Dealing with Markov-Switching Parameters in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-166, Feb.
  65. Titan Alon & Minki Kim & David Lagakos, 2020, "How Should Policy Responses to the COVID-19 Pandemic Differ in the Developing World?," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-350, May.
  66. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020, "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers, Bank of Canada, number 2020-16, Dec, DOI: 10.34989/sdp-2020-16.
  67. Rajeev Darolia & Cory Koedel & Joyce B. Main & Felix Ndashimye & Junpeng Yan, 2020, "High School Course Access and Postsecondary STEM Enrollment and Attainment," Working Papers, Department of Economics, University of Missouri, number 2004, Oct.
  68. Cory Koedel & Eric Parsons, 2020, "The Effect of the Community Eligibility Provision on the Ability of Free and Reduced-Price Meal Data to Identify Disadvantaged Students," Working Papers, Department of Economics, University of Missouri, number 2005, Jul.
  69. James H. Fowler & Seth J. Hill & Remy Levin & Nick Obradovich, 2020, "The effect of stay-at-home orders on COVID-19 cases and fatalities in the United States," Papers, arXiv.org, number 2004.06098, Apr, revised May 2020.
  70. Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Papers, arXiv.org, number 2011.00435, Nov, revised Apr 2023.
  71. Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers, arXiv.org, number 2011.02077, Nov, revised May 2021.
  72. Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
  73. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202012, Jun.
  74. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers, University of California at Riverside, Department of Economics, number 202015, Jul.
  75. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020, "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers, University of California at Riverside, Department of Economics, number 202027, Dec.
  76. Tung Liu, 2020, "Measuring Technical, Allocative inefficiency, and Cost Inefficiency by Applying Duality Theory," Working Papers, Ball State University, Department of Economics, number 202001, Jun, revised Jun 2020.
  77. Sanghoon Lee & Seung Jung Lee & Jeffrey Lin, 2020, "The Well-Being of Nations: Estimating Welfare from International Migration," Working Papers, Federal Reserve Bank of Philadelphia, number 19-33, Jan, DOI: 10.21799/frbp.wp.2019.33.
  78. Enrico Berkes & Olivier Deschênes & Ruben Gaetani & Jeffrey Lin & Christopher Severen, 2020, "Lockdowns and Innovation: Evidence from the 1918 Flu Pandemic," Working Papers, Federal Reserve Bank of Philadelphia, number 20-46, Dec, DOI: 10.21799/frbp.wp.2020.46.
  79. Jeffrey Lin & Ferdinand Rauch, 2020, "What Future for History Dependence in Spatial Economics?," Working Papers, Federal Reserve Bank of Philadelphia, number 20-47, Dec, DOI: 10.21799/frbp.wp.2020.47.
  80. Amuedo-Dorantes, Catalina & Lofstrom, Magnus & Wang, Chunbei, 2020, "Immigration Policy and the Rise of Self-Employment among Mexican Immigrants," IZA Discussion Papers, IZA Network @ LISER, number 13930, Dec.
  81. Gelain, Paolo & Manganelli, Simone, 2020, "Monetary policy with judgment," Working Paper Series, European Central Bank, number 2404, May.
  82. Falconio, Andrea & Manganelli, Simone, 2020, "Financial conditions, business cycle fluctuations and growth at risk," Working Paper Series, European Central Bank, number 2470, Sep.
  83. Manganelli, Simone & Piras, Francesco & Agnoletti, Mauro, 2020, "Covid-19 and rural landscape: the case of Italy," Working Paper Series, European Central Bank, number 2478, Oct.
  84. Molina, Danielken, 2020, "The China Effect on Colombia’s Manufacturing Labor Market," IDB Publications (Working Papers), Inter-American Development Bank, number 10105, Jan, DOI: http://dx.doi.org/10.18235/0002154.
  85. Ma, Xiao & Muendler, Marc-Andreas & Nakab, Alejandro, 2020, "Learning by Exporting and Wage Profiles: New Evidence from Brazil," MPRA Paper, University Library of Munich, Germany, number 109497, Aug, revised 31 Aug 2021.
  86. Ma, Xiao & Nakab, Alejandro, 2020, "Comparative Advantage and Human Capital: A Cross-country Quantitative Analysis," MPRA Paper, University Library of Munich, Germany, number 110267, Jun, revised Sep 2020.
  87. Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2020, "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20030, Apr.
  88. Denny IRAWAN & Tatsuyoshi OKIMOTO, 2020, "Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20059, Jun.
  89. Tomoo Inoue & Tatsuyoshi Okimoto, 2020, "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers, HAL, number hal-02938960, Sep.
  90. Ana B. Galvão & Michael T. Owyang, 2020, "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers, Federal Reserve Bank of St. Louis, number 2020-028, Sep, revised Apr 2022, DOI: 10.20955/wp.2020.028.
  91. Kathryn Bokun & Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2020, "FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2020-031, Aug, revised 01 Aug 2021, DOI: 10.20955/wp.2020.031.
  92. Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020, "Industrial Connectedness and Business Cycle Comovements," Working Papers, Federal Reserve Bank of St. Louis, number 2020-052, Dec, revised 04 Aug 2021, DOI: 10.20955/wp.2020.052.
  93. Julie Bennett & Michael T. Owyang & Hannah Shell, 2020, "COVID-19: What Do FREDcast Users Think about Economic Growth?," On the Economy, Federal Reserve Bank of St. Louis, number 87746, Mar.
  94. Laura E. Jackson & Christopher Otrok & Michael T. Owyang, 2020, "Could More Progressive Taxes Increase Income Inequality?," On the Economy, Federal Reserve Bank of St. Louis, number 88008, May.
  95. Sander Barendse & Andrew J. Patton, 2020, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers, University of Oxford, Department of Economics, number 909, May.
  96. Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020, "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers, Banco de España, number 2015, Jun.
  97. Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020, "Spillover effects in international business cycles," Working Papers, Banco de España, number 2034, Nov.
  98. Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Laeven, Luc, 2020, "Growth-and-Risk Trade-off," CEPR Discussion Papers, Centre for Economic Policy Research, number 14492, Mar.
  99. Pérez-Quirós, Gabriel & Diaz, Elena, 2020, "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 15451, Nov.
  100. Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2020, "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," CESifo Working Paper Series, CESifo, number 8137.
  101. Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020, "What is Certain about Uncertainty?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1294, Jul, DOI: 10.17016/IFDP.2020.1294.
    • Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023, "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, volume 61, issue 2, pages 624-654, June, DOI: 10.1257/jel.20211645.
  102. Richard Carson & Joshua S. Graff Zivin & Jordan Louviere & Sally Sadoff & Jeffrey G. Shrader Jr, 2020, "The Risk of Caution: Evidence from an R&D Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26847, Mar.
  103. Shujie Ma & Liangjun Su & Yichong Zhang, 2020, "Detecting Latent Communities in Network Formation Models," Papers, arXiv.org, number 2005.03226, May, revised Mar 2021.
  104. Zhentao Shi & Liangjun Su & Tian Xie, 2020, "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers, arXiv.org, number 2010.09477, Oct, revised Aug 2022.
  105. Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.
  106. Zongwu Cai & Xiyuan Liu & Liangjun Su, 2020, "A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202406, Oct, revised Jan 2024.
  107. Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
  108. Liangjun Su & Xia Wang, 2020, "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2020, Feb.
  109. Laura D’Amato & Máximo Sangiácomo & Martín Tobal, 2020, "Export Survival and Foreign Financing," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 16, Aug.
  110. Islam, Asadul & Pakrashi, Debayan & Vlassopoulos, Michael & Wang, Liang Choon, 2020, "Stigma and Misconceptions in the Time of the COVID-19 Pandemic: A Field Experiment in India," IZA Discussion Papers, IZA Network @ LISER, number 13995, Dec.
  111. Md. Main Uddin & Liang Choon Wang & Russell Smyth, 2020, "Do government-initiated energy comparison sites encourage consumer search and lower prices? Evidence from an online randomized controlled experiment in Australia," Monash Economics Working Papers, Monash University, Department of Economics, number 11-20, Dec.
  112. Akanksha Negi & Jeffrey M. Wooldridge, 2020, "Robust and Efficient Estimation of Potential Outcome Means under Random Assignment," Papers, arXiv.org, number 2010.01800, Oct, revised Aug 2024.
  113. Jeff Wooldridge, 2020, "Correlated random effects methods for panel data models with heterogeneous time effects," London Stata Conference 2020, Stata Users Group, number 06, Sep.
  114. Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan, 2020, "Improved Estimation of Dynamic Models of Conditional Means and Variances," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-021.
  115. Yan Liu & Jing Cynthia Wu, 2020, "Reconstructing the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 27266, May.
  116. Eric R. Sims & Jing Cynthia Wu, 2020, "Wall Street vs. Main Street QE," NBER Working Papers, National Bureau of Economic Research, Inc, number 27295, Jun.

2019

  1. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019, "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 601, Jan.
  2. Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/19, Mar.
  3. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019, "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers, Federal Reserve Bank of Cleveland, number 18-14R, Jul, DOI: 10.26509/frbc-wp-201814r.
  4. Richard Ashley & Randal J. Verbrugge, 2019, "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers, Federal Reserve Bank of Cleveland, number 19-09R2, May, revised 14 Feb 2023, DOI: 10.26509/frbc-wp-201909r2.
  5. Ingvild Almås & Maximilian Auffhammer & Tessa Bold & Ian Bolliger & Aluma Dembo & Solomon M. Hsiang & Shuhei Kitamura & Edward Miguel & Robert Pickmans, 2019, "Destructive Behavior, Judgment, and Economic Decision-making under Thermal Stress," NBER Working Papers, National Bureau of Economic Research, Inc, number 25785, Apr.
  6. Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019, "Market-based monetary policy uncertainty," CESifo Working Paper Series, CESifo, number 7621.
  7. Judit Vall Castelló & Cristina Bellés Obrero & Antonio Cabrales & Sergi Jiménez-Martín, 2019, "Mothers' Care: Reversing Early Childhood Health Shocks through Parental Investments," Working Papers, Barcelona School of Economics, number 1068, Jan.
  8. Cabrales, Antonio & Bellés-Obrero, Cristina & Jiménez-Martín, Sergi & Vall-Castello, Judit, 2019, "Mothers’ care: reversing early childhood health shocks through parental investments," CEPR Discussion Papers, Centre for Economic Policy Research, number 13451, Jan.
  9. Cabrales, Antonio & Kendall, Ryan & Sánchez, Anxo, 2019, "Effective policies and social norms in the presence of driverless cars: Theory and experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13784, Jun.
  10. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2019, "What you don't know...Can't hurt you? A natural field experiment on relative performance feedback in higher education," Post-Print, HAL, number hal-03574128, Aug, DOI: 10.1287/mnsc.2018.3131.
  11. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
  12. Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
  13. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
  14. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2019, "Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-154, Dec.
  15. Ayal Chen-Zion & James E. Rauch, 2019, "History Dependence, Cohort Attachment, and Job Referrals in Networks of Close Relationships," CESifo Working Paper Series, CESifo, number 7952.
  16. Chiquiar Daniel & Tobal Martín, 2019, "Global Value Chains in Mexico: A Historical Perspective," Working Papers, Banco de México, number 2019-06, Apr.
  17. Chiquiar Daniel & Ibarra-Ramírez Raúl, 2019, "Central Bank Independence and Inflation: An Empirical Analysis," Working Papers, Banco de México, number 2019-18, Dec.
  18. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28133, Jan.
  19. Aza, Claudia & Escribano, Álvaro, 2019, "Efectos de la digitalización y la productividad en la economía española : una comparación internacional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28182, Feb.
  20. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28451, May.
  21. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28638, Jul.
  22. Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2019, "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28639, Feb.
  23. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29030, Oct.
  24. Aza, Claudia & Escribano, Álvaro, 2019, "Transporte, infraestructura y crecimiento económico en España," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29294, Nov.
  25. Stephie Fried & Kevin Novan & William B. Peterman, 2019, "The Green Dividend Dilemma: Carbon Dividends Versus Double-Dividends," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-03-08, Mar, DOI: 10.17016/2380-7172.2340.
  26. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2019, "Elasticities of Labor Supply and Labor Force Participation Flows," Working Papers, Federal Reserve Bank of Philadelphia, number 19-3, Jan, DOI: 10.21799/frbp.wp.2019.03.
  27. Alejandro Gaviria & NicolÔøΩs Valbuena & Alejandro Gregory, 2019, "Globalizaci√≥n y desigualdad: el caso del f√∫tbol internacional," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17487, Oct.
  28. Laura K. Gee & Jonathan Meer, 2019, "The Altruism Budget: Measuring and Encouraging Charitable Giving," NBER Working Papers, National Bureau of Economic Research, Inc, number 25938, Jun.
  29. Andra C. Ghent, 2019, "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers, National Bureau of Economic Research, Inc, number 25966, Jun.
  30. Skreta, Vasiliki & Giacomini, Raffaella & Gaglianone, Wagner & Issler, Joao, 2019, "Incentive-driven Inattention," CEPR Discussion Papers, Centre for Economic Policy Research, number 13619, Mar.
  31. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019, "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/19, Jul.
  32. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019, "Estimation Under Ambiguity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/19, May.
  33. Garg, Teevrat & Gibson, Matthew & Sun, Fanglin, 2019, "Extreme Temperatures and Time-Use in China," IZA Discussion Papers, IZA Network @ LISER, number 12372, May.
  34. Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019, "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-02, Mar.
  35. Ben Gilbert & Jacob LaRiviere & Kevin Novan, 2019, "Additionality, Mistakes, and Energy Efficiency Investment," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2019-01, Jun.
  36. Carol Dahl & Ben Gilbert & Ian Lange, 2019, "Prospects for Mining Asteroids: Into this World or Out of the Question," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2019-03, Jul, revised Jan 2021.
  37. Brittany Tarufelli & Ben Gilbert, 2019, "Leakage in Regional Climate Policy? Implications of Electricity Market Design," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2019-07, Nov, revised Dec 2021.
  38. Liang Chen & Juan Jose Dolado & Jesus Gonzalo, 2019, "Quantile Factor Models," Papers, arXiv.org, number 1911.02173, Nov, revised Sep 2020.
  39. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2019, "Predictive Regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28554, Jul.
  40. González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019, "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 29054, Oct.
  41. Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19106.
  42. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19116.
  43. Massimo Guidolin & Manuela Pedio & Dimos Andronoudis, 2019, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19117.
  44. Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
  45. Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
  46. Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019, "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19121.
  47. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19122.
  48. Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 639.
  49. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1913, Aug, revised May 2020.
  50. Youjin Hahn & Chulyoung Kim & Sang-Hyun Kim, 2019, "Endowment Effects in Proposal Right Contest," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-156, Dec.
  51. Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers, arXiv.org, number 1908.07821, Aug, revised May 2020.
  52. Kosuke Aoki & Hibiki Ichiue & Tatsushi Okuda, 2019, "Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-14, Sep.
  53. Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki, 2019, "Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-8, Jun.
  54. Iriberri, Nagore & Rey Biel, Pedro, 2019, "Brave Boys and Play-it-Safe Girls: Gender Differences in Willingness to Guess in a Large Scale Natural Field Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13541, Feb.
  55. Iriberri, Nagore & Card, David & DellaVigna, Stefano & Funk, Patricia, 2019, "Are Referees and Editors in Economics Gender Neutral?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13789, Jun.
  56. Iriberri, Nagore & García-Pola, Bernardo, 2019, "Naivete and Sophistication in Initial and Repeated Play in Games," CEPR Discussion Papers, Centre for Economic Policy Research, number 14088, Oct.
  57. Hecq, Alain & Issler, João Victor & Telg, Sean, 2019, "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 810, Oct.
  58. Issler, João Victor & Soares, Ana Flávia, 2019, "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 812, Feb.
  59. Òscar Jordà & Fernanda Nechio, 2019, "Inflation Globally," Working Papers Central Bank of Chile, Central Bank of Chile, number 850, Oct.
  60. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2019, "The Total Risk Premium Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 13595, Mar.
  61. Taylor, Alan M. & Jordà , Òscar, 2019, "Riders on the Storm," CEPR Discussion Papers, Centre for Economic Policy Research, number 13978, Sep.
  62. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2019, "Sticky-Wage Models and Knowledge Capital," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1046, Jan.
  63. David M. Kaplan, 2019, "Unbiased Estimation as a Public Good," Working Papers, Department of Economics, University of Missouri, number 1911, Sep.
  64. David M. Kaplan & Lonnie Hofmann, 2019, "High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles," Working Papers, Department of Economics, University of Missouri, number 1914, Nov, revised 19 Sep 2020.
  65. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019, "Constraint Qualifications in Partial Identification," Papers, arXiv.org, number 1908.09103, Aug, revised Apr 2021.
  66. Hiroaki Kaido & Yi Zhang, 2019, "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers, arXiv.org, number 1910.04610, Oct, revised Jul 2026.
  67. Dan Goldhaber & Cory Koedel, 2019, "Public Accountability and Nudges: The Effect of an Information Intervention on the Responsiveness of Teacher Education Programs to External Ratings," Working Papers, Department of Economics, University of Missouri, number 1902.
  68. Dongwoo Kim & Cory Koedel & P. Brett Xiang, 2019, "The Trade-off Between Pension Costs and Salary Expenditures in the Public Sector," Working Papers, Department of Economics, University of Missouri, number 1913, Oct.
  69. Diyi Li & Cheng Qian & Cory Koedel, 2019, "Non-Resident Postsecondary Enrollment Growth and the Outcomes of In-State Students," Working Papers, Department of Economics, University of Missouri, number 1916.
  70. James Andreoni & Michael A. Kuhn & John A. List & Anya Samek & Kevin Sokal & Charles Sprenger, 2019, "Toward an Understanding of the Development of Time Preferences: Evidence from Field Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 25590, Feb.
  71. Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019, "Detecting p-hacking," Papers, arXiv.org, number 1906.06711, Jun, revised May 2021.
  72. Tae-Hwy Lee & Jianghao Chu & Aman Ullah & Ran Wang, 2019, "Boosting," Working Papers, University of California at Riverside, Department of Economics, number 201917, May.
  73. Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019, "Bootstrap Aggregating and Random Forest," Working Papers, University of California at Riverside, Department of Economics, number 201918, Jul.
  74. Jeffrey Brinkman & Jeffrey Lin, 2019, "Freeway Revolts!," Working Papers, Federal Reserve Bank of Philadelphia, number 19-29, Jul, DOI: 10.21799/frbp.wp.2019.29.
  75. Wang, Chunbei & Lofstrom, Magnus, 2019, "September 11 and the Rise of Necessity Self-Employment among Mexican Immigrants," IZA Discussion Papers, IZA Network @ LISER, number 12555, Aug.
  76. Dominguez-Rivera, Patricio & Lofstrom, Magnus & Raphael, Steven, 2019, "The Effect of Sentencing Reform on Crime Rates: Evidence from California's Proposition 47," IZA Discussion Papers, IZA Network @ LISER, number 12652, Sep.
  77. Lofstrom, Magnus & Martin, Brandon & Raphael, Steven, 2019, "The Effect of Sentencing Reform on Racial and Ethnic Disparities in Involvement with the Criminal Justice System: The Case of California's Proposition 47," IZA Discussion Papers, IZA Network @ LISER, number 12722, Oct.
  78. Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
  79. Chavleishvili, Sulkhan & Manganelli, Simone, 2019, "Forecasting and stress testing with quantile vector autoregression," Working Paper Series, European Central Bank, number 2330, Nov.
  80. Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
  81. Bao H. Nguyen & Tatsuyoshi Okimoto & Trung Duc Tran, 2019, "Uncertainty and Sign-Dependent Effects of Oil Market Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-10, Feb.
  82. Kimie HARADA & Tatsuyoshi OKIMOTO, 2019, "The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19014, Mar.
  83. Tomoo INOUE & Tatsuyoshi OKIMOTO, 2019, "How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19031, Apr.
  84. Bao H. NGUYEN & Tatsuyoshi OKIMOTO & Trung Duc TRAN, 2019, "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19042, Jun.
  85. Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019, "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-16, Aug.
  86. Neville Francis & Michael T. Owyang & Daniel Soques, 2019, "Business Cycles Across Space and Time," Working Papers, Federal Reserve Bank of St. Louis, number 2019-010, Jan, revised 05 May 2021, DOI: 10.20955/wp.2019.010.
  87. Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019, "Contagious Switching," Working Papers, Federal Reserve Bank of St. Louis, number 2019-014, May, revised 28 Feb 2021, DOI: 10.20955/wp.2019.014.
  88. Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
  89. Andrew J. Patton & Brian M. Weller, 2019, "Testing for Unobserved Heterogeneity via k-means Clustering," Papers, arXiv.org, number 1907.07582, Jul.
  90. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019, "Testing Forecast Rationality for Measures of Central Tendency," Papers, arXiv.org, number 1910.12545, Oct, revised Jul 2024.
  91. Stephie Fried & Kevin Novan & William Peterman, 2019, "The Macro Effects of Anticipating Climate Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 683.
  92. Mauricio Romero & Justin Sandefur, 2019, "Beyond Short-term Learning Gains: The Impact of Outsourcing Schools in Liberia after Three Years," Working Papers, Center for Global Development, number 521, Dec.
  93. M Romero & S Saavedra, 2019, "Communal Property Rights and Deforestation," Documentos de Trabajo, Universidad del Rosario, number 17508, Oct.
  94. S Saavedra & M Romero, 2019, "Local Incentives and National Tax Evasion: Unintended Effects of a Mining Royalties Reform in Colombia," Documentos de Trabajo, Universidad del Rosario, number 17529, Oct.
  95. Isaac Mbiti & Mauricio Romero & Youdi Schipper, 2019, "Designing Effective Teacher Performance Pay Programs: Experimental Evidence from Tanzania," NBER Working Papers, National Bureau of Economic Research, Inc, number 25903, May.
  96. Rubal Dua & Tamara Sheldon, 2019, "Drivers of New Light-Duty Vehicle Fleet Fuel Economy in Saudi Arabia," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2019-dp55, Apr, DOI: 10.30573/KS--2019-DP55.
  97. Tamara Sheldon & Rubal Dua, 2019, "The Effectiveness of China’s Plug-In Electric Vehicle Subsidy," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks--2019-dp77, Dec, DOI: 10.30573/KS--2019-DP77.
  98. Suyong Song & Stephen S. Baek, 2019, "Shape Matters: Evidence from Machine Learning on Body Shape-Income Relationship," Papers, arXiv.org, number 1906.06747, Jun.
  99. Liangjun Su & Ke Miao & Sainan Jin, 2019, "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2019, Jan.
  100. Miao Ke & Liangjun Su & Wendun Wang, 2019, "Panel threshold regressions with latent group structures," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2019, Jul.
  101. Shengjie Hong & Liangjun Su & Yaqi Wang, 2019, "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2019, Mar.
  102. Koji SAKAI & Iichiro UESUGI, 2019, "The Extent and Efficiency of Credit Reallocation during Economic Downturns," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19004, Feb.
  103. Daisuke MIYAKAWA & Chihiro SHIMIZU & Iichiro UESUGI, 2019, "Geography and Realty Prices: Evidence from International Transaction-Level Data," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19011, Feb.
  104. Kaoru HOSONO & Daisuke MIYAKAWA & Arito ONO & Hirofumi UCHIDA & Iichiro UESUGI, 2019, "Damage to the Transportation Infrastructure and Disruption of Inter-firm Transactional Relationships," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19043, Jun.
  105. Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/19.
  106. James H. Stock & Mark W. Watson, 2019, "Slack and Cyclically Sensitive Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 25987, Jun.
  107. Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019, "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26593, Dec.
  108. Bharat Chandar & Ali Hortacsu & John List & Ian Muir & Jeffrey Wooldridge, 2019, "Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings," Natural Field Experiments, The Field Experiments Website, number 00681.
  109. Eric R. Sims & Jing Cynthia Wu, 2019, "Evaluating Central Banks' Tool Kit: Past, Present, and Future," NBER Working Papers, National Bureau of Economic Research, Inc, number 26040, Jul.
  110. Eric R. Sims & Jing Cynthia Wu, 2019, "The Four Equation New Keynesian Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26067, Jul.

2018

  1. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018, "All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1814, Oct, DOI: 10.26509/frbc-wp-201814.
  2. Maximilian Auffhammer & Edward Rubin, 2018, "Natural Gas Price Elasticities and Optimal Cost Recovery Under Consumer Heterogeneity: Evidence from 300 million natural gas bills," NBER Working Papers, National Bureau of Economic Research, Inc, number 24295, Feb.
  3. Maximilian Auffhammer, 2018, "Climate Adaptive Response Estimation: Short And Long Run Impacts Of Climate Change On Residential Electricity and Natural Gas Consumption Using Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 24397, Mar.
  4. Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 12687, Feb.
  5. Cabrales, Antonio & Drouvelis, Michalis & Gurguc, Zeynep & Ray, Indrajit, 2018, "Do we need to listen to all stakeholders?: communicating in a coordination game with private information," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/23, Nov.
  6. Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018, "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series, CESifo, number 6975.
  7. Pablo Brañas-Garza & Antonio Cabrales & Guillermo Mateu & Angel Sanchez & Angela Sutan, 2018, "Does Pre-Play Social Interaction Improve Negotiation Outcomes?," CESifo Working Paper Series, CESifo, number 7439.
  8. Güell, Maia & Madera, Rocío & Viola, Analía, 2018, "Income contingent university loans: policy design and an application to Spain," CEPR Discussion Papers, Centre for Economic Policy Research, number 13038, Jul.
  9. Samuel Bentolila & Antonio Cabrales & Marcel Jansen, 2018, "El impacto de la FP dual sobre la inserción laboral de los jóvenes: Evidencia para la Comunidad de Madrid," Studies on the Spanish Economy, FEDEA, number eee2018-20, Sep.
  10. Facundo Albornoz & Antonio Cabrales & Paula Calvo & Esther Hauk, 2018, "Immigrant children's school performance and immigration costs: Evidence from Spain," Discussion Papers, University of Nottingham, GEP, number 2018-06.
  11. Ioana Marinescu & Nadav Klein & Andrew Chamberlain & Morgan Smart, 2018, "Incentives Can Reduce Bias in Online Reviews," Working Papers, eSocialSciences, number id:12575, Mar.
  12. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018, "Testing for the Conditional Geometric Mixture Distribution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-123, Jun.
  13. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26316, Feb.
  14. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27483, Sep.
  15. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27484, Sep.
  16. Ying Feng & David Lagakos & James E. Rauch, 2018, "Unemployment and Development," CESifo Working Paper Series, CESifo, number 7311.
  17. DeAngelo, Gregory & Gee, Laura Katherine, 2018, "Peers or Police? Detection and Sanctions in the Provision of Public Goods," IZA Discussion Papers, IZA Network @ LISER, number 11540, May.
  18. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018, "Asset Insulators," NBER Working Papers, National Bureau of Economic Research, Inc, number 24973, Aug.
  19. Javier Turen & Raffaella Giacomini & Vasiliki Skreta, 2018, "Models, Inattention and Bayesian Updates," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 515.
  20. Laurent Ferrara & Menzie Chinn & Raffaella Giacomini, 2018, "Impact of uncertainty shocks on the global economy," Post-Print, HAL, number hal-01635944.
  21. Raffaella Giacomini & Toru Kitagawa, 2018, "Robust Bayesian inference for set-identified models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP61/18, Nov.
  22. Eskander, Shaikh M.S.U. & Barbier, Edward B. & Gilbert, Ben, 2018, "Fishing and non-fishing income decisions: the role of human capital and family structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 74318, Feb.
  23. Dayana Zhappassova & Ben Gilbert & Linda Thunstrom, 2018, "Energy efficiency, green technology and the pain of paying," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2018-03, Apr.
  24. Ben Gilbert & Gavin Roberts, 2018, "Supply-side links in oil and gas markets," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2018-04, Jul.
  25. Ben Gilbert & Joshua S. Graff Zivin, 2018, "Dynamic corrective taxes with time-varying salience," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2018-05, Aug.
  26. Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018, "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt90n2h2bb, Oct.
  27. Emilien Gouin-Bonenfant, 2018, "Productivity Dispersion, Between-firm Competition and the Labor Share," 2018 Meeting Papers, Society for Economic Dynamics, number 1171.
  28. González-Rivera, Gloria & Ruiz Ortega, Esther & Maldonado, Javier, 2018, "Growth in Stress," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 26623, Mar.
  29. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2018, "Exposure to academic fields and college major choice," Munich Reprints in Economics, University of Munich, Department of Economics, number 62821.
  30. Bocar Ba & Jeffrey Grogger, 2018, "The Introduction of Tasers and Police Use of Force: Evidence from the Chicago Police Department," NBER Working Papers, National Bureau of Economic Research, Inc, number 24202, Jan.
  31. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018, "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1884.
  32. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1885.
  33. Massimo Guidolin & Manuela Pedio, 2018, "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1886.
  34. Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
  35. Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
  36. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
  37. Zenou, Yves & Hahn, Youjin & Islam, Asad & Patacchini, Eleonora, 2018, "Friendship and Female Education: Evidence from a Field Experiment in Bangladeshi Primary Schools," CEPR Discussion Papers, Centre for Economic Policy Research, number 13221, Oct.
  38. Metin M. Cosgel & Jungbin Hwang & Thomas J. Miceli & Sadullah Yıldırım, 2018, "Religiosity: Identifying the Effect of Pluralism," Working papers, University of Connecticut, Department of Economics, number 2018-19, Oct.
  39. Hibiki Ichiue & Yoichi Ueno, 2018, "A Survey-based Shadow Rate and Unconventional Monetary Policy Effects," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-05, Jun.
  40. Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018, "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series, CESifo, number 6899.
  41. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz & Ward, Felix, 2018, "Global financial cycles and risk premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 12969, Jun.
  42. Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018, "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers, arXiv.org, number 1804.03674, Apr.
  43. Hiroaki Kaido & Kaspar Wuthrich, 2018, "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers, arXiv.org, number 1812.10925, Dec, revised Sep 2020.
  44. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2018, "Teacher Performance Ratings and Professional Improvement," Working Papers, Department of Economics, University of Missouri, number 1808, May.
  45. Eric Parsons & Cory Koedel & Li Tan, 2018, "Accounting for Student Disadvantage in Value-Added Models," Working Papers, Department of Economics, University of Missouri, number 1813, Jul.
  46. James Andreoni & Christina Gravert & Michael A. Kuhn & Silvia Saccardo & Yang Yang, 2018, "Arbitrage Or Narrow Bracketing? On Using Money to Measure Intertemporal Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 25232, Nov.
  47. Richard Karlsson Linnér & Pietro Biroli & Edward Kong & S. Fleur W. Meddens & Robee Wedow & Mark Alan Fontana & Maël Lebreton & Abdel Abdellaoui & Anke R. Hammerschlag & Michel G. Nivard & Aysu Okba, 2018, "Genome-wide association analyses of risk tolerance and risky behaviors in over one million individuals identify hundreds of loci and shared genetic influences," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-087, Nov.
  48. Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018, "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers, University of California at Riverside, Department of Economics, number 201903, Aug.
  49. Tae-Hwy Lee & Yiyao Wang, 2018, "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers, University of California at Riverside, Department of Economics, number 201904, Aug.
  50. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers, University of California at Riverside, Department of Economics, number 201905, Sep.
  51. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201906, Dec.
  52. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers, University of California at Riverside, Department of Economics, number 201907, Jul.
  53. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers, University of California at Riverside, Department of Economics, number 201908, Sep.
  54. Tae-Hwy Lee & Yundong Tu, 2018, "Forecasting Using Supervised Factor Models," Working Papers, University of California at Riverside, Department of Economics, number 201909, Dec.
  55. Tae-Hwy Lee & Aman Ullah & He Wang, 2018, "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers, University of California at Riverside, Department of Economics, number 201910, Dec.
  56. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Combined Estimation of Semiparametric Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201915, Jul.
  57. Nelson Lind & Natalia Ramondo, 2018, "Trade with Correlation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24380, Mar.
  58. Nelson Lind & Natalia Ramondo, 2018, "Innovation, Knowledge Diffusion, and Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 25071, Sep.
  59. Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
  60. Tatsuyoshi OKIMOTO, 2018, "Trend Inflation and Monetary Policy Regimes in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 18024, Apr.
  61. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2018, "The Nonlinear Effects of Uncertainty Shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2018-035, Nov, DOI: 10.20955/wp.2018.035.
  62. Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018, "International Stock Comovements with Endogenous Clusters," Working Papers, Federal Reserve Bank of St. Louis, number 2018-038, Oct, revised 27 Mar 2020, DOI: 10.20955/wp.2018.038.
  63. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2018, "A short-term forecasting model for the Spanish economy: GDP and its demand components," Occasional Papers, Banco de España, number 1801, Feb.
  64. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The rise and fall of the natural interest rate," Working Papers, Banco de España, number 1822, Jul.
  65. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018, "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series, European Central Bank, number 205, Jan.
  66. William B. Peterman & Erick Sager, 2018, "Optimal Public Debt with Life Cycle Motives," Economic Working Papers, Bureau of Labor Statistics, number 507.
  67. Seth Pruitt & Nicholas Turner, 2018, "The Nature of Household Labor Income Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-034, May, DOI: 10.17016/FEDS.2018.034.
  68. Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
  69. Isaac Mbiti & Karthik Muralidharan & Mauricio Romero & Youdi Schipper & Constantine Manda & Rakesh Rajani, 2018, "Inputs, Incentives, and Complementarities in Education: Experimental Evidence from Tanzania," NBER Working Papers, National Bureau of Economic Research, Inc, number 24876, Jul.
  70. Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018, "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1234, Aug, DOI: 10.17016/IFDP.2018.1234.
  71. Michele Dell'Era & Luca David Opromolla & Luís Santos-Pinto, 2018, "A General Equilibrium Theory of Occupational Choice under Optimistic Beliefs about Entrepreneurial Ability," CESifo Working Paper Series, CESifo, number 7300.
  72. Adrian Bruhin & Maha Manai & Luis Santos-Pinto, 2018, "Risk and Rationality:The Relative Importance of Probability Weighting and Choice Set Dependence," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 18.04, Jul.
  73. Tamara Sheldon & Rubal Dua, 2018, "Gasoline Savings From Clean Vehicle Adoption," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks-2018-dp026, Jan, DOI: 10.30573/KS--2018-DP026.
  74. Tamara Sheldon & Rubal Dua, 2018, "Measuring the CostEffectiveness of Clean Vehicle Subsidies," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks-2018-dp33, May, DOI: 10.30573/KS--2018-DP033.
  75. Tamara Sheldon & Rubal Dua, 2018, "Vehicle Retirement and Replacement Policy: Assessing Impact and Cost-Effectiveness," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks-2018-dp35, May, DOI: 10.30573/KS--2018-DP35.
  76. Shujie Ma & Wei Lan & Liangjun Su & Chih-Ling Tsai, 2018, "Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2018, May.
  77. Xun Lu & Ke Miao & Liangjun Su, 2018, "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2018, Apr.
  78. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2018, "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2018, Jun.
  79. Wenxin Huang & Sainan Jin & Liangjun Su, 2018, "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2019, Nov.
  80. Lorenzo Menna & Martin Tobal, 2018, "Financial and price stability in emerging markets: the role of the interest rate," BIS Working Papers, Bank for International Settlements, number 717, May.
  81. Iichiro UESUGI & Kaoru HOSONO & Daisuke MIYAKAWA & Arito ONO & Hirofumi UCHIDA, 2018, "Reallocation of Tangible Assets and Productivity," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 18048, Jul.
  82. Zenou, Yves & Islam, Asad & Pakrashi, Debayan & Wang, Liang Choon, 2018, "Determining the Extent of Statistical Discrimination: Evidence from a field experiment in India," CEPR Discussion Papers, Centre for Economic Policy Research, number 12955, May.
  83. BJ Lougee & Timothy R. Morley & Mark Watson, 2018, "The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City," Technical Briefings, Federal Reserve Bank of Kansas City, number TB 18-02, Apr, DOI: 10.18651/TB/TB1802.
  84. James H. Stock & Mark W. Watson, 2018, "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 24216, Jan.
  85. Yi Fan & Diana Weinhold, 2018, "Urban and Regional Analysis," ERES, European Real Estate Society (ERES), number eres2018_79, Jan.
  86. Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018, "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers, arXiv.org, number 1810.05855, Oct.
  87. Do Won Kwak & Robert S. Martin & Jeffrey M. Wooldridge, 2018, "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Economic Working Papers, Bureau of Labor Statistics, number 502.
  88. Dora Xia & Jing Cynthia Wu, 2018, "The negative interest rate policy and the yield curve," BIS Working Papers, Bank for International Settlements, number 703, Feb.
  89. Jing Cynthia Wu & Ji Zhang, 2018, "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 24714, Jun.
  90. Myungkyu Shim & Hee-Seung Yang & Seohyun Lee, 2018, "Technological Progress and Youth Employment (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2018-31, Oct.

2017

  1. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017, "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/17.
  2. Michael D. Bauer & Glenn D. Rudebusch, 2017, "Interest Rates Under Falling Stars," CESifo Working Paper Series, CESifo, number 6571.
  3. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2017, "The Agglomeration of American Research and Development Labs," Working Papers, Federal Reserve Bank of Philadelphia, number 17-18, Jul.
  4. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2017, "Localized Knowledge Spillovers: Evidence from the Spatial Clustering of R&D Labs and Patent Citations," Working Papers, Federal Reserve Bank of Philadelphia, number 17-32, Oct.
  5. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2017, "Occupational Choice with Endogenous Spillovers," Working Papers, Barcelona School of Economics, number 972, Jun.
  6. Antonio Cabrales & Michalis Drouvelis & Zeynep Gurguy & Indrajit Ray, 2017, "Transparency is Overrated: Communicating in a Coordination Game with Private Information," CESifo Working Paper Series, CESifo, number 6781.
  7. Antonio Cabrales & Antonio M. Espín & Praveen Kujal & Stephen Rassenti, 2017, "Humans’ (incorrect) distrust of reflective decisions," Working Papers, Chapman University, Economic Science Institute, number 17-05.
  8. Rassenti, Stephen & Espin, Antonio M. & Kujal, Praveen, 2017, "Humans’ (incorrect) distrust of reflective decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 11949, Apr.
  9. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2017, "A normalized value for information purchases," Working Papers, Center for Research in Economics and Statistics, number 2017-51, Jan.
  10. Brindusa Anghel & Antonio Cabrales & Maia Güell & Analía Viola, 2017, "Un análisis de modelos para financiar la educación terciaria: descripción y evaluación de impacto," Working Papers, FEDEA, number 2017-09, Jun.
  11. Callen, Michael & Blumenstock, Joshua & Ghani, Tarek, 2017, "Why Do Defaults Affect Behavior? Experimental Evidence from Afghanistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 12142, Jul.
  12. James Andreoni & Michael Callen & Muhammad Karrar Hussain & Muhammad Yasir Khan & Charles Sprenger, 2017, "Creating Investment Scheme with State Space Modeling ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1039, Feb.
  13. Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
  14. Jin Seo Cho & Halbert White, 2017, "Supplements to "Directionally Differentiable Econometric Models"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103a, Apr.
  15. Cebreros Alfonso & Chiquiar Daniel & Roa Mónica & Tobal Martín, 2017, "Notes to Understand Migration Policy with International Trade Theoretical Tools," Working Papers, Banco de México, number 2017-03, Feb.
  16. Chiquiar Daniel & Alvarado Jorge & Quiroga Miroslava & Torre Cepeda Leonardo E., 2017, "Regional Input-Output Matrices, an Application to Manufacturing Exports in Mexico," Working Papers, Banco de México, number 2017-09, Jun.
  17. Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers, Banco de México, number 2017-11, Jun.
  18. Escribano, Álvaro & Torrado, María, 2017, "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24984, Jul.
  19. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2017, "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25043, Jul.
  20. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2017, "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25739, Oct.
  21. James Andreoni & Paul Feldman & Charles Sprenger, 2017, "A Stream of Prospects or a Prospect of Streams: On the Evaluation of Intertemporal Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 24075, Nov.
  22. Gee, Laura Katherine & Lyu, Xinxin & Urry, Heather, 2017, "Anger Management: Aggression and Punishment in the Provision of Public Goods," IZA Discussion Papers, IZA Network @ LISER, number 10499, Jan.
  23. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017, "Uncertain identification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/17, Apr.
  24. Ben Gilbert & Alexander James & Jason Shogren, 2017, "Corporate Apology for Environmental Damage," Working Papers, University of Alaska Anchorage, Department of Economics, number 2017-02, Sep.
  25. Gonzalo, Jesús & Taamouti, Abderrahim, 2017, "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24120, Jan.
  26. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017, "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24121, Jan.
  27. Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017, "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers, University of California at Riverside, Department of Economics, number 201709, Jul.
  28. Carlos Góes & Herman Kamil & Phil De Imus & Ms. Mercedes Garcia-Escribano & Mr. Roberto Perrelli & Mr. Shaun K. Roache & Jeremy Zook, 2017, "Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields," IMF Working Papers, International Monetary Fund, number 2017/050, Mar.
  29. Mr. Troy D Matheson & Carlos Góes, 2017, "Consumption in Brazil: Where to Next?," IMF Working Papers, International Monetary Fund, number 2017/075, Mar.
  30. Carlos Góes & Ms. Izabela Karpowicz, 2017, "Inequality in Brazil: A Regional Perspective," IMF Working Papers, International Monetary Fund, number 2017/225, Oct.
  31. Brian Duncan & Jeffrey Grogger & Ana Sofia Leon & Stephen J. Trejo, 2017, "New Evidence of Generational Progress for Mexican Americans," Working Papers, Human Capital and Economic Opportunity Working Group, number 2017-089, Dec.
  32. Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
  33. Elvira Caloiero & Massimo Guidolin, 2017, "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1763.
  34. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017, "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 614.
  35. Hahn, Youjin & Islam, Asadul & Patacchini, Eleonora & Zenou, Yves, 2017, "Do Friendship Networks Improve Female Education?," IZA Discussion Papers, IZA Network @ LISER, number 10674, Mar.
  36. Jungbin Hwang, 2017, "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers, University of Connecticut, Department of Economics, number 2017-19, Aug, revised Aug 2020.
  37. Delalibera, Bruno Ricardo & Issler, João Victor & Branco, Roberto da Cunha Castello, 2017, "Using common features to investigate common growth cycles for BRICS Countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 784, May.
  38. Hecq, Alain & Issler, João Victor & Telg, Sean, 2017, "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper, University Library of Munich, Germany, number 80767, Aug.
  39. Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017, "The effects of quasi-random monetary experiments," CEPR Discussion Papers, Centre for Economic Policy Research, number 11801, Jan.
  40. Taylor, Alan M. & Jordà , Òscar & Richter, Björn & Schularick, Moritz, 2017, "Bank Capital Redux: Solvency, Liquidity, and Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 11934, Mar.
  41. Munechika Katayama & Kwang Hwan Kim, 2017, "Uncertainty Shocks and the Relative Price of Investment Goods," Discussion papers, Graduate School of Economics , Kyoto University, number e-16-015, Mar.
  42. Kevin x.d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2017, "Sticky-Wage Models and Knowledge Capital: A Note," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00006, Apr.
  43. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017, "Smoothed GMM for quantile models," Papers, arXiv.org, number 1707.03436, Jul, revised Feb 2018.
  44. Matt Goldman & David M. Kaplan, 2017, "Comparing distributions by multiple testing across quantiles or CDF values," Papers, arXiv.org, number 1708.04658, Aug.
  45. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017, "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers, Department of Economics, University of Missouri, number 1710, Jul, revised 28 Feb 2018.
  46. Hiroaki Kaido & Francesca Molinari & Jorg Stoye & Matthew Thirkettle, 2017, "Calibrated Projection in MATLAB: Users' Manual," Papers, arXiv.org, number 1710.09707, Oct.
  47. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017, "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 224, Apr.
  48. Tae-Hwan Kim & Christophe Muller, 2017, "A Robust Test of Exogeneity Based on Quantile Regressions," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1716, Apr.
  49. Christophe Muller, 2017, "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers, HAL, number halshs-01157552, Feb.
  50. Tae-Hwan Kim & Hoon Hong & Jonghyun Park & Chung Sik Yoo & Jongick Jang, 2017, "Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-104, Jul.
  51. Sharon Kozicki & Jill Vardy, 2017, "Communicating Uncertainty in Monetary Policy," Discussion Papers, Bank of Canada, number 17-14, DOI: 10.34989/sdp-2017-14.
  52. Li Tan & Cory Koedel, 2017, "The Effects of Differential Income Replacement and Mortality on U.S. Social Security Redistribution," Working Papers, Department of Economics, University of Missouri, number 1701, Jan, revised Jun 2019.
  53. James Andreoni & Michael Kuhn & John List & Anya Samek & Charles Sprenger, 2017, "Field experiments on the development of time preferences," Artefactual Field Experiments, The Field Experiments Website, number 00615.
  54. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2017, "Decision-Environment Effects on Intertemporal Financial Choices: How Relevant are Resource-Depletion Models?," Post-Print, HAL, number halshs-01471358, DOI: 10.1016/j.jebo.2017.02.014.
  55. Lakdawala, Aeimit & Wu, Shu, 2017, "Federal Reserve Credibility and the Term Structure of Interest Rates," MPRA Paper, University Library of Munich, Germany, number 78253, Jan.
  56. Aeimit Lakdawala & Raoul Minetti & María Pía Olivero, 2017, "Interbank Markets and Credit Policies amid a Sovereign Debt Crisis," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2017-1, Jan.
  57. Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017, "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-066, Jun, DOI: 10.17016/FEDS.2017.066.
  58. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017, "A Combined Estimator of Regression Models with Measurement Errors," Working Papers, University of California at Riverside, Department of Economics, number 201902, Jun.
  59. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017, "Time-varying Model Averaging," Working Papers, University of California at Riverside, Department of Economics, number 202001, Nov.
  60. Ina Ganguli & Jeffrey Lin & Nicholas Reynolds, 2017, "The Paper Trail of Knowledge Spillovers: Evidence from Patent Interferences [REVISED]," Working Papers, Federal Reserve Bank of Philadelphia, number 17-44, Dec.
  61. Nelson Lind, 2017, "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers, Society for Economic Dynamics, number 1474.
  62. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017, "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series, European Central Bank, number 2116, Dec.
  63. Molina Danielken & Roa Mónica, 2017, "The Effect of Bank Credit and the Trade Patterns of Colombian Exporters," Working Papers, Banco de México, number 2017-19, Oct.
  64. Daniel Heymann & Alejandro Nakab, 2017, "Temas tradicionales Sobre Ciclos Stop-Go y Devaluaciones Contractivas," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2017-18, Jun.
  65. Tomoo INOUE & Tatsuyoshi OKIMOTO, 2017, "Measuring the Effects of Commodity Price Shocks on Asian Economies," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17009, Feb.
  66. Ryuzo MIYAO & Tatsuyoshi OKIMOTO, 2017, "The Macroeconomic Effects of Japan's Unconventional Monetary Policies," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17065, May.
  67. Bao H. NGUYEN & Tatsuyoshi OKIMOTO, 2017, "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17102, Jul.
  68. Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2017, "No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17104, Jul.
  69. Laura E. Jackson & Michael T. Owyang & Sarah Zubairy, 2017, "Debt and Stabilization Policy: Evidence from a Euro Area FAVAR," Working Papers, Federal Reserve Bank of St. Louis, number 2017-22, Jul, DOI: 10.20955/wp.2017.022.
  70. Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017, "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers, arXiv.org, number 1707.05108, Jul.
  71. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2017, "Dissecting US recoveries," Working Papers, Banco de España, number 1708, Mar.
  72. David B. Cashin & Jamie Lenney & Byron F. Lutz & William B. Peterman, 2017, "Fiscal Policy and Aggregate Demand in the U.S. Before, During and Following the Great Recession," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-061, Jun, DOI: 10.17016/FEDS.2017.061.
  73. Mauricio Romero & Justin Sandefur & Wayne Aaron Sandholtz, 2017, "Can Outsourcing Improve Liberia’s Schools? Preliminary Results from Year One of a Three-Year Randomized Evaluation of Partnership Schools for Liberia," Working Papers, Center for Global Development, number 462, Sep.
  74. Alvaro J. Riascos & Mauricio Romero & Natalia Serna, 2017, "Risk Adjustment Revisited using Machine Learning Techniques," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15601, Mar.
  75. Sebastian Galiani & Paul Gertler & Mauricio Romero, 2017, "Incentives for Replication in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 23576, Jul.
  76. Galiani, Sebastian & Gertler, Paul & Romero, Mauricio, 2017, "Open Science & Development Engineering: Evidence to Inform Improved Replication Models," MetaArXiv, Center for Open Science, number ryvud, Apr, DOI: 10.31222/osf.io/ryvud.
  77. Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez, 2017, "Robustness of Long-Maturity Term Premium Estimates," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-04-03, Apr, DOI: 10.17016/2380-7172.1927.
  78. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017, "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1216, Nov, DOI: 10.17016/IFDP.2017.1216.
  79. FOSCHI, Matteo; SANTOS-PINTO, Luís Pedro, 2017, "Subjective Performance Evaluation of Employees with Biased Beliefs," Economics Working Papers, European University Institute, number ECO 2017/08.
  80. Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017, "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers, University of Miami, Department of Economics, number 2017-15, Oct.
  81. Liangjun Su & Takuya Ura & Yichong Zhang, 2017, "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2017, Sep.
  82. Liangjun Su & Wuyi Wang & Yichong Zhang, 2017, "Strong Consistency of Spectral Clustering for Stochastic Block Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 16-2017, Oct.
  83. Wuyi Wang & Liangjun Su, 2017, "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 19-2017, Dec.
  84. Tobal Martín, 2017, "Currency Mismatch in the Banking Sector in Latin America and the Caribbean," Working Papers, Banco de México, number 2017-05, Apr.
  85. Tobal Martín, 2017, "Prudential Regulation, Currency Mismatches and Exchange Rates in Latin America and the Caribbean," Working Papers, Banco de México, number 2017-21, Dec.
  86. Vitor Trindade, 2017, "Openness and Productivity: a Model of Firm-Owners' Effort, with an Illustration from Mexican Microenterprises," Working Papers, Department of Economics, University of Missouri, number 1706, May.
  87. Hirofumi UCHIDA & Iichiro UESUGI & Hiromichi IWAKI, 2017, "Adverse Selection versus Moral Hazard in Financial Contracting: Evidence from collateralized and non-collateralized loans," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17058, Mar.
  88. Arito ONO & Katsushi SUZUKI & Iichiro UESUGI, 2017, "When Japanese Banks Become Pure Creditors: Effects of declining shareholding by banks on bank lending and firms' risk taking," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17079, May.
  89. Iichiro UESUGI & Kentaro NAKAJIMA & Kaoru HOSONO, 2017, "Does Impaired Loss Accounting Affect firms' Investment? Evidence from Japan (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 17033, Apr.
  90. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017, "The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-15, Feb.
  91. Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017, "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/17.
  92. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017, "The Disappointing Recovery of Output after 2009," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-14, Jun, DOI: 10.24148/wp2017-14.
  93. Ulrich K. Müller & Mark W. Watson, 2017, "Long-Run Covariability," NBER Working Papers, National Bureau of Economic Research, Inc, number 23186, Feb.
  94. Robert Hall & Mark Watson & James Stock & John Fernald, 2017, "The Slow Recovery in Output after 2009," 2017 Meeting Papers, Society for Economic Dynamics, number 610.
  95. Andersen, Lykke E. & Groom, Ben & Killick, Evan & Ledezma, Juan Carlos & Palmer, Charles & Weinhold, Diana, 2017, "Modelling land use, deforestation, and policy: a hybrid optimisation-heterogeneous agent model with application to the Bolivian Amazon," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69004, May.
  96. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2017, "Sampling-based vs. Design-based Uncertainty in Regression Analysis," Papers, arXiv.org, number 1706.01778, Jun, revised Jun 2019.
  97. Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017, "When Should You Adjust Standard Errors for Clustering?," Papers, arXiv.org, number 1710.02926, Oct, revised Sep 2022.
  98. Richard Bishop & Kevin Boyle & Richard Carson & David Chapman & Matthew DeBell & Colleen Donovan & W. Michael Hanemann & Barbara Kanninen & Matthew Konopka & Raymond Kopp & Jon Krosnick & John List & , 2017, "Putting a value on injuries to natural assets: The BP Oil Spill," Natural Field Experiments, The Field Experiments Website, number 00610.

2016

  1. Andreas Blume & Peter H. Kriss & Roberto A. Weber, 2016, "Pre-Play Communication with Forgone Costly Messages: Experimental Evidence on Forward Induction," CESifo Working Paper Series, CESifo, number 5958.
  2. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
  3. Tim Bollerslev & Jia Li & Yuan Xue, 2016, "Volume, Volatility and Public News Announcements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-19, Jun.
  4. Sung Je Byun, 2016, "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers, Federal Reserve Bank of Dallas, number 16-3, Sep.
  5. Azmat, Ghazala & Iriberri, Nagore & Bagues, Manuel, 2016, "What you don't know... Can't hurt you? A field experiment on relative performance feedback in higher education," CEPR Discussion Papers, Centre for Economic Policy Research, number 11201, Mar.
  6. Gottardi, Piero & Meléndez-Jiménez, Miguel A. & Feri, Francesco, 2016, "Can there be a market for cheap-talk information? Some experimental evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 11206, Mar.
  7. Albornoz, Facundo & Berlinski, Samuel & Cabrales, Antonio, 2016, "Motivation, Resources and the Organization of the School System," IDB Publications (Working Papers), Inter-American Development Bank, number 7750, Jul, DOI: http://dx.doi.org/10.18235/0011749.
  8. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2016, "What You Don’t Know... Can’t Hurt You? A Field Experiment on Relative Performance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 788, Mar.
  9. Albornoz, Facundo & Cabrales, Antonio & Hauk, Esther, 2016, "Targeted socialization and production," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 23.
  10. Callen, Michael & Mel, Suresh de & McIntosh, Craig & Woodruff, Christopher, 2016, "What Are the Headwaters of Formal Savings? Experimental Evidence from Sri Lanka," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 279.
  11. Callen, Michael & Bursztyn, Leonardo & Ferman, Bruno & Gulzar, Saad & Hasanain, Ali & Yuchtman, Noam, 2016, "Identifying Ideology: Experimental Evidence on Anti-Americanism in Pakistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 11106, Feb.
  12. Sprenger, Charles & Andreoni, James & Chaudhry, Zain & Khan, Muhammad Yasir, 2016, "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 11137, Feb.
  13. Callen, Michael & Gulzar, Saad & Hasanain, Ali & Khan, Muhammad Yasir, 2016, "The Political Economy of Public Sector Absence: Experimental Evidence from Pakistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 11321, Jun.
  14. Callen, Michael & Blumenstock, Joshua & Ghani, Tarek, 2016, "Mobile-izing Savings with Automatic Contributions: Experimental Evidence on Present Bias and Default Effects in Afghanistan," CEPR Discussion Papers, Centre for Economic Policy Research, number 11400, Jul.
  15. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
  16. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
  17. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88a, Jun.
  18. Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
  19. Jin Seo Cho & Peter C.B. Phillips, 2016, "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89a, Aug.
  20. Chiquiar, Daniel & Covarrubias, Enrique & Salcedo, Alejandrina, 2016, "Labor market consequences of trade openness and competition in foreign markets," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332760.
  21. Yslas Renato & Tobal Martín & Chiquiar Daniel, 2016, "Measuring and Understanding Trade in Service Tasks," Working Papers, Banco de México, number 2016-05, May.
  22. Escribano, Álvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23436, Jul.
  23. Blazsek, Szabolcs & Escribano, Álvaro, 2016, "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23458, Jul.
  24. Stephie Fried & Kevin Novan & William B. Peterman, 2016, "The Distributional Effects of a Carbon Tax on Current and Future Generations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-038, Apr, DOI: 10.17016/FEDS.2016.038.
  25. Adriana Camacho & Alejandro Gaviria & Catherine RodrÔøΩguez, 2016, "Drug Consumption in Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15238, Nov.
  26. Laura Gee & Michael Schreck, 2016, "Do Beliefs About Peers Matter for Donation Matching? Experiments in the Field and Laboratory," Framed Field Experiments, The Field Experiments Website, number 00538.
  27. Gee, Laura Katherine, 2016, "The More You Know: Information Effects on Job Application Rates in a Large Field Experiment," IZA Discussion Papers, IZA Network @ LISER, number 10372, Nov.
  28. Andra C. Ghent & Marianna Kudlyak, 2016, "Intergenerational Linkages in Household Credit," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-31, Dec, DOI: 10.24148/wp2016-31.
  29. Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016, "Stress Testing with Misspecified Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-26, Sep, DOI: 10.24148/wp2016-26.
  30. Matthew Gibson, 2016, "Regulation-Induced Pollution Substitution," Department of Economics Working Papers, Department of Economics, Williams College, number 2016-04, Jul.
  31. Gonzalo, Jesús & Olmo, José, 2016, "Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23599, Sep.
  32. Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena, 2016, "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 23457, Jul.
  33. Gloria Gonzalez-Rivera & Wei Lin, 2016, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201607, Apr.
  34. Carlos Góes, 2016, "Testing Piketty’s Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics," IMF Working Papers, International Monetary Fund, number 2016/160, Aug.
  35. Ms. Valerie Cerra & Mr. Alfredo Cuevas & Carlos Góes & Ms. Izabela Karpowicz & Mr. Troy D Matheson & Issouf Samaké & Svetlana Vtyurina, 2016, "Highways to Heaven: Infrastructure Determinants and Trends in Latin America and the Caribbean," IMF Working Papers, International Monetary Fund, number 2016/185, Sep.
  36. Grogger, Jeffrey, 2016, "Soda Taxes and the Prices of Sodas and Other Drinks: Evidence from Mexico," IZA Discussion Papers, IZA Network @ LISER, number 9682, Jan.
  37. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016, "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1637.
  38. Zenou, Yves & Hahn, Youjin & Hassani-Mahmooei, behrooz & Islam, Asad & Patacchini, Eleonora, 2016, "Do Friends Improve Female Education? The Case of Bangladesh," CEPR Discussion Papers, Centre for Economic Policy Research, number 11615, Nov.
  39. Youjin Hahn & Stephen Matteo Miller & Hee-Seung Yang, 2016, "Inequality, Risk-Sharing and the Crisis: A View From Australia," Monash Economics Working Papers, Monash University, Department of Economics, number 15-16, Nov.
  40. Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
  41. Hwang, Jungbin & Sun, Yixiao, 2016, "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt82k1x4rd, Jan.
  42. Hibiki Ichiue & Frederic Lambert, 2016, "Post-crisis International Banking: An Analysis with New Regulatory Survey Data," IMF Working Papers, International Monetary Fund, number 2016/088, Apr.
  43. Nagore Iriberri & Pedro Rey Biel, 2016, "Competitive Pressure Widens the Gender Gap in Performance: Evidence from a Two-Stage Competition in Mathematics," Working Papers, Barcelona School of Economics, number 879, Feb.
  44. Nagore Iriberri & Pedro Rey Biel, 2016, "Stereotypes are Only a Threat when Beliefs are Reinforced: On the Sensitivity of Gender Differences in Performance under Competition to Information Provision," Working Papers, Barcelona School of Economics, number 880, Feb.
  45. Iriberri, Nagore & Kovarik, Jaromir & Garcia-Pola, Bernardo, 2016, "Non-equilibrium Play in Centipede Games," CEPR Discussion Papers, Centre for Economic Policy Research, number 11477, Aug.
  46. Iriberri, Nagore, 2016, "Women ask for less (only from men): Evidence from alternating-offer bargaining in the field," CEPR Discussion Papers, Centre for Economic Policy Research, number 11514, Sep.
  47. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.
  48. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2016, "Macrofinancial History and the New Business Cycle Facts," CEPR Discussion Papers, Centre for Economic Policy Research, number 11587, Oct.
  49. Moritz Schularick & Alan Taylor & Oscar Jorda, 2016, "The Great Mortgaging," 2016 Meeting Papers, Society for Economic Dynamics, number 185.
  50. David M. Kaplan & Longhao Zhuo, 2016, "Frequentist properties of Bayesian inequality tests," Papers, arXiv.org, number 1607.00393, Jul, revised Jul 2024.
  51. David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
  52. Matt Goldman & David M. Kaplan, 2016, "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers, arXiv.org, number 1609.09035, Sep.
  53. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," Papers, arXiv.org, number 1601.00934, Jan, revised Jun 2019.
  54. Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016, "Labor Market Frictions and Production Efficiency in Public Schools," Working Papers, Department of Economics, University of Missouri, number 1604, May, revised Jul 2017.
  55. Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016, "Pensions and Late-Career Teacher Retention," Working Papers, Department of Economics, University of Missouri, number 1608, Jul, revised Jul 2017.
  56. Rajeev Darolia & Cory Koedel, 2016, "High Schools and Students’ Initial Colleges and Majors," Working Papers, Department of Economics, University of Missouri, number 1609, Jul, revised Apr 2017.
  57. Cory Koedel & Diyi Li & Morgan S. Polikoff & Tenice Hardaway & Stephani L. Wrabel, 2016, "Mathematics Curriculum Effects on Student Achievement in California," Working Papers, Department of Economics, University of Missouri, number 1612, Sep.
  58. Diyi Li & Cory Koedel, 2016, "Representation and Salary Gaps by Race/Ethnicity and Gender at Selective Public Universities," Working Papers, Department of Economics, University of Missouri, number 1613, Oct, revised Apr 2017.
  59. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2016, "The Impact of Performance Ratings on Job Satisfaction for Public School Teachers," Working Papers, Department of Economics, University of Missouri, number 1617.
  60. Alex Imas & Michael A. Kuhn & Vera Mironova, 2016, "Waiting to Choose: The Role of Deliberation in Intertemporal Choice," CESifo Working Paper Series, CESifo, number 6162.
  61. James Andreoni & Michael A. Kuhn & Larry Samuelson, 2016, "Starting Small: Endogenous Stakes and Rational Cooperation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21934, Jan.
  62. Lakdawala, Aeimit & Schaffer, Matthew, 2016, "Federal Reserve Private Information and the Stock Market," MPRA Paper, University Library of Munich, Germany, number 77608, Dec.
  63. Lakdawala, Aeimit, 2016, "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper, University Library of Munich, Germany, number 78254, Nov.
  64. BHARADWAJ, Prachant & LAKDAWALA, Leah K. & LI, Nicholas, 2016, "Perverse Consequences Of Well-Intentioned Regulation: Evidence From India’S Child Labor Ban," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-25, Apr.
  65. Leah K. Lakdawala & David Simon, 2016, "The Intergenerational Consequences of Tobacco Policy," Working papers, University of Connecticut, Department of Economics, number 2016-27, Oct.
  66. Michael Levere & Gayatri Acharya & Prashant Bharadwaj, 2016, "The Role of Information and Cash Transfers on Early Childhood Development: Evidence from Nepal," NBER Working Papers, National Bureau of Economic Research, Inc, number 22640, Sep.
  67. Hahn Shik Lee & Woo Suk Lee, 2016, "Housing market volatility connectedness among G7 countries," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1605.
  68. Jackelyn Hwang & Jeffrey Lin, 2016, "What Have We Learned About the Causes of Recent Gentrification?," Working Papers, Federal Reserve Bank of Philadelphia, number 16-20, Jul.
  69. Lofstrom, Magnus & Raphael, Steven, 2016, "Crime, the Criminal Justice System, and Socioeconomic Inequality," IZA Discussion Papers, IZA Network @ LISER, number 9812, Mar.
  70. Guillaume Horny & M. Manganelli & Benoit Mojon, 2016, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers, Banque de France, number 582.
  71. Manganelli, Simone & Heider, Florian & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2016, "Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area," Working Paper Series, European Central Bank, number 1886, Feb.
  72. Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2016, "Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2016-03, Dec.
  73. John List & William Neilson & Michael Price, 2016, "The effects of group composition in a strategic environment: Evidence from a field experiment," Natural Field Experiments, The Field Experiments Website, number 00604.
  74. William Neilson & Michael Price & Mikhael Shor, 2016, "Nudging Backward Induction," Working papers, University of Connecticut, Department of Economics, number 2016-31, Oct.
  75. Mikołaj Czajkowski & Nick Hanley & Jacob LaRiviere & William S. Neilson & Katherine Simpson, 2016, "Information and Learning in Stated-Preference Studies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-20.
  76. Shiro Armstrong and Tatsuyoshi Okimoto, 2016, "Fiscal Sustainability in Japan," Asia and the Pacific Policy Studies, Crawford School of Public Policy, The Australian National University, number 201620, Jul.
  77. Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016, "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-09, Feb.
  78. Tadaaki KOMATSUBARA & Tatsuyoshi OKIMOTO & TATSUMI Ken-ichi, 2016, "Dynamics of Integration in East Asian Equity Markets," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 16084, Aug.
  79. Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016, "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers, Federal Reserve Bank of St. Louis, number 2016-8, May, DOI: 10.20955/wp.2016.008.
  80. Michael F. Lovenheim & Randall Reback & Leigh Wedenoja, 2016, "How Does Access to Health Care Affect Teen Fertility and High School Dropout Rates? Evidence from School-based Health Centers," NBER Working Papers, National Bureau of Economic Research, Inc, number 22030, Feb.
  81. Graham, Brad & Robles, Jack, 2016, "Attorney fees in repeated relationships," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 19420.
  82. Robles, Jack, 2016, "Infinite horizon hydroelectricity games," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 19421.
  83. Marius del Giudice Rodriguez & Emre Yoldas, 2016, "Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-12-30-2, Dec, DOI: 10.17016/2573-2129.28.
  84. Adrian Bruhin & Luis Santos-Pinto & David Staubli, 2016, "How Do Beliefs about Skill Affect Risky Decisions?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.20, Oct.
  85. Makoto Shimoji, 2016, "Rationalizable Persuasion," Discussion Papers, Department of Economics, University of York, number 16/08, Jul.
  86. Tamara L. Sheldon & Chandini Sankaran, 2016, "Transboundary Pollution in Southeast Asia: Welfare and Avoidance Costs in Singapore from the Forest Burning in Indonesia," Boston College Working Papers in Economics, Boston College Department of Economics, number 960, Dec.
  87. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2063, Nov.
  88. Liangjun Su & Pai Xu & Heng Ju, 2016, "Common Threshold in Quantile Regressions with an Application to Pricing for Reputation," Working Papers, Singapore Management University, School of Economics, number 02-2016, Feb.
  89. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2016, "Testing for Monotonicity in Unobservables under Unconfoundedness," Working Papers, Singapore Management University, School of Economics, number 03-2016, Feb.
  90. Xun Lu & Liangjun Su & Halbert White, 2016, "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers, Singapore Management University, School of Economics, number 04-2016, Feb.
  91. Shujie Ma & Liangjun Su, 2016, "Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks," Working Papers, Singapore Management University, School of Economics, number 05-2016, Mar.
  92. Alexei Parakhonyak & Maria Titova, 2016, "Shopping Malls, Platforms and Consumer Search," Economics Series Working Papers, University of Oxford, Department of Economics, number 807, Oct.
  93. Tobal Martín & Yslas Renato, 2016, "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Working Papers, Banco de México, number 2016-14, Aug.
  94. Tobal Martín, 2016, "Regulatory Entry Barriers, Rent-Shifting and the Home Market Effect," Working Papers, Banco de México, number 2016-15, Sep.
  95. Iichiro UESUGI & Hirofumi UCHIDA & Hiromichi IWAKI, 2016, "Non-personal Guaranteed Loans, Credit Availability, and Firm Performance (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 16023, Mar.
  96. Mizuta, Takeshi & Shimizu, Chihiro & Uesugi, Iichiro & 植杉, 威一郎, 2016, "How Inheritance Affects the Real Estate Market in an Aging Economy: Evidence from Transaction and Registry Data," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP16-3, Sep.
  97. Ono, Arito & Saito, Yukiko & Sakai, Koji & Uesugi, Iichiro, 2016, "Does Geographical Proximity Matter in Small Business Lending? Evidence from Changes in Main Bank Relationships," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 40, Feb.
  98. Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro, 2016, "Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 41, Feb.
  99. Hazama, Makoto & Hosono, Kaoru & Uesugi, Iichiro, 2016, "The Effect of Real Estate Prices on Banks' Lending Channel," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 53, Mar.
  100. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
  101. Lykke E. Andersen & Anna Sophia Doyle & Susana del Granado & Juan Carlos Ledezma & Agnes Medinaceli & Montserrat Valdivia & Diana Weinhold, 2016, "Emisiones Netas de Carbono Provenientes de la Deforestación en Bolivia durante 1990-2000 y 2000-2010: Resultados de un modelo de “Contabilidad de Carbono”," Development Research Working Paper Series, Institute for Advanced Development Studies, number 02/2016, Feb.
  102. Drew D. Creal & Jing Cynthia Wu, 2016, "Bond Risk Premia in Consumption-based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22183, Apr.
  103. Jing Cynthia Wu & Ji Zhang, 2016, "A Shadow Rate New Keynesian Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 22856, Nov.

2015

  1. Taya Dumrongrittikul & Heather M. Anderson, 2015, "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/15.
  2. Yoichi Arai & Hidehiko Ichimura, 2015, "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," CeMMAP working papers, Institute for Fiscal Studies, number 42/15, Jul, DOI: 10.1920/wp.cem.2015.4215.
  3. Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers, Institute for Fiscal Studies, number 49/15, Sep, DOI: 10.1920/wp.cem.2015.4915.
  4. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015, "The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?," IZA Discussion Papers, IZA Network @ LISER, number 8870, Feb.
  5. Richard Ashley & Randal J. Verbrugge, 2015, "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1530, Dec, DOI: 10.26509/frbc-wp-201530.
  6. Steven Buck & Maximilian Auffhammer & Stephen Hamilton & David Sunding, 2015, "Measuring the Welfare Losses from Urban Water Supply Disruptions," Working Papers, California Polytechnic State University, Department of Economics, number 1502.
  7. Michael D. Bauer & Glenn D. Rudebusch, 2015, "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series, CESifo, number 5187.
  8. Michael D. Bauer, 2015, "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series, CESifo, number 5241.
  9. Michael D. Bauer & James D. Hamilton, 2015, "Robust Bond Risk Premia," CESifo Working Paper Series, CESifo, number 5541.
  10. Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015, "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-02, Jan.
  11. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015, "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-14, Mar.
  12. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2015, "Localized Knowledge Spillovers: Evidence from the Agglomeration of American R&D Labs and Patent Data," Working Papers, Federal Reserve Bank of Philadelphia, number 15-3, Jan.
  13. Sungje Byun & Soojin Jo, 2015, "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers, Bank of Canada, number 15-34, DOI: 10.34989/swp-2015-34.
  14. Antoni Calvó-Armengol (1970-2007) & Antonio Cabrales, 2015, "Aversion to Inequality and Segregating Equilibria," Working Papers, Barcelona School of Economics, number 177, Sep.
  15. Antonio Cabrales, 2015, "Pharmaceutical Generics, Vertical Product Differentiation, and Public Policy," Working Papers, Barcelona School of Economics, number 54, Sep.
  16. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2015, "Which Club Should I Attend, Dad?: Targeted Socialization and Production," Working Papers, Barcelona School of Economics, number 797, Sep.
  17. Cabrales, Antonio; Gale, Douglas; Gottardi, Piero, 2015, "Financial Contagion in Networks," Economics Working Papers, European University Institute, number ECO2015/01.
  18. Pau Balart & Antonio Cabrales, 2015, "La evaluación docente basada en el resultado como vía de mejora del sistema educativo," Studies on the Spanish Economy, FEDEA, number eee2015-13, Jul.
  19. Pau Balart & Antonio Cabrales, 2015, "La maratón de PISA: La perseverancia como factor del éxito en una prueba de competencias," Studies on the Spanish Economy, FEDEA, number eee2015-15, Jul.
  20. Callen, Michael & Gulzar, Saad & Hasanain, Ali & Khan, Yasir & Rezaee, Arman, 2015, "Personalities and Public Sector Performance: Evidence from a Health Experiment in Pakistan," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-023, May.
  21. Callen, Michael & Long, James D., 2015, "Institutional corruption and election fraud: evidence from a field experiment in Afghanistan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102931, Jan.
  22. Michael Callen & Jean Imbs & Paolo Mauro, 2015, "Pooling risk among countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01301583, May, DOI: 10.1016/j.jinteco.2015.01.006.
  23. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
  24. Yae Ji Jun & Jin Seo Cho, 2015, "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-78, Feb.
  25. YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79a, Mar.
  26. Alcaraz Carlo & Chiquiar Daniel & Salcedo Alejandrina, 2015, "Informality and Segmentation in the Mexican Labor Market," Working Papers, Banco de México, number 2015-25, Dec.
  27. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015, "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers, Bank for International Settlements, number 507, Jul.
  28. Francisco Covas & Marcelo Rezende & Cindy M. Vojtech, 2015, "Why Are Net Interest Margins of Large Banks So Compressed?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-10-05, Oct, DOI: 10.17016/2380-7172.1612.
  29. Blazsek, Szabolcs & Escribano, Álvaro, 2015, "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1510, Nov.
  30. Ying Feng & James E. Rauch, 2015, "The Impact of Entrepreneurial Risk Aversion on Wages in General Equilibrium," CESifo Working Paper Series, CESifo, number 5358.
  31. Shigeru FUJITA & Ippei FUJIWARA, 2015, "Declining Trends in the Real Interest Rate and Inflation: Role of aging," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15140, Dec.
  32. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015, "Models, Inattention and Expectation Updates," Discussion Papers, Centre for Macroeconomics (CFM), number 1602, Dec.
  33. Matthew Gibson & Maria Carnovale, 2015, "The effects of road pricing on driver behavior and air pollution," Post-Print, HAL, number hal-01589743, Sep, DOI: 10.1016/j.jue.2015.06.005.
  34. Gloria Gonzalez-Rivera & Wei Lin, 2015, "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers, University of California at Riverside, Department of Economics, number 201505, May.
  35. Carlos Góes, 2015, "Institutions and Growth: a GMM/IV Panel VAR Approach," IMF Working Papers, International Monetary Fund, number 2015/174, Jul.
  36. Ms. Mercedes Garcia-Escribano & Carlos Góes & Ms. Izabela Karpowicz, 2015, "Filling the Gap: Infrastructure Investment in Brazil," IMF Working Papers, International Monetary Fund, number 2015/180, Jul.
  37. Carlos Góes & Mr. Troy D Matheson, 2015, "Domestic Market Integration and the Law of One Price in Brazil," IMF Working Papers, International Monetary Fund, number 2015/213, Sep.
  38. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2015, "Does Exposure to Economics Bring New Majors to the Field? Evidence from a Natural Experiment," IZA Discussion Papers, IZA Network @ LISER, number 9003, Apr.
  39. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015, "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1619.
  40. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
  41. Alejandro Bernales & Massimo Guidolin, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 565.
  42. Wouter J. Den Haan & Christian Haefke & Garey Ramey, 2015, "Turbulence and Unemployment in a Job Matching Model," Working Papers, Barcelona School of Economics, number 142, Sep.
  43. Christian Haefke & Michael Reiter, 2015, "Endogenous Labor Market Participation and the Business Cycle," Working Papers, Barcelona School of Economics, number 202, Sep.
  44. Monique Ebell & Christian Haefke, 2015, "Product Market Deregulation and the U.S. Employment Miracle," Working Papers, Barcelona School of Economics, number 250, Sep.
  45. Marcus Sonntag & Christian Haefke & Thijs van Rens, 2015, "Wage Rigidity and Job Creation," Working Papers, Barcelona School of Economics, number 629, Sep.
  46. Hahn, Youjin & Islam, Asadul & Patacchini, Eleonora & Zenou, Yves, 2015, "Network Structure and Education Outcomes: Evidence from a Field Experiment in Bangladesh," IZA Discussion Papers, IZA Network @ LISER, number 8872, Feb.
  47. Youjin Hahn & Asadul Islam & Kanti Nuzhat & Russell Smyth & Hee-Seung Yang, 2015, "Education, Marriage and Fertility: Long-Term Evidence from a Female Stipend Program in Bangladesh," Monash Economics Working Papers, Monash University, Department of Economics, number 30-15, May.
  48. Julian R. Betts & Youjin Hahn & Andrew C. Zau, 2015, "Can Testing Improve Student Learning? An Evaluation of the Mathematics Diagnostic Testing Project," Monash Economics Working Papers, Monash University, Department of Economics, number 31-15, May.
  49. Youjin Hahn & Asadul Islam & Eleonora Patacchini & Yves Zenou, 2015, "Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh," Monash Economics Working Papers, Monash University, Department of Economics, number 35-15, May.
  50. Peter Reinhard Hansen, 2015, "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-18, Apr.
  51. Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
  52. Andréas Heinen & Mi Lim Kim & Alfonso Valdesogo, 2015, "Regime switching House price dependence: Evidence from MSAs in the US," ERES, European Real Estate Society (ERES), number eres2015_201, Jul.
  53. M. Hamadi & A. Heinen, 2015, "Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201502.
  54. Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo, 2015, "Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-19.
  55. Hwang, Jungbin & Sun, Yixiao, 2015, "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1c62d8xf, Aug.
  56. Hwang, Jungbin & Sun, Yixiao, 2015, "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt58r2z98m, Aug.
  57. Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Hibiki Ichiue & Ms. Hiroko Oura, 2015, "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers, International Monetary Fund, number 2015/277, Dec.
  58. Nagore Iriberri & Ghazala Azmat, 2015, "The Importance of Relative Performance Feedback Information: Evidence from a Natural Experiment using High School Students," Working Papers, Barcelona School of Economics, number 444, Sep.
  59. Nagore Iriberri & Ghazala Azmat, 2015, "The Provision of Relative Performance Feedback Information: An Experimental Analysis of Performance and Happiness," Working Papers, Barcelona School of Economics, number 454, Sep.
  60. Nagore Iriberri & Ghazala Azmat & Jose Apesteguia, 2015, "The Impact of Gender Composition on Team Performance and Decision-Making: Evidence from the Field," Working Papers, Barcelona School of Economics, number 485, Sep.
  61. Nagore Iriberri & Patricia Funk & Jose Apesteguia, 2015, "Promoting Rule Compliance in Daily-Life: Evidence from a Randomized Field Experiment in the Public Libraries of Barcelona," Working Papers, Barcelona School of Economics, number 492, Sep.
  62. Nagore Iriberri & Pedro Rey Biel, 2015, "Let's (Not) Talk about Sex: The Effect of Information Provision on Gender Differences in Performance under Competition," Working Papers, Barcelona School of Economics, number 583, Sep.
  63. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2015, "In brief...Under pressure: gender differences in responding to exam stakes," CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE, number 457, Nov.
  64. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015, "Inattention in Individual Expectations," Working Papers Series, Central Bank of Brazil, Research Department, number 395, Aug.
  65. Castro, Andressa Souza Campos Monteiro & Issler, João Victor, 2015, "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 767, Jul.
  66. João Victor Issler & Ricardo Costa Gazel, 2015, "Investigating the Causes of the Recent Brazilian Trade Surpluses," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0024, Jan.
  67. Carrasco Gutierrez, Carlos Enrique & Issler, João Victor, 2015, "Evaluating the effectiveness of Common-Factor Portfolios," MPRA Paper, University Library of Munich, Germany, number 66077.
  68. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged Bubbles," CESifo Working Paper Series, CESifo, number 5489.
  69. Munechika Katayama & Kwang Hwan Kim, 2015, "Inter-sectoral Labor Immobility, Sectoral Co-movement, and News Shocks," Discussion papers, Graduate School of Economics , Kyoto University, number e-15-011, Dec.
  70. David M. Kaplan & Matt Goldman, 2015, "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers, Department of Economics, University of Missouri, number 1503.
  71. David M. Kaplan, 2015, "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers, Department of Economics, University of Missouri, number 1516, Jul.
  72. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015, "Robust confidence regions for incomplete models," CeMMAP working papers, Institute for Fiscal Studies, number 20/15, Apr, DOI: 10.1920/wp.cem.2015.2015.
  73. Katherine A. Kiel & Victor Matheson, 2015, "The Effect of Natural Disasters on Housing Prices: An Examination of the Fourmile Canyon Fire," Working Papers, College of the Holy Cross, Department of Economics, number 1503, Aug.
  74. Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1522, May, revised May 2015.
  75. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015, "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series, European Central Bank, number 1814, Jun.
  76. Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang, 2015, "Multi-dimensional Risk and its Diversification," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-81, Jun.
  77. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2015, "Revisiting the Effect of FDI on Economic Growth using Quantile Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-83, Sep.
  78. Sharon Kozicki & Eric Santor & Lena Suchanek, 2015, "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers, Bank of Canada, number 15-21, DOI: 10.34989/swp-2015-21.
  79. Shutao Cao & Sharon Kozicki, 2015, "A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector," Staff Working Papers, Bank of Canada, number 15-6, DOI: 10.34989/swp-2015-6.
  80. Cory Koedel & Kata Mihaly & Jonah E. Rockoff, 2015, "Value-Added Modeling: A Review," Working Papers, Department of Economics, University of Missouri, number 1501, Jan.
  81. Ben Backes & Ben Backes & Dan Goldhaberb & Cyrus Grout & Cory Koedel & Shawn Ni & Michael Podgursky & P. Brett Xiang & Zeyu Xu, 2015, "Benefit or Burden? On the Intergenerational Inequity of Teacher Pension Plans," Working Papers, Department of Economics, University of Missouri, number 1517, Nov, revised Apr 2016.
  82. Alex Imas & Michael A. Kuhn & Vera Mironova, 2015, "A History of Violence: Field Evidence on Trauma, Discounting and Present Bias," CESifo Working Paper Series, CESifo, number 5338.
  83. Chang Min Lee & Hahn Shik LEE, 2015, "Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503528, Jun.
  84. Tae-Hwy Lee & Yiyao Wang, 2015, "Finding SPF Percentiles Closest to Greenbook," Working Papers, University of California at Riverside, Department of Economics, number 201503, Feb.
  85. Hoyt Bleakley & Jeffrey Lin, 2015, "History and the sizes of cities," Working Papers, Federal Reserve Bank of Philadelphia, number 15-6, Jan.
  86. Gordon H. Hanson & Nelson Lind & Marc-Andreas Muendler, 2015, "The Dynamics of Comparative Advantage," CESifo Working Paper Series, CESifo, number 5622.
  87. Robert W. Fairlie & Magnus Lofstrom, 2015, "Immigration and Entrepreneurship," CESifo Working Paper Series, CESifo, number 5298.
  88. Bohn, Sarah & Lofstrom, Magnus & Raphael, Steven, 2015, "Do E-Verify Mandates Improve Labor Market Outcomes of Low-Skilled Native and Legal Immigrant Workers?," IZA Discussion Papers, IZA Network @ LISER, number 9420, Oct.
  89. Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015, "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers, Centre for Economic Policy Research, number 10901, Oct.
  90. Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2015, "Realized Bank Risk during the Great Recession," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1140, Aug, DOI: 10.17016/IFDP.2015.1140r.
  91. Monokroussos, George, 2015, "Nowcasting in Real Time Using Popularity Priors," MPRA Paper, University Library of Munich, Germany, number 68594, Nov.
  92. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015, "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers, Towson University, Department of Economics, number 2015-02, Jul, revised Jul 2015.
  93. Harumi OHMI & Tatsuyoshi OKIMOTO, 2015, "Trends in Stock-Bond Correlations," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15115, Sep.
  94. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015, "A State-Level Analysis of Okun’s Law," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1523, Oct, DOI: 10.26509/frbc-wp-201523.
  95. Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015, "Clustered Housing Cycles," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1524, Oct, DOI: 10.26509/frbc-wp-201524.
  96. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015, "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2015-030, Oct, revised 10 Apr 2020, DOI: 10.20955/wp.2015.030.
  97. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers, Federal Reserve Bank of St. Louis, number 2015-31, Aug, DOI: 10.20955/wp.2015.031.
  98. Dong Hwan Oh & Andrew J. Patton, 2015, "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-50, May, DOI: 10.17016/FEDS.2015.050.
  99. Dong Hwan Oh & Andrew J. Patton, 2015, "Modelling Dependence in High Dimensions with Factor Copulas," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-51, May, DOI: 10.17016/FEDS.2015.051.
  100. Joan Paredes & Javier J. Pérez & Gabriel Perez-Quirós, 2015, "Fiscal targets. A guide to forecasters?," Working Papers, Banco de España, number 1508, Mar.
  101. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015, "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers, Banco de España, number 1523, Sep.
  102. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros, 2015, "The great moderation in historical perspective. Is it that great?," Working Papers, Banco de España, number 1527, Oct.
  103. Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015, "Great Moderation and Great Recession. From plain sailing to stormy seas?," EcoMod2015, EcoMod, number 8267, Jul.
  104. William B. Peterman, 2015, "Taxing Capital? The Importance of How Human Capital is Accumulated," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-117, Dec, DOI: 10.17016/FEDS.2015.117.
  105. William B. Peterman & Kamila Sommer, 2015, "A Historical Welfare Analysis of Social Security: Whom Did the Program Benefit?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-92, Sep, DOI: 10.17016/FEDS.2015.092r1.
  106. Escresa,Laarni & PICCI, LUCIO, 2015, "A new cross-national measure of corruption," Policy Research Working Paper Series, The World Bank, number 7371, Jul.
  107. Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015, "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1138, Jul, DOI: 10.17016/IFDP.2015.1138.
  108. Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 2015, "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1139, Jul, DOI: 10.17016/IFDP.2015.1139.
  109. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015, "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 20963, Feb.
  110. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015, "The Price of Variance Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 21182, May.
  111. Catherine Roux & Luís Santos-Pinto & Christian Thöni, 2015, "Home Bias in Multimarket Cournot Games," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 15.04, Apr.
  112. Ardakani, Omid & Kishor, Kundan & Song, Suyong, 2015, "On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach," MPRA Paper, University Library of Munich, Germany, number 75091, Jan.
  113. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015, "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics, Boston College Department of Economics, number 899, Oct.
  114. Su Liangjun & Tadao Hoshino, 2015, "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers, Singapore Management University, School of Economics, number 01-2015, Feb.
  115. Xun Lu & Su Liangjun, 2015, "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 02-2015, Feb.
  116. Su Liangjun & Zhang Yonghui, 2015, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 06-2015, Sep.
  117. Su Liangjun & Junhui Qian, 2015, "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers, Singapore Management University, School of Economics, number 07-2015, Sep.
  118. Su Liangjun & Xia Wang, 2015, "On Time-Varying Factor Models: Estimation and Testing," Working Papers, Singapore Management University, School of Economics, number 08-2015, Jul.
  119. Su Liangjun & Xi Qu, 2015, "Specification Test for Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 10-2015, Sep.
  120. Degui Li & Junhui Qian & Su Liangjun, 2015, "Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks," Working Papers, Singapore Management University, School of Economics, number 12-2015, Sep.
  121. Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
  122. Tobal Martín, 2015, "A Model of Wage and Employment Effects of Service Offshoring," Working Papers, Banco de México, number 2015-10, May.
  123. Hirofumi Uchida & Daisuke Miyakawa & Kaoru Hosono & Arito Ono & Taisuke Uchino & Ichiro Uesugi, 2015, "Financial Shocks, Bankruptcy, and Natural Selection," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 110, Jul.
  124. Daisuke Miyakawa & Kaoru Hosono & Taisuke Uchino & Arito Ono & Hirofumi Uchida & Ichiro Uesugi, 2015, "Financial Shocks and Firm Exports: A Natural Experiment Approach with a Massive Earthquake," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 111, Jul.
  125. Makoto HAZAMA & Iichiro UESUGI, 2015, "Heterogeneous Impact of Real Estate Prices on Firm Investment," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15091, Jul.
  126. Iichiro UESUGI & Hikaru FUKANUMA & Arito ONO & Peng XU & Daisuke TSURUTA & Tadanobu NEMOTO & Daisuke MIYAKAWA & Yukihiro YASUDA & Nobuyoshi YAMORI & Wako WATANABE & Hiromichi IWAKI, 2015, "Summary of the Survey on the Aftermath of SME Financing Facilitation Act (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 15028, Jun.
  127. Iichiro UESUGI & Koji SAKAI, 2015, "Credit Reallocation in Japan (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 15035, Jun.
  128. Andreas Leibbrandt & Liang Choon Wang & Cordelia Foo, 2015, "Gender Quotas, Competitions, and Peer Review: Experimental Evidence on the Backlash Against Women," CESifo Working Paper Series, CESifo, number 5526.
  129. Daniel Carr & Liang Choon Wang, 2015, "The effect of after-school classes on private tuition, mental health, and academic outcomes: evidence from Korea," Monash Economics Working Papers, Monash University, Department of Economics, number 24-15, Apr.
  130. James H. Stock & Mark W. Watson, 2015, "Core Inflation and Trend Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21282, Jun.
  131. Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
  132. Weinhold, Diana & Molina Vale, Petterson & Reis, Eustaquio J., 2015, "Boom-bust patterns in the Brazilian Amazon," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63645, Nov.
  133. Diana Weinhold, 2015, "Sick of noise: the health effects of loud neighbours and urban din," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 213, Oct.
  134. Anastasia Semykina & Jeffrey M. Wooldridge, 2015, "Binary Response Panel Data Models with Sample Selection and Self Selection," Working Papers, Department of Economics, Florida State University, number wp2015_05_01, Feb.

2014

  1. Taya Dumrongrittikul & Heather Anderson & Farshid Vahid, 2014, "The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/14.
  2. Yoichi Arai & Hidehiko Ichimura & Daiji Kawaguchi, 2014, "The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms?," Working Papers, Tokyo Center for Economic Research, number e078, May.
  3. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2014, "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1430, Nov, DOI: 10.26509/frbc-wp-201430.
  4. Anderson, Michael L. & Auffhammer, Maximillian, 2014, "Pounds that Kill," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt0s47p33c, Oct.
  5. Millard-Ball, Adam & Schneider, Robert J. & Handy, Susan L. & Shafizadeh, Kevan & Anderson, Michael L. & Auffhammer, Maximillian & Jacobsen, Mark & Sperling, Dan & Shoup, Donald, 2014, "ACCESS Magazine Issue 45 Fall 2014," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt1gj8g83t, Oct.
  6. Michael D. Bauer, 2014, "Inflation Expectations and the News," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-9, Mar, DOI: 10.24148/wp2014-09.
  7. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2014, "Eliciting Private Information with Noise: The Case of Randomized Response," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 490, May.
  8. Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014, "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-48, Dec.
  9. Tim Bollerslev & Viktor Todorov & Lai Xu, 2014, "Tail Risk Premia and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-49, Sep.
  10. James Andreoni & Andy Brownback, 2014, "Grading on a Curve, and other Effects of Group Size on All-Pay Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 20184, May.
  11. Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
  12. Calhoun, Gray, 2014, "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34313, Oct.
  13. Calhoun, Gray, 2014, "ATTN: OTHER WORKING PAPERS ARE AVAILABLE ON MY HOMEPAGE. http://gray.clhn.co," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37454, Mar.
  14. Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014, "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series, CESifo, number 4715.
  15. Dolado, Juan J & Mora, Ricardo, 2014, "Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 10246, Nov.
  16. Eli Berman & Michael J. Callen & Clark Gibson & James D. Long, 2014, "Election Fairness and Government Legitimacy in Afghanistan," NBER Working Papers, National Bureau of Economic Research, Inc, number 19949, Mar.
  17. Noam Yuchtman & Michael Callen & Bruno Ferman & Ali Hasanain & Leonardo Bursztyn, 2014, "A Revealed Preference Approach to the Elicitation of Political Attitudes: Experimental Evidence on Anti-Americanism in Pakistan," 2014 Meeting Papers, Society for Economic Dynamics, number 869.
  18. Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67, Jul.
  19. Jin Seo Cho & Halbert White, 2014, "Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67a, Jul.
  20. Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014, "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-69, Nov.
  21. Francisco Covas & John C. Driscoll, 2014, "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-85, Sep.
  22. Costa-Gomes, Miguel & Cueva, Carlos & Gerasimou, Georgios, 2014, "Choice, Deferral and Consistency," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-17, Dec.
  23. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
  24. Blazsek, Szabolcs & Escribano, Álvaro, 2014, "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1412, Jun.
  25. Laura Gee, 2014, "The More you Know: Information Effects in Job Application Rates by Gender in a Large Field Experiment," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0780.
  26. Rossen Valkanov & Andra Ghent, 2014, "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers, Society for Economic Dynamics, number 104.
  27. Raffaella Giacomini & Toru Kitagawa, 2014, "Inference about Non-Identi?ed SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/14, Nov.
  28. Raffaella Giacomini & Barbara Rossi, 2014, "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1476, Dec.
  29. Raffaella Giacomini, 2014, "Economic theory and forecasting: lessons from the literature," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/14, Sep.
  30. Gibson, Matthew, 2014, "Dirty and perverse: regulation-induced pollution substitution," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6tn7t0wv, Jun.
  31. Gibson, Matthew & Shrader, Jeffrey, 2014, "Time Use and Productivity: The Wage Returns to Sleep," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8zp518hc, Jul.
  32. Prashant Bharadwaj & Matthew Gibson & Joshua Graff Zivin & Christopher A. Neilson, 2014, "Gray Matters: Fetal Pollution Exposure and Human Capital Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 20662, Nov.
  33. André Binette & Daniel de Munnik & Émilien Gouin-Bonenfant, 2014, "Canadian Non-Energy Exports: Past Performance and Future Prospects," Discussion Papers, Bank of Canada, number 14-1, DOI: 10.34989/sdp-2014-1.
  34. Gloria Gonzalez-Rivera & Yingying Sun, 2014, "Density Forecast Evaluation in Unstable Environments," Working Papers, University of California at Riverside, Department of Economics, number 201428, Aug.
  35. Gloria Gonzalez-Rivera & Wei Lin, 2014, "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers, University of California at Riverside, Department of Economics, number 201429, Sep.
  36. Gloria Gonzalez-Rivera, 2014, "Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)," Working Papers, University of California at Riverside, Department of Economics, number 201430, Jan.
  37. Gloria Gonzalez-Rivera & Yingying Sun, 2014, "Generalized Autocontours: Evaluation of Multivariate Density Models," Working Papers, University of California at Riverside, Department of Economics, number 201431, Mar.
  38. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014, "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1623.
  39. Youjin Hahn & Liang Choon Wang & Hee-Seung Yang, 2014, "Does Greater School Autonomy Make a Difference? Evidence from a Randomized Natural Experiment in South Korea," Monash Economics Working Papers, Monash University, Department of Economics, number 48-14, Oct.
  40. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2014, "Gender Differences in Response to Big Stakes," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1314, Nov.
  41. Wagner Piazza Gaglianone & João Victor Issler, 2014, "Microfounded Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 372, Dec.
  42. Gomes, Fábio Augusto Reis & Issler, João Victor, 2014, "Testing consumption optimality using aggregate data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 752, Jun.
  43. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series, CESifo, number 4993.
  44. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," CESifo Working Paper Series, CESifo, number 5147.
  45. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2014, "Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-11, Apr, DOI: 10.24148/wp2014-11.
  46. Garett Jones & Niklas Potrafke, 2014, "Human Capital and National Institutional Quality: Are TIMSS, PISA, and National Average IQ Robust Predictors?," CESifo Working Paper Series, CESifo, number 4790.
  47. Al-Ubaydli, Omar & Jones, Garett & Weel, Jaap, 2014, "Average player traits as predictors of cooperation in a repeated prisoner's dilemma," MPRA Paper, University Library of Munich, Germany, number 55383, Feb.
  48. Naoko Hara & Munechika Katayama & Ryo Kato, 2014, "Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy," Bank of Japan Working Paper Series, Bank of Japan, number 14-E-9, Oct.
  49. David M. Kaplan, 2014, "Nonparametric Inference on Quantile Marginal Effects," Working Papers, Department of Economics, University of Missouri, number 1413, Aug.
  50. Hiroaki Kaido, 2014, "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers, Institute for Fiscal Studies, number 03/14, Jan, DOI: 10.1920/wp.cem.2014.0314.
  51. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014, "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers, Institute for Fiscal Studies, number 23/14, May, DOI: 10.1920/wp.cem.2014.2314.
  52. Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2014, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-70, Nov.
  53. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2014, "Revisiting Growth Empirics Based on IV Panel Quantile Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-72, Dec.
  54. Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2014, "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-74, Dec.
  55. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2014, "Do Employers Prefer Workers Who Attend For-Profit Colleges? Evidence from a Field Experiment," Working Papers, RAND Corporation, number WR-1054, Sep.
  56. Cory Koedel & Jiaxi Li, 2014, "The Efficiency Implications of Using Proportional Evaluations to Shape the Teaching Workforce," Working Papers, Department of Economics, University of Missouri, number 1402, Jan, revised 16 Mar 2015.
  57. Cory Koedel & Andrew Hughes & Joshua A. Price, 2014, "Positional WAR in the National Football League," Working Papers, Department of Economics, University of Missouri, number 1410, Jun.
  58. Cory Koedel & P. Brett Xiang, 2014, "Pension Enhancements and the Retention of Public Employees," Working Papers, Department of Economics, University of Missouri, number 1418, Oct, revised 09 Feb 2015.
  59. Cory Koedel & Rajeev Darolia & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2014, "Race and Gender Effects on Employer Interest in Job Applicants: New Evidence from a Resume Field Experiment," Working Papers, Department of Economics, University of Missouri, number 1419, Oct.
  60. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2014, "Self Control and Intertemporal Choice: Evidence from Glucose and Depletion Interventions," CESifo Working Paper Series, CESifo, number 4609.
  61. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
  62. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers, University of California at Riverside, Department of Economics, number 201405, Sep.
  63. Tae-Hwy Lee & Weiping Yang, 2014, "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers, University of California at Riverside, Department of Economics, number 201406, Sep.
  64. Tae-Hwy Lee & Yiyao Wang, 2014, "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers, University of California at Riverside, Department of Economics, number 201407, Sep.
  65. Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Value-at-Risk Using High Frequency Information," Working Papers, University of California at Riverside, Department of Economics, number 201409, Sep.
  66. Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Realized Volatility Using Subsample Averaging," Working Papers, University of California at Riverside, Department of Economics, number 201410, Sep.
  67. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers, University of California at Riverside, Department of Economics, number 201411, Sep.
  68. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014, "Bagging Constrained Equity Premium Predictors," Working Papers, University of California at Riverside, Department of Economics, number 201421, Sep, revised Feb 2013.
  69. Tae-Hwy Lee & Weiping Yang, 2014, "Money-Income Granger-Causality in Quantiles," Working Papers, University of California at Riverside, Department of Economics, number 201423, Sep, revised Sep 2012.
  70. Manganelli, Simone & Hoffmann, Peter & Garcia-de-Andoain, Carlos, 2014, "Fragmentation in the euro overnight unsecured money market," Working Paper Series, European Central Bank, number 1755, Dec.
  71. Molina, Danielken & Roa, Mónica, 2014, "The Effect of Credit on the Export Performance of Colombian Exporters," IDB Publications (Working Papers), Inter-American Development Bank, number 6516, May, DOI: http://dx.doi.org/10.18235/0011639.
  72. Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-44, May.
  73. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2014, "How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-19, Aug, DOI: 10.20955/wp.2014.019.
  74. Ana B. Galvão & Michael T. Owyang, 2014, "Financial stress regimes and the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-20, Jul, DOI: 10.20955/wp.2014.020.
  75. Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10151, Sep.
  76. María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014, "The two greatest. Great recession vs. great moderation," Working Papers, Banco de España, number 1423, Sep.
  77. Reicher, Claire, 2014, "Systematic fiscal policy and macroeconomic performance: A critical overview of the literature," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-29.
  78. Mauricio Romero & ÔøΩlvaro Riascos & Diego Jara, 2014, "A derivation of the optimal answer-copying index and some applications," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12061, Aug.
  79. √Ålvaro Riascos & Eduardo Alfonso & Mauricio Romero, 2014, "The Performance of Risk Adjustment Models in Colombian Competitive Health Insurance Market," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12062, Aug.
  80. Astebro , Thomas & Santos-Pinto , Luís, 2014, "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," HEC Research Papers Series, HEC Paris, number 1042, Mar.
  81. Makoto Shimoji, 2014, "Revenue Comparison of Discrete Private-Value Auctions via Weak Dominance," Discussion Papers, Department of Economics, University of York, number 14/13, Jul.
  82. Shrader, Jeffrey, 2014, "Forecasts and Adaptation," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170626, DOI: 10.22004/ag.econ.170626.
  83. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1965, Dec.
  84. Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun, 2014, "Additive Nonparametric Regression in the Presence of Endogenous Regressors," IZA Discussion Papers, IZA Network @ LISER, number 8144, Apr.
  85. Junhui Qian & Liangjun Su, 2014, "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers, Singapore Management University, School of Economics, number 06-2014, Aug.
  86. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014, "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 08-2014, Aug.
  87. Sainan Jin & Liangjun Su & Yonghui Zhang, 2014, "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers, Singapore Management University, School of Economics, number 09-2014, Aug.
  88. Yan Li & Liangjun Su & Yuewu Xu, 2014, "A Combined Approach to the Inference of Conditional Factor Models," Working Papers, Singapore Management University, School of Economics, number 10-2014, Aug.
  89. Xun Lu & Liangjun Su, 2014, "Jackknife Model Averaging for Quantile Regressions," Working Papers, Singapore Management University, School of Economics, number 11-2014, Aug.
  90. Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.
  91. Martín Tobal, 2014, "Prudential Regulation, Currency Mismatches and Exchange Rate Regimes in Latin America and the Caribbean," Documentos de Investigación - Research Papers, CEMLA, number 17, Nov.
  92. Arito ONO & Daisuke MIYAKAWA & Kaoru HOSONO & Hirofumi UCHIDA & Taisuke UCHINO & Iichiro UESUGI, 2014, "Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 14054, Aug.
  93. Hirofumi UCHIDA & Daisuke MIYAKAWA & Kaoru HOSONO & Arito ONO & Taisuke UCHINO & Iichiro UESUGI, 2014, "Natural Disaster and Natural Selection," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 14055, Aug.
  94. Iichiro UESUGI & Hirofumi UCHIDA & Yuta MIZUSUGI, 2014, "Effects of Lending Relationships with Government Banks on Firm Performance: Evidence from a Japanese government bank for small businesses (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 14045, Sep.
  95. Ono, Arito & Uesugi, Iichiro, 2014, "SME Financing in Japan during the Global Financial Crisis: Evidence from Firm Surveys," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 6, Feb.
  96. George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014, "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/14.
  97. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014, "Forecasting with EC-VARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-07, Feb, revised 22 Feb 2014.
  98. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014, "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-14.
  99. Kazuki Onji & Takeshi Osada & David Vera, 2014, "Banks restructuring sonata: How capital injection triggered labor force rejuvenation in Japanese banks," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-22, May.
  100. Asadul Islam & Chandarany Ouch & Russell Smyth & Liang Choon Wang, 2014, "The Long-Term Effects Of Civil Conflicts On Education, Earnings And Fertility: Evidence From Cambodia," Monash Economics Working Papers, Monash University, Department of Economics, number 36-14, Sep.
  101. Liang Choon Wang, 2014, "All Work and No Play? The Effects of Ability Sorting on Students’ Non-school Inputs, Time Use, and Grade Anxiety," Monash Economics Working Papers, Monash University, Department of Economics, number 37-14, Sep.
  102. Alan S. Blinder & Mark W. Watson, 2014, "Presidents and the U.S. Economy: An Econometric Exploration," NBER Working Papers, National Bureau of Economic Research, Inc, number 20324, Jul.
  103. Lykke Andersen & Ugur Bilge & Ben Groom & David Gutierrez & Evan Killick & Juan Carlos Ledezma & Charles Palmer & Diana Weinhold, 2014, "Modelling land use, deforestation, and policy analysis: A hybrid optimization-ABM heterogeneous agent model with application to the Bolivian Amazon," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 164, Sep.
  104. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014, "A Comparison of Growth Percentile and Value-Added Models of Teacher Performance," IZA Discussion Papers, IZA Network @ LISER, number 7973, Feb.
  105. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014, "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers, IZA Network @ LISER, number 7974, Feb.
  106. Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014, "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 8084, Mar.
  107. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014, "Finite Population Causal Standard Errors," NBER Working Papers, National Bureau of Economic Research, Inc, number 20325, Jul.
  108. James D. Hamilton & Jing Cynthia Wu, 2014, "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19892, Feb.
  109. Drew D. Creal & Jing Cynthia Wu, 2014, "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 20115, May.
  110. Jing Cynthia Wu & Fan Dora Xia, 2014, "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 20117, May.
  111. Kinda Hachem & Jing Cynthia Wu, 2014, "Inflation Announcements and Social Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 20161, May.
  112. Drew D. Creal & Jing Cynthia Wu, 2014, "Monetary Policy Uncertainty and Economic Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20594, Oct.
  113. Myungkyu Shim & Hee-Seung Yang, 2014, "Business Cycle Properties of Job Polarization Using Consistent Occupational Data," Monash Economics Working Papers, Monash University, Department of Economics, number 17-14, Apr.
  114. Myungkyu Shim & Hee-Seung Yang, 2014, "Interindustry Wage Differentials, Technology Adoption, and Job Polarization," Monash Economics Working Papers, Monash University, Department of Economics, number 18-14, Apr.

2013

  1. Heather M. Anderson & Farshid Vahid, 2013, "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/13.
  2. Taya Dumrongrittikul & Heather M. Anderson, 2013, "Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/13.
  3. Yoichi Arai & Hidehiko Ichimura, 2013, "Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 27/13, Jun, DOI: 10.1920/wp.cem.2013.2713.
  4. Maximilian Auffhammer & Solomon M. Hsiang & Wolfram Schlenker & Adam Sobel, 2013, "Using Weather Data and Climate Model Output in Economic Analyses of Climate Change," NBER Working Papers, National Bureau of Economic Research, Inc, number 19087, May.
  5. Michael D. Bauer & Glenn D. Rudebusch, 2013, "Monetary Policy Expectations at the Zero Lower Bound," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-18, DOI: 10.24148/wp2013-18.
  6. Glenn Rudebusch & Michael Bauer, 2013, "The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off," 2013 Meeting Papers, Society for Economic Dynamics, number 691.
  7. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2013, "Publicación de los resultados de las pruebas estandarizadas externas: ¿Tiene ello un efecto sobre los resultados escolares?," Working Papers, FEDEA, number 2013-07, Sep.
  8. Brindusa Anghel & Antonio Cabrales & Jesús M. Carro, 2013, "Evaluacion de un programa de educacion bilingüe en España: El impacto mas alla del aprendizaje del idioma extranjero," Working Papers, FEDEA, number 2013-08, Sep.
  9. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
  10. Jin Seo Cho & Isao Ishida & Halbert White, 2013, "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti ," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-55, Feb.
  11. Jin Seo Cho & Isao Ishida & Halbert White, 2013, "Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-55a, Feb.
  12. Kyu Lee Shin & Jin Seo Cho, 2013, "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-57, Jun.
  13. Chiquiar Daniel & Salcedo Alejandrina, 2013, "Mexican Migration to the United States: Underlying Economic Factors and Possible Scenarios for Future Flows," Working Papers, Banco de México, number 2013-20, Dec.
  14. Francisco Covas & Ben Rump & Egon Zakrajšek, 2013, "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-55.
  15. Sucarrat, Genaro & Escribano, Álvaro, 2013, "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1321, Sep.
  16. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013, "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper, University Library of Munich, Germany, number 49344, Aug.
  17. Shigeru Fujita & Giuseppe Moscarini, 2013, "Recall and unemployment," Working Papers, Federal Reserve Bank of Philadelphia, number 14-3, Nov.
  18. Roberto Angulo & Alejandro Gaviria & Liliana Morales, 2013, "La d√©cada ganada: evoluci√≥n de la clase media y las condiciones de vida en Colombia, 2002-2011," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11895, Oct.
  19. Peter Debbaut & Andra C. Ghent & Marianna Kudlyak, 2013, "Are young borrowers bad borrowers? Evidence from the Credit CARD Act of 2009," Working Paper, Federal Reserve Bank of Richmond, number 13-09.
  20. Raffaella Giacomini, 2013, "The relationship between DSGE and VAR models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/13, May.
  21. Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Generalized method of moments with latent variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/13, Oct.
  22. Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/13, May.
  23. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/13, Oct.
  24. Carnovale, Maria & Gibson, Matthew, 2013, "The Effects of Driving Restrictions on Air Quality and Driver Behavior," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0v8813qm, Jul.
  25. Ben Gilbert & Joshua S. Graff Zivin, 2013, "Dynamic Salience with Intermittent Billing: Evidence from Smart Electricity Meters," NBER Working Papers, National Bureau of Economic Research, Inc, number 19510, Oct.
  26. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramírez, Andrey David, 2013, "Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 35531, Jul.
  27. Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013, "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1312, Jun.
  28. Gloria Gonzalez-Rivera, 2013, "Forecasting for Economics and Business," Working Papers, University of California at Riverside, Department of Economics, number 201432, Jan.
  29. Gloria Gonzalez-Rivera & Chris Kieslich & David Shin & Aliana Lopez de Victoria & Dimitrios Morikis, 2013, "A Predictive Model for HIV-1 Co-receptor Selectivity," Working Papers, University of California at Riverside, Department of Economics, number 201435, May.
  30. Jeffrey Grogger & Gordon H. Hanson, 2013, "Attracting Talent: Location Choices of Foreign-Born PhDs in the US," NBER Working Papers, National Bureau of Economic Research, Inc, number 18780, Feb.
  31. Jeffrey Grogger, 2013, "Bounding the Effects of Social Experiments: Accounting for Attrition in Administrative Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 18838, Feb.
  32. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
  33. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper, Norges Bank, number 2013/22, Sep.
  34. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013, "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-005, DOI: 10.20955/wp.2013.005.
  35. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013, "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 482.
  36. Massimo Guidolin & Hening Liu, 2013, "Ambiguity Aversion and Under-diversification," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 483.
  37. Alejandro Bernales & Massimo Guidolin, 2013, "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 484.
  38. Youjin Hahn & Hee-Seung Yang, 2013, "Do Work Decisions among Young Adults Respond to Extended Dependent Coverage?," Monash Economics Working Papers, Monash University, Department of Economics, number 19-13, May.
  39. G. Baquero & M. Hamadi & A. Heinen, 2013, "Competition, Loan Rates and Information Dispersion in Microcredit Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201314.
  40. Hibiki Ichiue & Shusaku Nishiguchi, 2013, "Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-11, Jul.
  41. Hibiki Ichiue & Yoichi Ueno, 2013, "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-8, May.
  42. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013, "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 330, Oct.
  43. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 735, Jun.
  44. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013, "The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 738, Apr.
  45. Dias, Victor Pina & Diniz, Érica & Issler, João Victor, 2013, "Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 739, Apr.
  46. Issler, João Victor & Notini, Hilton Hostalácio, 2013, "Estimating Brazilian Monthly GDP: a State-Space Approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 740, Apr.
  47. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013, "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 742, Jul.
  48. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013, "A note on the forward and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 743, Jul.
  49. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013, "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 748, Nov.
  50. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series, CESifo, number 4431.
  51. Taylor, Alan M. & Jordà , Òscar, 2013, "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 9646, Sep.
  52. Òscar Jordà, 2013, "Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-19, Jul, DOI: 10.24148/wp2013-19.
  53. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2013, "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-24, Aug, DOI: 10.24148/wp2013-24.
  54. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013, "Shocks and Adjustments," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-32, DOI: 10.24148/wp2013-32.
  55. Oscar Jorda & John Fernald & Fernanda Nechio & Mary Daly, 2013, "Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment," 2013 Meeting Papers, Society for Economic Dynamics, number 1155.
  56. Moritz Schularick & Alan Taylor & Oscar Jorda, 2013, "When Credit Bites Back," 2013 Meeting Papers, Society for Economic Dynamics, number 71.
  57. Munechika Katayama & Kwang Hwan Kim, 2013, "The Delayed Effects of Monetary Shocks in a Two-sector New Keynesian Model," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-13-003, Aug.
  58. David M. Kaplan, 2013, "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers, Department of Economics, University of Missouri, number 1313, Jul.
  59. David M. Kaplan & Matt Goldman, 2013, "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers, Department of Economics, University of Missouri, number 1315, Sep.
  60. David M. Kaplan, 2013, "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers, Department of Economics, University of Missouri, number 1316, Sep.
  61. David M. Kaplan & Matt Goldman, 2013, "Comparing distributions by multiple testing across quantiles," Working Papers, Department of Economics, University of Missouri, number 1319, Oct, revised Feb 2018.
  62. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random coefficients in static games of complete information," CeMMAP working papers, Institute for Fiscal Studies, number 12/13, Mar, DOI: 10.1920/wp.cem.2013.1213.
  63. Tae-Hwan Kim & Christophe Muller, 2013, "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1342, Aug, revised Aug 2013.
  64. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-54, Feb.
  65. Peter Arcidiacono & Cory Koedel, 2013, "Race and College Success: Evidence from Missouri," NBER Working Papers, National Bureau of Economic Research, Inc, number 19188, Jun.
  66. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2013, "The Importance of the Cognitive Environment for Intertemporal Choice," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1316.
  67. James Andreoni & Michael A. Kuhn & Charles Sprenger, 2013, "On Measuring Time Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 19392, Aug.
  68. Aeimit Lakdawala & Davide Debortoli, 2013, "How credible is the Federal Reserve?:A structural estimation of policy re-optimizations," 2013 Meeting Papers, Society for Economic Dynamics, number 1333.
  69. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013, "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers, University of California at Riverside, Department of Economics, number 201422, Sep, revised Apr 2012.
  70. Sanghoon Lee & Jeffrey Lin, 2013, "Natural amenities, neighborhood dynamics, and persistence in the spatial distribution of income," Working Papers, Federal Reserve Bank of Philadelphia, number 13-48, Dec.
  71. Lofstrom, Magnus & Raphael, Steven, 2013, "Incarceration and Crime: Evidence from California's Public Safety Realignment Reform," IZA Discussion Papers, IZA Network @ LISER, number 7838, Dec.
  72. Ghysels, Eric & Manganelli, Simone & , & Idier, Julien, 2013, "A high frequency assessment of the ECB Securities Markets Programme," CEPR Discussion Papers, Centre for Economic Policy Research, number 9778, Dec.
  73. Juri Marcucci & Paolo Emilio Mistrulli, 2013, "Female entrepreneurs in trouble: do their bad loans last longer?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 185, Jun.
  74. Claudio Labanca & Danielken Molina & Marc-Andreas Muendler, 2013, "Preparing to Export," NBER Working Papers, National Bureau of Economic Research, Inc, number 18962, Apr.
  75. Blyde, Juan & Molina, Danielken, 2013, "Logistics Infrastructure and the International Location of Fragmented Production," MPRA Paper, University Library of Munich, Germany, number 45749, Mar.
  76. Mesquita Moreira, Mauricio & Blyde, Juan & Volpe, Christian & Molina, Danielken, 2013, "Too Far to Export: Domestic Transport Costs and Regional Export Disparities in Latin America and the Caribbean," MPRA Paper, University Library of Munich, Germany, number 59736, Oct.
  77. Managi, Shunsuke & Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013, "Does the price of oil interact with clean energy prices in the stock market?," MPRA Paper, University Library of Munich, Germany, number 46067, Apr.
  78. Michael T. Owyang & Valerie A. Ramey & Sarah Zubairy, 2013, "Are government spending multipliers greater during periods of slack? evidence from 20th century historical data," Working Papers, Federal Reserve Bank of St. Louis, number 2013-004, DOI: 10.20955/wp.2013.004.
  79. Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2013-012, revised 29 Dec 2017, DOI: 10.20955/wp.2013.012.
  80. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2013, "Countercyclical policy and the speed of recovery after recessions," Working Papers, Federal Reserve Bank of St. Louis, number 2013-032, DOI: 10.20955/wp.2013.032.
  81. Valerie Ramey & Sarah Zubairy & Michael Owyang, 2013, "Are Government Spending Multipliers State Dependent? Evidence from U.S. and Canadian Historical Data," 2013 Meeting Papers, Society for Economic Dynamics, number 290.
  82. Jia Li & Andrew J. Patton, 2013, "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-27.
  83. Irving Arturo De Lira Salvatierra & Andrew J. Patton, 2013, "Dynamic Copula Models and High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-28.
  84. Dong Hwan Oh & Andrew J. Patton, 2013, "Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads," Working Papers, Duke University, Department of Economics, number 13-30.
  85. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013, "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers, University of Oxford, Department of Economics, number 645, Feb.
  86. Maximo Camacho & Gabriel Perez-Quiros, 2013, "Commodity prices and the business cycle in Latin America: Living and dying by commodities," Working Papers, Banco de España, number 1304, Feb.
  87. Carmen Broto & Gabriel Perez-Quiros, 2013, "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers, Banco de España, number 1314, Oct.
  88. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013, "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers, Banco de España, number 1318, Nov.
  89. Kamila Sommer & William Peterman, 2013, "How Well Did Social Security Mitigate the Effects of the Great Recession?," 2013 Meeting Papers, Society for Economic Dynamics, number 1150.
  90. Lucio, Picci & Luca, Savorelli, 2013, "The Technological Specialization of Countries: An Analysis of Patent Data," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-24.
  91. Jinill Kim & Seth Pruitt, 2013, "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-53, Aug.
  92. Snower, Dennis J. & Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Klodt, Henning & Kooths, Stefan & Laaser, Claus-Friedrich & Reicher, Christopher & van Roye, Björn & Scheide, Joachim & Schrader, Klaus, 2013, "The Kiel policy package to address the crisis in the euro area," Kiel Policy Briefs, Kiel Institute for the World Economy, number 58a.
  93. Reicher, Christopher Phillip, 2013, "Evaluating misspecification in DSGE models using tests for overidentifying restrictions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79955.
  94. Elizabeth Davidson & Randall Reback & Jonah E. Rockoff & Heather L. Schwartz, 2013, "Fifty Ways to Leave a Child Behind: Idiosyncrasies and Discrepancies in States' Implementation of NCLB," NBER Working Papers, National Bureau of Economic Research, Inc, number 18988, Apr.
  95. Marius del Giudice Rodriguez & Thomas Wu, 2013, "The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-20, May, DOI: 10.24148/wp2013-20.
  96. Liangjun Su & Stefan Hoderlein & Halbert White, 2013, "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 892, Apr, revised 01 Feb 2016.
  97. Valentina Corradi & Norman Swanson, 2013, "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers, Rutgers University, Department of Economics, number 201309, Jul.
  98. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "Combining Two Consistent Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201310, Jul.
  99. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201311, Jul.
  100. Diep Duong & Norman Swanson, 2013, "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 201312, Jul.
  101. Valentina Corradi & Norman Swanson, 2013, "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201314, Jul.
  102. Kihwan Kim & Norman Swanson, 2013, "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers, Rutgers University, Department of Economics, number 201315, Jul.
  103. Hyun Hak Kim & Norman Swanson, 2013, "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers, Rutgers University, Department of Economics, number 201316, Jul.
  104. Diep Duong & Norman Swanson, 2013, "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers, Rutgers University, Department of Economics, number 201321, Jul.
  105. Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
  106. Martín Tobal, 2013, "An Offshoring Setup," Documentos de Investigación - Research Papers, CEMLA, number 11, Jul.
  107. Martín Tobal, 2013, "Currency Mismatch: New Database and Indicators for Latin America and the Caribbean," Documentos de Investigación - Research Papers, CEMLA, number 12, Nov.
  108. Kentaro NAKAJIMA & Yukiko SAITO & Iichiro UESUGI, 2013, "Role of Inter-firm Transactions on Industrial Agglomeration: Evidence from Japanese firm-level data," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13021, Mar.
  109. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013, "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 19, Feb.
  110. Liang Choon Wang, 2013, "The deadly effect of high-stakes testing on teenagers with reference-dependent preferences," Monash Economics Working Papers, Monash University, Department of Economics, number 40-13, Jul.
  111. Del Carpio, Ximena & Nguyen, Cuong & Nguyen, Ha & Wang, Choon, 2013, "The Impact of Minimum Wages on Employment, Wages and Welfare: The Case of Vietnam," MPRA Paper, University Library of Munich, Germany, number 83677, Jun.
  112. Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W., 2013, "Consistent Factor Estimation in Dynamic Factor Models with Structural Instability," Scholarly Articles, Harvard University Department of Economics, number 28469786.
  113. Ulrich Mueller & Mark W. Watson, 2013, "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 18870, Mar.
  114. Mark Watson, 2013, "Measuring Uncertainty About Long-Run Forecasts," Annual Meeting Plenary, Society for Economic Dynamics, number 2013-3.
  115. Gardner, Toby A. & Ferreira, J. & Barlow, J. & Lees, A. C. & Parry, L. & Vieira, I. C. G. & Berenguer, E. & Abramovay, R. & Aleixo, A. & Andretti, C. & Aragao, L. E. O. C. & Araujo, I. & de Avila, W. , 2013, "A social and ecological assessment of tropical land uses at multiple scales: the Sustainable amazon network," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 50120, Jun.
  116. Stacy, Brian & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2013, "Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?," IZA Discussion Papers, IZA Network @ LISER, number 7676, Oct.
  117. Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013, "What Are We Weighting For?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18859, Feb.
  118. James D. Hamilton & Jing Cynthia Wu, 2013, "Risk Premia in Crude Oil Futures Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19056, May.
  119. Hee-Seung Yang & Myungkyu Shim, 2013, "Job Polarization : Market Responses to Interindustry Wage Differentials," 2013 Meeting Papers, Society for Economic Dynamics, number 1200.

2012

  1. Michael D. Bauer & Christopher J. Neely, 2012, "International channels of the Fed’s unconventional monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-12.
  2. Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
  3. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012, "The Appeal of Information Transactions," Working Papers, Brown University, Department of Economics, number 2012-13.
  4. Carro, Jesus & Anghel, Brindusa, 2012, "Evaluating a bilingual education program in Spain: the impact beyond foreign language learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 8995, May.
  5. Anghel, Brindusa & Cabrales, Antonio & Sainz, Jorge & Sanz, Ismael, 2012, "Publicizing the results of standardized external tests : does it have an effect on school outcomes?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1234, Dec.
  6. Karim Chalak, 2012, "Identification of Average Random Coefficients under Magnitude and Sign Restrictions on Confounding," Boston College Working Papers in Economics, Boston College Department of Economics, number 816, Dec.
  7. Alcaraz Carlo & Chiquiar Daniel & Orraca María José & Salcedo Alejandrina, 2012, "The Effect of Publicly Provided Health Insurance on Academic Performance in Mexico," Working Papers, Banco de México, number 2012-10, Oct.
  8. Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
  9. Escribano, Álvaro & Guasch, J. Luis, 2012, "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1201, Jan.
  10. Blazsek, Szabolcs & Escribano, Álvaro, 2012, "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1202, Jan.
  11. Shigeru Fujita & Garey Ramey, 2012, "Exogenous vs. endogenous separation," Working Papers, Federal Reserve Bank of Philadelphia, number 12-2.
  12. Roberto Angulo & Alejandro Gaviria & Gustavo NicolÔøΩs PÔøΩez & Joao Pedro Azevedo, 2012, "Movilidad social en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 10323, Nov.
  13. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2012, "Did affordable housing legislation contribute to the subprime securities boom?," Working Papers, Federal Reserve Bank of St. Louis, number 2012-005, DOI: 10.20955/wp.2012.005.
  14. Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012, "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/12, May.
  15. Raffaella Giacomini, 2012, "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers, Society for Economic Dynamics, number 548.
  16. Carnovale, Maria & Gibson, Matthew, 2012, "Effects of Milan's Congestion Charge," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4j2755jq, Dec.
  17. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2012, "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1204, Jan.
  18. Massimo Guidolin & Stuart Hyde, 2012, "Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 455.
  19. Alejandro Bernales & Massimo Guidolin, 2012, "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 456.
  20. Youjin Hahn, 2012, "The Effect of Medicaid Physician Fees on Take-up of Public Health Insurance among Children in Poverty," Monash Economics Working Papers, Monash University, Department of Economics, number 29-12, Sep.
  21. Youjin Hahn & Liang Choon Wang & Hee-Seung Yang, 2012, "Child vs. Pet: The Effect of Abortion Legalization on the Demand for Pets," Monash Economics Working Papers, Monash University, Department of Economics, number 57-12, Sep.
  22. Peter Reinhard Hansen & Allan Timmermann, 2012, "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-43, Feb.
  23. Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
  24. Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-45, Oct.
  25. Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012, "Financial markets forecasts revisited: are they rational, herding or bold?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 106.
  26. Hibiki Ichiue & Yuhei Shimizu, 2012, "Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-7, Sep.
  27. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012, "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series, Central Bank of Brazil, Research Department, number 284, Jul.
  28. Hecq, Alain & Issler, João Victor, 2012, "A Common-feature approach for testing present-value restrictions with financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 728, Feb.
  29. Carrasco-Gutierrez, Carlos Enrique & Issler, João Victor, 2012, "Constructing common-factor portfolios," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 731, Apr.
  30. Oscar Jorda & Moritz Schularick & Alan Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers, University of California, Davis, Department of Economics, number 172, Oct.
  31. Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012, "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-05.
  32. John Nye & Gregory Androuschak & Desiree Desierto & Garett Jones & Maria Yudkevich, 2012, "What Determines Trust? Human Capital vs. Social Institutions: Evidence from Manila and Moscow," HSE Working papers, National Research University Higher School of Economics, number WP BRP 18/EC/2012.
  33. John V.C. Nye & Grigory Androuschak & Desirée Desierto & Garett Jones & Maria Yudkevich, 2012, "2D : 4D Asymmetry and Gender Differences in Academic Performance : Evidence from Moscow and Manila," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201203, Jan.
  34. Tae-Hwan Kim, & Christophe Muller, 2012, "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1221, Jul.
  35. Tae-Hwan Kim & Christophe Muller, 2012, "A test for endogeneity in conditional quantile models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-49, May.
  36. Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah, 2012, "On measuring the nonlinear effect of interest rates on inflation and output," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-53, Feb.
  37. Eleonora Granziera & Sharon Kozicki, 2012, "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers, Bank of Canada, number 12-12, DOI: 10.34989/swp-2012-12.
  38. Cory Koedel & Rebecca Leatherman & Eric Parsons, 2012, "Test Measurement Error and Inference from Value-Added Models," Working Papers, Department of Economics, University of Missouri, number 1201, Jan.
  39. Cory Koedel & Mark Ehlert & Michael Podgursky & Eric Parsons, 2012, "Teacher Preparation Programs and Teacher Quality: Are There Real Differences Across Programs?," Working Papers, Department of Economics, University of Missouri, number 1204, Apr, revised 13 Jul 2012.
  40. Cory Koedel & Rachana Bhatt & Douglas Lehmann, 2012, "Is Curriculum Quality Uniform? Evidence from Florida," Working Papers, Department of Economics, University of Missouri, number 1206, May.
  41. Cory Koedel & Shawn Ni & Michael Podgursky, 2012, "Who Benefits from Pension Enhancements?," Working Papers, Department of Economics, University of Missouri, number 1207, May, revised 08 Jun 2012.
  42. Cory Koedel & Mark Ehlert & Eric Parsons & Michael Podgursky, 2012, "Selecting Growth Measures for School and Teacher Evaluations," Working Papers, Department of Economics, University of Missouri, number 1210, Aug.
  43. Dong Jin Lee & Jai Hyung Yoon, 2012, "The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy," Working papers, University of Connecticut, Department of Economics, number 2012-03, Feb.
  44. Eric Hillebrand & Tae-Hwy Lee, 2012, "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-18, 04.
  45. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012, "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-41, Sep.
  46. Philip R. P. Coelho & Tung Liu, 2012, "The Returns to College Education," Working Papers, Ball State University, Department of Economics, number 201202, Aug, revised Aug 2012.
  47. Jeffrey Lin, 2012, "Regional resilience," Working Papers, Federal Reserve Bank of Philadelphia, number 13-01.
  48. Bohn, Sarah & Lofstrom, Magnus, 2012, "Employment Effects of State Legislation against the Hiring of Unauthorized Immigrant Workers," IZA Discussion Papers, IZA Network @ LISER, number 6598, May.
  49. Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012, "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12003, Feb.
  50. Francesco D'Amuri & Juri Marcucci, 2012, "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 891, Nov.
  51. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series, CESifo, number 3949.
  52. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-02.
  53. Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012, "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper, University Library of Munich, Germany, number 36662, Feb.
  54. Sunghoon Chung & Joonhyung Lee & Thomas Osang, 2012, "Did China Tire Safeguard Save U.S. Workers?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1205, Jul.
  55. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012, "Forecasting national recessions using state level data," Working Papers, Federal Reserve Bank of St. Louis, number 2012-013, DOI: 10.20955/wp.2012.013.
  56. Neville Francis & Michael T. Owyang & Özge Savascin, 2012, "An endogenously clustered factor approach to international business cycles," Working Papers, Federal Reserve Bank of St. Louis, number 2012-014, DOI: 10.20955/wp.2012.014.
  57. Patton, Andrew & Streatfield, Michael, 2012, "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 8898, Mar.
  58. Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
  59. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Extracting non-linear signals from several economic indicators," Working Papers, Banco de España, number 1202, Feb.
  60. Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Finite sample performance of small versus large scale dynamic factor models," Working Papers, Banco de España, number 1204, Feb.
  61. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Markov-switching dynamic factor models in real time," Working Papers, Banco de España, number 1205, Feb.
  62. Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012, "Can we use seasonally adjusted indicators in dynamic factor models?," Working Papers, Banco de España, number 1235, Oct.
  63. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012, "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," Working Papers, Banco de España, number 1240, Dec.
  64. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012, "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers, Centre for Economic Policy Research, number 8896, Mar.
  65. William B. Peterman, 2012, "The effect of endogenous human capital accumulation on optimal taxation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-03.
  66. William B. Peterman, 2012, "An extensive look at taxes: how does endogenous retirement affect optimal taxation?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-28.
  67. William B. Peterman, 2012, "Reconciling micro and macro estimates of the Frisch labor supply elasticity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-75.
  68. Gaétan de Rassenfosse & Hélène Dernis & Dominique Guellec & Picci Lucio & Bruno Van Pottelsberghe, 2012, "The worldwide count of priority patents: A new indicator of inventive activity," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-019, Aug.
  69. Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012, "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers, Banco de México, number 2012-08, Sep.
  70. Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio, 2012, "The use of mathematics in economics and its effect on a scholar's academic career," MPRA Paper, University Library of Munich, Germany, number 41341, Sep.
  71. Luís Santos-Pinto & Jose A. Mata & Thomas Astebro, 2012, "Risk Taking in Mixed Gambles," Working Papers, HAL, number hal-02058283, Aug, DOI: 10.2139/ssrn.2125956.
  72. Makoto Shimoji & Paul Schweinzer, 2012, "Implementation without Incentive Compatibility: Two Stories with Partially Informed Planners," Discussion Papers, Department of Economics, University of York, number 12/21, Aug.
  73. Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
  74. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012, "Multivariate Rotated ARCH Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W01, Feb.
  75. Arthur Lewbel & Xun Lu & Liangjun Su, 2012, "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 817, Dec, revised 01 May 2013.
  76. Martín Tobal, 2012, "Profit-shifting and Welfare Enhancing Trade Protection: An Incomplete Contracts Model," Documentos de Investigación - Research Papers, CEMLA, number 4, Dec.
  77. Taisuke UCHINO & Iichiro UESUGI, 2012, "The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 12022, Apr.
  78. Kentaro NAKAJIMA & Yukiko SAITO Umeno & Iichiro UESUGI, 2012, "Localization of Interfirm Transaction Relationships and Industry Agglomeration," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 12023, Apr.
  79. Kaoru HOSONO & Daisuke MIYAKAWA & Taisuke UCHINO & Makoto HAZAMA & Arito ONO & Hirofumi UCHIDA & Iichiro UESUGI, 2012, "Natural Disasters, Damage to Banks, and Firm Investment," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 12062, Oct.
    • Kaoru Hosono & Daisuke Miyakawa & Taisuke Uchino & Makoto Hazama & Arito Ono & Hirofumi Uchida & Iichiro Uesugi, 2016, "Natural Disasters, Damage To Banks, And Firm Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 4, pages 1335-1370, November, DOI: 10.1111/iere.12200.
    • Hosono, Kaoru & 細野, 薫 & Miyakawa, Daisuke & 宮川, 大介 & Uchino, Taisuke & 内野, 泰助 & Hazama, Makoto & Ono, Arito & 小野, 有人 & Uchida, Hirofumi & 内田, 浩史 & Uesugi, Iichiro & 植杉, 威一郎, 2012, "Natural Disasters, Damage to Banks, and Firm Investment," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 18, Oct.
  80. Iichiro UESUGI & Hirofumi UCHIDA & Taisuke UCHINO & Arito ONO & Makoto HAZAMA & Kaoru HOSONO & Daisuke MIYAKAWA, 2012, "Natural Disasters and Firm Dynamics (Japanese)," Policy Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 12001, Jan.
  81. Hazama, Makoto & Uesugi, Iichiro, 2012, "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 20, Dec.
  82. Kentaro Nakajima & Yukiko Saito & Iichiro Uesugi, 2012, "The Localization of Interfirm Transaction Relationships," ERSA conference papers, European Regional Science Association, number ersa12p503, Oct.
  83. Paul A. Raschky & Liang Choon Wang, 2012, "Reproductive Behaviour at the End of the World: The Effect of the Cuban Missile Crisis on U.S. Fertility," Monash Economics Working Papers, Monash University, Department of Economics, number 54-12, Sep.
  84. Del Carpio, Ximena & Nguyen, Ha & Wang, Liang Choon, 2012, "Does the minimum wage affect employment ? evidence from the manufacturing sector in Indonesia," Policy Research Working Paper Series, The World Bank, number 6147, Jul.
  85. Robert G. King & Mark W. Watson, 2012, "Inflation and Unit Labor Cost," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2012-005, Jan.
  86. James H. Stock & Mark W. Watson, 2012, "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 18094, May.
  87. Diana Weinhold & Eust�quio J. Reis & Petterson Molina Vale, 2012, "Sustainability in the tropics: does a boom in deforestation lead to a bust in development?," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 82, May.
  88. Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012, "Can Value-Added Measures of Teacher Performance Be Trusted?," IZA Discussion Papers, IZA Network @ LISER, number 6602, May.
  89. Dieterle, Steven G. & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012, "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added," IZA Discussion Papers, IZA Network @ LISER, number 7112, Dec.
  90. James D. Hamilton & Jing Cynthia Wu, 2012, "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17772, Jan.

2011

  1. Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
  2. Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
  3. Michael Anderson & Maximilian Auffhammer, 2011, "Pounds that Kill: The External Costs of Vehicle Weight," NBER Working Papers, National Bureau of Economic Research, Inc, number 17170, Jun.
  4. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2011, "Unbiased estimate of dynamic term structure models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-12.
  5. Michael D. Bauer, 2011, "Nominal interest rates and the news," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-20.
  6. Michael D. Bauer & Glenn D. Rudebusch, 2011, "The signaling channel for Federal Reserve bond purchases," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-21.
  7. Andreas Blume & April M. Franco & Paul Heidhues, 2011, "Dynamic coordination via organizational routines," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-11-10, Sep.
  8. Andreas Blume, 2011, "The Dog That Did Not Bark: Pre-Play Communication with Foregone Costly Messages," Working Paper, Department of Economics, University of Pittsburgh, number 438, Jan, revised Jan 2011.
  9. Andreas Blume, 2011, "Dynamic Coordination Via Organizational Routines," Working Paper, Department of Economics, University of Pittsburgh, number 439, Jan, revised Jan 2011.
  10. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
  11. Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.
  12. Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011, "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-52.
  13. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2011, "Immigration and the School System," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 888.11, Nov.
  14. Lugo, Haydée, 2011, "An impure public good model with lotteries in large groups," CEPR Discussion Papers, Centre for Economic Policy Research, number 8319, Apr.
  15. Cabrales, Antonio & Serrano, Roberto, 2011, "Stochastically stable implementation," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1105, Mar.
  16. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús, 2011, "Detecting big structural breaks in large factor models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1141, Dec.
  17. Halbert White & Haiqing Xu & Karim Chalak, 2011, "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130912, Oct.
  18. Francisco Covas & Shigeru Fujita, 2011, "Private equity premium in a general equilibrium model of uninsurable investment risk," Working Papers, Federal Reserve Bank of Philadelphia, number 11-18.
  19. Escribano, Álvaro & Giarratana, Marco S., 2011, "EU Patent System: to be or not to be?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1101, Feb.
  20. Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
  21. Shigeru Fujita, 2011, "Effects of extended unemployment insurance benefits: evidence from the monthly CPS," Working Papers, Federal Reserve Bank of Philadelphia, number 10-35.
  22. Michael Dotsey & Shigeru Fujita & Tom Stark, 2011, "Do Phillips curves conditionally help to forecast inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-40.
  23. Shigeru Fujita, 2011, "Declining labor turnover and turbulence," Working Papers, Federal Reserve Bank of Philadelphia, number 11-44.
  24. Juan Manuel Caicedo & Alejandro Gaviria & Javier Moreno, 2011, "Hechos y palabras: la realidad colombiana vista a trav√©s de la prensa escrita," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9253, Nov.
  25. James Andreoni & Laura K. Gee, 2011, "The Hired Gun Mechanism," NBER Working Papers, National Bureau of Economic Research, Inc, number 17032, May.
  26. James Andreoni & Laura K. Gee, 2011, "Gun For Hire: Does Delegated Enforcement Crowd out Peer Punishment in Giving to Public Goods?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17033, May.
  27. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2011, "Differences in subprime loan pricing across races and neighborhoods," Working Papers, Federal Reserve Bank of St. Louis, number 2011-033, DOI: 10.20955/wp.2011.033.
  28. Andrea Carriero & Raffaella Giacomini, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print, HAL, number hal-00844809, Jul, DOI: 10.1016/j.jeconom.2011.02.010.
  29. Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011, "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1115, Jun.
  30. Gonzalo, Jesús & Taamouti, Abderrahim, 2011, "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1145, Jul.
  31. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate & A. Munoz San Roque, 2011, "Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk," Working Papers, University of California at Riverside, Department of Economics, number 201433, Jan.
  32. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate, 2011, "Forecasting with Interval and Histogram Data. Some Financial Applications," Working Papers, University of California at Riverside, Department of Economics, number 201438, Jan.
  33. Patrick L. Hill & Brent W. Roberts & Jeffrey T. Grogger & Jonathan Guryan & Karen Sixkiller, 2011, "Decreasing Delinquency, Criminal Behavior, and Recidivism by Intervening on Psychological Factors Other than Cognitive Ability: A Review of the Intervention Literature," NBER Working Papers, National Bureau of Economic Research, Inc, number 16698, Jan.
  34. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2011, "Substitution Between Immigrants, Natives, and Skill Groups," NBER Working Papers, National Bureau of Economic Research, Inc, number 17461, Sep.
  35. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper, Norges Bank, number 2011/19, Dec.
  36. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers, Federal Reserve Bank of St. Louis, number 2011-003, DOI: 10.20955/wp.2011.003.
  37. Massimo Guidolin, 2011, "Markov Switching Models in Empirical Finance," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 415.
  38. Haefke, Christian & Reiter, Michael, 2011, "What Do Participation Fluctuations Tell Us About Labor Supply Elasticities?," IZA Discussion Papers, IZA Network @ LISER, number 6039, Oct.
  39. Malika Hamadi & Andreas Heinen, 2011, "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-16.
  40. Stéphane GOUTTE & Benteng Zou, 2011, "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-16.
  41. Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011, "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper, University Library of Munich, Germany, number 33391, Sep.
  42. Claudia Oliveira Da Fontoura Rodrigues & Hilton Hostalácio Notini & João Victor Issler, 2011, "A Common-Feature Model For Coincidentindex Of Brazilian Economic Activity," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 001.
  43. Araújo, Fabio & Issler, João Victor, 2011, "A stochastic discount factor approach to asset pricing using panel data asymptotics," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 717, May.
  44. Isao Ishida & Michael McAleer & Kosuke Oya, 2011, "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/11, Feb.
  45. Ishida, I. & McAleer, M.J. & Oya, K., 2011, "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-10, Feb.
  46. Travis J. Berge & Òscar Jordà, 2011, "A chronology of turning points in economic activity: Spain 1850-2011," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-28.
  47. Òscar Jordà & Alan M. Taylor, 2011, "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17150, Jun.
  48. Omar Al-Ubaydli & Garett Jones & Jaap Weel, 2011, "Patience, Cognitive Skill and Coordination in the Repeated Stag Hunt," Working Papers, George Mason University, Interdisciplinary Center for Economic Science, number 1024, May.
  49. John Nye & Gregory Androushchak & Desiree Desierto & Garett Jones & Maria Yudkevich, 2011, "2D:4D Asymmetry and Academic Performance: Evidence from Moscow and Manilà," HSE Working papers, National Research University Higher School of Economics, number WP BRP 01/EDU/2011.
  50. Sun, Yixiao & Kaplan, David M., 2011, "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8cx0t4gc, May.
  51. Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011, "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series, Institute of Economic Research, Korea University, number 1102.
  52. Katherine Kiel & Katherine Tedesco, 2011, "Stealing History: How does Provenance Affect the Price of Antiquities?," Working Papers, College of the Holy Cross, Department of Economics, number 1105, Jun.
  53. Cory Koedel & Jason A. Grissom & Shawn Ni & Michael Podgursky, 2011, "Pension-Induced Rigidities in the Labor Market for School Leaders," CESifo Working Paper Series, CESifo, number 3605.
  54. Cory Koedel & Michael Podgursky, 2011, "Teacher Pension Systems, the Composition of the Teaching Workforce, and Teacher Quality," Working Papers, Department of Economics, University of Missouri, number 1109, Aug, revised 10 Apr 2012.
  55. Cory Koedel & Rachana Bhatt, 2011, "Large-Scale Evaluations of Curricular Effectiveness: The Case of Elementary Mathematics in Indiana," Working Papers, Department of Economics, University of Missouri, number 1122, Oct, revised 31 Jan 2012.
  56. Dong Jin Lee, 2011, "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers, University of Connecticut, Department of Economics, number 2011-05, Mar.
  57. Dong Jin Lee & Jong Chil Son, 2011, "Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices," Working papers, University of Connecticut, Department of Economics, number 2011-19, Oct.
  58. Ralph Boleslavsky & Tracy R. Lewis, 2011, "Advocacy and Dynamic Delegation," Working Papers, University of Miami, Department of Economics, number 2011-7.
  59. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011, "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-17, 12.
  60. Hoyt Bleakley & Jeffrey Lin, 2011, "Portage and path dependence," Working Papers, Federal Reserve Bank of Philadelphia, number 11-38.
  61. Bohn, Sarah & Lofstrom, Magnus & Raphael, Steven, 2011, "Did the 2007 Legal Arizona Workers Act Reduce the State's Unauthorized Immigrant Population?," IZA Discussion Papers, IZA Network @ LISER, number 5682, Apr.
  62. Lofstrom, Magnus & Bates, Timothy & Parker, Simon C., 2011, "Transitions to Entrepreneurship and Industry-Specific Barriers," IZA Discussion Papers, IZA Network @ LISER, number 6103, Nov.
  63. Lofstrom, Magnus & Hayes, Joseph, 2011, "H-1Bs: How Do They Stack Up to US Born Workers?," IZA Discussion Papers, IZA Network @ LISER, number 6259, Dec.
  64. Beirne, John & Tapking, Jens & Sahel, Benjamin & Sušec, Matjaž & Monar, Fernando & Manganelli, Simone & Grothe, Magdalena & Ejsing, Jacob & Dalitz, Lars & Vong, Tana, 2011, "The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets," Occasional Paper Series, European Central Bank, number 122, Jan.
  65. Kajal Lahiri & George Monokroussos, 2011, "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 11-01.
  66. Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2011, "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17305, Aug.
  67. Neville Francis & Eric Ghysels & Michael T. Owyang, 2011, "The low-frequency impact of daily monetary policy shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2011-009, DOI: 10.20955/wp.2011.009.
  68. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011, "Where is an oil shock?," Working Papers, Federal Reserve Bank of St. Louis, number 2011-016, DOI: 10.20955/wp.2011.016.
  69. Ruben Hernandez & Michael Owyang & Andra Ghent, 2011, "Race and Subprime Loan Pricing," ERSA conference papers, European Regional Science Association, number ersa11p923, Sep.
  70. Timmermann, Allan & Patton, Andrew, 2011, "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers, Centre for Economic Policy Research, number 8194, Jan.
  71. Patton, Andrew, 2011, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, Centre for Economic Policy Research, number 8479, Jul.
  72. William B. Peterman, 2011, "Determining the motives for a positive optimal tax on capital," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-55.
  73. Golden, Miriam & Picci, Lucio, 2011, "Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies," MPRA Paper, University Library of Munich, Germany, number 29956, Mar.
  74. Julie Berry Cullen & Mark C. Long & Randall Reback, 2011, "Jockeying for Position: Strategic High School Choice Under Texas' Top Ten Percent Plan," NBER Working Papers, National Bureau of Economic Research, Inc, number 16663, Jan.
  75. Randall Reback & Jonah Rockoff & Heather L. Schwartz, 2011, "Under Pressure: Job Security, Resource Allocation, and Productivity in Schools Under NCLB," NBER Working Papers, National Bureau of Economic Research, Inc, number 16745, Jan.
  76. Mauricio Romero & ÔøΩlvaro Riascos & Diego Jara, 2011, "Detecci√≥n de copia: modelos de respuesta nominal, comparaci√≥n de √≠ndices y pruebas m√∫ltiples de copia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 8748, May.
  77. Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero, 2011, "An√°lisis digital y detecci√≥n de elecciones at√≠picas," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9064, Aug.
  78. √Ålvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero, 2011, "An√°lisis digital y detecci√≥n de elecciones at√≠picas en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9247, Nov.
  79. Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011, "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-19.
  80. Isabelle Vialle & Luis Santos-Pinto & Jean-Louis Rullière, 2011, "Self-Confidence and Teamwork : An Experimental Test," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1126.
  81. Michele Dell'Era & Luis Santos-Pinto, 2011, "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.06, Oct, revised Nov 2012.
  82. Luis Santos-Pinto, 2011, "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap N.B.: This paper replaces Nr 10.07 "Labor Market Signaling with Overconfident Workers" (June 2010)," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.07, Dec.
  83. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110831, Aug.
  84. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Discount window stigma during the 2007-2008 financial crisis," Staff Reports, Federal Reserve Bank of New York, number 483.
  85. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11032, May.
  86. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011, "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 533, Feb.
  87. Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
  88. Norman R. Swanson & Lili Cai, 2011, "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers, Rutgers University, Department of Economics, number 201102, May.
  89. Norman R. Swanson & Nii Ayi Armah, 2011, "Diffusion Index Models and Index Proxies: Recent Results and New Directions," Departmental Working Papers, Rutgers University, Department of Economics, number 201114, May.
  90. Norman R. Swanson & Nii Ayi Armah, 2011, "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers, Rutgers University, Department of Economics, number 201115, May.
  91. Diep Duong & Norman R. Swanson, 2011, "Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks," Departmental Working Papers, Rutgers University, Department of Economics, number 201116, May.
  92. Diep Duong & Norman R. Swanson, 2011, "Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201117, May.
  93. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011, "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers, Rutgers University, Department of Economics, number 201118, May.
  94. Huyn Hak Kim & Norman R. Swanson, 2011, "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers, Rutgers University, Department of Economics, number 201119, May.
  95. Tobal, Martin, 2011, "A Rationale For Evidence On Service Offshoring," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5s4056z6, Sep.
  96. Tobal, Martin, 2011, "Regulatory Entry Barriers and Trade," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6k8954nn, Oct.
  97. Arito ONO & Iichiro UESUGI & Yukihiro YASUDA, 2011, "Are Lending Relationships Beneficial or Harmful for Public Credit Guarantees? Evidence from Japan's Emergency Credit Guarantee Program," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 11035, Mar.
  98. Uchida, Hirofumi & Ono, Arito & Kozuka, Soichiro & Hazama, Makoto & Uesugi, Iichiro, 2011, "Current Status of Interfirm Relationships in Japan: An Overview of the Teikoku Databank Data," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 3, Mar.
  99. Ono, Arito & Uchida, Hirofumi & Kozuka, Soichiro & Hazama, Makoto & Uesugi, Iichiro, 2011, "Current Status of Firm-Bank Relationships and the Use of Collateral in Japan: An Overview of the Teikoku Databank Data," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 4, Apr.
  100. Ono, Arito & Sakai, Koji & 坂井, 功治 & Uesugi, Iichiro & 植杉, 威一郎, 2011, "The Effects of Collateral on Firm Performance," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 5, Feb.
  101. Terence Chai Cheng & Farshid Vahid, 2011, "Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n22, Sep.
  102. Kazuki Onji, David Vera and Jenny Corbett, 2011, "Capital Injection, Restructuring Targets and Personnel Management: The Case of Japanese Regional Banks," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 390.
  103. Wang, Liang Choon, 2011, "Shrinking classroom age variance raises student achievement : evidence from developing countries," Policy Research Working Paper Series, The World Bank, number 5527, Jan.
  104. Wagstaff, Adam & Wang, L. Choon, 2011, "A hybrid approach to efficiency measurement with empirical illustrations from education and health," Policy Research Working Paper Series, The World Bank, number 5751, Aug.
  105. Stock, James H. & Watson, Mark, 2011, "Dynamic Factor Models," Scholarly Articles, Harvard University Department of Economics, number 28469541.
  106. Weinhold, Diana & Killick, Evan & Reis, Eustaquio Jose, 2011, "Soybeans, Poverty and Inequality in the Brazilian Amazon," MPRA Paper, University Library of Munich, Germany, number 29647, Mar.
  107. Jeffrey M. Wooldridge, 2011, "Fractional response models with endogeneous explanatory variables and heterogeneity," CHI11 Stata Conference, Stata Users Group, number 12, Jul.
  108. James D. Hamilton & Jing Cynthia Wu, 2011, "Testable Implications of Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 16931, Apr.
  109. James D. Hamilton & Jing Cynthia Wu, 2011, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16956, Apr.

2010

  1. Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
  2. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010, "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 152.
  3. Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
  4. Maximillian Auffhammer & Ralf Steinhauser, 2010, "Forecasting the Path of USS CO2 Emissions Using State-Level Information," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-526, Aug.
  5. Hendrik Wolff & Howard Chong & Maximilian Auffhammer, 2010, "Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index," NBER Working Papers, National Bureau of Economic Research, Inc, number 16572, Dec.
  6. A. Blume & Y. G. Kim & J. Sobel, 2010, "Evolutionary Stability in Games of Communication," Levine's Working Paper Archive, David K. Levine, number 530, Dec.
  7. Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-16, Apr.
  8. Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.
  9. Buzard, Kristy & Watson, Joel, 2010, "Contract, Renegotiation, and Hold Up: Results on the Technology of Trade and Investment," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3df3q4vg, Jun.
  10. Calhoun, Gray, 2010, "Hypothesis Testing in Linear Regression when K/N is Large," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32216, Dec.
  11. Facundo Albornoz & Antonio Cabrales, 2010, "Fiscal Centralization and the Political Process," Discussion Papers, Department of Economics, University of Birmingham, number 10-10, Mar.
  12. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Working Papers, Brown University, Department of Economics, number 2010-17.
  13. Antonio Cabrales & Joel Sobel, 2010, "On the Limit Points of Discrete Selection Dynamics," Levine's Working Paper Archive, David K. Levine, number 432, Dec.
  14. A. Cabrales, 2010, "Stochastic Replicator Dynamics," Levine's Working Paper Archive, David K. Levine, number 489, Dec.
  15. Berlinski, Samuel & Albornoz-Crespo, Facundo, 2010, "Incentives, resources and the organization of the school system," CEPR Discussion Papers, Centre for Economic Policy Research, number 7964, Aug.
  16. Zenou, Yves & Calvó-Armengol, Antoni, 2010, "Social Interactions and Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 8127, Dec.
  17. Brindusa Anghel & Antonio Cabrales, 2010, "The Determinants of Success in Primary Education in Spain," Working Papers, FEDEA, number 2010-20, Jul.
  18. Facundo Albornoz & Antonio Cabrales, 2010, "Support for decentralization, quality of politicians and development," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 09/2010, Nov.
  19. Halbert White & Karim Chalak, 2010, "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 733, Mar.
  20. Karim Chalak, 2010, "Identification of Local Treatment Effects Using a Proxy for an Instrument," Boston College Working Papers in Economics, Boston College Department of Economics, number 738, May.
  21. Halbert White & Karim Chalak & Xun Lu, 2010, "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 744, Aug.
  22. Alcaraz Carlo & Chiquiar Daniel & Salcedo Alejandrina, 2010, "Remittances, Schooling, and Child Labor in Mexico," Working Papers, Banco de México, number 2010-14, Oct.
  23. Vincent P. Crawford & Miguel A. Costa-Gomes & Nagore Iriberri, 2010, "Strategic Thinking," Levine's Working Paper Archive, David K. Levine, number 661465000000001148, Dec.
  24. Miguel A. Costa-Gomes & Steffen Huck & Georg Weizsäcker, 2010, "Beliefs and Actions in the Trust Game: Creating Instrumental Variables to Estimate the Causal Effect," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 969.
  25. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23380, Jun.
  26. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23381, Jun.
  27. Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1013, Jun.
  28. Ferreira, José Luis & Escribano, Álvaro, 2010, "An evaluation of public aids towards renewable energy sources in Spain," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1037, Dec.
  29. Shigeru Fujita, 2010, "An empirical analysis of on-the-job search and job-to-job transitions," Working Papers, Federal Reserve Bank of Philadelphia, number 10-34.
  30. Alejandro Gaviria & Carlos Medina & Jorge Andres Tamayo, 2010, "Assessing the Link between Adolescent Fertility and Urban Crime," Borradores de Economia, Banco de la Republica de Colombia, number 594, Mar, DOI: 10.32468/be.594.
  31. Adriana Camacho & Alejandro Gaviria & Catherine RodrÔøΩguez, 2010, "El consumo de droga en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7607, Aug.
  32. Alejandro Gaviria & Alejandro Hoyos, 2010, "Anemia and Child Education: The Case of Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7610, Sep.
  33. Alejandro Gaviria, 2010, "Cambio social en Colombia durante la segunda mitad del siglo XX," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7714, Oct.
  34. Andra C. Ghent & Marianna Kudlyak, 2010, "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper, Federal Reserve Bank of Richmond, number 09-10.
  35. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2010, "Regime specific predictability in predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we097844, Dec.
  36. Gonzalo, Jesús & Olmo, José, 2010, "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1029, Oct.
  37. Gloria Gonzalez-Rivera & Emre Yoldas, 2010, "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," Working Papers, University of California at Riverside, Department of Economics, number 201436, Jun.
  38. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 190.
  39. Massimo Guidolin & Giovanna Nicodano, 2010, "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 191.
  40. Massimo Guidolin & Stuart Hyde, 2010, "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-002, DOI: 10.20955/wp.2010.002.
  41. Massimo Guidolin & Daniel L. Thornton, 2010, "Predictions of short-term rates and the expectations hypothesis," Working Papers, Federal Reserve Bank of St. Louis, number 2010-013, DOI: 10.20955/wp.2010.013.
  42. Massimo Guidolin & Yu Man Tam, 2010, "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-026, DOI: 10.20955/wp.2010.026.
  43. Massimo Guidolin & Francesca Rinaldi, 2010, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers, Federal Reserve Bank of St. Louis, number 2010-028, DOI: 10.20955/wp.2010.028.
  44. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010, "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-039, DOI: 10.20955/wp.2010.039.
  45. Massimo Guidolin & Federica Ria, 2010, "Regime shifts in mean-variance efficient frontiers: some international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-040, DOI: 10.20955/wp.2010.040.
  46. Peter R. Hansen & Asger Lunde, 2010, "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-08, Feb.
  47. Peter R. Hansen & Asger Lunde & Valeri Voev, 2010, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-74, Nov.
  48. Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
  49. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toshitaka Sekine & Toyoichiro Shirota, 2010, "Measuring Potential Growth in Japan: Some Practical Caveats," Bank of Japan Review Series, Bank of Japan, number 10-E-1, Feb.
  50. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010, "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-13, Dec.
  51. Naoko Hara & Hibiki Ichiue, 2010, "Real-time Analysis on Japan's Labor Productivity," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-7, Jul.
  52. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010, "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 205, Apr.
  53. Eliana González & Munir Jalil & José Vicente Romero, 2010, "Inflación y expectativas de inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 618, Aug, DOI: 10.32468/be.618.
    • González-Molano, Eliana Rocío & Jalil-Barney, Munir Andrés & Romero-Chamorro, José Vicente, 2011, "Inflación y expectativas de inflación en Colombia," Chapters, Banco de la Republica de Colombia, chapter 13, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa, "Formación de precios y salarios en Colombia, tomo II".
  54. Eliana Gonz�lez & Munir Jalil & Jose Vicente Romero Chamorro, 2010, "Inflaci�n y expectativas de inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 7307, Aug.
  55. Oscar Jorda, 2010, "Carry Trade," Working Papers, University of California, Davis, Department of Economics, number 196, Nov.
  56. Oscar Jorda & Hsieh Fushing & Shu-Chun Chen & Travis J. Berge, 2010, "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers, University of California, Davis, Department of Economics, number 216, Nov.
  57. Marcellino, Massimiliano & Knüppel, Malte & Jordà , Òscar, 2010, "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 7797, Apr.
  58. Taylor, Alan M. & Jordà , Òscar & Chong, Yanping, 2010, "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," CEPR Discussion Papers, Centre for Economic Policy Research, number 7902, Jun.
  59. Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 16491, Oct.
  60. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers, National Bureau of Economic Research, Inc, number 16567, Dec.
  61. Munechika Katayama & Kwang Hwan Kim, 2010, "Intertemporal Substitution and Sectoral Comovement in a Sticky Price Model," Departmental Working Papers, Department of Economics, Louisiana State University, number 2010-01, Jan.
  62. Munechika Katayama & Kwang Hwan Kim, 2010, "Costly Labor Reallocation, Non-Separable Preferences, and Expectation Driven Business Cycles," Departmental Working Papers, Department of Economics, Louisiana State University, number 2010-05, May.
  63. Dong Heon Kim, 2010, "What is an oil shock? Panel data evidence," Discussion Paper Series, Institute of Economic Research, Korea University, number 1007.
  64. Katherine A. Kiel & Victor Matheson & Christopher Sullivan, 2010, "The Effect of Sports Franchises on Property Values: The Role of Owners versus Renters," Working Papers, College of the Holy Cross, Department of Economics, number 1001, Apr.
  65. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010, "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper, University Library of Munich, Germany, number 35372, Oct.
  66. Cory Koedel, 2010, "Grading Standards in Education Departments at Universities," Working Papers, Department of Economics, University of Missouri, number 1002, Feb, revised 13 Jun 2011.
  67. Cory Koedel & Teerachat Techapaisarnjaroenkit, 2010, "The Relative Performance of Head Start," Working Papers, Department of Economics, University of Missouri, number 1009, Sep, revised 29 Jun 2011.
  68. Cory Koedel & Eric Tyhurst, 2010, "Math Skills and Labor-Market Outcomes: Evidence from a Resume-Based Field Experiment," Working Papers, Department of Economics, University of Missouri, number 1013, Oct, revised 31 May 2011.
  69. James J. Anton & Gary Biglaiser & Tracy Lewis, 2010, "Inventory in Vertical Relationships with Private Information and Interdependent Values," Working Papers, Duke University, Department of Economics, number 10-35.
  70. Ralph Boleslavsky & Tracy R. Lewis, 2010, "A Theory of Advocates: Trading Advice for In‡fluence," Working Papers, University of Miami, Department of Economics, number 2010-17, Aug.
  71. Kui-Wai Li & Tung Liu, 2010, "Analyzing Productivity Growth: Evidence from China’s Manufacturing Industries," Working Papers, Ball State University, Department of Economics, number 201003, Mar, revised Dec 2010.
  72. Kui-Wai Li & Tung Liu & Hoi Kuan Lam & Liang Wang, 2010, "Estimating the Growth Attributes of Mainland China and Hong Kong SAR," Working Papers, Ball State University, Department of Economics, number 201004, Feb, revised Feb 2010.
  73. Hoyt Bleakley & Jeffrey Lin, 2010, "Portage: path dependence and increasing returns in U.S. history," Working Papers, Federal Reserve Bank of Philadelphia, number 10-27.
  74. Lofstrom, Magnus & Hill, Laura E. & Hayes, Joseph, 2010, "Did Employer Sanctions Lose Their Bite? Labor Market Effects of Immigrant Legalization," IZA Discussion Papers, IZA Network @ LISER, number 4972, May.
  75. Bates, Timothy & Lofstrom, Magnus & Servon, Lisa, 2010, "Why Have Lending Programs Targeting Disadvantaged Small-Business Borrowers Achieved So Little Success in the United States?," IZA Discussion Papers, IZA Network @ LISER, number 5212, Sep.
  76. Manganelli, Simone & Popov, Alexander, 2010, "Finance and diversification," Working Paper Series, European Central Bank, number 1259, Oct.
  77. Lutz KILIAN & Simone MANGANELLI, 2010, "Quantifying the Risk of Deflation," EcoMod2004, EcoMod, number 330600076, Jan.
  78. James D. Hamilton & Tatsuyoshi Okimoto, 2010, "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers, National Bureau of Economic Research, Inc, number 15736, Feb.
  79. Riccardo DiCecio & Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2010, "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers, Federal Reserve Bank of St. Louis, number 2005-024, DOI: 10.20955/wp.2005.024.
  80. Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010, "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-007, DOI: 10.20955/wp.2010.007.
  81. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2010, "Discordant city employment cycles," Working Papers, Federal Reserve Bank of St. Louis, number 2010-019, DOI: 10.20955/wp.2010.019.
  82. Riccardo DiCecio & Michael T. Owyang, 2010, "Identifying technology shocks in the frequency domain," Working Papers, Federal Reserve Bank of St. Louis, number 2010-025, DOI: 10.20955/wp.2010.025.
  83. Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010, "A Time-Varying Threshold STAR Model with Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2010-029, revised 10 Aug 2022, DOI: 10.20955/wp.2010.029.
  84. Patton, Andrew, 2010, "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, Centre for Economic Policy Research, number 7780, Apr.
  85. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010, "Green shoots in the euro area. A real time measure," Working Papers, Banco de España, number 1026, Jul.
  86. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010, "Green Shoots? Where, when and how?," Working Papers, FEDEA, number 2010-04, Feb.
  87. Geomina Turlea & Daniel Nepelski & Giuditta de Prato & Sven Lindmark & Andrea de Panizza & Lucio Picci & Paul Desruelle & David Broster, 2010, "The 2010 Report on R&D in ICT in the European Union," JRC Research Reports, Joint Research Centre, number JRC57808, May.
  88. James D. Hamilton & Seth Pruitt & Scott Borger, 2010, "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers, National Bureau of Economic Research, Inc, number 16412, Sep.
  89. Abarca Gustavo & Rangel José Gonzalo & Benavides Guillermo, 2010, "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers, Banco de México, number 2010-17, Dec.
  90. Arslan, Aslıhan & Reicher, Christopher Phillip, 2010, "The Effects of the Coffee Trademarking Initiative and Starbucks Publicity on Export Prices of Ethiopian Coffee," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 22.
  91. Diego Jara & ÔøΩlvaro Riascos & Mauricio Romero, 2010, "Detecci√≥n de copia en pruebas del Estado," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7093, May.
  92. Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010, "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers, Centre for Economic Policy Research, number 7656, Jan.
  93. Thomas B. Astebro & Luís Santos-Pinto & J. Mata, 2010, "Preferences for Skew," Post-Print, HAL, number hal-00654336.
  94. Jean-Louis Rullière & Isabelle Vialle & Luis Santos Pinto, 2010, "Self-image and teamwork: An experimental test," Post-Print, HAL, number halshs-00589852, Sep.
  95. Daniel Carvalho & Luis Santos-Pinto, 2010, "A Cognitive Hierarchy Model of Behavior in Endogenous Timing Games," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 10.06, Jan.
  96. Luis Santos-Pinto, 2010, "Labor Market Signaling with Overconfident Workers N.B.: This paper is replaced by Nr 11.07 "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap" (December 2011)," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 10.07, Jun.
  97. Asani Sarkar & Jeffrey Shrader, 2010, "Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis," Staff Reports, Federal Reserve Bank of New York, number 431.
  98. Chao & Swanson & Hausman & Newey & Woutersen, 2010, "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 567, Oct.
  99. Kentaro NAKAJIMA & Yukiko SAITO & Iichiro UESUGI, 2010, "Measuring Economic Localization: Evidence from Japanese firm-level data," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 10030, Jun.
  100. Hirofumi UCHIDA & Iichiro UESUGI & Masaki HOTEI, 2010, "Repayment Enforcement and Informational Advantages: Empirical determinants of trade credit use," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 10041, Aug.
  101. Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson, 2010, "Financial Conditions Indexes: A Fresh Look after the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16150, Jul.
  102. James H. Stock & Mark W. Watson, 2010, "Modeling Inflation After the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16488, Oct.
  103. James H. Stock & Mark W. Watson, 2010, "Estimating Turning Points Using Large Data Sets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16532, Nov.
  104. Anastasia Semykina & Jeffrey M. Woodridge, 2010, "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers, Department of Economics, Florida State University, number wp2010_10_01, Oct.

2009

  1. Wolff, Hendrik & Chong, Howard & Auffhammer, Maximilian, 2009, "Human Development Index: Are Developing Countries Misclassified? (former title: "Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index)," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49763, DOI: 10.22004/ag.econ.49763.
  2. Andreas Blume & Uri Gneezy, 2009, "Cognitive Forward Induction and Coordination without Common Knowledge: An Experimental Study," Working Paper, Department of Economics, University of Pittsburgh, number 346, Apr, revised May 2009.
  3. Andreas Blume & Oliver Board, 2009, "Intentional Vagueness," Working Paper, Department of Economics, University of Pittsburgh, number 381, Feb, revised May 2009.
  4. Oliver Board & Andreas Blume, 2009, "Language Barriers," Working Paper, Department of Economics, University of Pittsburgh, number 390, Oct, revised Mar 2010.
  5. Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
  6. Tim Bollerslev & Viktor Todorov, 2009, "Tails, Fears and Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-26, Jun.
  7. Watson, Joel & Buzard, Kristy, 2009, "Contract, Renegotiation, and Hold Up: General Results on the Technology of Trade and Investment," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3923q7kz, Oct.
  8. Kristy Buzard & Gerald A. Carlino, 2009, "The geography of research and development activity in the U.S," Working Papers, Federal Reserve Bank of Philadelphia, number 09-16.
  9. Antonio Cabrales & Antoni Calvó-Armengol & Yves Zenou, 2009, "Social Interactions and Spillovers: Incentives,Segregation and Topology," Working Papers, FEDEA, number 2009-06, Feb.
  10. Gary Charness & Marie Claire Villeval & Antonio Cabrales, 2009, "Hidden Information, Bargaining Power and Efficiency: An Experiment," Working Papers, FEDEA, number 2009-08, Feb.
  11. Antonio Cabrales & Raffaele Miniaci & Marco Piovesan & Giovanni Ponti, 2009, "Social Preferences and Strategic Uncertainty: An Experiment on Markets and Contracts," Working Papers, FEDEA, number 2009-09, Feb.
  12. Eli Berman & Michael Callen & Joseph H. Felter & Jacob N. Shapiro, 2009, "Do Working Men Rebel? Insurgency and Unemployment in Iraq and the Philippines," NBER Working Papers, National Bureau of Economic Research, Inc, number 15547, Nov.
  13. Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
  14. Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
  15. Jin Seo Cho & Halbert White, 2009, "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series, Institute of Economic Research, Korea University, number 0912.
  16. Jin Seo Cho & Halbert White, 2009, "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series, Institute of Economic Research, Korea University, number 0913.
  17. Jin Seo Cho & Meng Huang & Halbert White, 2009, "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series, Institute of Economic Research, Korea University, number 0915.
  18. Chiquiar Daniel & Ramos Francia Manuel, 2009, "Competitiveness and Growth of the Mexican Economy," Working Papers, Banco de México, number 2009-11, Nov.
  19. Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009, "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers, Banco de México, number 2009-14, Nov.
  20. Francisco Covas & Shigeru Fujita, 2009, "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers, Federal Reserve Bank of Philadelphia, number 09-23.
  21. Sucarrat, Genaro & Escribano, Álvaro, 2009, "Automated financial multi-path GETS modelling," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093620, Jul.
  22. Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2009, "Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we098649, Nov.
  23. Escribano, Álvaro & Pena, Jorge, 2009, "Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we098750, Dec.
  24. Blazsek, Szabolcs & Escribano, Álvaro, 2009, "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we098951, Dec.
  25. Shigeru Fujita, 2009, "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Working Papers, Federal Reserve Bank of Philadelphia, number 07-12.
  26. Shigeru Fujita & Makoto Nakajima, 2009, "Worker flows and job flows: a quantitative investigation," Working Papers, Federal Reserve Bank of Philadelphia, number 09-33.
  27. Raquel Bernal & Adriana Camacho & Carmen Elisa FlÔøΩrez & Alejandro Gaviria, 2009, "Desarrollo econ√≥mico: retos y pol√≠ticas p√∫blicas," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5269, Jan.
  28. Raquel Bernal & Camila FernÔøΩndez & Carmen Elisa FlÔøΩrez & Alejandro Gaviria, 2009, "Evaluaci√≥n de impacto del Programa Hogares Comunitarios de Bienestar del ICBF," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5854, Jun.
  29. Andra C. Ghent & Michael T. Owyang, 2009, "Is housing the business cycle? evidence from U.S. cities," Working Papers, Federal Reserve Bank of St. Louis, number 2009-007, DOI: 10.20955/wp.2009.007.
  30. Raffaella Giacomini & Barbara Rossi, 2009, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 09-10.
  31. Barbara Rossi & Raffaella Giacomini, 2009, "Model Selection in Unstable Environments," 2009 Meeting Papers, Society for Economic Dynamics, number 208.
  32. Gonzalo, Jesús & Olmo, José, 2009, "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094423, Jun.
  33. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 82, Feb.
  34. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009, "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers, Federal Reserve Bank of St. Louis, number 2008-010, DOI: 10.20955/wp.2008.010.
  35. Massimo Guidolin & Francesca Rinaldi, 2009, "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Working Papers, Federal Reserve Bank of St. Louis, number 2009-020, DOI: 10.20955/wp.2009.020.
  36. Peter Reinhard Hansen & Guillaume Horel, 2009, "Quadratic Variation by Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-13, Mar.
  37. HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
  38. Naoko Hara & Hibiki Ichiue & Satoko Kojima & Koji Nakamura & Toyoichiro Shirota, 2009, "Practical Use of Macroeconomic Models at Central Banks," Bank of Japan Review Series, Bank of Japan, number 09-E-1, Jan.
  39. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009, "Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 682, Feb.
  40. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009, "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 694, Jun.
  41. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009, "Um indicador coincidente e antecedente da atividade econômica brasileira," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 695, Jun.
  42. Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-145, Jan.
  43. Oscar Jorda & Travis Berge, 2009, "The Classification of Economic Activity into Expansions and Recessions," Working Papers, University of California, Davis, Department of Economics, number 308, Nov.
  44. Taylor, Alan M. & Jordà , Òscar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, Centre for Economic Policy Research, number 7568, Nov.
  45. Munechika Katayama, 2009, "Declining Effects of Oil-Price Shocks," Departmental Working Papers, Department of Economics, Louisiana State University, number 2009-02, Feb.
  46. Mark J. Kamstra & Robert J. Shiller, 2009, "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1717, Aug.
  47. Katherine A. Kiel & Victor Matheson & Kevin Golembiewski, 2009, "Luck or Skill? An Examination of the Ehrlich - Simon Bet," Working Papers, College of the Holy Cross, Department of Economics, number 0908, Jul.
  48. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
  49. Cory Koedel & Julian Betts, 2009, "Value-Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14778, Mar.
  50. Cory Koedel & Julian Betts, 2009, "Does Student Sorting Invalidate Value-Added Models of Teacher Effectiveness? An Extended Analysis of the Rothstein Critique," Working Papers, Department of Economics, University of Missouri, number 0902, Apr.
  51. Cory Koedel, 2009, "Postsecondary Education Structure," Working Papers, Department of Economics, University of Missouri, number 0906, Jul, revised 04 Oct 2010.
  52. Cory Koedel & Julian R. Betts & Lorien A. Rice & Andrew C. Zau, 2009, "The Social Cost of Open Enrollment as a School Choice Policy," Working Papers, Department of Economics, University of Missouri, number 0906, Sep, revised 13 Apr 2010.
  53. Dong Jin Lee, 2009, "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers, University of Connecticut, Department of Economics, number 2009-26, Feb.
  54. Kui-Wai Li & Tung Liu, 2009, "Economic and Productivity Growth Decomposition: An Application to Post-reform China," Working Papers, Ball State University, Department of Economics, number 200904, Sep, revised Sep 2008.
  55. Jeffrey Lin, 2009, "Technological adaptation, cities and new work," Working Papers, Federal Reserve Bank of Philadelphia, number 09-17.
  56. Lofstrom, Magnus & Bates, Timothy, 2009, "Latina Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 3997, Feb.
  57. Lofstrom, Magnus, 2009, "Does Self-Employment Increase the Economic Well-Being of Low-Skilled Workers?," IZA Discussion Papers, IZA Network @ LISER, number 4539, Oct.
  58. Lofstrom, Magnus, 2009, "Low-Skilled Immigrant Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 4560, Nov.
  59. Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009, "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 723, Sep.
  60. D'Amuri, Francesco & Marcucci, Juri, 2009, "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-32, Nov.
  61. George Monokroussos, 2009, "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-07.
  62. Michael T. Owyang & Sarah Zubairy, 2009, "Who benefits from increased government spending? a state-level analysis," Working Papers, Federal Reserve Bank of St. Louis, number 2009-006, DOI: 10.20955/wp.2009.006.
  63. James D. Hamilton & Michael T. Owyang, 2009, "The propagation of regional recessions," Working Papers, Federal Reserve Bank of St. Louis, number 2009-013, DOI: 10.20955/wp.2009.013.
  64. Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009, "The local effects of monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-048, DOI: 10.20955/wp.2009.048.
  65. Patton, Andrew J. & Verardo, Michela, 2009, "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24421, Mar.
  66. Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós, 2009, "Are the High-growth Recovery Periods Over?," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 772.09, Apr.
  67. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 795.09, Nov.
  68. Maximo Camacho & Gabriel Perez-Quiros, 2009, "Ñ-STING: España Short Term INdicator of Growth," Working Papers, Banco de España, number 0912, Jun.
  69. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009, "High-growth Recoveries, Inventories and the Great Moderation," Working Papers, Banco de España, number 0917, Aug.
  70. GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009, "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2009.
  71. Picci, Lucio, 2009, "The Internationalization of Inventive Activity: A Gravity Model Using Patent Data," MPRA Paper, University Library of Munich, Germany, number 18467, Oct.
  72. Geomina Turlea & Sven Lindmark & Lucio Picci & Andrea de Panizza & Martin Ulbrich & Paul Desruelle & Marc Bogdanowicz & David Broster, 2009, "The 2009 Report on R&D in ICT in the European Union," JRC Research Reports, Joint Research Centre, number JRC49951, May.
  73. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2009, "The demand for youth: implications for the hours volatility puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 964.
  74. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009, "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 968.
  75. Scott C. Borger & James D. Hamilton & Seth Pruitt, 2009, "The market-perceived monetary policy rule," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 982.
  76. Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
  77. Rangel José Gonzalo, 2009, "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers, Banco de México, number 2009-15, Dec.
  78. Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
  79. Randall Reback, 2009, "Schools’ Mental Health Services and Young Children’s Emotions, Behavior, and Learning," Working Papers, Barnard College, Department of Economics, number 0904, Jun.
  80. Randall Reback, 2009, "Non-instructional Spending Improves Non-cognitive Outcomes:Discontinuity Evidence from a Unique Elementary School Counselor Financing System," Working Papers, Barnard College, Department of Economics, number 0903, Jun.
  81. Luís Santos-Pinto, 2009, "The Impact of Firm Size and Market Size Asymmetries on National Mergers in a Three-Country Model," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.06, Feb.
  82. Thomas Astebro & José Mata & Luis Santos-Pinto, 2009, "Preference for Skew in Lotteries: Evidence from the Laboratory," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.09, Jun.
  83. Neil Shephard & Kevin Sheppard, 2009, "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W03, Jul.
  84. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2009fe03.
  85. Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
  86. Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
  87. Xiangdong Long & Liangjun Su & Aman Ullah, 2009, "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers, University of California at Riverside, Department of Economics, number 200908, Jul, revised Jul 2009.
  88. Ye Chen & Liangjun Su & Aman Ullah, 2009, "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers, University of California at Riverside, Department of Economics, number 200909, Jun, revised Jun 2009.
  89. Andres Fernandez & Norman R. Swanson, 2009, "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 09-28.
  90. Valentina Corradi & Norman R. Swanson, 2009, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-29.
  91. Iichiro UESUGI & Hiroshi UCHIDA & Yoshiyuki OGURA & Arito ONO & Peng XU & Daisuke TSURUTA & Tadanobu NEMOTO & Hideaki HIRATA & Yukihiro YASUDA & Nobuyoshi YAMORI & Wako WATANABEu & Masaki HOTEI, 2009, "The Current Status of SME Financing under the Financial Crisis: A summary of the Survey on the Status of Transactions between Businesses and Financial Institutions (Feb. 2008) and the Survey on the Status of Transactions between Businesses and Financ," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 09020, Jul.
  92. Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ & Saito, Yukiko & 齊藤, 有希子 & サイトウ, ユキコ, 2009, "Top Executive Turnover in Japanese Non-listed Firms: Causes and Consequences," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 424, Mar.
  93. Ulrich Müller & Mark W. Watson, 2009, "Low-Frequency Robust Cointegration Testing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15292, Aug.
  94. Wooldridge, Jeffrey M. & Imbens, Guido, 2009, "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles, Harvard University Department of Economics, number 3043416.

2008

  1. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2008, "Measuring the Effects of the Clean Air Act Amendments on Ambient PM10 Concentrations: The critical importance of a spatially disaggregated analysis," Working Papers, Cornell University, Department of Applied Economics and Management, number 127077, DOI: 10.22004/ag.econ.127077.
  2. Wolff, Hendrik & Chong, Howard & Auffhammer, Maximilian, 2008, "Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt18s0z7mj, Jan.
  3. Oliver Board & Andreas Blume, 2008, "Intentional Vagueness," Working Paper, Department of Economics, University of Pittsburgh, number 365, Aug, revised Aug 2008.
  4. Andreas Blume & John Duffy & April Mitchell Franco, 2008, "Decentralized Organizational Learning: An Experimental Investigation," Working Paper, Department of Economics, University of Pittsburgh, number 382, Jun, revised May 2009.
  5. Tim Bollerslev, 2008, "Glossary to ARCH (GARCH)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-49, Sep.
  6. Cabrales, Antonio & Charness, Gary, 2008, "“Optimal Contracts with Team Production and Hidden Information: An Experiment”," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt29v1b0pg, Mar.
  7. Antonio Cabrales & Piero Gottardi, 2008, "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," CESifo Working Paper Series, CESifo, number 2336.
  8. Cabrales, Antonio & Uriarte Ayo, José Ramón, 2008, "Doubts and equilibria," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we080905, Feb.
  9. Antonio Cabrales & Sergi Jiménez-Martín, 2008, "The Determinants of Pricing in Pharmaceuticals: Are U.S. prices really so high?," Working Papers, FEDEA, number 2008-18, May.
  10. Karim Chalak & Halbert White, 2008, "Causality, Conditional Independence, and Graphical Separation in Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 689, Sep, revised 04 Jul 2010.
  11. Halbert White & Karim Chalak, 2008, "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics, Boston College Department of Economics, number 734, Oct.
  12. Amoroso Nicolás & Chiquiar Daniel & Quella Núria & Ramos Francia Manuel, 2008, "Determinants of Mexico's Comparative Advantages and of the Performance of its Manufacturing Exports during 1996-2005," Working Papers, Banco de México, number 2008-01, Feb.
  13. Alcaraz Carlo & Chiquiar Daniel & Ramos Francia Manuel, 2008, "Intersectoral Wage Differentials and the Change of the Composition of Urban Employment in Mexico during 2001-2004," Working Papers, Banco de México, number 2008-06, Jul.
  14. Chiquiar Daniel & Ramos Francia Manuel, 2008, "A Note on Mexico and U.S. Manufacturing Industries' Long-term Relationship," Working Papers, Banco de México, number 2008-08, Jul.
  15. Francisco Covas & Yahong Zhang, 2008, "Price-Level versus Inflation Targeting with Financial Market Imperfections," Staff Working Papers, Bank of Canada, number 08-26, DOI: 10.34989/swp-2008-26.
  16. Miguel A Costa-Gomes & Vincent P Crawford & Nagore Iriberri, 2008, "Comparing Models of Strategic Thinking in Van Huyck, Battalio, and Beil’s Coordination Games," Levine's Working Paper Archive, David K. Levine, number 122247000000002346, Aug.
  17. Escribano, Álvaro & Guasch, J. Luis, 2008, "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we081911, Jun.
  18. Escribano, Álvaro & Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008, "Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we082012, Jun.
  19. Escribano, Álvaro & Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008, "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we082113, Jun.
  20. Escribano, Álvaro & Stucchi, Rodolfo, 2008, "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we085125, Nov.
  21. Flores, Nicholas E. & Graves, Philip E., 2008, "Optimal public goods provision: implications of endogenizing the labor/leisure choice," MPRA Paper, University Library of Munich, Germany, number 19923.
  22. Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008, "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia, Banco de la Republica de Colombia, number 508, Apr, DOI: 10.32468/be.508.
  23. Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nu�ez, 2008, "The Cost of Avoiding Crime: The Case of Bogot�," Borradores de Economia, Banco de la Republica, number 4600, Apr.
  24. Giacomini, Raffaella & Rossi, Barbara, 2008, "Forecast Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 08-04.
  25. Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008, "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 15951.
  26. Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084321, Sep.
  27. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2008, "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20080129, Jan.
  28. Jeffrey Grogger, 2008, "Speech Patterns and Racial Wage Inequality," Working Papers, Harris School of Public Policy Studies, University of Chicago, number 0813, Jul.
  29. Jeffrey Grogger & Gordon H. Hanson, 2008, "Income Maximization and the Selection and Sorting of International Migrants," NBER Working Papers, National Bureau of Economic Research, Inc, number 13821, Feb.
  30. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2008, "Imperfect Substitution between Immigrants and Natives: A Reappraisal," NBER Working Papers, National Bureau of Economic Research, Inc, number 13887, Mar.
  31. Guidolin, Massimo & Thornton, Daniel L., 2008, "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series, European Central Bank, number 977, Dec.
  32. Massimo Guidolin & Stuart Hyde, 2008, "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers, Federal Reserve Bank of St. Louis, number 2008-005, DOI: 10.20955/wp.2008.005.
  33. Peter Reinhard Hansen, 2008, "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-02, Jan.
  34. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-63, Dec.
  35. CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008, "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008013, Mar.
  36. Sophie Chemarin & Andreas Heinen & Eric Strobl, 2008, "Electricity, carbon and weather in France: where do we stand ?," Working Papers, HAL, number hal-00340171, Jun.
  37. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2008, "EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 08-01.
  38. Nagore Iriberri & Pedro Rey-Biel, 2008, "Elicited beliefs and social information in modified dictator games: What do dictators believe other dictators do?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1137, Apr, revised Jan 2009.
  39. Nagore Iriberri & Pedro Rey-Biel, 2008, "The role of role uncertainty in modified dictator games," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1147, May, revised Apr 2010.
  40. Wagner Piazza Gaglianone & João Victor Issler, 2008, "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series, Central Bank of Brazil, Research Department, number 178, Dec.
  41. Oscar Jorda & Massimiliano Marcellino, 2008, "Path Forecast Evaluation," Working Papers, University of California, Davis, Department of Economics, number 131, Jul.
  42. Garett Jones, 2008, "The O-Ring Sector and the Foolproof Sector: An Explanation for Cross-Country Income Differences," 2008 Meeting Papers, Society for Economic Dynamics, number 674.
  43. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008, "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series, European Central Bank, number 957, Nov.
  44. Cory Koedel, 2008, "An Empirical Analysis of Teacher Spillover Effects in Secondary School," Working Papers, Department of Economics, University of Missouri, number 0808, Jul.
  45. Dong Jin Lee, 2008, "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers, University of Connecticut, Department of Economics, number 2008-40, Oct, revised Aug 2009.
  46. Tung Liu & Kui-Wai Li, 2008, "Revisiting Solow’s Decomposition of Economic and Productivity Growth," Working Papers, Ball State University, Department of Economics, number 200805, Dec, revised Dec 2008.
  47. Kui-Wai Li & Tung Liu & Lihong Yun, 2008, "Decomposition of Economic and Productivity Growth in Post-reform China," Working Papers, Ball State University, Department of Economics, number 200806, Dec, revised Dec 2008.
  48. Tyler, John & Lofstrom, Magnus, 2008, "Is the GED an Effective Route to Postsecondary Education for School Dropouts?," IZA Discussion Papers, IZA Network @ LISER, number 3297, Jan.
  49. De Santis, Roberto A. & Cappiello, Lorenzo & Baltzer, Markus & Manganelli, Simone, 2008, "Measuring financial integration in new EU Member States," Occasional Paper Series, European Central Bank, number 81, Mar.
  50. Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008, "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series, European Central Bank, number 906, Jun.
  51. Juri Marcucci & Mario Quagliariello, 2008, "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 670, Jun.
  52. López–Córdova, Ernesto & Micco, Alejandro & Molina, Danielken, 2008, "How sensitive are Latin American exports to Chinese competition in the U.S. market?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123235, Apr.
  53. William Neilson & Michael McKee & Robert P. Berrens, 2008, "Value and Outcome Uncertainty as Explanations for the WTA vs WTP Disparity: Theory and Experimental Evidence," Working Papers, Department of Economics, Appalachian State University, number 08-07.
  54. Leora Friedberg & Michael Owyang & Anthony Webb, 2008, "Identifying Local Differences in Retirement Patterns," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2008-18, Oct, revised Dec 2008.
  55. Michael T. Owyang & David E. Rapach & Howard J. Wall, 2008, "States and the business cycle," Working Papers, Federal Reserve Bank of St. Louis, number 2007-050, DOI: 10.20955/wp.2007.050.
  56. Andrew J. Patton & Allan Timmermann, 2008, "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-54, Sep.
  57. Andrew J. Patton, 2008, "Copula-Based Models for Financial Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe21, Mar.
  58. Kevin Sheppard & Andrew J. Patton, 2008, "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe22, Mar.
  59. Maximo Camacho & Gabriel Perez-Quiros, 2008, "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers, Banco de España, number 0807, Apr.
  60. Seth Pruitt, 2008, "Uncertainty over models and data: the rise and fall of American inflation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 962.
  61. Doruk Iris & Luís Santos-Pinto, 2008, "Tacit Collusion under Fairness and Reciprocity," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.03, Oct.
  62. Claudia Alves & Luís Santos-Pinto, 2008, "A Theory of Corporate Social Responsibility in Oligopolistic Markets," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.04, Oct.
  63. Tiago Pires & Luís Santos-Pinto, 2008, "Self-Confidence and Timing of Entry," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.05, Oct.
  64. Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008, "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers, University of Oxford, Department of Economics, number 403, Sep.
  65. Liangjun Su & Zhenlin Yang, 2008, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22477, Jan.
  66. Nii Ayi Armah & Norman R. Swanson, 2008, "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers, Federal Reserve Bank of Philadelphia, number 08-25.
  67. Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008, "Information in the revision process of real-time datasets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-27.
  68. Iichiro Uesugi, 2008, "Efficiency of Credit Allocation and Effectiveness of Government Credit Guarantees: Evidence from Japanese Small Businesses," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-2, Feb.
  69. Arito ONO & Koji SAKAI & Iichiro UESUGI, 2008, "The Effects of Collateral on SME Performance in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 08037, Oct.
  70. Ono, Arito & 小野, 有人 & オノ, アリト & Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ, 2008, "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's SME Loan Market," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 371, Apr.
  71. Uesugi, Iichiro & 植杉, 威一郎 & Sakai, Koji & 坂井, 功治 & Yamashiro, Guy M., 2008, "The Effectiveness of Public Credit Guarantees in the Japanese Loan Market," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 400, Sep.
  72. Trevor Breusch & Farshid Vahid, 2008, "Global Temperature Trends," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2008-495, Jul.
  73. Kazuki Onji & David Vera, 2008, "Tax Law Asymmetries and Income Shifting: Evidence From Japanese Capital Keiretsu," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 371.
  74. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008, "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper, Federal Reserve Bank of Richmond, number 08-07.
  75. Stock, James H. & Watson, Mark, 2008, "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Scholarly Articles, Harvard University Department of Economics, number 28461843.
  76. Stock, James H. & Watson, Mark, 2008, "The Evolution of National and Regional Factors in U.S. Housing Construction," Scholarly Articles, Harvard University Department of Economics, number 28468706.
  77. James H. Stock & Mark W. Watson, 2008, "Phillips Curve Inflation Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14322, Sep.
  78. Weinhold, Diana, 2008, "How big a problem is noise pollution? A brief happiness analysis by a perturbable economist," MPRA Paper, University Library of Munich, Germany, number 9885, Aug.
  79. Jeffrey Wooldridge, 2008, "Inference for partial effects in nonlinear panel-data models using Stata," Summer North American Stata Users' Group Meetings 2008, Stata Users Group, number 17, Jul, revised 28 Aug 2008.
  80. Kieron J. Meagher & Klaus G. Zauner, 2008, "Uncertainty in Spatial Duopoly with Possibly Asymmetric Distributions: a State Space Approach," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 579, Apr.

2007

  1. H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
  2. Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007, "Constructing Historical Euro Area Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-18, Oct.
  3. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2007, "Measuring the Effects of Environmental Regulations: The Critical Importance of a Spatially Disaggregated Analysis," Working Papers, Cornell University, Department of Applied Economics and Management, number 127019, DOI: 10.22004/ag.econ.127019.
  4. Auffhammer, Maximilian & Carson, Richard T., 2007, "Forecasting the Path of China's CO2 Emissions Using Province Level Information," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt6d28j8rg, Aug.
  5. Andreas Blume & Oliver Board & Kohei Kawamura, 2007, "Noisy Talk," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 167, Apr.
  6. John Duffy & Andreas Blume & April Franco, 2007, "Decentralized Organizational Learning: An Experimental Investigation," Working Paper, Department of Economics, University of Pittsburgh, number 310, May, revised Jul 2008.
  7. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007, "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-14, Aug.
  8. Viktor Todorov & Tim Bollerslev, 2007, "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-15, Aug.
  9. Tim Bollerslev & Michael Gibson & Hao Zhou, 2007, "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-16, Aug.
  10. Tim Bollerslev & Hao Zhou, 2007, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-17, Aug.
  11. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-18, Aug.
  12. Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
  13. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
  14. Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-21, Aug.
  15. Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-22, Aug.
  16. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
  17. Antonio Cabrales & Sergi Jiménez-Martín, 2007, "The Determinants of Pricing in Pharmaceuticals: Are U.S. Prices Really Higher than Those of Canada?," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 697.07, Apr.
  18. Esther Hauk & Antonio Cabrales, 2007, "Democracy and the curse of natural resources," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 709.07, Jun, revised 30 Mar 2009.
  19. Roberto Serrano & Antonio Cabrales, 2007, "Implementation in Adaptive Better-Response Dynamics," Working Papers, Brown University, Department of Economics, number 2007-10.
  20. Charness, Gary B & Cabrales, Antonio & VILLEVAL, MARIE-CLAIRE, 2007, "Competition, Hidden Information, And Efficiency: An Experiment," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt3kp5v19m, Nov.
  21. Cabrales, Antonio & Miniaci, Raffaele & Piovesan, Marco & Ponti, Giovanni, 2007, "An experiment on markets and contracts : do social preferences determine corporate culture?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we072010, Mar.
  22. Cabrales, Antonio & Calvó-Armengol, Antoni, 2007, "Interdependent preferences and segregating equilibria," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we072313, Mar.
  23. Cabrales, Antonio & Calvó-Armengol, Antoni & Zenou, Yves, 2007, "Effort and synergies in network formation," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we072515, Feb.
  24. Cabrales Goitia Antonio & Calvó-Armengol Antoni & Pavoni Nicola, 2007, "Social Preferences, Skill Segregation and Wage Dynamics," Working Papers, Fundacion BBVA / BBVA Foundation, number 201053, Jan.
  25. Cabrales Goitia Antonio & Calvó-Armengol Antoni, 2007, "Corporate Downsizing to Rebuild Team Spirit," Working Papers, Fundacion BBVA / BBVA Foundation, number 201084, Jul.
  26. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007, "Hidden Information, Competition and Efficiency," Post-Print, HAL, number halshs-00175441, May.
  27. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007, "Competition and Adverse Selection," Post-Print, HAL, number halshs-00175446, Mar.
  28. Antonio Cabrales & Marie Claire Villeval & Gary Charness, 2007, "Competition, Hidden Information and Efficiency," Post-Print, HAL, number halshs-00257838.
  29. Susanne M. Schennach & Halbert White & Karim Chalak, 2007, "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/07, Dec.
  30. Karim Chalak & Halbert White, 2007, "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 692, Nov, revised 30 Nov 2009.
  31. Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007, "A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers, Banco de México, number 2007-01, Jan.
  32. Chiquiar Daniel & Fragoso Edna & Ramos Francia Manuel, 2007, "Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005," Working Papers, Banco de México, number 2007-12, Sep.
  33. Francisco Covas & Wouter den Haan, 2007, "Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms," Staff Working Papers, Bank of Canada, number 07-44, DOI: 10.34989/swp-2007-44.
  34. Francisco Covas & Shigeru Fujita, 2007, "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers, Federal Reserve Bank of Philadelphia, number 07-30.
  35. Shigeru Fujita & Garey Ramey, 2007, "The cyclicality of separation and job finding rates," Working Papers, Federal Reserve Bank of Philadelphia, number 07-19.
  36. Shigeru Fujita & Garey Ramey, 2007, "Reassessing the Shimer facts," Working Papers, Federal Reserve Bank of Philadelphia, number 07-2.
  37. Shigeru Fujita & Christopher J. Nekarda & Garey Ramey, 2007, "The cyclicality of worker flows: new evidence from the SIPP," Working Papers, Federal Reserve Bank of Philadelphia, number 07-5.
  38. Alejandro Gaviria & Carlos Medina & MarÔøΩa del Mar Palau, 2007, "Las Consecuencias Econ√Ìmicas De Un Nombre At√Çpico. El Caso Colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3108, May.
  39. Juan Camilo C√°rdenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania, 2007, "Discrimination in the provision of social services to the poor: a field experimental study," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3885, Jul.
  40. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
  41. Gonzalo, Jesús & Olmo, José, 2007, "The impact of heavy tails and comovements in downside-risk diversification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070208, Feb.
  42. Gonzalo, Jesús & Lee, Tae-Hwy & Yang, Weiping, 2007, "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070525, May.
  43. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2007, "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070625, Jun.
  44. Gloria González-Rivera & Tae-Hwy Lee, 2007, "Nonlinear Time Series in Financial Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 200803, Sep, revised Feb 2008.
  45. Gloria Gonzalez-Rivera & Steven Helfand, 2007, "Economic Development and the Determinants of Spatial Integration in Agricultural Markets," Working Papers, University of California at Riverside, Department of Economics, number 201437, Jan.
  46. Jeffrey Grogger & Lynn Karoly, 2007, "The Effects of Work-Conditioned Transfers on Marriage and Child Well-Being: A Review," NBER Working Papers, National Bureau of Economic Research, Inc, number 13485, Oct.
  47. Timmermann, Allan & Guidolin, Massimo, 2007, "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6188, Mar.
  48. Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
  49. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 69, Nov.
  50. Massimo Guidolin & Stuart Hyde, 2007, "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-029, DOI: 10.20955/wp.2006.029.
  51. Massimo Guidolin & Carrie Fangzhou Na, 2007, "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers, Federal Reserve Bank of St. Louis, number 2006-059, DOI: 10.20955/wp.2006.059.
  52. Massimo Guidolin & Simona Mola, 2007, "Affiliated mutual funds and analyst optimism," Working Papers, Federal Reserve Bank of St. Louis, number 2007-017, DOI: 10.20955/wp.2007.017.
  53. Massimo Guidolin & Giovanna Nicodano, 2007, "Managing international portfolios with small capitalization stocks," Working Papers, Federal Reserve Bank of St. Louis, number 2007-030, DOI: 10.20955/wp.2007.030.
  54. Barrios, Salvador & Bertinelli, Luisito & Heinen, Andreas, 2007, "Exploring The Link Between Local And Global Knowledge Spillovers," MPRA Paper, University Library of Munich, Germany, number 6239, Aug.
  55. Hibiki Ichiue & Kentaro Koyama, 2007, "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-22, Nov.
  56. Hibiki Ichiue & Tomonori Yuyama, 2007, "Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-15, Jul.
  57. Hibiki Ichiue & Yoichi Ueno, 2007, "Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-18, Jul.
  58. Vincent P. Crawford & Nagore Iriberri, 2007, "Fatal Attraction: Salience, Naivete, and Sophistication in Experimental Hide-and-Seek Games," Levine's Bibliography, UCLA Department of Economics, number 321307000000000861, Mar.
  59. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007, "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 642, Jan.
  60. Matos, Paulo Rogério Faustino & Costa, Carlos Eugênio da & Issler, João Victor, 2007, "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 649, Aug.
  61. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007, "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 461, Oct, DOI: 10.32468/be.461.
  62. Luis Eduardo Arango & Fernando Arias & Luz Adriana Fl�rez & Munir Jalil, 2007, "Cronolog�a de los ciclos de negocios recientes en Colombia," Borradores de Economia, Banco de la Republica, number 4287, Oct.
  63. Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
  64. Oscar Jorda, 2007, "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers, University of California, Davis, Department of Economics, number 107, Feb.
  65. Oscar Jorda, 2007, "Inference for Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 201, Jun.
  66. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007, "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series, Institute of Economic Research, Korea University, number 0703.
  67. Katherine A. Kiel, 2007, "The impact of wetlands rules on the prices of regulated and proximate houses: a case study," New England Public Policy Center Working Paper, Federal Reserve Bank of Boston, number 07-3.
  68. Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2007, "Forecasting Changes in UK Interest Rates," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_26, Nov, revised Nov 2007.
  69. Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007, "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 51, Feb.
  70. Sharon Kozicki & P. A. Tinsley, 2007, "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers, Bank of Canada, number 07-19, DOI: 10.34989/swp-2007-19.
  71. Sharon Kozicki & P. A. Tinsley, 2007, "Term Structure Transmission of Monetary Policy," Staff Working Papers, Bank of Canada, number 07-30, DOI: 10.34989/swp-2007-30.
  72. Cory Koedel & Julian Betts, 2007, "Teacher Quality and Educational Production in Secondary School," Working Papers, Department of Economics, University of Missouri, number 0707, Aug.
  73. Cory Koedel & Julian Betts, 2007, "Re-Examining the Role of Teacher Quality In the Educational Production Function," Working Papers, Department of Economics, University of Missouri, number 0708, Aug.
  74. Cory Koedel, 2007, "Teacher Quality and Dropout Outcomes in a Large, Urban School District," Working Papers, Department of Economics, University of Missouri, number 0713, Jun.
  75. Kui-Wai Li & Tung Liu & Lihong Yun, 2007, "Technology Progress, Efficiency, and Scale of Economy in Post-reform China," Working Papers, Ball State University, Department of Economics, number 200701, Apr, revised Apr 2007.
  76. Hoyt Bleakley & Jeffrey Lin, 2007, "Thick-market effects and churning in the labor market: evidence from U.S. cities," Working Papers, Federal Reserve Bank of Philadelphia, number 07-23.
  77. Jeffrey Lin, 2007, "Innovation, cities, and new work," Working Papers, Federal Reserve Bank of Philadelphia, number 07-25.
  78. Lofstrom, Magnus & Tyler, John, 2007, "Modeling the Signaling Value of the GED with an Application to an Exogenous Passing Standard Increase in Texas," IZA Discussion Papers, IZA Network @ LISER, number 2953, Jul.
  79. Lofstrom, Magnus & Bates, Timothy, 2007, "African Americans' Pursuit of Self-Employment," IZA Discussion Papers, IZA Network @ LISER, number 3156, Nov.
  80. Lofstrom, Magnus, 2007, "Why Are Hispanic and African-American Dropout Rates So High?," IZA Discussion Papers, IZA Network @ LISER, number 3265, Dec.
  81. Kilian, Lutz & Manganelli, Simone, 2007, "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," CEPR Discussion Papers, Centre for Economic Policy Research, number 6031, Jan.
  82. Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
  83. Manganelli, Simone & Wolswijk, Guido, 2007, "Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?," Working Paper Series, European Central Bank, number 745, Apr.
  84. Jeffry Jacob & Thomas Osang, 2007, "Values, Beliefs and Development," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0705, Mar.
  85. Jeffry Jacob & Thomas Osang, 2007, "Institutions, Geography and Trade: A Panel Data Study," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0706, Jul.
  86. Komunjer, Ivana & OWYANG, MICHAEL, 2007, "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt81w8m5sf, Nov.
  87. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007, "The economic performance of cities: a Markov-switching approach," Working Papers, Federal Reserve Bank of St. Louis, number 2006-056, DOI: 10.20955/wp.2006.056.
  88. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007, "A state-level analysis of the Great Moderation," Working Papers, Federal Reserve Bank of St. Louis, number 2007-003, DOI: 10.20955/wp.2007.003.
  89. Michelle T. Armesto & Ruben Hernandez-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007, "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers, Federal Reserve Bank of St. Louis, number 2007-010, DOI: 10.20955/wp.2007.010.
  90. Kristie M. Engemann & Michael T. Owyang, 2007, "Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries," Working Papers, Federal Reserve Bank of St. Louis, number 2007-013, DOI: 10.20955/wp.2007.013.
  91. Timmermann, Allan & Patton, Andrew, 2007, "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 6526, Oct.
  92. Carlos Ocaña Orbis & Gabriel Pérez-Quiros & J. Ignacio Conde-Ruiz, 2007, "Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados," Working Papers, FEDEA, number 2007-03, Feb.
  93. L. Picci, 2007, "The Reputational Budget and its Uses," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 587, Apr.
  94. R. Confalonieri & C. Leoni & L. Picci, 2007, "Rebag-Ware: Reputation-based Governance of Public Works," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 586, Apr.
  95. Picci, Lucio & Golden, Miriam, 2007, "Pork Barrel Politics in Postwar Italy, 1953–1994," MPRA Paper, University Library of Munich, Germany, number 5626, Nov.
  96. Luis Santos Pinto, 2007, "Collusion and Reciprocity in Infinitely Repeated Games," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp512.
  97. Liangjun Su & Zhenlin Yang, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22476, Jan.
  98. Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007, "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/07, Sep.
  99. Vitor Trindade & Johannes Moenius, 2007, "Networks, Standards and Intellectual Property Rights," Working Papers, Department of Economics, University of Missouri, number 0705, Mar.
  100. George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007, "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
  101. Watson, Mark, 2007, "Relative Goods? Prices and Pure Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 6593, Dec.
  102. Ricardo Reis & Mark W. Watson, 2007, "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," NBER Working Papers, National Bureau of Economic Research, Inc, number 13615, Nov.
  103. Mark W. Watson & Ricardo Reis, 2007, "Measuring changes in the value of the numeraire," 2007 Meeting Papers, Society for Economic Dynamics, number 324.
  104. Kieron J. Meagher & Klaus G. Zauner, 2007, "Spatial Equilibrium in a State Space Approach to Demand Uncertainty," Discussion Papers, School of Economics, The University of New South Wales, number 2007-19, Jun.

2006

  1. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006, "Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-14, Apr.
  2. Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beverridge Nelson Decomposition with Markov Switching," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-18, Jul.
  3. Eiji Kurozumi & Yoichi Arai, 2006, "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-190, Nov.
  4. Auffhammer, Maximilian & Steinhauser, Ralf, 2006, "The Future Trajectory of US CO2 Emissions: The Role of State vs. Aggregate Information," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt4878j5w0, Mar.
  5. Andreas Blume & Oliver Board & Kohei Kawamura, 2006, "Noisy Talk," Working Paper, Department of Economics, University of Pittsburgh, number 194, Jan, revised Apr 2007.
  6. Andreas Blume & Paul Heidhues & Jonathan Lafky & Johannes Muenster & Meixia Zhang, 2006, "All Nash Equilibria of the Multi-Unit Vickrey Auction," Working Paper, Department of Economics, University of Pittsburgh, number 195, Jan, revised Jan 2006.
  7. John Duffy & Andreas Blume & Ted Temzelides, 2006, "Self-Organized Criticality in a Dynamic Game," Working Paper, Department of Economics, University of Pittsburgh, number 276, Oct, revised Dec 2009.
  8. Andreas Blume & April Franco & Paul Heidhues, 2006, "Rational Multi-Agent Search," 2006 Meeting Papers, Society for Economic Dynamics, number 776.
  9. Blume, Andreas & Heidhues, Paul & Lafky, Jonathan & Münster, Johannes & Zhang, Meixia, 2006, "All Nash Equilibria of the Multi-Unit Vickrey Auction," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 116, Jun.
  10. Cabrales, Antonio & Nagel, Rosemarie & Rodríguez Mora, José V., 2006, "It is Hobbes, not Rousseau : an experiment on social insurance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we071808, Jun.
  11. Cabrales, Antonio & Calvó-Armengol, Antoni & Wantchekon, Léonard, 2006, "Liberal democracy as the result of an "aborted" communist revolution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we072212, Dec.
  12. Francisco Covas & Wouter den Haan, 2006, "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers, Bank of Canada, number 06-45, DOI: 10.34989/swp-2006-45.
  13. Ramey, Garey & Shigeru Fujita, 2006, "The Cyclicality of Job Loss and Hiring," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4nz8p839, Sep.
  14. Ramey, Garey & Fujita, Shigeru, 2006, "Job Matching and Propagation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt53s671h7, Jul.
  15. Alejandro Gaviria & Carlos Medina & Carolina MejÔøΩa, 2006, "Evaluating The Impact Of Health Care Reform In Colombia: From Theory To Practice," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2647, Jan.
  16. Alejandro Gaviria, 2006, "Movilidad Social Y Preferencias Por Redistribuci√Ìn En Am√Ârica Latina," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3261, Jan.
  17. Alejandro Gaviria Uribe & Carolina Mej�a M., 2006, "La otra cara de la diáspora: los vínculos de los emigrantes colombianos con su país de origen," Coyuntura Social, Fedesarrollo, number 12891, Dec.
  18. Alejandro Gaviria Uribe & Mar�a del Mar Palau M., 2006, "Evolución reciente del mercado laboral urbano y alternativas de política," Coyuntura Social, Fedesarrollo, number 12893, Jun.
  19. Gaviria, Alejandro & Medina, Carlos & Mejía, Carolina, 2006, "Assessing health reform in Colombia: from theory to practice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123311, Oct.
  20. Rossi, Barbara & Giacomini, Raffaella, 2006, "Detecting and Predicting Forecast Breakdowns," Working Papers, Duke University, Department of Economics, number 06-01.
  21. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2006, "Threshold effects in cointegrating relationships," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20060621, Jun.
  22. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2006, "Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20061221, Dec.
  23. Gloria Gonzalez-Rivera & Anil Deolalikar & Martin Johnson & Mindy Marks & Joel Martin, 2006, "An Impact Analysis of Tribal Government Gaming in California," Working Papers, University of California at Riverside, Department of Economics, number 201434, Jan.
  24. Jeffrey Grogger, 2006, "A New Approach to Forecasting Food Stamp Caseloads," Working Papers, Harris School of Public Policy Studies, University of Chicago, number 0608, Nov.
  25. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2006, "Immigration and African-American Employment Opportunities: The Response of Wages, Employment, and Incarceration to Labor Supply Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 12518, Sep.
  26. Massimo Guidolin & Allan Timmerman, 2006, "Asset allocation under multivariate regime switching," Working Papers, Federal Reserve Bank of St. Louis, number 2005-002, DOI: 10.20955/wp.2005.002.
  27. Massimo Guidolin & Allan Timmerman, 2006, "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers, Federal Reserve Bank of St. Louis, number 2005-034, DOI: 10.20955/wp.2005.034.
  28. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006, "Investing for the long-run in European real estate," Working Papers, Federal Reserve Bank of St. Louis, number 2006-028, DOI: 10.20955/wp.2006.028.
  29. Massimo Guidolin & Simona Mola, 2006, "Why do analysts continue to provide favorable coverage for seasoned stocks?," Working Papers, Federal Reserve Bank of St. Louis, number 2006-034, DOI: 10.20955/wp.2006.034.
  30. Ebell, Monique & Haefke, Christian, 2006, "Product Market Regulation and Endogenous Union Formation," IZA Discussion Papers, IZA Network @ LISER, number 2222, Jul.
  31. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W03, May.
  32. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W10, Aug.
  33. Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
  34. Hibiki Ichiue & Yoichi Ueno, 2006, "Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-16, Sep.
  35. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006, "A stochastic discount factor approach to asset pricing using panel data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 628, Nov.
  36. Cysne, Rubens Penha & Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2006, "Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 640, Dec.
  37. Gilberto Hollauer & Luiz Dias Bahia & João Victor Issler, 2006, "Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1172, Mar.
  38. Gilberto Hollauer & João Victor Issler, 2006, "Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1191, Jun.
  39. Gilberto Hollauer & João Victor Issler, 2006, "Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1194, Jun.
  40. Gilberto Hollauer & João Victor Issler, 2006, "Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1198, Jul.
  41. Jyotsna Jalan & E.Somanathan & Saraswata Chaudhuri, 2006, "Demand for Environmental Quality: Survey Evidence on Drinking Water in Urban India," Working Papers, University of Washington, Department of Economics, number UWEC-2007-09, Aug.
  42. Mauricio A. Hernández & Munir Jalil Barney & Carlos Esteban Posada, 2006, "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y evidencia internacional (1975-2002)§," Borradores de Economia, Banco de la Republica de Colombia, number 402, Aug, DOI: 10.32468/be.402.
  43. Gloria Alonso & Pilar Esguerra & Luz Adriana Flórez & Franz Hamann & Munir Jalil & Luisa Silva, 2006, "POLÍTICA MONETARIA Y CAMBIARIA Y ESTABILIDAD DEL TIPO DE CAMBIO EN ALGUNOS PAÍSES EMERGENTES: Hungría, Chile, China, Perú y Brasil," Borradores de Economia, Banco de la Republica de Colombia, number 426, Dec, DOI: 10.32468/be.426.
  44. Mauricio Hern�ndez Monsalve & Munir A. Jalil Barney & Carlos Esteban Posada, 2006, "�Por qu� ha crecido tanto la cantidad de dinero?: teor�a y Evidencia Internacional (1975-2002)," Borradores de Economia, Banco de la Republica, number 3821, Aug.
  45. Munir A. Jalil. B & Martha Misas, 2006, "Evaluaci�n de pron�sticos del tipo de cambio utilizando," Borradores de Economia, Banco de la Republica, number 2636, Feb.
  46. Oscar Jorda & Sharon Kozicki, 2006, "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers, University of California, Davis, Department of Economics, number 154, Aug.
  47. Garett Jones, 2006, "IQ in the Ramsey Model: A Naive Calibration," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c011_063, Jun.
  48. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006, "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 78.
  49. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006, "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 79.
  50. Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006, "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006, Society for Computational Economics, number 508, Jul.
  51. Katherine Kiel, 2006, "Environmental Contamination and House Values," Working Papers, College of the Holy Cross, Department of Economics, number 0601, Jan.
  52. Katherine Kiel, 2006, "Environmental Contamination and House Values: A Study of Market Adjustment," Working Papers, College of the Holy Cross, Department of Economics, number 0607, Aug.
  53. Sharon Kozicki & P. A. Tinsley, 2006, "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Staff Working Papers, Bank of Canada, number 06-46, DOI: 10.34989/swp-2006-46.
  54. Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
  55. Tung Liu & Courtenay Cliff Stone, 2006, "Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy," Working Papers, Ball State University, Department of Economics, number 200601, Mar, revised May 2007.
  56. Mikael Bask & Tung Liu & Anna Widerberg, 2006, "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers, Ball State University, Department of Economics, number 200603, Apr, revised Apr 2006.
  57. Lofstrom, Magnus & Wang, Chunbei, 2006, "Hispanic Self-Employment: A Dynamic Analysis of Business Ownership," IZA Discussion Papers, IZA Network @ LISER, number 2101, Apr.
  58. Hansen, Jörgen & Lofstrom, Magnus, 2006, "Immigrant-Native Differences in Welfare Participation: The Role of Entry and Exit Rates," IZA Discussion Papers, IZA Network @ LISER, number 2261, Aug.
  59. Hansen, Jörgen & Lofstrom, Magnus & Zhang, Xuelin, 2006, "State Dependence in Canadian Welfare Participation," IZA Discussion Papers, IZA Network @ LISER, number 2266, Aug.
  60. Lofstrom, Magnus & Wang, Chunbei, 2006, "Mexican-Hispanic Self-Employment Entry: The Role of Business Start-Up Constraints," IZA Discussion Papers, IZA Network @ LISER, number 2422, Nov.
  61. Manganelli, Simone, 2006, "A new theory of forecasting," Working Paper Series, European Central Bank, number 584, Jan.
  62. Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan, 2006, "The impact of the euro on financial markets," Working Paper Series, European Central Bank, number 598, Mar.
  63. Cappiello, Lorenzo & Gérard, Bruno & Kadareja, Arjan & Manganelli, Simone, 2006, "Financial integration of new EU Member States," Working Paper Series, European Central Bank, number 683, Oct.
  64. Francesca Lotti & Juri Marcucci, 2006, "Revisiting the empirical evidence on firms� money demand," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 595, May.
  65. George Monokroussos, 2006, "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Discussion Papers, University at Albany, SUNY, Department of Economics, number 06-02.
  66. George Monokroussos, 2006, "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006, Society for Computational Economics, number 390, Jul.
  67. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006, "Searching for better prospects: endogenizing falling job tenure and private pension coverage," Working Papers, Federal Reserve Bank of St. Louis, number 2003-038, DOI: 10.20955/wp.2003.038.
  68. Michael T. Owyang & Howard J. Wall, 2006, "Regional VARs and the channels of monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2006-002, DOI: 10.20955/wp.2006.002.
  69. Andrew Patton, 2006, "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 175, May.
  70. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006, "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006, Society for Computational Economics, number 175, Jul.
  71. Pesavento, Elena & Rossi, Barbara, 2006, "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers, Duke University, Department of Economics, number 06-03.
  72. Elena Pesavento, 2006, "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers, European University Institute, number ECO2006/18.
  73. Picci, Lucio, 2006, "Misurare l'E-Government: il caso italiano
    [Measuring E-government: the Italian case]    ," MPRA Paper, University Library of Munich, Germany, number 3343, Jan.
  74. Randall Reback & Julie Berry Cullen, 2006, "Tinkering toward accolades: School gaming under a performance accountability system," Working Papers, Barnard College, Department of Economics, number 0601, May.
  75. Randall Reback, 2006, "Teaching to the Rating: School Accountability and the Distribution of Student Achievement," Working Papers, Barnard College, Department of Economics, number 0602, May.
  76. Luís Santos-Pinto, 2006, "Positive Self-Image over Time," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.02, Apr.
  77. Santos-Pinto, Luís, 2006, "Making Sense of the Experimental Evidence on Endogenous Timing in Duopoly Markets," MPRA Paper, University Library of Munich, Germany, number 3142, Feb, revised 27 Apr 2007.
  78. Santos-Pinto, Luís, 2006, "Reciprocity, inequity-aversion, and oligopolistic competition," MPRA Paper, University Library of Munich, Germany, number 3143, May, revised 14 Apr 2007.
  79. Norman Swanson & Oleg Korenok, 2006, "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers, Rutgers University, Department of Economics, number 200612, Sep.
  80. Norman Swanson & Geetesh Bhardwaj, 2006, "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers, Rutgers University, Department of Economics, number 200613, Sep.
  81. Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006, "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200614, Sep.
  82. Norman Swanson & Oleg Korenok, 2006, "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200615, Sep.
  83. Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 200616, Sep.
  84. Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006, "International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence," Departmental Working Papers, Rutgers University, Department of Economics, number 200617, Sep.
  85. Norman Swanson & Valentina Corradi, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers, Rutgers University, Department of Economics, number 200618, Sep.
  86. Norman Swanson & Nii Ayi Armah, 2006, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 200619, Sep.
  87. Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers, Rutgers University, Department of Economics, number 200620, Oct.
  88. Valentina Corradi & Norman Swanson, 2006, "Predictive Density Evaluation. Revised," Departmental Working Papers, Rutgers University, Department of Economics, number 200621, Oct.
  89. Iichiro Uesugi & Koji Sakai & Guy M. Yamashiro, 2006, "Effectiveness of Credit Guarantees in the Japanese Loan Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06004, Feb.
  90. George Athanasopoulos & Farshid Vahid, 2006, "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/06, Jan.
  91. George Athanasopoulos & Farshid Vahid, 2006, "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/06, Jan.
  92. James H. Stock & Mark W. Watson, 2006, "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12324, Jun.
  93. Ulrich Mueller & Mark W. Watson, 2006, "Testing Models of Low-Frequency Variability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12671, Nov.

2005

  1. Heather Anderson & Fashid Vahid, 2005, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-451, Mar.
  2. Yoichi Arai & Eiji Kurozumi, 2005, "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-022, Feb.
  3. Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005, "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2004-09, Jan.
  4. Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005, "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2005-08, Nov.
  5. Yoichi Arai & Eiji Kurozumi, 2005, "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-319, Feb.
  6. Auffhammer, Maximilian, 2005, "The Rationality of EIA Forecasts under Symmetric and Asymmetric Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt2ts415ts, Dec.
  7. Blume, A. & DeJong, D.V. & Maier, M., 2005, "Learning Strategic Sophistication," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-59.
  8. Blume, A. & DeJong, D.V. & Maier, M., 2005, "Cognition in Spatial Dispersion Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-58.
  9. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11069, Jan.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11134, Feb.
  11. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11188, Mar.
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2005, "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11312, May.
  13. Francisco Covas, 2005, "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers, Bank of Canada, number 05-26, DOI: 10.34989/swp-2005-26.
  14. Michael Davis & Christian M. End, 2005, "The economic impact of basking in the reflected glory of a Super Bowl victory," IASE Conference Papers, International Association of Sports Economists, number 0524, Jun.
  15. John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005, "A False Perception? The relative riskiness of AIM and listed Stocks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-01, Oct.
  16. Escribano, Alvaro & Guasch, J. Luis, 2005, "Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua," Policy Research Working Paper Series, The World Bank, number 3621, Jun.
  17. Fujita, Shigeru & Ramey, Garey, 2005, "The Dynamic Beveridge Curve," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4m04n09h, Aug.
  18. Alejandro Gaviria & Carolina MejÔøΩa, 2005, "Las varias caras de la di√°spora: los nexos de los migrantes colombianos con su pa√≠s de origen," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6882, Apr.
  19. Mauricio Cárdenas Santa María & Alejandro Gaviria Uribe & Marcela Mel�ndez Arjona, 2005, "La infraestructura de transporte en Colombia," Informes de Investigación, Fedesarrollo, number 3034, Aug.
  20. Rossi, Barbara & Giacomini, Raffaella, 2005, "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers, Duke University, Department of Economics, number 05-08.
  21. Gianni Amisano & Raffaella Giacomini, 2005, "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers, University of Brescia, Department of Economics, number ubs0504.
  22. Robert F. Engle & Jose Gonzalo Rangel, 2005, "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/13, Dec.
  23. Gonzalo, Jesús & Olmo, José, 2005, "Contagion versus flight to quality in financial markets," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we051810, Apr.
  24. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "What is what?: A simple time-domain test of long-memory vs. structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 954, Sep.
  25. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 957, Feb.
  26. Jeffrey Grogger & Greg Ridgeway, 2005, "Testing for Racial Profiling in Traffic Stops from Behind a Veil of Darkness," Working Papers, Harris School of Public Policy Studies, University of Chicago, number 0507, Jun.
  27. Jeffrey Grogger, 2005, "Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 11621, Sep.
  28. Jeffrey Grogger, 2005, "Markov Forecasting Methods for Welfare Caseloads," NBER Working Papers, National Bureau of Economic Research, Inc, number 11682, Oct.
  29. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005, "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 40, Mar.
  30. Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
  31. Massimo Guidolin & Allan Timmerman, 2005, "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Working Papers, Federal Reserve Bank of St. Louis, number 2005-003, DOI: 10.20955/wp.2005.003.
  32. Massimo Guidolin, 2005, "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers, Federal Reserve Bank of St. Louis, number 2005-005, DOI: 10.20955/wp.2005.005.
  33. Massimo Guidolin & Allan Timmerman, 2005, "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers, Federal Reserve Bank of St. Louis, number 2005-006, DOI: 10.20955/wp.2005.006.
  34. Massimo Guidolin & Allan Timmerman, 2005, "Size and value anomalies under regime shifts," Working Papers, Federal Reserve Bank of St. Louis, number 2005-007, DOI: 10.20955/wp.2005.007.
  35. Gianluca Cassesse & Massimo Guidolin, 2005, "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-008, DOI: 10.20955/wp.2005.008.
  36. Massimo Guidolin & Allan Timmerman, 2005, "Properties of equilibrium asset prices under alternative learning schemes," Working Papers, Federal Reserve Bank of St. Louis, number 2005-009, DOI: 10.20955/wp.2005.009.
  37. Sílvia Gonçalves & Massimo Guidolin, 2005, "Predictable dynamics in the S&P 500 index options implied volatility surface," Working Papers, Federal Reserve Bank of St. Louis, number 2005-010, DOI: 10.20955/wp.2005.010.
  38. Massimo Guidolin, 2005, "High equity premia and crash fears. Rational foundations," Working Papers, Federal Reserve Bank of St. Louis, number 2005-011, DOI: 10.20955/wp.2005.011.
  39. Massimo Guidolin, 2005, "Home bias and high turnover in an overlapping generations model with learning," Working Papers, Federal Reserve Bank of St. Louis, number 2005-012, DOI: 10.20955/wp.2005.012.
  40. Massimo Guidolin & Sadayuki Ono, 2005, "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-056, DOI: 10.20955/wp.2005.056.
  41. Massimo Guidolin & Eliana La Ferrara, 2005, "The economic effects of violent conflict: evidence from asset market reactions," Working Papers, Federal Reserve Bank of St. Louis, number 2005-066, DOI: 10.20955/wp.2005.066.
  42. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Testing the significance of calendar effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-02.
  43. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Model confidence sets for forecasting models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-07.
  44. Ana Maria Herrera & Pinar Ozbay, 2005, "A Dynamic Model of Central Bank Intervention," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0501.
  45. Hibiki Ichiue, 2005, "How Do Monetary Policy Rules Affect Term Premia?," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-14, Oct.
  46. Crawford, Vincent P. & Iriberri, Nagore, 2005, "Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt12586197, Nov.
  47. Crawford, Vincent P. & Iriberri, Nagore, 2005, "Fatal Attraction: Focality, Naivete and Sophistication in Experimental “Hide and Seek” Games," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt96v0t3kq, Jan.
  48. Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005, "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 031.
  49. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005, "Estimating the stochastic discount factor without a utility function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 583, Mar.
  50. Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 589, Apr.
  51. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 605, Dec.
  52. Isao Ishida, 2005, "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-045, Sep.
  53. Carlos A. Huertas & Munir Jalil & Sergio Olarte & José Vicente Romero, 2005, "Algunas consideraciones sobre el canal del crédito y la transmisión de tasas de interés en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 351, Sep, DOI: 10.32468/be.351.
  54. Mauricio A. Hernández & Munir A. Jalil & Carlos Esteban Posada, 2005, "El Costo de los Ciclos Económicos en Colombia: Una Nueva Estimación," Borradores de Economia, Banco de la Republica de Colombia, number 353, Oct, DOI: 10.32468/be.353.
  55. Carlos A. Huertas & Munir Jalil & Sergio Olarte & Jos� Vicente Romero, 2005, "Algunas Consideraciones Sobre El Canal Del Cr�Dito Y La Transmisi�N De Tasas De Inter�S En Colombia," Borradores de Economia, Banco de la Republica, number 1962, Aug.
  56. Mauricio A. Hern�ndez & Munir A. Jalil B. & Carlos Esteban Posada, 2005, "El costo de los ciclos econ�micos en Colombia: una nueva Estimaci�n," Borradores de Economia, Banco de la Republica, number 2478, Oct.
  57. Garett Jones & W. Joel Schneider, 2005, "Intelligence, Human Capital, and Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," Development and Comp Systems, University Library of Munich, Germany, number 0507005, Jul.
  58. Dong Heon Kim, 2005, "Nonlinearity in the Term Structure," Economics Discussion Paper Series, Economics, The University of Manchester, number 0528.
  59. Katherine Kiel & Michael Williams, 2005, "The Impact of Superfund Sites on Local Property Values: Are All Sites the Same?," Working Papers, College of the Holy Cross, Department of Economics, number 0505, Mar.
  60. Christophe Muller & Tae-Hwan Kim, 2005, "Two-Stage Huber Estimation," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-17, Apr.
  61. Sharon Kozicki & Peter A. Tinsley, 2005, "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-03.
  62. Peter Tinsley & Sharon Kozicki, 2005, "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005, Society for Computational Economics, number 138, Nov.
  63. Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005, "Federal Securities Regulations and Stock Market Returns," Working Papers, Ball State University, Department of Economics, number 200501, Jan, revised Jan 2005.
  64. Tung Liu & Kui-Wai Li, 2005, "Disparity in Factor Contributions between Coastal and Inner Provinces in Post-reform China," Working Papers, Ball State University, Department of Economics, number 200502, Jun, revised Apr 2006.
  65. Cappiello, Lorenzo & Manganelli, Simone & Gérard, Bruno, 2005, "Measuring comovements by regression quantiles," Working Paper Series, European Central Bank, number 501, Jul.
  66. Osang, Thomas & Sarkar, Jayanta, 2005, "Endogenous Mortality, Human Capital and Endogenous Growth," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0511, Sep.
  67. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2005, "A Flexible Finite-Horizon Identification of Technology Shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 832.
  68. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005, "The 2001 recession and the states of the Eighth Federal Reserve District," Working Papers, Federal Reserve Bank of St. Louis, number 2005-053, DOI: 10.20955/wp.2005.053.
  69. Andrew J. Patton & Allan Timmermann, 2005, "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 485, Jan.
  70. Máximo Camacho & Gabriel Pérez-Quirós, 2005, "Jump-and-rest effect of U.S. business cycles," Working Papers, Banco de España, number 0507, Mar.
  71. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005, "Do european business cycles look like one?," Working Papers, Banco de España, number 0518, Aug.
  72. Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005, "The effect of oil price on industrial production and on stock returns," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 05/18, Sep.
  73. James E. Rauch & Vitor Trindade, 2005, "Neckties in the Tropics: A Model of International Trade and Cultural Diversity," NBER Working Papers, National Bureau of Economic Research, Inc, number 11890, Dec.
  74. Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005, "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05026, Nov.
  75. Arito Ono & Iichiro Uesugi, 2005, "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's Small Business Loan Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05027, Nov.
  76. Farshid Vahid & Pushkar Maitra, 2005, "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-452, May.
  77. Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers, Centre for Economic Policy Research, number 4976, Mar.
  78. James H. Stock & Mark W. Watson, 2005, "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 11467, Jul.
  79. Anderson, Kathryn & Weinhold, Diana, 2005, "Do Conservation Easements Reduce Land Prices? The Case of South Central Wisconsin," Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, number 12670, DOI: 10.22004/ag.econ.12670.
  80. Diana Weinhold & Paul J. Zak, 2005, "The Choice of Institutions: The Role of Risk and Risk-Aversion," Others, University Library of Munich, Germany, number 0508004, Aug.

2004

  1. Heather M. Anderson & Lucy D. Gunn, 2004, "A Model for Trade Frequency in the Presence of Announcements," Econometric Society 2004 Australasian Meetings, Econometric Society, number 165, Aug.
  2. Chin Nam Low & Heather Anderson & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 242, Aug.
  3. Heather M. Anderson & Chin Nam Low, 2004, "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/04, Nov, revised May 2005.
  4. Yoichi Arai, 2004, "Testing for Linearity in Regressions with I (1) processes," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-014, Oct.
  5. Yoichi Arai & Takeo Hoshi, 2004, "Monetary Policy in the Great Recession," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 04024, Jul.
  6. April Franco & Andreas Blume & John Duffy, 2004, "Organizational Learning: An Experimental Study," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 498, Aug.
  7. Andreas Blume & John Duffy, 2004, "Organizational Learning: An Experimental Investigation," 2004 Meeting Papers, Society for Economic Dynamics, number 617.
  8. Antonio Cabrales & Àlex Arenas & Albert Díaz-Guilera & Roger Guimerà & Fernando Vega-Redondo, 2004, "Optimal Information Transmission in Organizations: Search and Congestion," Working Papers, Fondazione Eni Enrico Mattei, number 2004.77, May.
  9. Chiquiar Daniel & Ramos Francia Manuel, 2004, "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers, Banco de México, number 2004-05, Oct.
  10. Chiquiar Daniel, 2004, "Globalization, Regional Wage Differentials and the Stolper-Samuelson Theorem: Evidence from México," Working Papers, Banco de México, number 2004-06, Oct.
  11. Francisco Covas, 2004, "Risk-Taking Executives, The Value of the Firm and Economic Performance," 2004 Meeting Papers, Society for Economic Dynamics, number 80.
  12. Costa-Gomes, Miguel A. & Crawford, Vincent P., 2004, "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt449812fx, Sep.
  13. Miguel A. Costa-Gomes & Georg Weizsäcker, 2004, "Stated Beliefs and Play in Normal-Form Games," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0614, Aug.
  14. Alfonso Dufour & Frank Skinner, 2004, "MTS Time Series: Market and Data Description for the European Bond and Repo Database," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-06, May.
  15. Shigeru Fujita, 2004, "Vacancy persistence," Working Papers, Federal Reserve Bank of Philadelphia, number 04-23.
  16. Alejandro Gaviria, 2004, "Del Romanticismo Al Realismo Social: Lecciones De La D√Âcada Del 90," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2265, Apr.
  17. Alejandro Gaviria, 2004, "Ley 789 De 2002: ¬Øfuncion√Ì O No?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3140, Nov.
  18. Alejandro Gaviria, 2004, "Visa Usa: Fortunas Y Extrav√Ços De Los Emigrantes Colombianos En Los Estados Unidos," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3766, Mar.
  19. Alejandro GAVIRIA URIBE, 2004, "Del romanticismo al realismo social: Lecciones de la década de 1990," Archivos de Economía, Departamento Nacional de Planeación, number 2263, Apr.
  20. Wei-Ting Tang & Yin-Feng Gau, 2004, "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 715, Aug.
  21. Jose Olmo & Jesus Gonzalo, 2004, "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 144, Aug.
  22. Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004, "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 356, Aug.
  23. Timmermann, Allan & Guidolin, Massimo, 2004, "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers, Centre for Economic Policy Research, number 4645, Sep.
  24. La Ferrara, Eliana & Guidolin, Massimo, 2004, "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4668, Oct.
  25. Massimo Guidolin, University of Virginia & Allan Timmermann, 2004, "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings, Econometric Society, number 349, Aug.
  26. Andreas Gottschling & Christian Haefke, 2004, "Multivariate Hypernormal Densities," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 201, Aug.
  27. Ester Faia & Christian Haefke, 2004, "Monetary Policy and Labor Market Institutions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 298, Aug.
  28. Christian Haefke & Monique Ebell, 2004, "The Missing Link: Product Market Regulation, Collective Bargaining and the European Unemployment Puzzle," 2004 Meeting Papers, Society for Economic Dynamics, number 759.
  29. Asger Lunde & Peter Reinhard Hansen, 2004, "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 526, Aug.
  30. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004, "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W28, Nov.
  31. HEINEN, Andréas & RENGIFO, Erick, 2004, "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004032, May.
  32. GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004058, Sep.
  33. Erick Rengifo & Andresas Heinen, 2004, "Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 755, Aug.
  34. Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper, University Library of Munich, Germany, number 8115, Aug.
  35. Hibiki Ichiue, 2004, "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 581, Aug.
  36. Fabio Araújo & João Victor Issler, 2004, "Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo," Working Papers Series, Central Bank of Brazil, Research Department, number 86, May.
  37. Humberto Carlos Faria Teixeira & Joao Victor Issler, 2004, "Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation," Econometric Society 2004 Latin American Meetings, Econometric Society, number 246, Aug.
  38. Spacov, Andrei Dudus & Duarte, Angelo José Mont'Alverne & Issler, João Victor, 2004, "Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 527, Feb.
  39. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2004, "Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 549, Jun.
  40. Jyotsna Jalan & E.Somanathan, 2004, "Being informed matters: Experimental evidence on the demand for environmental quality," Discussion Papers, Indian Statistical Institute, Delhi, number 04-08, Apr.
  41. Garett Jones & W. Joel Schneider, 2004, "Intelligence, Human Capital, and Economic Growth: An Extreme Bounds Analysis," Econometric Society 2004 Latin American Meetings, Econometric Society, number 156, Aug.
  42. Garett Jones & Ali Kutan, 2004, "Volatile Interest Rates, Volatile Crime Rates: A new argument for interest-rate smoothing," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-694, May.
  43. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004, "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-8.
  44. Glen Donaldson & Mark Kamstra, 2004, "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-6.
  45. Jeffrey Zabel & Katherine Kiel, 2004, "Location, Location, Location: The 3L Approach to House Price Determination," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 04-06, May.
  46. Young-Sook Lee & Tae-Hwan Kim & Paul Newbold, 2004, "Spurious Nonlinear Regressions In Econometrics," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 27, Sep.
  47. Tae-Hwan Kim & Christophe Muller, 2004, "Bias Transmission In Two-Stage Estimation," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 73, Sep.
  48. Christophe Muller & Tae-Hwan Kim, 2004, "Two-Stage Quantile Regression When The First Stage Is Based On Quantile Regression," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-03, Jan.
  49. Todd E. Clark & Sharon Kozicki, 2004, "Estimating equilibrium real interest rates in real time," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-08.
  50. Tracy Lewis & Chifeng Dai, 2004, "Delegating Procurement to Experts," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 247, Aug.
  51. Yang Yang & Tae-Hwy Lee, 2004, "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 512, Aug.
  52. Tae-Hwy Lee & Yongmiao Hong, 2004, "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 614, Aug.
  53. Lofstrom, Magnus & Tyler, John, 2004, "Measuring the Returns to the GED: Using an Exogenous Change in GED Passing Standards as a Natural Experiment," IZA Discussion Papers, IZA Network @ LISER, number 1306, Sep.
  54. Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004, "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings, Econometric Society, number 77, Aug.
  55. Michael T. Owyang & Abbigail J Chiodo & Ruben Hernandez-Murillo, 2004, "Nonlinear Hedonics and the Search for School District Quality," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 276, Aug.
  56. Athena T. Theodorou & Neville R. Francis & Michael T. Owyang, 2004, "What Explains the Varying Monetary Response to Technology SHocks in G7-Countries," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 444, Aug.
  57. Leora Friedberg & Michael T. Owyang, 2004, "Explaining the evolution of pension structure and job tenure," Working Papers, Federal Reserve Bank of St. Louis, number 2002-022, DOI: 10.20955/wp.2002.022.
  58. Neville Francis & Michael T. Owyang, 2004, "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers, Federal Reserve Bank of St. Louis, number 2003-001, DOI: 10.20955/wp.2003.001.
  59. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2004, "Does consumer sentiment predict regional consumption?," Working Papers, Federal Reserve Bank of St. Louis, number 2003-003, DOI: 10.20955/wp.2003.003.
  60. Michael T. Owyang & Howard J. Wall, 2004, "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2003-008, DOI: 10.20955/wp.2003.008.
  61. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004, "Business cycle phases in U.S. states," Working Papers, Federal Reserve Bank of St. Louis, number 2003-011, DOI: 10.20955/wp.2003.011.
  62. Ruben Hernandez-Murillo & Michael T. Owyang, 2004, "The information content of regional employment data for forecasting aggregate conditions," Working Papers, Federal Reserve Bank of St. Louis, number 2004-005, DOI: 10.20955/wp.2004.005.
  63. Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004, "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24681, Feb.
  64. Patton, Andrew J., 2004, "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24819, Oct.
  65. Yanqin Fan & Xiaohong Chen & Andrew Patton, 2004, "(IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp483, Feb.
  66. Andrew Patton, 2004, "(IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?," FMG Discussion Papers, Financial Markets Group, number dp522, Oct.
  67. Santos-Pinto, Luís & Park, Young-Joon, 2004, "Forecasts of relative performance in tournaments: evidence from the field," MPRA Paper, University Library of Munich, Germany, number 3144, Jun, revised 22 Mar 2007.
  68. Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004, "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 603.04, Feb.
  69. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004, "Are european business cycles close enough to be just one?," Working Papers, Banco de España, number 0408, Apr.
  70. Pilar Bengoechea & Gabriel Pérez-Quirós, 2004, "A useful tool to identify recessions in the euro-area," Working Papers, Banco de España, number 0419, Nov.
  71. Andrew Bauer & Nicholas Haltom & William B. Peterman, 2004, "Examining contributions to core consumer inflation measures," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-7.
  72. Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004, "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2bv7n071, Jun.
  73. Rossi, Barbara & Pesavento, Elena, 2004, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers, Centre for Economic Policy Research, number 4536, Sep.
  74. Barbara Rossi & Elena Pesavento, 2004, "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 96, Aug.
  75. Randall Reback, 2004, "Demand (and Supply) in an Inter-District Public School Choice Program," Working Papers, Barnard College, Department of Economics, number 0501, Oct, revised Feb 2006.
  76. Norman R. Swanson & John C. Chao, 2004, "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 668, Aug.
  77. Norman R. Swanson & Valentina Corradi, 2004, "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 264, Aug.
  78. Norman R. Swanson & John C. Chao, 2004, "Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 441, Aug.
  79. Valentina Corradi & Norman Swanson, 2004, "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers, Rutgers University, Department of Economics, number 200418, Sep.
  80. Valentina Corradi & Norman Swanson, 2004, "Predictive Density Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200419, Sep.
  81. Geetesh Bhardwaj & Norman Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers, Rutgers University, Department of Economics, number 200422, Sep.
  82. Valentina Corradi & Norman Swanson, 2004, "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers, Rutgers University, Department of Economics, number 200423, Sep.
  83. Muhammed Dalgin & Devashish Mitra & Vitor Trindade, 2004, "Inequality, Nonhomothetic Preferences, and Trade: A Gravity Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 10800, Sep.
  84. Iichiro Uesugi & Guy M. Yamashiro, 2004, "How Trade Credit Differs from Loans: Evidence from Japanese Trading Companies," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 04028, Sep.
  85. Iichiro UESUGI, 2004, "Trading Firm Finance: The Relationship between Trade Credit and Loans (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 04041, Aug.
  86. Farshid Vahid & Lin Luo, 2004, "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 232, Aug.
  87. Farshid Vahid & George Athanasopoulos, 2004, "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings, Econometric Society, number 244, Aug.
  88. Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004, "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/04, Dec, revised Oct 2005.
  89. Reis, Eustaquio Jose & Weinhold, Diana, 2004, "Land Use and Transportation Costs in the Brazilian Amazon," Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, number 12632, DOI: 10.22004/ag.econ.12632.
  90. Diana Weinhold & Usha Nair- Reichert, 2004, "Innovation, Inequality and Intellectual Property Rights," Development and Comp Systems, University Library of Munich, Germany, number 0410002, Oct, revised 10 Feb 2005.
  91. Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
  92. Jeffrey M. Wooldridge, 2004, "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers, Institute for Fiscal Studies, number 03/04, Mar, DOI: 10.1920/wp.cem.2004.0304.
  93. Jeffrey M. Wooldridge, 2004, "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers, Institute for Fiscal Studies, number 04/04, Jun, DOI: 10.1920/wp.cem.2004.0404.
  94. Jeffrey M. Wooldridge, 2004, "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers, Institute for Fiscal Studies, number 05/04, Apr, DOI: 10.1920/wp.cem.2004.0504.
  95. Gerhard Orosel & Klaus G. Zauner, 2004, "Vertical Product Differentiation When Quality is Unobservable to Buyers," CESifo Working Paper Series, CESifo, number 1271.

2003

  1. Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
  2. Heather Anderson & Farshid Vahid, 2003, "The Decline in Income Growth Volatility in the United States: Evidence from Regional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/03, Nov.
  3. George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
  4. Andreas Blume & Paul Heidhues, 2003, "Private Monitoring in Auctions," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2003-14, Sep.
  5. Tim Bollerslev & Hao Zhou, 2003, "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-40.
  6. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003, "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-025, Feb, revised 01 Sep 2003.
  7. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
  8. Jordi Brandts & Antonio Cabrales & Gary Charness, 2003, "Forward induction and the excess capacity puzzle: An experimental investigation," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 586.03, Aug.
  9. Michael C. Davis & James D. Hamilton, 2003, "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 9741, Jun.
  10. Oscar Jorda & Alvaro Escribano, 2003, "Improved Testing And Specification Of Smooth Transition Regression Models," Working Papers, University of California, Davis, Department of Economics, number 210, Jan.
  11. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2003, "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws031126, Feb.
  12. Aparicio, Felipe M. & Escribano, Álvaro, 2003, "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws036615, Oct.
  13. Alejandro GAVIRIA URIBE & Jairo Augusto NU�EZ MENDEZ, 2003, "Evaluating the impact of SENA on earnings and Employment," Archivos de Economía, Departamento Nacional de Planeación, number 2646, Apr.
  14. Felipe Barrera Osorio & Alejandro Gaviria Uribe, 2003, "Efficiency of colombian schools," Informes de Investigación, Fedesarrollo, number 2436, Sep.
  15. Raffaella Giacomini & Ivana Komunjer, 2003, "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics, Boston College Department of Economics, number 571, Jun.
  16. Raffaella Giacomini & Halbert White, 2003, "Tests of Conditional Predictive Ability," Econometrics, University Library of Munich, Germany, number 0308001, Aug.
  17. Martínez, Oscar & Gonzalo, Jesús, 2003, "Threshold integrated moving average models: does size matter? maybe so," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number 16008, Jan.
  18. Jeffrey Grogger, 2003, "Welfare Transitions in the 1990s: The Economy, Welfare Policy, and the EITC," NBER Working Papers, National Bureau of Economic Research, Inc, number 9472, Feb.
  19. Anna Aizer & Jeffrey Grogger, 2003, "Parental Medicaid Expansions and Health Insurance Coverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 9907, Aug.
  20. Jeffrey Grogger & Steven Haider & Jacob Alex Klerman, 2003, "Why Did the Welfare Rolls Fall During the 1990s? The Importance of Entry," Working Papers, RAND Corporation, number DRU-3004, Jan.
  21. Guidolin, Massimo & Allan Timmermann, 2003, "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 95, Jun.
  22. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003, "Subjective probabilities: psychological evidence and economic applications," Working Papers, Federal Reserve Bank of St. Louis, number 2003-009, DOI: 10.20955/wp.2003.009.
  23. Ebell, Monique & Haefke, Christian, 2003, "Product Market Deregulation and Labor Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 957, Dec.
  24. Peter Hansen & Asger Lunde & James M. Nason, 2003, "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers, Brown University, Department of Economics, number 2003-05.
  25. Peter Hansen, 2003, "Asymptotic Tests of Composite Hypotheses," Working Papers, Brown University, Department of Economics, number 2003-09.
  26. HEINEN, Andreas & RENGIFO, Erick, 2003, "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003025, Mar.
  27. HEINEN, Andréas, 2003, "Modelling time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003062, Sep.
  28. BEN OMRANE, Walid & HEINEN, Andréas, 2003, "The response of individual FX dealers'quoting activity to macroeconomic news announcements," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003070, Oct.
  29. Lima, Alexandre Maia Correia & Issler, João Victor, 2003, "A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 480, May.
  30. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003, "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 481, Feb.
  31. Issler, João Victor & Ferreira, Rachel Couto, 2003, "Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 500, Oct.
  32. Jyotsna Jalan & E.Somanathan & Saraswata Chaudhuri, 2003, "Awareness and the demand for environmental quality: Drinking water in urban India," Discussion Papers, Indian Statistical Institute, Delhi, number 03-05, Sep.
  33. Oscar Jorda & James D. Hamilton, 2003, "A model for the federal funds rate target," Working Papers, University of California, Davis, Department of Economics, number 176, Jan.
  34. Oscar Jorda & Selva Demiralp, 2003, "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers, University of California, Davis, Department of Economics, number 192, Jan.
  35. Oscar Jorda, 2003, "Random-Time Aggregation In Partial Ajustment Models," Working Papers, University of California, Davis, Department of Economics, number 212, Jan.
  36. Oscar Jorda & Massimiliano Marcellino, 2003, "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers, University of California, Davis, Department of Economics, number 273, Jan.
  37. Kevin Salyer & Oscar Jorda, 2003, "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers, University of California, Davis, Department of Economics, number 274, Jan.
  38. Oscar Jorda & Holly Liu & Jeffrey Williams & Selva Demiralp, 2003, "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers, University of California, Davis, Department of Economics, number 282, Jan.
  39. Oscar Jorda, 2003, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 305, Aug.
  40. Oscar Jorda & Paul Bergin, 2003, "Monetary Policy Coordination: A New Empirical Approach," Working Papers, University of California, Davis, Department of Economics, number 313, Jan.
  41. Oscar Jorda & Holly Liu & Jeffrey Williams, 2003, "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers, University of California, Davis, Department of Economics, number 41, Jan.
  42. Oscar Jorda & Massimiliano Marcellino, 2003, "Time-Scale Transformations of Discrete-Time Processes," Working Papers, University of California, Davis, Department of Economics, number 65, Feb.
  43. Joe Haslag & R.W. Hafer & Garett Jones, 2003, "The Effect of Monetary Policy on Economic Output," Working Papers, Department of Economics, University of Missouri, number 0311, Sep.
  44. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003, "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-4.
  45. Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003, "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 121, Jun.
  46. Kim, Tae-Hwan & White, Halbert, 2003, "On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt7b52v07p, Sep.
  47. Kim, Tae-Hwan & Thanaset Chevapatrakul & Paul Mizen, 2003, "Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 122, Jun.
  48. Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003, "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics, University Library of Munich, Germany, number 0311007, Nov.
  49. Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003, "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics, University Library of Munich, Germany, number 0311008, Nov.
  50. Sharon Kozicki & Peter A. Tinsley, 2003, "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 03-09.
  51. Lewis, Tracy R. & Yildirim, Huseyin, 2003, "Managing Switching Costs in Multiperiod Procurements with Strategic Buyers," Working Papers, Duke University, Department of Economics, number 03-04.
  52. Tung Liu & Lee C. Spector, 2003, "Dynamic employment adjustments over business cycles," Working Papers, Ball State University, Department of Economics, number 200302, Dec, revised Jan 2005.
  53. Kilian, Lutz & Manganelli, Simone, 2003, "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 3918, Jun.
  54. Hartmann, Philipp & Maddaloni, Angela & Manganelli, Simone, 2003, "The euro area financial system: structure, integration and policy initiatives," Working Paper Series, European Central Bank, number 230, May.
  55. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003, "The use of long-run restrictions for the identification of technology shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2003-010, DOI: 10.20955/wp.2003.010.
  56. Timmermann, Allan & Patton, Andrew, 2003, "Properties of Optimal Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4037, Aug.
  57. Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J., 2003, "Common factors in conditional distributions for Bivariate time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24854, Jun.
  58. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003, "The Daily Market for Funds in Europe: What Has Changed with the EMU?," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 559.03, Feb.
  59. Rossi, Barbara & Pesavento, Elena, 2003, "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Working Papers, Duke University, Department of Economics, number 03-23.
  60. Santos-Pinto, Luís, 2003, "Positive self-image in tournaments," MPRA Paper, University Library of Munich, Germany, number 3140, Nov, revised 27 Feb 2007.
  61. Santos-Pinto, Luís, 2003, "Positive self-image and incentives in organizations," MPRA Paper, University Library of Munich, Germany, number 3141, Sep, revised 14 Feb 2007.
  62. Santos-Pinto, Luís, 2003, "Asymmetries in information processing in a decision theory framework," MPRA Paper, University Library of Munich, Germany, number 3146, Jan, revised 27 Apr 2007.
  63. Su, Liangjun & White, Halbert, 2003, "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt35v8g0fm, Oct.
  64. Su, Liangjun & White, Halbert, 2003, "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4dv0837f, Aug.
  65. Chao, John Chao & Norman R. Swanson, 2003, "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1417, May.
  66. John Chao & Norman R. Swanson, 2003, "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1418, May.
  67. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
  68. Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers, Rutgers University, Department of Economics, number 200311, Oct.
  69. John C. Chao & Norman R. Swanson, 2003, "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 200312, Oct.
  70. Valentina Corradi & Norman Swanson, 2003, "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200313, Oct.
  71. Valentina Corradi & Norman R. Swanson, 2003, "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers, Rutgers University, Department of Economics, number 200314, Oct.
  72. Valentina Corradi & Norman Swanson, 2003, "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200316, Oct.
  73. Lance J. Bachmeier & Norman R. Swanson, 2003, "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers, Rutgers University, Department of Economics, number 200317, Oct.
  74. Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003, "The Volume of Federal Litigation and the Macroeconomy," Departmental Working Papers, Rutgers University, Department of Economics, number 200318, Oct.
  75. Valentina Corradi & Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers, Rutgers University, Department of Economics, number 200320, Oct.
  76. Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
  77. Valentina Corradi & Norman R. Swanson, 2003, "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers, Rutgers University, Department of Economics, number 200322, Oct.
  78. Devashish Mitra & Vitor Trindade, 2003, "Inequality and Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 10087, Nov.
  79. Iichiro Uesugi & Guy M. Yamashiro, 2003, "On the Relationship Between the Very Short Forward and the Spot Interest Rate," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 03013, May.
  80. James H. Stock & Mark W. Watson, 2003, "Understanding Changes in International Business Cycle Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 9859, Jul.

2002

  1. Heather M. Anderson, 2002, "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/02, Dec.
  2. Andreas Blume & April Franco, 2002, "Learning from failure," Staff Report, Federal Reserve Bank of Minneapolis, number 299, DOI: 10.21034/sr.299.
  3. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers, CIRANO, number 2002s-90, Dec.
  4. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," CIRANO Working Papers, CIRANO, number 2002s-91, Dec.
  5. Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
  6. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, Duke University, Department of Economics, number 02-16.
  7. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0279, Aug.
  8. Rosemarie Nagel & Antonio Cabrales & Roc Armenter, 2002, "Equilibrium selection through incomplete information in coordination games: An experimental study," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 601, Feb.
  9. Antonio Cabrales & Antoni Calvó, 2002, "Social preferences and skill segregation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 629, Jul.
  10. Daniel Chiquiar & Gordon H. Hanson, 2002, "International Migration, Self-Selection, and the Distribution of Wages: Evidence from Mexico and the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 9242, Sep.
  11. Escribano, Álvaro & Moreno, Diego, 2002, "Homenaje a Juan Urrutia," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number de020801, Dec.
  12. Escribano, Álvaro & Peña, Juan Ignacio & Villaplana Conde, Pablo, 2002, "Modeling electricity prices: international evidence," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we022708, Jun.
  13. Arranz, Miguel A. & Escribano, Álvaro & Mármol, Francesc, 2002, "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20091101.
  14. Alejandro Gaviria, 2002, "Assessing the Effects of Corruption and Crime on Firm Performance: Evidence from Latin America," Investigación Económica en Colombia, Fundación Pondo, number 1902, Feb.
  15. Jessica Seddon Wallack & Alejandro Gaviria Uribe & Ugo Panizza & Ernesto Stein, 2002, "Political particularism around the world," Informes de Investigación, Fedesarrollo, number 3341, Jan.
  16. Alejandro Gaviria Uribe & Juan Gonzalo Zapata & Adriana Gonz�lez, 2002, "Petróleo y región: El caso del Casanare," Cuadernos de Fedesarrollo, Fedesarrollo, number 12733, Mar.
  17. Alejandro Gaviria Uribe & Claudia Marcela Uma�a A., 2002, "Estructura salarial de los docentes públicos en Colombia," Coyuntura Social, Fedesarrollo, number 12944, May.
  18. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2002, "Social Exclusion in Latin America: Introduction and Overview," Research Department Publications, Inter-American Development Bank, Research Department, number 3141, Mar.
  19. Jessica Seddon Wallack & Alejandro Gaviria & Ugo Panizza & Ernesto H. Stein, 2002, "Particularismo político alrededor del mundo," Research Department Publications, Inter-American Development Bank, Research Department, number 4290, Jan.
  20. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002, "Hypernormal densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 638, Sep.
  21. Raffaella Giacomini, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics, Boston College Department of Economics, number 583, Jun.
  22. Raffaella Giacomini & Clive W.J. Granger, 2002, "Aggregation of Space-Time Processes," Boston College Working Papers in Economics, Boston College Department of Economics, number 582, Jul.
  23. Ferreira, Pedro Cavalcanti & Issler, João Victor & Pessôa, Samuel de Abreu, 2002, "Testing production functions used in empirical growth studies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 441, Mar.
  24. Issler, João Victor & Vahid, Farshid, 2002, "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 445, May.
  25. Issler, João Victor & Pillar, Tatiana Caldas de Lima Aché, 2002, "Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 454, Aug.
  26. Jyotsna Jalan & Martin Ravallion, 2002, "Household Income Dynamics in Rural China," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2002-10.
  27. Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002, "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-13.
  28. Katherine Kiel & Jennifer Bowen, 2002, "An Analysis of the Impact of Multiple Environmental Goods on House Prices," Working Papers, College of the Holy Cross, Department of Economics, number 0201, Dec.
  29. White, Halbert & Kim, Tae-Hwan, 2002, "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1s38s0dn, Apr.
  30. Sharon Kozicki & Peter A. Tinsley, 2002, "Term premia : endogenous constraints on monetary policy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 02-07.
  31. Sharon Kozicki & Peter A. Tinsley, 2002, "Alternative sources of the lag dynamics of inflation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 02-12.
  32. Sharon Kozicki & P.A. Tinsley, 2002, "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002, Society for Computational Economics, number 250, Jul.
  33. Lin, Jeffrey, 2002, "Gentrification and Transit in Northwest Chicago," MPRA Paper, University Library of Munich, Germany, number 96656, May.
  34. Manganelli, Simone, 2002, "Duration, volume and volatility impact of trades," Working Paper Series, European Central Bank, number 125, Feb.
  35. Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002, "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series, European Central Bank, number 194, Nov.
  36. Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato, 2002, "Sensitivity Analysis of GARCH Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 31, Jul.
  37. Michael T. Owyang, 2002, "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2002-018, DOI: 10.20955/wp.2002.018.
  38. Abbigail J. Chiodo & Michael T. Owyang, 2002, "Duration dependence in monetary policy: international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2002-021, DOI: 10.20955/wp.2002.021.
  39. Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002, "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3bd1n1x5, Nov.
  40. Patton, Andrew J., 2002, "On the out-of-sample importance of skewness and asymetric dependence for asset allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24951, Dec.
  41. Andrew Patton, 2002, "(IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation," FMG Discussion Papers, Financial Markets Group, number dp431, Dec.
  42. Gabriel Pérez Quirós & Jorge Sicilia, 2002, "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Papers, Banco de España, number 0229, Dec.
  43. G. Giacomello & L. Picci, 2002, "My Scale or your Meter? Evaluating Methods of Measuring the Internet," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 447.
  44. George Athanasopoulos & Farshid Vahid, 2002, "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/02, Aug.
  45. James H. Stock & Mark W. Watson, 2002, "Has the Business Cycle Changed and Why?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9127, Aug.
  46. Jeffrey M. Wooldridge, 2002, "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers, Institute for Fiscal Studies, number 11/02, Mar, DOI: 10.1920/wp.cem.2002.1102.
  47. Jeffrey M. Wooldridge, 2002, "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers, Institute for Fiscal Studies, number 18/02, Jun, DOI: 10.1920/wp.cem.2002.1802.
  48. Jeffrey M. Wooldridge, 2002, "Affairs," Instructional Stata datasets for econometrics, Boston College Department of Economics, number affairs, Nov.
  49. Jeffrey M. Wooldridge, 2002, "Bwght2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number bwght2, Nov.
  50. Jeffrey M. Wooldridge, 2002, "Discrim," Instructional Stata datasets for econometrics, Boston College Department of Economics, number discrim, Nov.
  51. Jeffrey M. Wooldridge, 2002, "Engin," Instructional Stata datasets for econometrics, Boston College Department of Economics, number engin, Nov.
  52. Jeffrey M. Wooldridge, 2002, "Fish," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fish, Nov.
  53. Jeffrey M. Wooldridge, 2002, "Htv," Instructional Stata datasets for econometrics, Boston College Department of Economics, number htv, Nov.
  54. Jeffrey M. Wooldridge, 2002, "Rdtelec," Instructional Stata datasets for econometrics, Boston College Department of Economics, number rdtelec, Nov.
  55. Jeffrey M. Wooldridge, 2002, "Twoyear," Instructional Stata datasets for econometrics, Boston College Department of Economics, number twoyear, Nov.
  56. Jeffrey M. Wooldridge, 2002, "Wine," Instructional Stata datasets for econometrics, Boston College Department of Economics, number wine, Nov.

2001

  1. Anderson, H.M. & Vahid, F., 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/01, May.
  2. Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001, "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/01, Jun.
  3. Andreas Blume & Paul Heidhues, 2001, "Tacit Collusion in Repeated Auctions," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number FS IV 01-23, Dec.
  4. Tim Bollerslev & Hao Zhou, 2001, "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-49.
  5. Charness, Gary B & Cabrales, Antonio & Corchon, Luis C, 2001, "An Experiment on Nash Implementation," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt8275577k, Jun.
  6. Miguel Costa-Gomes & Klaus G Zauner, 2001, "A Social Utility Explanation of Results in Experimental Ultimatum Bargaining Games," Levine's Working Paper Archive, David K. Levine, number 563824000000000069, Nov.
  7. Alvaro Escribano & Santiago Mira, 2001, "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC, number 2001-03, May.
  8. Jorge Hugo BARRIENTOS Alejandro GAVIRIA & Jorge Hugo BARRIENTOS, 2001, "Determinantes de la calidad de la educación en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 2301, Nov.
  9. Alejandro Gaviria Uribe, 2001, "Household responses to adverse income shocks in Latin America," Informes de Investigación, Fedesarrollo, number 2795, Jul.
  10. Jere R. Behrman & Alejandro Gaviria Uribe & Miguel Sz�kely, 2001, "Intergenerational mobility in Latin America," Informes de Investigación, Fedesarrollo, number 2914, Apr.
  11. Alejandro Gaviria Uribe & Carlos Eduardo V�lez, 2001, "Who Bears the Burden of Crime in Colombia," Informes de Investigación, Fedesarrollo, number 3776, Jan.
  12. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001, "Características del plantel y calidad de la educación en Bogotá," Coyuntura Social, Fedesarrollo, number 12949, Nov.
  13. Alejandro Gaviria Uribe & Martha Luz Henao V., 2001, "Comportamiento del desempleo en los últimos anos y estrategias de los hogares para enfrentrarlo," Coyuntura Social, Fedesarrollo, number 12953, May.
  14. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001, "Calidad de la educación y rendimiento académico en Bogotá," Coyuntura Social, Fedesarrollo, number 12957, May.
  15. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2001, "Movilidad intergeneracional en América Latina," Research Department Publications, Inter-American Development Bank, Research Department, number 4268, Jun.
  16. Alejandro Gaviria, 2001, "Reacción de los hogares a las sacudidas adversas del ingreso en América Latina," Research Department Publications, Inter-American Development Bank, Research Department, number 4274, Jul.
  17. Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
  18. Jesus Gonzalo & Jean-Yves Pitarakis, 2001, "Lag Length Estimation in Large Dimensional Systems," Econometrics, University Library of Munich, Germany, number 0108002, Aug.
  19. Jeffrey Grogger, 2001, "The Effects of Time Limits and Other Policy Changes on Welfare Use, Work, and Income Among Female-Headed Families," NBER Working Papers, National Bureau of Economic Research, Inc, number 8153, Mar.
  20. Allan Timmerman & Massimo Guidolin, 2001, "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number P3, Jan.
  21. Timmermann, Allan & Guidolin, Massimo, 2001, "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers, Centre for Economic Policy Research, number 3005, Oct.
  22. den Haan, Wouter J. & Haefke, Christian & Ramey, Garey, 2001, "Shocks and Institutions in a Job Matching Model," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt7x3544bn, Aug.
  23. Wouter Den Haan, Christian Haefke, Garey Ramey, 2001, "Shocks and Institutions in a Job Market Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 215, Apr.
  24. Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001, "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 599, Dec.
  25. Asger Lunde & Peter Reinhard Hansen, 2001, "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers, Brown University, Department of Economics, number 2001-04.
  26. Peter Reinhard Hansen, 2001, "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers, Brown University, Department of Economics, number 2001-06.
  27. Herrera, Ana Maria & Hamilton, James D., 2001, "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4qp0p0v5, Jul.
  28. Lora, Eduardo & Cortés, Patricia & Herrera, Ana María, 2001, "Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina," IDB Publications (Working Papers), Inter-American Development Bank, number 2144, Mar, DOI: http://dx.doi.org/10.18235/0011855.
  29. Anchite, Claudine Furtado & Issler, João Victor, 2001, "Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 415, Apr.
  30. Vahid, Farshid & Issler, João Victor, 2001, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 417, Apr.
  31. Issler, João Victor & Piqueira, Natália Scotto, 2001, "Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 424, May.
  32. Issler, João Victor & Vahid, Farshid, 2001, "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 429, Jul.
  33. Jalan, Jyotsna & Ravallion, Martin, 2001, "Does piped water reduce diarrhea for children in rural India ?," Policy Research Working Paper Series, The World Bank, number 2664, Aug.
  34. Liu, Holly & Williams, Jeffrey C. & Jorda, Oscar, 2001, "Market-Making Behavior In Futures Markets," 2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 18961, DOI: 10.22004/ag.econ.18961.
  35. Mark Kamstra, 2001, "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-21.
  36. Donaldson, R.G. & Kamstra, M., 2001, "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers, Department of Economics, Simon Fraser University, number dp01-1.
  37. Katherine Kiel & Jennifer Bowen, 2001, "A Repeat Sales Analysis of the Impact of Multiple Environmental Goods on House Prices: St. Louis as a Case Study," Working Papers, College of the Holy Cross, Department of Economics, number 0106, Dec.
  38. Katherine Kiel & Jennifer Bowen, 2001, "Jointly Estimating the Prices of Environmental Goods: St. Louis as a Case Study," Working Papers, College of the Holy Cross, Department of Economics, number 0107, Jan.
  39. Katherine Kiel & Melissa Boyle, 2001, "A Survey of House Price Hedonic Studies of the Impact of Environmental Externalities," Working Papers, College of the Holy Cross, Department of Economics, number 0111, Dec.
  40. Katherine Kiel & Jeffrey Zabel, 2001, "Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts," Working Papers, College of the Holy Cross, Department of Economics, number 0112, Dec.
  41. Sharon Kozicki & Peter A. Tinsley, 2001, "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 01-02.
  42. Sharon Kozicki & Peter A. Tinsley, 2001, "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 01-03.
  43. Sharon Kozicki, 2001, "Implications of real-time data for forecasting and modeling expectations," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 01-12.
  44. Hansen, Jörgen & Löfström, Magnus, 2001, "The Dynamics of Immigrant Welfare and Labour Market Behaviour," CEPR Discussion Papers, Centre for Economic Policy Research, number 3028, Oct.
  45. Lofstrom, Magnus & Bean, Frank D., 2001, "Labor Market Conditions and Post-Reform Declines in Welfare Receipt Among Immigrants," IZA Discussion Papers, IZA Network @ LISER, number 347, Aug.
  46. Engle, Robert F. & Manganelli, Simone, 2001, "Value at risk models in finance," Working Paper Series, European Central Bank, number 75, Aug.
  47. Owyang, Michael T. & Ramey, Garey, 2001, "Regime Switching and Monetary Policy Measurement," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt24q32688, Jan.
  48. Patton, Andrew J, 2001, "Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt01q7j1s2, Jun.
  49. Patton, Andrew J, 2001, "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3fc1c8hw, Nov.
  50. Pérez Quirós, Gabriel & Timmermann, Allan, 2001, "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series, European Central Bank, number 58, Apr.
  51. Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2001, "The daily market for funds in Europe: Has something changed with the EMU?," Working Paper Series, European Central Bank, number 67, Jun.
  52. Pérez Quirós, Gabriel & Sicilia, Jorge & Gaspar, Ví­tor, 2001, "The ECB monetary policy strategy and the money market," Working Paper Series, European Central Bank, number 69, Jul.
  53. Ignatius J. Horstmann & James R. Markusen & Jack Robles, 2001, "Multi-Issue Bargaining and Linked Agendas: Ricardo Revisited or No Pain No Gain," NBER Working Papers, National Bureau of Economic Research, Inc, number 8347, Jun.
  54. Robert F. Engle & Kevin Sheppard, 2001, "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers, National Bureau of Economic Research, Inc, number 8554, Oct.
  55. Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001, "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers, CIRANO, number 2001s-44, Jul.
  56. Swanson, N.R. & van Dijk, D.J.C., 2001, "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-28, Sep.
  57. Valentina Corradi & Norman R. Swanson, 2001, "Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error," Discussion Papers, University of Exeter, Department of Economics, number 0101, Feb.
  58. Valentina Corradi & Norman R. Swanson, 2001, "A Randomized Procedure for Choosing Data Transformation," Discussion Papers, University of Exeter, Department of Economics, number 0105, Jun.
  59. Vahid, F. & Sarin, R., 2001, "Strategy Similarity and Coordination," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/01, Jul.
  60. James H. Stock & Mark W. Watson, 2001, "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8180, Mar.
  61. Douglas Staiger & James H. Stock & Mark W. Watson, 2001, "Prices, Wages and the U.S. NAIRU in the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 8320, Jun.
  62. Jeffrey M. Wooldridge, 2001, "Jtrain2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number jtrain2.
  63. Jeffrey M. Wooldridge, 2001, "Keane," Instructional Stata datasets for econometrics, Boston College Department of Economics, number keane.
  64. Jeffrey M. Wooldridge, 2001, "Labsup," Instructional Stata datasets for econometrics, Boston College Department of Economics, number labsup.
  65. Jeffrey M. Wooldridge, 2001, "Mathpnl," Instructional Stata datasets for econometrics, Boston College Department of Economics, number mathpnl.
  66. Jeffrey M. Wooldridge, 2001, "Nbasal," Instructional Stata datasets for econometrics, Boston College Department of Economics, number nbasal.
  67. Jeffrey M. Wooldridge, 2001, "Nls80," Instructional Stata datasets for econometrics, Boston College Department of Economics, number nls80.
  68. Jeffrey M. Wooldridge, 2001, "Nls81_87," Instructional Stata datasets for econometrics, Boston College Department of Economics, number nls81_87.
  69. Jeffrey M. Wooldridge, 2001, "Norway," Instructional Stata datasets for econometrics, Boston College Department of Economics, number norway.
  70. Jeffrey M. Wooldridge, 2001, "Patent," Instructional Stata datasets for econometrics, Boston College Department of Economics, number patent.
  71. Jeffrey M. Wooldridge, 2001, "Pension," Instructional Stata datasets for econometrics, Boston College Department of Economics, number pension.
  72. Jeffrey M. Wooldridge, 2001, "Q," Instructional Stata datasets for econometrics, Boston College Department of Economics, number q.

2000

  1. Anderson, H.M. & Vahid, F., 2000, "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/00, Mar.
  2. Blume, A. & DeJong, D.V. & Neumann, G. & Savin, N.E., 2000, "Learning and Communication in Sender-Reciever Games : An Economic Investigation," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-09.
  3. Andreas Blume & Asher Tishler, 2000, "Security Needs and the Performance of the Defense Industry," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number FS IV 00-04, Mar.
  4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000, "The Distribution of Stock Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 7933, Oct.
  5. Antonio Cabrales & Gary Charness, 2000, "Optimal contracts, adverse selection and social preferences: An experiment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 478, Jun.
  6. Antonio Cabrales & Walter Garcia Fontes, 2000, "Estimating learning models from experimental data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 501, Sep.
  7. Antonio Cabrales & Antoni Calvó & Matthew O. Jackson, 2000, "La Crema: A case study of mutual fire insurance," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 518, Dec.
  8. Broseta, Bruno & Costa-Gomes, Miguel & Crawford, Vincent P., 2000, "Cognition and Behavior in Normal-Form Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0fp8278k, Jul.
  9. Alfonso Dufour & Robert F Engle, 2000, "The ACD Model: Predictability of the Time Between Concecutive Trades," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-05, May.
  10. Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 2000, "BLM: bidimensional approach to measure liquidity," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9958, Jul.
  11. Escribano, Álvaro & Pascual, Roberto, 2000, "Dynamic asymmetries in bid-ask responses to innovations in the trading process," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 7271, Jun.
  12. Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 2000, "Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 7276, Dec.
  13. Arranz, Miguel A. & Escribano, Álvaro, 2000, "Outliers robust ECM cointegration test based on the trend components," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10142, Dec.
  14. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2000, "Syncronicity between macroeconomic time series: an exploratory analysis," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 9922, May.
  15. Aparicio, Felipe M. & Arranz, Miguel A. & Escribano, Álvaro, 2000, "A model free cointegration approach for pairs of I(d) variables," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 9967, Jul.
  16. Carson, Richard T & Flores, Nicholas A, 2000, "Contingent Valuation: Controversies and Evidence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt75k752s7, Mar.
  17. Alejandro Gaviria Uribe, 2000, "Assessing the effects of corruption and crime on firm performance," Informes de Investigación, Fedesarrollo, number 2031, Dec.
  18. Alejandro Gaviria Uribe, 2000, "Decisiones: sexo y embarazo entre las jóvenes colombianas," Coyuntura Social, Fedesarrollo, number 12960, Nov.
  19. Alejandro Gaviria Uribe, 2000, "¿Sobre quién ha recaído el peso de la crisis?," Coyuntura Social, Fedesarrollo, number 12962, Nov.
  20. Reuter, Peter & Roman, John & Gaviria, Alejandro, 2000, "Comments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123283, Oct.
  21. Gaviria, Alejandro & Stein, Ernesto H., 2000, "The Evolution of Urban Concentration around the World: A Panel Approach," IDB Publications (Working Papers), Inter-American Development Bank, number 1315, Apr, DOI: http://dx.doi.org/10.18235/0010774.
  22. Panizza, Ugo & Gaviria, Alejandro & Stein, Ernesto H. & Seddon Wallack, Jessica, 2000, "Political Institutions and Growth Collapses," IDB Publications (Working Papers), Inter-American Development Bank, number 1322, May, DOI: http://dx.doi.org/10.18235/0010779.
  23. Alejandro Gaviria & Ernesto H. Stein, 2000, "Evolución de la concentración urbana en todo el mundo: un enfoque de panel," Research Department Publications, Inter-American Development Bank, Research Department, number 4198, Apr.
  24. Ugo Panizza & Alejandro Gaviria & Ernesto H. Stein & Jessica Seddon Wallack, 2000, "Instituciones políticas y el colapso del crecimiento," Research Department Publications, Inter-American Development Bank, Research Department, number 4208, May.
  25. González, Martín & Gonzalo, Jesús, 2000, "Econometric implications of non-exact present value models," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number 16009, Mar.
  26. Janet Currie & Jeffrey Grogger, 2000, "Medicaid Expansions and Welfare Contractions: Offsetting Effects on Prenatal Care and Infant Health?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7667, Apr.
  27. Jeff Grogger, 2000, "Time Limits and Welfare Use," NBER Working Papers, National Bureau of Economic Research, Inc, number 7709, May.
  28. Julian R. Betts & Jeff Grogger, 2000, "The Impact of Grading Standards on Student Achievement, Educational Attainment, and Entry-Level Earnings," NBER Working Papers, National Bureau of Economic Research, Inc, number 7875, Sep.
  29. Massimo Guidolin & Allan Timmermann, 2000, "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0447, Aug.
  30. Bertail, Patrice & Haefke, Christian & Politis, D N & White, Halbert, 2000, "A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1nk340cd, Jan.
  31. Peter Reinhard Hansen, 2000, "Structural Changes in the Cointegrated Vector Autoregressive Model," Working Papers, Brown University, Department of Economics, number 2000-20.
  32. Hansen, Peter Reinhard, 2000, "The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt832256dg, Jul.
  33. Peter Reinhard Hansen, 2000, "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1240, Aug.
  34. Pedro Cavalcanti Ferreira & Samuel deAbreu Pessoa & Joao Victor Issler, 2000, "On the Nature of Income Inequality Across Nations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1487, Aug.
  35. Senna, Fernanda Assed de Almeida & Issler, João Victor, 2000, "Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 379, Apr.
  36. Issler, João Victor & Piqueira, Natália Scotto, 2000, "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 387, Jun.
  37. Jyotsna Jalan & Martin Ravallion, 2000, "Estimating the Benefit Incidence of an Antipoverty Program by Propensity Score Matching," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0873, Aug.
  38. Carlos Huertas & Munir A. Jalil, 2000, "Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor," Borradores de Economia, Banco de la Republica de Colombia, number 144, Mar, DOI: 10.32468/be.144.
  39. Munir A. Jalil & Luis Fernando Melo, 2000, "Una Relación no Líneal entre Inflación y los Medios de Pago," Borradores de Economia, Banco de la Republica de Colombia, number 145, Apr, DOI: 10.32468/be.145.
  40. Munir A. Jalil B. & Luis Fernando Melo Velandia, 2000, "Una Relaci�N No Lineal Entre Inflaci�N Y Medios De Pago," Borradores de Economia, Banco de la Republica, number 3725, Apr.
  41. Carlos Huertas C. & Munir A. Jalil. B., 2000, "Relaci�N Entre El �Ndice De Precios Del Productor (Ipp) Y El �Ndice De Precios Al Consumidor (Ipc)," Borradores de Economia, Banco de la Republica, number 3449, Mar.
  42. Oscar Jorda & Kevin Hoover, 2000, "Measuring Systematic Monetary Policy," Working Papers, University of California, Davis, Department of Economics, number 203, Dec.
  43. Oscar Jorda & Paul Bergin, 2000, "Measuring Monetary Policy Interdependence," Working Papers, University of California, Davis, Department of Economics, number 72, Dec.
  44. James D. Hamilton & Dong Heon Kim, 2000, "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," NBER Working Papers, National Bureau of Economic Research, Inc, number 7954, Oct.
  45. Katherine Kiel & Jeffrey Zabel, 2000, "Estimating the Demand for Air Quality in Four U.S. Cities," Working Papers, College of the Holy Cross, Department of Economics, number 0009, Dec.
  46. Kim, Tae-Hwan & White, Halbert, 2000, "James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3mn102zs, May.
  47. Kim, Tae-Hwan & White, Halbert & Stone, Douglas, 2000, "Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5h98h28m, Oct.
  48. Sharon Kozicki, P.A. Tinsley, 2000, "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000, Society for Computational Economics, number 293, Jul.
  49. Aman Ullah & Tae-Hwy Lee, 2000, "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 77, Mar.
  50. Hansen, Jörgen & Löfström, Magnus, 2000, "Immigrant Assimilation And Welfare Participation: Do Immigrants Assimilate Into Or Out Of Welfare?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2430, Apr.
  51. Lofstrom, Magnus, 2000, "A Comparison of the Human Capital and Signaling Models: The Case of the Self-Employed and the Increase in the Schooling Premium in the 1980's," IZA Discussion Papers, IZA Network @ LISER, number 160, Jun.
  52. Lofstrom, Magnus, 2000, "Self-Employment and Earnings among High-Skilled Immigrants in the United States," IZA Discussion Papers, IZA Network @ LISER, number 175, Jul.
  53. Bauer, Thomas K. & Lofstrom, Magnus & Zimmermann, Klaus F., 2000, "Immigration Policy, Assimilation of Immigrants and Natives' Sentiments towards Immigrants: Evidence from 12 OECD-Countries," IZA Discussion Papers, IZA Network @ LISER, number 187, Aug.
  54. William S. Neilson, 2000, "Victory and Defeat in a Model of Behavior in Games and Toward Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0690, Aug.
  55. Theo S Eicher & Thomas Osang, 2000, "Politics and Trade Policy: An Empirical Investigation"," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0004, Oct.
  56. Indro Dasgupta & Thomas Osang, 2000, "Trade, Wages, and Specific Factors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1134, Aug.
  57. Engle, Robert F & Patton, Andrew J, 2000, "Impacts of Trades in an Error-Correction Model of Quote Prices," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6dm6093f, Aug.
  58. Camacho, Maximo & Pérez Quirós, Gabriel, 2000, "This is what the US leading indicators lead," Working Paper Series, European Central Bank, number 27, Aug.
  59. Gabriel Pérez & Hugo Rodríguez, 2000, "The daily market for funds in Europe: Mathematical appendix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 496, Jul.
  60. Pesavento, Elena, 2000, "Analytical Evaluation of the Power of Tests for the Absence of Cointegration," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4cq4773c, Sep.
  61. M. A. Golden & L. Picci, 2000, "Proposal for a New Measure of Corruption, and Tests using Italian Data," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 425.
  62. Tore Ellingsen & Jack Robles, 2000, "Does Evolution Solve the Hold-up Problem," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1525, Aug.
  63. Norman R. Swanson & Jeffery D. Amato, 2000, "The real-time predictive content of money for output," BIS Working Papers, Bank for International Settlements, number 96, Dec.
  64. Norman R. Swanson, 2000, "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0362, Aug.
  65. Corradi, V. & Swanson, N.R., 2000, "A Consistent Test for Nonlinear Out of Sample Predictive Accuracy," Discussion Papers, University of Exeter, Department of Economics, number 0012.
  66. James E. Rauch & Vitor Trindade, 2000, "Information and Globalization: Wage Co-Movements, Labor Demand Elasticity, and Conventional Trade Liberalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 7671, Apr.
  67. Farshid Vahid, 2000, "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0251, Aug.
  68. Thomas Knox & James H. Stock & Mark W. Watson, 2000, "Empirical Bayes Forecasts of One Time Series Using Many Predictors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1421, Aug.
  69. Caroline L. Freund & Diana Weinhold, 2000, "On the effect of the Internet on international trade," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 693.
  70. Caroline L. Freund & Diana Weinhold, 2000, "An Empirical Investigation of the Internet International Trade: The Case of Bolivia," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 5/2000, Dec.
  71. Jeffrey M. Wooldridge, 2000, "401k," Instructional Stata datasets for econometrics, Boston College Department of Economics, number 401k.
  72. Jeffrey M. Wooldridge, 2000, "401ksubs," Instructional Stata datasets for econometrics, Boston College Department of Economics, number 401ksubs.
  73. Jeffrey M. Wooldridge, 2000, "Admnrev," Instructional Stata datasets for econometrics, Boston College Department of Economics, number admnrev.
  74. Jeffrey M. Wooldridge, 2000, "Airfare," Instructional Stata datasets for econometrics, Boston College Department of Economics, number airfare.
  75. Jeffrey M. Wooldridge, 2000, "Apple," Instructional Stata datasets for econometrics, Boston College Department of Economics, number apple.
  76. Jeffrey M. Wooldridge, 2000, "Athlet1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number athlet1.
  77. Jeffrey M. Wooldridge, 2000, "Athlet2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number athlet2.
  78. Jeffrey M. Wooldridge, 2000, "Attend," Instructional Stata datasets for econometrics, Boston College Department of Economics, number attend.
  79. Jeffrey M. Wooldridge, 2000, "Audit," Instructional Stata datasets for econometrics, Boston College Department of Economics, number audit.
  80. Jeffrey M. Wooldridge, 2000, "Barium," Instructional Stata datasets for econometrics, Boston College Department of Economics, number barium.
  81. Jeffrey M. Wooldridge, 2000, "Bwght," Instructional Stata datasets for econometrics, Boston College Department of Economics, number bwght.
  82. Jeffrey M. Wooldridge, 2000, "Card," Instructional Stata datasets for econometrics, Boston College Department of Economics, number card.
  83. Jeffrey M. Wooldridge, 2000, "Cement," Instructional Stata datasets for econometrics, Boston College Department of Economics, number cement.
  84. Jeffrey M. Wooldridge, 2000, "Ceosal1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number ceosal1.
  85. Jeffrey M. Wooldridge, 2000, "Ceosal2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number ceosal2.
  86. Jeffrey M. Wooldridge, 2000, "Consump," Instructional Stata datasets for econometrics, Boston College Department of Economics, number consump.
  87. Jeffrey M. Wooldridge, 2000, "Corn," Instructional Stata datasets for econometrics, Boston College Department of Economics, number corn.
  88. Jeffrey M. Wooldridge, 2000, "Cornwell," Instructional Stata datasets for econometrics, Boston College Department of Economics, number cornwell.
  89. Jeffrey M. Wooldridge, 2000, "Cps78_85," Instructional Stata datasets for econometrics, Boston College Department of Economics, number cps78_85.
  90. Jeffrey M. Wooldridge, 2000, "Cps91," Instructional Stata datasets for econometrics, Boston College Department of Economics, number cps91.
  91. Jeffrey M. Wooldridge, 2000, "Crime1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number crime1.
  92. Jeffrey M. Wooldridge, 2000, "Crime2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number crime2.
  93. Jeffrey M. Wooldridge, 2000, "Crime3," Instructional Stata datasets for econometrics, Boston College Department of Economics, number crime3.
  94. Jeffrey M. Wooldridge, 2000, "Crime4," Instructional Stata datasets for econometrics, Boston College Department of Economics, number crime4.
  95. Jeffrey M. Wooldridge, 2000, "Earns," Instructional Stata datasets for econometrics, Boston College Department of Economics, number earns.
  96. Jeffrey M. Wooldridge, 2000, "Ezanders," Instructional Stata datasets for econometrics, Boston College Department of Economics, number ezanders.
  97. Jeffrey M. Wooldridge, 2000, "Ezunem," Instructional Stata datasets for econometrics, Boston College Department of Economics, number ezunem.
  98. Jeffrey M. Wooldridge, 2000, "Fair," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fair.
  99. Jeffrey M. Wooldridge, 2000, "Fertil1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fertil1.
  100. Jeffrey M. Wooldridge, 2000, "Fertil2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fertil2.
  101. Jeffrey M. Wooldridge, 2000, "Fertil3," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fertil3.
  102. Jeffrey M. Wooldridge, 2000, "Fringe," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fringe.
  103. Jeffrey M. Wooldridge, 2000, "Gpa1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number gpa1.
  104. Jeffrey M. Wooldridge, 2000, "Gpa2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number gpa2.
  105. Jeffrey M. Wooldridge, 2000, "Gpa3," Instructional Stata datasets for econometrics, Boston College Department of Economics, number gpa3.
  106. Jeffrey M. Wooldridge, 2000, "Grogger," Instructional Stata datasets for econometrics, Boston College Department of Economics, number grogger.
  107. Jeffrey M. Wooldridge, 2000, "Hprice1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number hprice1.
  108. Jeffrey M. Wooldridge, 2000, "Hprice2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number hprice2.
  109. Jeffrey M. Wooldridge, 2000, "Hprice3," Instructional Stata datasets for econometrics, Boston College Department of Economics, number hprice3.
  110. Jeffrey M. Wooldridge, 2000, "Hseinv," Instructional Stata datasets for econometrics, Boston College Department of Economics, number hseinv.
  111. Jeffrey M. Wooldridge, 2000, "Infmrt," Instructional Stata datasets for econometrics, Boston College Department of Economics, number infmrt.
  112. Jeffrey M. Wooldridge, 2000, "Injury," Instructional Stata datasets for econometrics, Boston College Department of Economics, number injury.
  113. Jeffrey M. Wooldridge, 2000, "Kielmc," Instructional Stata datasets for econometrics, Boston College Department of Economics, number kielmc.
  114. Jeffrey M. Wooldridge, 2000, "Lawsch85," Instructional Stata datasets for econometrics, Boston College Department of Economics, number lawsch85.
  115. Jeffrey M. Wooldridge, 2000, "Loanapp," Instructional Stata datasets for econometrics, Boston College Department of Economics, number loanapp.
  116. Jeffrey M. Wooldridge, 2000, "Lowbrth," Instructional Stata datasets for econometrics, Boston College Department of Economics, number lowbrth.
  117. Jeffrey M. Wooldridge, 2000, "Meap93," Instructional Stata datasets for econometrics, Boston College Department of Economics, number meap93.
  118. Jeffrey M. Wooldridge, 2000, "Mlb1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number mlb1.
  119. Jeffrey M. Wooldridge, 2000, "Mroz," Instructional Stata datasets for econometrics, Boston College Department of Economics, number mroz.
  120. Jeffrey M. Wooldridge, 2000, "Murder," Instructional Stata datasets for econometrics, Boston College Department of Economics, number murder.
  121. Jeffrey M. Wooldridge, 2000, "Nyse," Instructional Stata datasets for econometrics, Boston College Department of Economics, number nyse.
  122. Jeffrey M. Wooldridge, 2000, "Openness," Instructional Stata datasets for econometrics, Boston College Department of Economics, number openness.
  123. Jeffrey M. Wooldridge, 2000, "Phillips," Instructional Stata datasets for econometrics, Boston College Department of Economics, number phillips.
  124. Jeffrey M. Wooldridge, 2000, "Pntsprd," Instructional Stata datasets for econometrics, Boston College Department of Economics, number pntsprd.
  125. Jeffrey M. Wooldridge, 2000, "Prison," Instructional Stata datasets for econometrics, Boston College Department of Economics, number prison.
  126. Jeffrey M. Wooldridge, 2000, "Prminwge," Instructional Stata datasets for econometrics, Boston College Department of Economics, number prminwge.
  127. Jeffrey M. Wooldridge, 2000, "Rdchem," Instructional Stata datasets for econometrics, Boston College Department of Economics, number rdchem.
  128. Jeffrey M. Wooldridge, 2000, "Recid," Instructional Stata datasets for econometrics, Boston College Department of Economics, number recid.
  129. Jeffrey M. Wooldridge, 2000, "Rental," Instructional Stata datasets for econometrics, Boston College Department of Economics, number rental.
  130. Jeffrey M. Wooldridge, 2000, "Return," Instructional Stata datasets for econometrics, Boston College Department of Economics, number return.
  131. Jeffrey M. Wooldridge, 2000, "Saving," Instructional Stata datasets for econometrics, Boston College Department of Economics, number saving.
  132. Jeffrey M. Wooldridge, 2000, "Sleep75," Instructional Stata datasets for econometrics, Boston College Department of Economics, number sleep75.
  133. Jeffrey M. Wooldridge, 2000, "Slp75_81," Instructional Stata datasets for econometrics, Boston College Department of Economics, number slp75_81.
  134. Jeffrey M. Wooldridge, 2000, "Smoke," Instructional Stata datasets for econometrics, Boston College Department of Economics, number smoke.
  135. Jeffrey M. Wooldridge, 2000, "Traffic1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number traffic1.
  136. Jeffrey M. Wooldridge, 2000, "Traffic2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number traffic2.
  137. Jeffrey M. Wooldridge, 2000, "Volat," Instructional Stata datasets for econometrics, Boston College Department of Economics, number volat.
  138. Jeffrey M. Wooldridge, 2000, "Vote1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number vote1.
  139. Jeffrey M. Wooldridge, 2000, "Vote2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number vote2.
  140. Jeffrey M. Wooldridge, 2000, "Wage1," Instructional Stata datasets for econometrics, Boston College Department of Economics, number wage1.
  141. Jeffrey M. Wooldridge, 2000, "Wage2," Instructional Stata datasets for econometrics, Boston College Department of Economics, number wage2.
  142. Jeffrey M. Wooldridge, 2000, "Wagepan," Instructional Stata datasets for econometrics, Boston College Department of Economics, number wagepan.
  143. Jeffrey M. Wooldridge, 2000, "Wageprc," Instructional Stata datasets for econometrics, Boston College Department of Economics, number wageprc.

1999

  1. Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999, "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/99, Jun.
  2. Tim Bollerslev & Jonathan H. Wright, 1999, "High frequency data, frequency domain inference and volatility forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 649.
  3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-059, Nov.
  4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-061, Oct.
  6. Braga de Macedo, Jorge & Covas, Francisco & Catela Nunes, Luís, 1999, "Moving the Escudo into the Euro," CEPR Discussion Papers, Centre for Economic Policy Research, number 2248, Oct.
  7. Dufour, Alfonso & Engle, Robert F, 1999, "Time and the Price Impact of a Trade," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt62c0h04j, Jun.
  8. Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 1999, "How does liquidity behave? A multidimensional analysis of NYSE stocks," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 6433, Sep.
  9. Mármol, Francesc & Escribano, Álvaro & Aparicio, Felipe M., 1999, "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6298, Feb.
  10. Gaviria, Alejandro & Pagés, Carmen, 1999, "Patterns of Crime Victimization in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 1102, Oct, DOI: http://dx.doi.org/10.18235/0010727.
  11. Dahan, Momi & Gaviria, Alejandro, 1999, "Sibling Correlations and Social Mobility in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 1301, Feb, DOI: http://dx.doi.org/10.18235/0010762.
  12. Alejandro Gaviria & Momi Dahan, 1999, "Correlaciones entre hermanos y movilidad social en América Latina," Research Department Publications, Inter-American Development Bank, Research Department, number 4163, Feb.
  13. Alejandro Gaviria & Carmen Pagés-Serra, 1999, "Patrones de victimización por el hampa en América Latina," Research Department Publications, Inter-American Development Bank, Research Department, number 4187, Oct.
  14. Jeff Grogger & Charles Michalopoulos, 1999, "Welfare Dynamics Under Time Limits," NBER Working Papers, National Bureau of Economic Research, Inc, number 7353, Sep.
  15. Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999, "Closed Form Integration of Artificial Neural Networks with Some Applications to Finance," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0wz7n7nm, Nov.
  16. Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999, "Closed form integration of artificial neural networks with some applications," Research Notes, Deutsche Bank Research, number 99-9.
  17. Issler, João Victor, 1999, "Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 347, Jun.
  18. Vahid, Farshid & Issler, João Victor, 1999, "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 352, Sep.
  19. Jalan, Jyotsna & Ravallion, Martin, 1999, "Income gains to the poor from workfare - estimates for Argentina's TRABAJAR Program," Policy Research Working Paper Series, The World Bank, number 2149, Jul.
  20. Mark Kamstra & R. Glen Donaldson, 1999, "The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate," Computing in Economics and Finance 1999, Society for Computational Economics, number 954, Mar.
  21. Kamstra, M., 1999, "Dividends, Earnings and Fundamental Valuation," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-11.
  22. Katherine Kiel, 1999, "Undesirable Facilities, Neighborhood Dynamics and Environmental Equity," Working Papers, College of the Holy Cross, Department of Economics, number 9904, Jan.
  23. Katherine Kiel & Jeffrey Zabel, 1999, "The Accuracy of Owner-Provided House Values: The 1978-1991 American Housing Survey," Working Papers, College of the Holy Cross, Department of Economics, number 9906, Dec.
  24. H. I. Grossman & M. Kim, 1999, "Educational Policy: Egalitarian or Elitist?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 365, Dec.
  25. Barak Hoffman & Sharon Kozicki, 1999, "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper, Federal Reserve Bank of Kansas City, number 99-08.
  26. Sharon Kozicki & Peter Tinsley, 1999, "Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information," Computing in Economics and Finance 1999, Society for Computational Economics, number 844, Mar.
  27. Tung Liu & Chung-Ming Kuan, 1999, "The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 1042, Mar.
  28. Lofstrom, Magnus, 1999, "Labor Market Assimilation and the Self-Employment Decision of Immigrant Entrepreneurs," IZA Discussion Papers, IZA Network @ LISER, number 54, Aug.
  29. Engle, Robert F & Manganelli, Simone, 1999, "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt06m3d6nv, Oct.
  30. Robert F. Engle & Simone Manganelli, 1999, "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 7341, Sep.
  31. Simone Manganelli & Robert F. Engle, 1999, "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999, Society for Computational Economics, number 952, Mar.
  32. Kraay, Aart & Monokroussos, George, 1999, "Growth forecasts using time series and growth models," Policy Research Working Paper Series, The World Bank, number 2224, Nov.
  33. Perez-Quiros, Gabriel & Timmermann, Allan, 1999, "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119113, Sep.
  34. L. Picci & A. E. Scorcu, 1999, "Price Dynamics in sequential auctions. New evidence using art auction data," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 352, Jun.
  35. James E. Rauch & Vitor Trindade, 1999, "Ethnic Chinese Networks in International Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 7189, Jun.
  36. Sarin, R. & Vahid, F., 1999, "Predicting how People Play Games: a Simple Dynamic Model of Choice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/99, Oct.
  37. James H. Stock & Mark W. Watson, 1999, "Forecasting Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7023, Mar.

1998

  1. DeJong, D.V. & Blume, A. & Neumann, G., 1998, "Learning in Sender-Receiver Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-28.
  2. Blume, Andreas & Gneezy, Uri, 1998, "An Experimental Investigation of Optimal Learning in Coordination Games," Working Papers, University of Iowa, Department of Economics, number 98-10, Sep.
  3. Blume, Andreas, 1998, "Coordination and Learning with a Partial Language," Working Papers, University of Iowa, Department of Economics, number 98-11, Sep.
  4. Blume, Andreas & Dieckmann, Tone, 1998, "Learning to Communicate in Cheap-Talk Games," Working Papers, University of Iowa, Department of Economics, number 98-12, Nov.
  5. Torben G. Anderson & Tim Bollerslev & Ashish Das, 1998, "Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6666, Jul.
  6. Antonio Cabrales & Hugo Hopenhayn, 1998, "Job dynamics, correlated shocks and wage profiles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 260, Jan.
  7. Gregory B. Pollock & Antonio Cabrales, 1998, "Weak and strong altruism in traitgGroups: Reproductive suicide, personal fitness and expected value," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 316, Sep.
  8. Gregory B. Pollock & Antonio Cabrales & Steven W. Rissing, 1998, "The evolution of personally disadvantageous punishment among cofoundresses of the ant Acromyrmex versicolor," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 317, Sep.
  9. Fraile Balbín, Pedro & Escribano, Álvaro, 1998, "The Spanish 1898 disaster: the drift towards national-protectionism," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wh980301, Jan.
  10. Aparicio, Felipe M. & Escribano, Álvaro, 1998, "Cointegration testing using the ranges," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10941.
  11. Aparicio, Felipe M. & Escribano, Álvaro, 1998, "A characterization of cointegrating relationships using induced-order statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10942.
  12. Arranz, Miguel A. & Escribano, Álvaro, 1998, "Detrending procedures and cointegration testing: ECM tests under structural breaks," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4551, Feb.
  13. Arranz, Miguel A. & Escribano, Álvaro, 1998, "Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4552, Jul.
  14. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998, "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9832, Aug.
  15. Gaviria, Alejandro, 1998, "Increasing Returns and the Evolution of Violent Crime: The Case of Columbia," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6x42726z, May.
  16. Gaviria, Alejandro, 1998, "Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8x16c72b, May.
  17. Dahan, Momi & Gaviria, Alejandro, 1998, "Parental Actions and Siblings' Inequality," IDB Publications (Working Papers), Inter-American Development Bank, number 1298, Dec, DOI: http://dx.doi.org/10.18235/0010759.
  18. Momi Dahan & Alejandro Gaviria, 1998, "Actos de los padres y desigualdad entre hermanos," Research Department Publications, Inter-American Development Bank, Research Department, number 4151, Dec.
  19. Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
  20. Jeff Grogger & Mike Willis, 1998, "The Introduction of Crack Cocaine and the Rise in Urban Crime Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6353, Jan.
  21. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998, "Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 321, Mar.
  22. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998, "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 334, Dec.
  23. Issler, João Victor & Vahid, Farshid, 1998, "Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 335, Sep.
  24. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998, "Time-series properties and empirical evidence of growth and infraestructure: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 336, Sep.
  25. Reis, Eustáquio J. & Blanco, Fernando & Issler, João Victor & Carvalho, Leonardo de, 1998, "Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 338, Oct.
  26. Jalan, Jyotsna & Ravallion, Martin, 1998, "Geographic Poverty Traps?," Institute for Economic Development, Boston University, number 315949, DOI: 10.22004/ag.econ.315949.
  27. Jalan, Jyotsna & Ravallion, Martin, 1998, "Determinants of transient and chronic poverty : evidence from rural China," Policy Research Working Paper Series, The World Bank, number 1936, Jun.
  28. Jalan, Jyotsna & Ravallion, Martin, 1998, "Behavioral responses to risk in rural China," Policy Research Working Paper Series, The World Bank, number 1978, Sep.
  29. Oscar Jorda, 1998, "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers, University of California, Davis, Department of Economics, number 207, Jan.
  30. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.
  31. Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
  32. Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998, "Combining Bond Rating Forecasts Using Logit," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-10.
  33. Kim, Dong-heon, 1998, "Another look at yield spreads: Monetary policy and the term structure of interest rates," Research Notes, Deutsche Bank Research, number 98-3.
  34. Kiel, K.A. & Zabel, J.E., 1998, "The Impact of Neighborhood Characteristics ou House Prices: What Geographic Area Constitutes a Neighborhodd?," Papers, Wellesley College - Department of Economics, number 98-04.
  35. Herschel I. Grossman & Minseong Kim, 1998, "Human Capital and Predation: A Positive Theory of Educational Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 6403, Feb.
  36. Sharon Kozicki, 1998, "Predicting inflation with the term structure spread," Research Working Paper, Federal Reserve Bank of Kansas City, number 98-02.
  37. Sharon Kozicki & Peter A. Tinsley, 1998, "Vector rational error correction," Research Working Paper, Federal Reserve Bank of Kansas City, number 98-03.
  38. Sharon Kozicki & Peter A. Tinsley, 1998, "Term structure views of monetary policy," Research Working Paper, Federal Reserve Bank of Kansas City, number 98-07.
  39. Julian R. Betts & Magnus Lofstrom, 1998, "The Educational Attainment of Immigrants: Trends and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 6757, Oct.
  40. Hoogstrate, A.J. & Osang, T., 1998, "Saving, openness, and growth," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-47.
  41. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998, "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers, CIRANO, number 98s-40, Nov.
  42. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998, "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers, National Bureau of Economic Research, Inc, number 6861, Dec.
  43. Breitung, Jörg & Swanson, Norman Rasmus, 1998, "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,27.
  44. James H. Stock & Mark W. Watson, 1998, "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 6528, Apr.
  45. James H. Stock & Mark W. Watson, 1998, "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 6607, Jun.
  46. James H. Stock & Mark W. Watson, 1998, "Diffusion Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 6702, Aug.

1997

  1. Blume, A. & DeJong, D.V. & Kim, Y-G. & Sprinkle, G., 1997, "Evolution of Communication With Partial Common Interest," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-115.
  2. Blume, A., 1997, "Fast Learning in Organizations," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-65.
  3. Blume, A., 1997, "Information Transmission and Preference Similarity," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-66.
  4. Torben G. Andersen & Tim Bollerslev, 1997, "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 6023, Apr.
  5. Motta, M. & Thisse, J.-F. & Cabrales, A., 1997, "On the persistence of leadership or leapfrogging in international trade," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1287, Jan.
  6. Antonio Cabrales & Walter Garcia Fontes & Massimo Motta, 1997, "Risk dominance selects the leader. An experimental analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 222, Feb.
  7. Escribano, Álvaro, 1997, "Análisis comparativo y predictivo de recientes funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística, number 3644, Jul.
  8. Escribano, Álvaro & Mira, Santiago, 1997, "Nonlinear cointegration with mixing errors," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6204, Feb.
  9. Aparicio, Felipe M. & Escribano, Álvaro, 1997, "Information-theoretic analysis of seral dependence and cointegration," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6208, Mar.
  10. Escribano, Álvaro & Jordá, Óscar, 1997, "Testing nonlinearity: decision rules for selecting between logistic and exponential star models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6216, Sep.
  11. Aparicio, Felipe M. & Escribano, Álvaro, 1997, "Searching for linear and nonlinear cointegration: a new approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6219, Sep.
  12. González, M. & Gonzalo, Jesús, 1997, "Threshold unit root models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6214, Sep.
  13. Jeff Grogger, 1997, "Market Wages and Youth Crime," NBER Working Papers, National Bureau of Economic Research, Inc, number 5983, Mar.
  14. Jeff Grogger, 1997, "Local Violence, Educational Attainment, and Teacher Pay," NBER Working Papers, National Bureau of Economic Research, Inc, number 6003, Apr.
  15. Jeff Grogger & Stephen G. Bronars, 1997, "The Effect of Welfare Payments on the Marriage and Fertility Behavior of Unwed Mothers: Results from a Twins Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6047, May.
  16. Gonzaga, Gustavo Maurício & Corseuil, Carlos Henrique & Issler, João Victor, 1997, "Desemprego regional no Brasil: uma abordagem empírica," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 302, Apr.
  17. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1997, "Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 306, Jun.
  18. Jalan, Jyotsna & Ravallion, Martin, 1997, "Spatial poverty traps?," Policy Research Working Paper Series, The World Bank, number 1862, Dec.
  19. Jalan, Jyotsna & Ravallion, Martin, 1997, "Are the poor less well-insured? Evidence on vulnerability to income risk in rural China," Policy Research Working Paper Series, The World Bank, number 1863, Dec.
  20. Herschel I. Grossman & Minseong Kim, 1997, "Predation, Efficiency, and Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 6301, Dec.
  21. Sharon Kozicki & Pu Shen, 1997, "Breathing room for beta," Research Working Paper, Federal Reserve Bank of Kansas City, number 97-06.
  22. Sharon Kozicki & Peter A. Tinsley, 1997, "Shifting endpoints in the term structure of interest rates," Research Working Paper, Federal Reserve Bank of Kansas City, number 97-08.
  23. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997, "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers, CIRANO, number 97s-35, Oct.
  24. Lee, H.S. & Siklos, P.L., 1997, "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-1.
  25. Margaret M. McConnell & Gabriel Perez-Quiros, 1997, "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper, Federal Reserve Bank of New York, number 9735.
  26. Chao, J.C. & Swanson, N.R., 1997, "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers, Pennsylvania State - Department of Economics, number 9-97-3.
  27. Zeng, T. & Swanson, N.R., 1997, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers, Pennsylvania State - Department of Economics, number 9-97-4.
  28. Diana Weinhold & James Rauch, 1997, "Openness, Specialization, and Productivity Growth in Less Developed Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 6131, Aug.
  29. Boughton, D. & Reardon, T. & Wooldridge, J., 1997, "Determinants of Diversification of Urban Sahel Diets into Maize: A Contingent Valuation Study of Processed Maize Demand in Mali," 1997 Conference, August 10-16, 1997, Sacramento, California, International Association of Agricultural Economists, number 197052, Aug, DOI: 10.22004/ag.econ.197052.

1996

  1. Blume, A., 1996, "Communication, Risk and Efficiency in Games," Working Papers, University of Iowa, Department of Economics, number 96-03.
  2. Torben G. Andersen & Tim Bollerslev, 1996, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5752, Sep.
  3. Torben G. Andersen & Tim Bollerslev, 1996, "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 5783, Oct.
  4. Motta, Massimo, 1996, "Country Asymmetries, Endogenous Product Choice and the Speed of Trade Liberalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 1326, Feb.
  5. Escribano, Álvaro & Mira, Santiago, 1996, "Nonlinear cointegration and nonlinear error correction," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4546, Jul.
  6. Engsted, Tom & Gonzalo, Jesús & Haldrup, Niels, 1996, "Multicointegration and present value relations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4540, Jan.
  7. Adda, Jerome & Gonzalo, Jesús, 1996, "P-values for non-standard distributions with an application to the DF test," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4541, Jan.
  8. Gonzalo, Jesús & Lee, Tae-Hwy, 1996, "On the robustness of cointegration tests when series are fractionally integrated," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4542, Jan.
  9. Gonzalo, Jesús & González Rozada, Martín, 1996, "Non-exact present value relations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4544, May.
  10. Gonzalo, Jesús & Ng, Serena, 1996, "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6203, Feb.
  11. Gonzalez-Rivera, G., 1996, "The Pricing of Time-Varing Beta," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 96-1.
  12. Jalan, Jyotsna & Ravallion, Martin, 1996, "Transient poverty in rural China," Policy Research Working Paper Series, The World Bank, number 1616, Jun.
  13. Jalan, Jyotsna & Ravallion, Martin, 1996, "Are there dynamic gains from a poor-area development program?," Policy Research Working Paper Series, The World Bank, number 1695, Dec.
  14. Donaldson, R.G. & Kamstra, M., 1996, "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers, Department of Economics, Simon Fraser University, number dp96-02.
  15. Herschel I. Grossman & Minseong Kim, 1996, "Inequality, Predation and Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 5704, Aug.
  16. Sharon Kozicki & Peter A. Tinsley, 1996, "Moving endpoints and the internal consistency of agents' ex ante forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 96-47.
  17. Sharon Kozicki, 1996, "Multivariate detrending under common trend restrictions: implications for business cycle research," Research Working Paper, Federal Reserve Bank of Kansas City, number 96-01.
  18. Marcel Boyer & Tracy R. Lewis & Wei Lin Liu, 1996, "Setting Standards for Credible Compliance and Law Enforcement," CIRANO Working Papers, CIRANO, number 96s-27, Oct.
  19. Chuhan, Punam & Perez-Quiros, Gabriel & Popper, Helen, 1996, "International capital flows : do short-term investment and direct investment differ?," Policy Research Working Paper Series, The World Bank, number 1669, Oct.
  20. Swanson, N.R., 1996, "Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models," Papers, Pennsylvania State - Department of Economics, number 4-96-2.
  21. Granger, E.J. & Swanson, N.R., 1996, "An introduction to stochastic Unit Root Processes," Papers, Pennsylvania State - Department of Economics, number 4-96-3.
  22. Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996, "A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables," Papers, Pennsylvania State - Department of Economics, number 4-96-4.
  23. Swanson, N.R. & Zeng, T., 1996, "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers, Pennsylvania State - Department of Economics, number 4-96-5.
  24. Corradi, V. & Swanson, N. & White, H., 1996, "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers, Pennsylvania State - Department of Economics, number 4-96-6.
  25. Swanson, N.R., 1996, "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers, Pennsylvania State - Department of Economics, number 4-96-7.
  26. Swanson, Norman, 1996, "BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman," MPRA Paper, University Library of Munich, Germany, number 11047, Aug.
  27. James H. Stock & Mark W. Watson, 1996, "Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0201, Aug.
  28. Douglas Staiger & James H. Stock & Mark W. Watson, 1996, "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5477, Mar.

1995

  1. Blume, A., 1995, "Learning, Experimentation, and Long-Run Behavior in Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-65.
  2. Blume, A., 1995, "Evolutionary Stability in Sender-Receiver Games with Partial Common Interest," Working Papers, University of Iowa, Department of Economics, number 95-04.
  3. Escribano, Álvaro, 1995, "Estudio comparado sobre funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística, number 3636, Oct.
  4. Escribano, Álvaro, 1995, "Evaluación del PcGive Professional 8: el punto de vista de un usuario," DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística, number 3637, Oct.
  5. Escribano, Álvaro & Granger, C.W.J. (Clive William John), 1995, "Investigating the relationship between gold and silver prices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4517, Nov.
  6. Mira, Santiago & Escribano, Álvaro, 1995, "Nonlinear time series models: consistency and asymptotic normality of nls under new conditions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6202, Nov.
  7. Flores, Nicholas E. & Carson, Richard T., 1995, "The Relationship Between the Income Elasticities of Demand and Willingness to Pay," 1995 Conference (39th), February 14-16, 1995, Perth, Australia, Australian Agricultural and Resource Economics Society, number 148795, Feb, DOI: 10.22004/ag.econ.148795.
  8. Carson, Richard T. & Flores, Nicholas E. & Martin, Kerry M. & Wright, Jennifer L., 1995, "Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods," 1995 Conference (39th), February 14-16, 1995, Perth, Australia, Australian Agricultural and Resource Economics Society, number 148793, Feb, DOI: 10.22004/ag.econ.148793.
  9. GONZALO , Jesus & PITARAKIS , Jean-Yves, 1995, "On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995034, 00.
  10. Gonzalo, Jesús & Lee, Tae-Hwy, 1995, "No lack of relative power of the Dickey-Fuller tests for unit roots," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 4512, Sep.
  11. Gonzalo, J. & Lee, T.H., 1995, "Relative Power of t Type Tests of Stationary and Unit Root Processes," Papers, Boston University - Department of Economics, number 36.
  12. Gonzalo, J. & Lee, T.H., 1995, "Pitfalls in Testing for Long Run Relationships," Papers, Boston University - Department of Economics, number 38.
  13. Gonzalez-Rivera, G., 1995, "A Note on Adaptation in Garch Models," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 95-1.
  14. Haefke, Christian & Helmenstein, Christian, 1995, "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series, Institute for Advanced Studies, number 18, Dec.
  15. Haefke, Christian & Helmenstein, Christian, 1995, "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series, Institute for Advanced Studies, number 20, Dec.
  16. Haefke, Christian & Helmenstein, Christian, 1995, "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series, Institute for Advanced Studies, number 21, Dec.
  17. Helmenstein, Christian & Häfke, Christian, 1995, "Neural Networks in the Capital Markets: An Application to Index Forecasting," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 32, Jan.
  18. Issler, João Victor & Vahid, Farshid, 1995, "Common cycles in macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 257, Feb.
  19. Ferreira, Pedro Cavalcanti & Issler, João Victor, 1995, "Growth, increasing returns, and public infrastructure : time series evidence," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 258, Mar.
  20. Issler, João Victor, 1995, "Estimating the term structure of volatility and fixed income derivative pricing," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 272, Oct.
  21. Marone, Guilherme & Issler, João Victor & Gonzaga, Gustavo Maurício, 1995, "Educação e investimentos externos como determinantes do crescimento a longo prazo," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 274, Nov.
  22. Harrald, P. & Kamstra, M., 1995, "Evolving Artificial Neural Networks to Combine Financial Forecasts," Discussion Papers, Department of Economics, Simon Fraser University, number dp95-04.
  23. Herschel I. Grossman & Minseong Kim, 1995, "Predation and Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 5357, Nov.
  24. Ana M. Aizcorbe & Sharon Kozicki, 1995, "The comovement of output and labor productivity in aggregate data for auto assembly plants," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 95-33.
  25. Tracy R. Lewis & Michel Poitevin, 1995, "Disclosure of Information in Regulatory Proceedings," CIRANO Working Papers, CIRANO, number 95s-01, Jan.
  26. Ghysels, E. & Hall, A. & Lee, H.S., 1995, "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9518.
  27. L. Picci, 1995, "Il 'Capitale mancante' nel Mezzogiorno italiano," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 212, Feb.
  28. L. Picci, 1995, "Lo Stock di capitale nelle Regioni Italiane," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 229, Sep.
  29. L. Picci, 1995, "International Business Cycle: Does Trade Matter?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 232, Oct.
  30. L. Picci, 1995, "Productivity and Infrastructure in the Italian Regions," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 230, Sep.
  31. Swanson, N.R., 1995, "A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output," Papers, Pennsylvania State - Department of Economics, number 03-95-01.
  32. Swanson, N.R., 1995, "LM Tests and Nonlinear Error Correction in Economic Time Series," Papers, Pennsylvania State - Department of Economics, number 03-95-02.
  33. Swanson, N.R., 1995, "Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift," Papers, Pennsylvania State - Department of Economics, number 03-95-03.
  34. Swanson, N.R. & White, H., 1995, "A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Papers, Pennsylvania State - Department of Economics, number 04-95-12.
  35. Granger, C.W.J. & Swanson, N., 1995, "Further Developments in the Study of Cointegrated Variables," Papers, Pennsylvania State - Department of Economics, number 4-95-13.
  36. Robert G. King & Mark W. Watson, 1995, "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-10.

1994

  1. Blume, A. & De Jong, D.V. & Kim, Y.G. & Sprinkle, G.B., 1994, "Evolution of the Meaning of Messages in Sender-Receiver Games: An Experiment," Papers, Tilburg - Center for Economic Research, number 9491.
  2. Tim Bollerslev & Eric Ghysels, 1994, "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 94s-03, Sep.
  3. Bollerslev, T. & Ghysels, E., 1994, "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9408.
  4. GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994, "Comovements in Large Systems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994065, Nov.
  5. Engle, R. F. & Issler, João Victor, 1994, "Estimating sectoral cycles using cointegration and common features," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 232, Mar.
  6. Vahid, Farshid & Issler, João Victor, 1994, "Common cycles in macroeconomic aggregates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 233, Apr.
  7. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1994, "Testing the externalities hypothesis of endogenous growth using cointegration," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 236, Apr.
  8. Swanson, N.R. & Granger, C.W.J., 1994, "Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions," Papers, Pennsylvania State - Department of Economics, number 9-94-1.
  9. James H. Stock & Mark W. Watson, 1994, "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-13.
  10. Robert G. King & Mark W. Watson, 1994, "The post-war U.S. Phillips curve: a revisionist econometric history," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-14.
  11. Robert G. King & Mark W. Watson, 1994, "The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-17.
  12. Eugene Canjels & Mark W. Watson, 1994, "Estimating deterministic trends in the presence of serially correlated errors," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-19.
  13. Michael T. K. Horvath & Mark W. Watson, 1994, "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0171, Dec.

1993

  1. Blume, A., 1993, "Contract Renegotiation with Adverse Selection and Hidden Information," Working Papers, University of Iowa, Department of Economics, number 93-04.
  2. Blume, A., 1993, "Neighborhood Stability in Sender-Receiver Games," Working Papers, University of Iowa, Department of Economics, number 93-15.
  3. Baillie, R.T. & Bollerslev, T., 1993, "Cointegration, Fractional Cointegration, and Exchange RAte Dynamics," Papers, Michigan State - Econometrics and Economic Theory, number 9103.
  4. Baillie, R.T. & Bollerslev, T., 1993, "The Long Memory of the Foreward Premium," Papers, Michigan State - Econometrics and Economic Theory, number 9203.
  5. Antonio Cabrales & Takeo Hoshi, 1993, "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 55, Feb, revised Jun 1993.
  6. Escribano, Álvaro & Peña, Daniel, 1993, "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 3680, Apr.
  7. Burgess, Simon M. & Escribano, Álvaro & Pfann, Gerard A., 1993, "Asymmetric and time-varying error-correction: an application to labour demand in the UK," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 3681, Nov.
  8. Carson, Richard T. & Flores, Nicholas E. & Hanemann, W. Michael, 1993, "On the Creation and Destruction of Public Goods: The Matter of Sequencing," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt7x41w3r3, Nov.
  9. Issler, João Victor & Cysne, Rubens Penha, 1993, "Previsões de M1 com dados mensais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 220, Sep.
  10. Sharon Kozicki, 1993, "Techniques for estimating dynamic comovement with an application to common international output fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-32.
  11. Mark W. Watson, 1993, "Vector autoregressions and cointegration," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 93-14.
  12. Michael T. K. Horvath & Mark W. Watson, 1993, "Testing for cointegration when some of the cointegrating vectors are known," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 93-15.
  13. Wooldridge, J.M., 1993, "Estimation and Inference for Dependent Processes. alysis," Papers, Michigan State - Econometrics and Economic Theory, number 9201.
  14. Leslie E. Papke & Jeffrey M. Wooldridge, 1993, "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0147, Nov.

1992

  1. Blume, A. & DeJong, D., 1992, "Settlement and Litigation with Multiple Defendants: the Auditor and Manager," Working Papers, University of Iowa, Department of Economics, number 92-11.
  2. Blume, A., 1992, "Equilibrium Refinement in Perturbed Games and in Sender- Receiver Games," Working Papers, University of Iowa, Department of Economics, number 92-13.
  3. Tim Bollerslev & Robert J. Hodrick, 1992, "Financial Market Efficiency Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 4108, Jun.
  4. Gonzalo, J., 1992, "Cointegration and Aggregation," Papers, Boston University - Department of Economics, number 11.
  5. Gonzalo, J. & Granger, C., 1992, "Estimation of Common Long-Memory Components in Cointegrated Systems," Papers, Boston University - Department of Economics, number 4.
  6. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992, "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers, Wilfrid Laurier University, Department of Economics, number 92008.
  7. Siklos, P.L. & Lee, H.S., 1992, "The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991," Working Papers, Wilfrid Laurier University, Department of Economics, number 92006.
  8. Robert G. King & Mark W. Watson, 1992, "Testing long run neutrality," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 92-18.
  9. Mark W. Watson, 1992, "Business cycle durations and postwar stabilization of the U.S. economy," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 92-6.
  10. James H. Stock & Mark W. Watson, 1992, "A procedure for predicting recessions with leading indicators: econometric issues and recent performance," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 92-7.
  11. James H. Stock & Mark W. Watson, 1992, "A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 4014, Mar.

1991

  1. Blume, A. & Sobel, J., 1991, "Communication-Proof Equilibria in Cheap-Talk Games," Working Papers, University of Iowa, Department of Economics, number 91-27.
  2. Blume, A., 1991, "Equilibrium Refinement in Sender-Receiver Games," Working Papers, University of Iowa, Department of Economics, number 91-28.
  3. Blume, A., 1991, "Intra-Play Communication in Repeated Games," Working Papers, University of Iowa, Department of Economics, number 91-29.
  4. Baillie, R.T. & Bollerslev, T. & Redfearn, M.R., 1991, "Bear Squeezes in the Hyperinflation 1920s Foreign Exchange," Papers, Michigan State - Econometrics and Economic Theory, number 9006.
  5. Baillie, R.T. & Bollerslev, T. & Redfearn, M., 1991, "Bear Sequeese, Volatility Spillovers and Speculative Attacks inthe Hyperinflation 1920s Foreign Exchange," Papers, Tilburg - Center for Economic Research, number 9152.
  6. Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991, "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-52.
  7. Escribano, Álvaro & Pfann, Gerard, 1991, "Nonlinear error correction, asymmetric adjusment and cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 2807, May.
  8. Kamstra, M., 1991, "A Neural Network Test for Heteroskedasticity," Discussion Papers, Department of Economics, Simon Fraser University, number dp91-06.
  9. Lee, H.S. & Siklos, P.L., 1991, "Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence," Working Papers, Wilfrid Laurier University, Department of Economics, number 91143.
  10. Ghysels, E. & Lee, H.S. & Noh, J., 1991, "Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9131.
  11. Gabriel Pérez Quirós, 1991, "Optimización intertemporal y balanza por cuenta corriente," Working Papers, CEMFI, number wp1991_9113.
  12. James H. Stock & Mark W. Watson, 1991, "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 91-3.
  13. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991, "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 91-4.
  14. Mark W. Watson, 1991, "Measures of fit for calibrated models," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 91-9.

1990

  1. Anderson, H.M. & Granger, C.W.G. & Hall, A.D., 1990, "Treasury Bi;; Yield Curves And Cointegration," Papers, Australian National University - Department of Economics, number 215.
  2. Blume, A., 1990, "Renting and selling : Higher Profits from Renegotiation- Proof Rental Contracts," Working Papers, University of Iowa, Department of Economics, number 91-02.
  3. Baillie, R.T. & Bollerslev, R.T., 1990, "Prediction In Dynamic Models With Time Dependent Conditional Variances," Papers, Michigan State - Econometrics and Economic Theory, number 8815.
  4. Robert F. Engle & Sharon Kozicki, 1990, "Testing For Common Features," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0091, Oct.
  5. Feentra, R.C. & Lewis, T.R., 1990, "Distributing The Gains From Trade With Incomplete Information," Papers, California Davis - Institute of Governmental Affairs, number 352.
  6. Lewis, T.R. & Sappington, D.E.M., 1990, "Selecting And Agent'S Ability," Papers, California Davis - Institute of Governmental Affairs, number 365.
  7. Lewis, T.R. & Sappington, D.E.M., 1990, "Cpnservation and Incentive Regulation," Papers, California Davis - Institute of Governmental Affairs, number 369.
  8. James H. Stock & Mark W. Watson, 1990, "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers, National Bureau of Economic Research, Inc, number 3376, Jun.
  9. Berndt, Ernst R. & Showalter, Mark H. & Wooldridge, Jeffrey M., 1990, "A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3187-90..
  10. Wooldridge, J.M., 1990, "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 550.
  11. Wooldridge, J.M., 1990, "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 564.

1989

  1. Baillie, R.T. & Bollerslev, T., 1989, "Intra Day And Inter Market Volatility In Foreign Exchange Rates," Papers, Michigan State - Econometrics and Economic Theory, number 8811.
  2. Feenstra, R.C. & Lewis, T.R., 1989, "Trade Adjustment Assistance And Pareto Gains From Trade," Papers, California Davis - Institute of Governmental Affairs, number 343.
  3. Lewis, T.R. & Sappington, D.E.M., 1989, "On The Boundaries Of The Firm: Self Provision Vs. Subcontracting," Papers, California Davis - Institute of Governmental Affairs, number 348.
  4. Feestra, R.C. & Lewis, T.R. & Mcmillan, J., 1989, "Designing Policies To Open Trade," Papers, California Davis - Institute of Governmental Affairs, number 349.
  5. Stock, J.H. & Watson, M.W., 1989, "New Indexes Of Coincident And Leading Economic Indicators," Papers, Harvard - J.F. Kennedy School of Government, number 178d.
  6. James H. Stock & Mark W. Watson, 1989, "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0083, Dec.
  7. Wooldridge, J.M, 1989, "An Encompassing Approach To Conditional Mean Tests With Applications To Testing Nonnested Hypotheses," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 511.
  8. Wooldridge, J.M., 1989, "Some Aleternative To The Box-Cox Regression Model," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 534.

1988

  1. Baillie, R.T. & Bollerslev, T., 1988, "Further Results On Unit Roots And The Cointegrability Of Daily Spot And Forward Exchange Rates," Papers, Michigan State - Econometrics and Economic Theory, number 8715.
  2. Tim Bollerslev & Jeffrey M. Wooldridge, 1988, "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 505, Nov.
  3. Lewis, Tracy R. & Ware, Roger & Feenstra, Robert, 1988, "Optimal Exclusion and Relocation of Workers in Oversubscribed Industries," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt8f31r3f1, Jun.
  4. Lewis, T.R. & Sappington, D.E.M., 1988, "Monitoring Quality Provisions In Regulated Markets," Papers, California Davis - Institute of Governmental Affairs, number 312.
  5. Lewis, T.R. & Ware, R. & Feenstra, R., 1988, "Eliminating Price Supports: A Political Economy Perspective," Papers, California Davis - Institute of Governmental Affairs, number 319.
  6. Lewis, T.R. & Sappington, D.E.M., 1988, "Linking Price Cap And Rate Of Return Regulation," Papers, California Davis - Institute of Governmental Affairs, number 324.
  7. Lewis, T.R. & Sappington, D.E.M., 1988, "Oversight Of Long-Term Investment By Short-Lived Regulators," Papers, California Davis - Institute of Governmental Affairs, number 325.
  8. Lewis, T.R. & Sappington, D.E.M., 1988, "Revolving Regulator Commissions," Papers, California Davis - Institute of Governmental Affairs, number 331.
  9. Matthew D. Shapiro & Mark W. Watson, 1988, "Sources of Business Cycle Fluctuations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 870, Apr.
  10. James H. Stock & Mark W. Watson, 1988, "A Probability Model of The Coincident Economic Indicators," NBER Working Papers, National Bureau of Economic Research, Inc, number 2772, Nov.
  11. Danny Quah & Jeffrey M. Wooldridge, 1988, "A Common Error in the Treatment of Trending Time Series," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 483, Feb.
  12. Korenman, S.D. & Ouellette, P. & Wooldridge, J., 1988, "A Test of New Aggregate Damand Curvature Properties," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8801.

1987

  1. Escribano, A. & , ., 1987, "Co-integration, time co-trends and error-correction systems: an alternative approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987015, Jan.
  2. Escribano, A., 1987, "Error-correction systems: nonlinear adjustments to linear long-run relationships," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987030, Jan.
  3. Lewis, Tracy R. & Sappington, David E.M., 1987, "Regulating a Monopolist with Unknown Demand," Working Papers, University of California, Davis, Department of Economics, number 225923, DOI: 10.22004/ag.econ.225923.
  4. Lewis, Tracy R. & Sappington, David E.M., 1987, "Regulating a Monopolist with Unknown Demand and Cost Functions," Working Papers, University of California, Davis, Department of Economics, number 225924, DOI: 10.22004/ag.econ.225924.
  5. Robert C. Feenstra & Tracy R. Lewis, 1987, "Negotiated Trade Restrictions with Private Political Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 2374, Sep.
  6. James H. Stock & Mark W. Watson, 1987, "Interpreting Evidence on Money-Income Causality," NBER Working Papers, National Bureau of Economic Research, Inc, number 2228, Apr.
  7. Jeffrey M. Wooldridge, 1987, "A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 478, Dec.
  8. Jeffrey M. Wooldridge, 1987, "Specification Testing and Quasi-Maximum Likelihood Estimation," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 479, Dec.

1986

  1. Tim Bollerslev, 1986, "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 1986/01, Sep.

1984

  1. Olivier J. Blanchard & Mark W. Watson, 1984, "Are Business Cycles All Alike?," NBER Working Papers, National Bureau of Economic Research, Inc, number 1392, Jun.

1983

  1. Eswaran, Mukesh & Lewis, Tracy., 1983, "Collusive Behavior in Finite Repeated Games with Bonding," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 466, Feb.
  2. Jerry A. Hausman & Mark W. Watson, 1983, "Seasonal Adjustment with Measurement Error Present," NBER Working Papers, National Bureau of Economic Research, Inc, number 1133, May.

1982

  1. Lewis, Tracy R. & Cowen, James., 1982, "The Great Fish War: A Cooperative Solution," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 448, Oct.
  2. Harris, Robert & Lewis, Tracy R., 1982, "Strategic Comment Under Uncertainty with Private Information," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 450, Oct.
  3. Olivier J. Blanchard & Mark W. Watson, 1982, "Bubbles, Rational Expectations and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 0945, Jul.

1979

  1. Lewis, Tracy R. & Schmalensee, Richard., 1979, "On oligopolistic markets for nonrenewable natural resources," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 1052-79..

1977

  1. Burness, H. Stuart & Lewis, Tracy R., 1977, "Democratic Exploitation of a Non-Replenishable Resource," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 161, Mar.

1976

  1. Lewis, T. R., 1976, "Attitudes Toward Risk and the Optimal Exploitation of an Exhaustible Resource," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 103, Mar.
  2. Lewis, T. R., 1976, "Energy vs. the Environment," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 126, May.

1975

  1. Lewis, T. R., 1975, "Optimal Resource Management Under Conditions of Uncertainty: The Case of an Ocean Fishery," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 104, Nov.
  2. Lewis, T. R., 1975, "A Note on Theoretical Issues of Resource Depletion," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 91, Aug.

Undated

  1. Antonio Cabrales, undated, "Adaptive Dynamics and the Implementation Problem with Complete Information," ELSE working papers, ESRC Centre on Economics Learning and Social Evolution, number 009.
  2. Antonio Cabrales & Giovanni Ponti, undated, "Implementation, Elimination of Weakly Dominated Strategies and Evolotionary Dynamics," ELSE working papers, ESRC Centre on Economics Learning and Social Evolution, number 057.
  3. Jin Seo Cho & Peter C.B. Phillips, undated, "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1970.
  4. Miguel Costa-Gomes & Klaus G. Zauner, undated, "Ultimatum Bargaining Behavior in Israel, Japan, Slovenia and the United States: A Social Utility Analysis," Discussion Papers, Department of Economics, University of York, number 00/37.
  5. Miguel Costa-Gomes & Klaus G. Zauner, undated, "Learning, Non-equilibrium Beliefs, and Non-pecuniary Payoffs in an Experimental Game," Discussion Papers, Department of Economics, University of York, number 00/59.
  6. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, undated, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1001, revised 12 Feb 2020.
  7. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, undated, "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.
  8. Christian Haefke & Leopold Soegner & Business Administration, undated, "Asset Prices Under Asymmetric Information," Computing in Economics and Finance 1997, Society for Computational Economics, number 92.
  9. Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, undated, "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-13.
  10. Niels Kleis Frederiksen & Peter Reinhard Hansen & Henrik Jacobsen & Peter Birch Soerensen, undated, "Consumer Services, Employment and the Informal Economy," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 94-13.
  11. Kakuho Furukawa & Hibiki Ichiue & Yugo Kimura & Noriyuki Shiraki, undated, "Too-big-to-fail Reforms and Systemic Risk," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-1.
  12. Jyotsna Jalan & E. Somanathan, undated, "The importance of being informed: experimental evidence on the demand for environmental quality," Working papers, The South Asian Network for Development and Environmental Economics, number 28.
  13. R. Glen Donaldson & Mark Kamstra, undated, "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997, Society for Computational Economics, number 176.
  14. Sharon Kozicki & Peter A. Tinsley, undated, "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996, Society for Computational Economics, number _058.
  15. Sharon Kozicki & Peter A. Tinsley, undated, "Rational Vector Error Correction Models," Computing in Economics and Finance 1997, Society for Computational Economics, number 1.
  16. Kho, Kevin & Lakdawala, Leah & Nakasone, Eduardo, undated, "Impact of Internet Access on Student Learning in Peruvian Schools," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291052, DOI: 10.22004/ag.econ.291052.
  17. Michael Levere & David Wittenburg & Heinrich Hock & John T. Jones, undated, "Using Behavioral Outreach to Counteract Administrative Burden and Encourage Take-Up of Simplified Disability Payment Rules," Mathematica Policy Research Reports, Mathematica Policy Research, number 0c17d5c1847d453091eb6356c.
  18. David Wittenburg & Michael Levere & Sarah Croake & Stacy Dale & Noelle Denny-Brown & Denise Hoffman & Rosalind Keith & David Mann & Shauna Robinson & Rebecca Coughlin & Monica Farid & Heather Gordon &, undated, "Promoting Opportunity Demonstration: Final Evaluation Report," Mathematica Policy Research Reports, Mathematica Policy Research, number 24565145fe9847a7ba41cfb70.
  19. Michael Levere & Todd Honeycutt & Gina Livermore & Arif Mamun & Karen Katz, undated, "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Family Service Use and Its Relationship with Youth Outcomes," Mathematica Policy Research Reports, Mathematica Policy Research, number 2c2081b1c40b44638cee758ae.
  20. Michael Levere & David Wittenburg & Jeffrey Hemmeter, undated, "What Is the Relationship Between Socioeconomic Deprivation and Child Supplemental Security Income Participation?," Mathematica Policy Research Reports, Mathematica Policy Research, number 872ba14bb4c646dcb8cd41879.
  21. Michael Levere & Jody Schimmel Hyde & Su Liu & Francoise Becker, undated, "Disability Beneficiary Work Activity, 2002–2014: Evidence from the Social Security Administration’s Disability Analysis File (DAF)," Mathematica Policy Research Reports, Mathematica Policy Research, number 896cf24cc3a543e1b92403195.
  22. Arif Mamun & David Wittenburg & Noelle Denny-Brown & Michael Levere & David Mann & Rebecca Coughlin & Sarah Croake & Heather Gordon & Denise Hoffman & Rachel Holzwart & Rosalind Keith & Brittany McGil, undated, "Promoting Opportunity Demonstration: Interim Evaluation Report," Mathematica Policy Research Reports, Mathematica Policy Research, number caa99d38a8b14f968ea3438e5.
  23. Michael Levere & Purvi Sevak & David Stapleton, undated, "Policy Changes for SourceAmerica Nonprofit Agencies: Impacts of Eliminating Section 14(c) and Reducing AbilityOne's Required Direct Labor Ratio," Mathematica Policy Research Reports, Mathematica Policy Research, number dcbb25f4acc94421a7dd1cd45.
  24. Arif Mamun & Ankita Patnaik & Michael Levere & Gina Livermore & Todd Honeycutt & Jacqueline Kauff & Karen Katz & AnnaMaria McCutcheon & Joseph Mastrianni & Brittney Gionfriddo, undated, "Promoting Readiness of Minors is SSI (PROMISE) Evaluation: Interim Services and Impact Report," Mathematica Policy Research Reports, Mathematica Policy Research, number e36b8c500c5b41d98cf53f9ef.
  25. Michael Levere & Patricia Rowan & Andrea Wysocki, undated, "The Adverse Effects of the COVID-19 Pandemic on Nursing Home Resident Well-Being," Mathematica Policy Research Reports, Mathematica Policy Research, number f46bf905954345e58228104a4.
  26. Jeffrey Hemmeter & Michael Levere & Pragya Singh & David Wittenburg, undated, "Changing Stays? Duration of Supplemental Security Income Participation by First-Time Child Awardees and the Role of Continuing Disability Reviews," Mathematica Policy Research Reports, Mathematica Policy Research, number f8fc6e53cb6b4185bc79b2254.
  27. Lewis, Tracy & Matthews, Steven A. & Burness, H. Stuart., undated, "Monopoly and the Rate of Extraction of Exhaustible Resources: Notes," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 137.
  28. Lewis, Tracy R., undated, "Markets and Environmental Management with a Storable Pollutant," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 189.
  29. Juri Marcucci & Mario Quagliariello, undated, "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers, Department of Economics, University of York, number 05/09.
  30. Rubén Hernández-Murillo & Lesli S. Ott & Michael T. Owyang & Denise Whalen, undated, "Patterns of Interstate Migration in the United States from the Survey of Income and Program Participation," Mathematica Policy Research Reports, Mathematica Policy Research, number 81db00bb87b14081b19193438.
  31. Jack Robles & Makoto Shimoji, undated, "On Rationalizable Outcomes in Private-Value First-Price Discrete Auctions," Discussion Papers, Department of Economics, University of York, number 09/21.
  32. Paul Schweinzer & Makoto Shimoji, undated, "Captain MacWhirr's Problem Revisited," Discussion Papers, Department of Economics, University of York, number 11/12.
  33. Michael Ewens & Bryan Tomlin & Liang Choon Wang, undated, "Statistical Discrimination or Prejudice? A Large Sample Field Experiment," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E37.
  34. Massimiliano Marcellino & James H. Stock & Mark W. Watson, undated, "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 201.
  35. Grote, Ulrike & Basu, Arnab K. & Weinhold, Diana, undated, "Child Labor and the International Policy Debate - The Education/Child Labor Trade-Off and the Consequences of Trade Sanctions," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 279717, DOI: 10.22004/ag.econ.279717.
  36. Jeffrey M. Wooldridge, undated, "Intdef," Instructional Stata datasets for econometrics, Boston College Department of Economics, number intdef.
  37. Jeffrey M. Wooldridge, undated, "Intqrt," Instructional Stata datasets for econometrics, Boston College Department of Economics, number intqrt.
  38. Jeffrey M. Wooldridge, undated, "Inven," Instructional Stata datasets for econometrics, Boston College Department of Economics, number inven.
  39. Jeffrey M. Wooldridge, undated, "Jtrain," Instructional Stata datasets for econometrics, Boston College Department of Economics, number jtrain.

Journal articles

2026

  1. Heather M. Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2026, "Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 13-23, January, DOI: 10.1080/07350015.2025.2488346.
  2. Michael D. Bauer & Wesley Wasserburger, 2026, "Fed Communications and Inflation Expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2026, issue 08, pages 1-6, March.
  3. Brownback, Andy & Imas, Alex & Kuhn, Michael A., 2026, "Time preferences and food choice," Journal of Public Economics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jpubeco.2025.105541.
  4. Antonio Cabrales & Michalis Drouvelis & Zeynep Gürgüç & Indrajit Ray, 2026, "Communicating in a coordination game with private information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 81, issue 4, pages 1407-1434, June, DOI: 10.1007/s00199-025-01683-z.
  5. Xin Jing & Jin Seo Cho, 2026, "Quantile ARDL Estimation of the Relationship between Confirmed COVID-19 Cases and Deaths in the U.S," Global Economic Review, Taylor & Francis Journals, volume 55, issue 2, pages 178-194, April, DOI: 10.1080/1226508X.2026.2655628.
  6. Xiaolin Yu & Jin Seo Cho, 2026, "Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China," International Economic Journal, Taylor & Francis Journals, volume 40, issue 1, pages 135-163, January, DOI: 10.1080/10168737.2025.2608351.
  7. Lara Cathcart & Zhenghong Ding & Alfonso Dufour & Ludovico Rossi & Simone Varotto, 2026, "Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms," The European Journal of Finance, Taylor & Francis Journals, volume 32, issue 7, pages 856-889, May, DOI: 10.1080/1351847X.2026.2634814.
  8. Álvaro Escribano & Juan‐Andrés Rodríguez & Miguel A. Arranz, 2026, "Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 871-889, August, DOI: 10.1111/obes.70071.
  9. Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2026, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109203.
  10. Zachary Breig & Paul Feldman, 2026, "Revealed preference tests for linear probability-prize tradeoffs," Theory and Decision, Springer, volume 100, issue 2, pages 403-425, March, DOI: 10.1007/s11238-025-10089-1.
  11. Stephie Fried & Tobin Graf & Simar Malhotra & Sanjay R. Singh, 2026, "What Do Financial Officers Predict for Price Growth?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2026, issue 11, pages 1-6, May.
  12. Borcan, Oana & Gee, Laura & Harvey, Laura & Koh, Boon Han & Reuben, Ernesto, 2026, "An introduction to the special issue on discrimination and diversity," Journal of Economic Behavior & Organization, Elsevier, volume 242, issue C, DOI: 10.1016/j.jebo.2025.107291.
  13. Husnain F Ahmad & Matthew Gibson & Fatiq Nadeem & Sanval Nasim & Arman Rezaee, 2026, "Expectations and Adaptation to Environmental Threats," The Economic Journal, Royal Economic Society, volume 136, issue 674, pages 750-779.
  14. Jesús Gonzalo & Jean‐Yves Pitarakis, 2026, "Detecting Sparse Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 726-741, August, DOI: 10.1111/obes.70085.
  15. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús & Pan, Haozi, 2026, "Estimation of characteristics-based quantile factor models," Journal of Econometrics, Elsevier, volume 256, issue PA, DOI: 10.1016/j.jeconom.2026.106267.
  16. María Dolores Gadea Rivas & Jesús Gonzalo, 2026, "Regional heterogeneity and warming dominance in the United States," PLOS Climate, Public Library of Science, volume 5, issue 2, pages 1-27, February, DOI: 10.1371/journal.pclm.0000808.
  17. Massimo Guidolin & Mingwei (Max) Liang & Milena Petrova, 2026, "The importance of considering regimes in long‐term asset allocation to real estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 54, issue 4, pages 1032-1079, July, DOI: 10.1111/1540-6229.70035.
  18. Guidolin, Massimo & Ionta, Serena, 2026, "Predicting commodity returns with climate variables: Statistical loss functions vs. economic value," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113028.
  19. Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
  20. Massimo Guidolin & Manuela Pedio, 2026, "The pricing of biodiversity risk in commodity markets," Review of Finance, European Finance Association, volume 30, issue 1, pages 351-389.
  21. Youjin Hahn & Kanti Nuzhat & Hee-Seung Yang & Haishan Yuan, 2026, "Distributive Implications for Governing Party Constituencies: Evidence from Bangladesh," Economic Development and Cultural Change, University of Chicago Press, volume 74, issue 2, pages 683-725, DOI: 10.1086/736916.
  22. Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
  23. Hansen, Peter Reinhard & Tong, Chen, 2026, "Convolution-t distributions," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106212.
  24. Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2026, "Cluster GARCH," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 148-161, January, DOI: 10.1080/07350015.2025.2510325.
    • Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024, "Cluster GARCH," Papers, arXiv.org, number 2406.06860, Jun.
  25. Naomi Halbersleben & Òscar Jordà & Fernanda Nechio, 2026, "The Effects of Tariffs on the Components of Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2026, issue 07, pages 1-6, March.
  26. Jonsoo Kim & Daeha Cho & Kwang Hwan Kim, 2026, "Household Income Inequality and Optimal Trend Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 61, August, DOI: 10.1016/j.red.2026.101350.
  27. Aeimit Lakdawala & Timothy Moreland, 2026, "Firm-Level Uncertainty and the Transmission of Monetary Policy," The Review of Economics and Statistics, MIT Press, volume 108, issue 3, pages 807-816, May, DOI: 10.1162/rest_a_01440.
  28. Bollman, Katie & Chakraborty, Judhajit & Lakdawala, Leah K. & Nakasone, Eduardo, 2026, "Frosty climate, icy relationships: Cold and intimate partner violence in Peru," Journal of Development Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.jdeveco.2025.103710.
  29. Jeffrey Clemens & Jonathan M. Leganza & Alex Masucci, 2026, "Plugging gaps in payment systems: Evidence from the take‐up of new Medicare billing codes," Contemporary Economic Policy, Western Economic Association International, volume 44, issue 1, pages 105-130, January, DOI: 10.1111/coep.12696.
  30. Michael Levere & David Wittenburg, 2026, "Which Medicaid Recipients Might Be Eligible for SSI?," National Tax Journal, University of Chicago Press, volume 79, issue 2, pages 363-392, DOI: 10.1086/739783.
  31. Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Lund-Thomsen, Frederik & Manganelli, Simone & Schwaab, Bernd, 2026, "Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106230.
  32. Xiao Ma & Alejandro Nakab & Yiran Zhang, 2026, "Skill Acquisition and the Gains From Trade: A Cross‐Country Quantitative Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 67, issue 1, pages 127-150, February, DOI: 10.1111/iere.70018.
  33. Heckel, Markus & Inoue, Tomoo & Nishimura, Kiyohiko G. & Okimoto, Tatsuyoshi, 2026, "The effectiveness of monetary policy: Evidence from market operation-based monetary policy indices," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103511.
  34. Julie Bennett & Neville Francis & Brooke Hathhorn & Jonghyuck Lim & Michael T. Owyang, 2026, "Understanding the Distribution of Inflation Expectations," Review, Federal Reserve Bank of St. Louis, volume 108, issue 10, pages 1-19, August, DOI: 10.20955/r.2026.10.
  35. Patton, Andrew J. & Zhang, Haozhe, 2026, "Bespoke realized volatility: Tailored measures of risk for volatility prediction," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106122.
  36. Isaac Ahimbisibwe & Adrien Dautheville & Lenka Fiala & Saint Kizito Omala & Wayne Aaron Sandholtz, 2026, "The Leaky College Pipeline: Evidence from Administrative Data in Uganda," AEA Papers and Proceedings, American Economic Association, volume 116, pages 206-211, May, DOI: 10.1257/pandp.20261032.
  37. Jacober, Noëmi & Santos-Pinto, Luís, 2026, "Less risk, more effort: How overconfidence reshapes tournament strategies," Mathematical Social Sciences, Elsevier, volume 139, issue C, DOI: 10.1016/j.mathsocsci.2025.102477.
  38. Yuxi Chen & Luís Santos-Pinto, 2026, "Overconfidence and strategic behavior in elimination contests: implications for CEO selection," Review of Economic Design, Springer;Society for Economic Design, volume 30, issue 1, pages 1-44, February, DOI: 10.1007/s10058-025-00381-5.
  39. Sheldon, Tamara L. & Zhan, Crystal, 2026, "Wildfires, smoke pollution, and household purchasing behaviors," Journal of Economic Behavior & Organization, Elsevier, volume 244, issue C, DOI: 10.1016/j.jebo.2026.107474.
  40. Eren Bilen & Tamara L. Sheldon & Crystal Zhan, 2026, "Learning from the storm: The impact of hurricane experience on future disaster preparedness," Journal of Risk and Uncertainty, Springer, volume 72, issue 2, pages 205-240, April, DOI: 10.1007/s11166-026-09483-z.
  41. Lu, Xun & Su, Liangjun, 2026, "Mundlak estimators for three-dimensional panel data models," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112842.
  42. Lu, Xun & Su, Liangjun & Ba, Yinglong, 2026, "On generalized CCE estimation," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106183.
  43. Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia, 2026, "High-dimensional conditional factor model," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106203.
  44. Su, Liangjun & Wang, Fa & Wang, Yiren, 2026, "Estimation and inference for unbalanced panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106222.
  45. Wenxin Huang & Liangjun Su & Yiru Wang, 2026, "Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 134-147, January, DOI: 10.1080/07350015.2025.2507375.
  46. Zongwu Cai & Xiyuan Liu & Liangjun Su, 2026, "A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 162-176, January, DOI: 10.1080/07350015.2025.2511960.
  47. Ye Chen & Ke Miao & Liangjun Su, 2026, "High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 1, pages 108-126, January, DOI: 10.1002/jae.70019.
  48. Vidart, Daniela, 2026, "Revisiting the link between electrification and fertility: Evidence from the early 20th-century United States," Explorations in Economic History, Elsevier, volume 100, issue C, DOI: 10.1016/j.eeh.2026.101749.
  49. Jeffrey M. Wooldridge, 2026, "Nonlinear Difference-in-Differences with Repeated Cross Sections," AEA Papers and Proceedings, American Economic Association, volume 116, pages 75-80, May, DOI: 10.1257/pandp.20261111.
  50. Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge, 2026, "A simple reformulation of the common correlated effects model," Econometric Reviews, Taylor & Francis Journals, volume 45, issue 5, pages 760-772, May, DOI: 10.1080/07474938.2026.2615434.
  51. Hahn, Youjin & Kim, Hyuncheol Bryant & Kim, Minjeong Joyce & Yang, Hee-Seung, 2026, "The value of in-person schooling during times of educational disruption: Impacts on students’ emotional problems and subjective well-being," Economics of Education Review, Elsevier, volume 112, issue C, DOI: 10.1016/j.econedurev.2026.102788.
  52. Michell Yoonjei Dong & Hee-Seung Yang, 2026, "Microcredit and Child Labour Following Natural Disasters: Evidence from Indonesia," Journal of Development Studies, Taylor & Francis Journals, volume 62, issue 5, pages 779-796, May, DOI: 10.1080/00220388.2025.2581601.

2025

  1. Sun, Xiaotong & Anderson, Heather M. & Wei, Wei & Zhang, Xibin, 2025, "Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108397.
  2. Arai, Yoichi & Otsu, Taisuke & Seo, Myung Hwan, 2025, "Regression Discontinuity Design With Potentially Many Covariates," Econometric Theory, Cambridge University Press, volume 41, issue 6, pages 1416-1451, December.
  3. Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025, "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105044.
  4. Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2025, "Current Perceptions About Monetary Policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2025, issue 05, pages 1-6, February.
  5. Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch, 2025, "Climate policy curves highlight key mitigation choices," Climate Policy, Taylor & Francis Journals, volume 25, issue 3, pages 504-510, March, DOI: 10.1080/14693062.2024.2392744.
  6. Andy Brownback & Alex Imas & Michael A. Kuhn, 2025, "Behavioral Food Subsidies," The Review of Economics and Statistics, MIT Press, volume 107, issue 3, pages 639-652, May, DOI: 10.1162/rest_a_01287.
  7. Kristy Buzard & Katelyn Cranney & Laura K. Gee & Olga Stoddard, 2025, "What Deters Women from Economics," AEA Papers and Proceedings, American Economic Association, volume 115, pages 659-663, May, DOI: 10.1257/pandp.20251094.
  8. Boudreau, James W. & Buzard, Kristy & Mathews, Timothy & Rentschler, Lucas & Sanders, Shane D., 2025, "Damaging conflict: All-pay auctions with negative spillovers and bimodal bidding," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107255.
  9. Kristy Buzard & Laura K Gee & Olga Stoddard, 2025, "Who You Gonna Call? Gender Inequality in External Demands for Parental Involvement," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 140, issue 4, pages 2805-2849.
  10. Cabrales, Antonio & García, Manu & Ramos Muñoz, David & Sánchez, Angel, 2025, "The interactions of social norms about climate change: Science, institutions and economics," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105107.
  11. Aksoy, Cevat Giray & Cabrales, Antonio & Dolls, Mathias & Durante, Ruben & Windsteiger, Lisa, 2025, "Calamities, common interests, shared identity: What shapes social cohesion in Europe?," Journal of Comparative Economics, Elsevier, volume 53, issue 4, pages 1049-1068, DOI: 10.1016/j.jce.2025.07.009.
  12. Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2025, "Strategic information transmission and social preferences," Journal of Economic Behavior & Organization, Elsevier, volume 237, issue C, DOI: 10.1016/j.jebo.2025.107194.
  13. Michael Callen & Miguel Fajardo-Steinhäuser & Michael G. Findley & Tarek Ghani, 2025, "Can Digital Aid Deliver During Humanitarian Crises?," Management Science, INFORMS, volume 71, issue 11, pages 9730-9748, November, DOI: 10.1287/mnsc.2024.06469.
  14. Michael Callen & Saad Gulzar & Ali Hasanain & Muhammad Yasir Khan & Arman Rezaee, 2025, "Personalities and Public Sector Performance: Evidence from a Health Experiment in Pakistan," Economic Development and Cultural Change, University of Chicago Press, volume 73, issue 3, pages 1439-1474, DOI: 10.1086/731673.
  15. Cho, Jin Seo, 2025, "Practical testing for the normal mixture," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112567.
  16. Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
  17. Xin Jing & Jin Seo Cho, 2025, "Forecasting the Confirmed COVID‐19 Cases Using Modal Regression," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1578-1601, July, DOI: 10.1002/for.3261.
  18. Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
  19. Sina, A. & Billio, M. & Dufour, A. & Rocciolo, F. & Varotto, S., 2025, "The systemic risk of leveraged and covenant-lite loan syndications," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103738.
  20. Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
  21. Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025, "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108520.
  22. Greeshma Avaradi & Stephie Fried & Tobin Graf, 2025, "Signs of Cyclical Weakness in Part-Time Employment?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2025, issue 25, pages 1-6, November.
  23. Amanda Y. Agan & Bo Cowgill & Laura K. Gee, 2025, "Salary History and Employer Demand: Evidence from a Two-Sided Audit," American Economic Journal: Applied Economics, American Economic Association, volume 17, issue 3, pages 380-413, July, DOI: 10.1257/app.20230365.
  24. Alina Arefeva & Morris A. Davis & Andra C. Ghent & Minseon Park, 2025, "The Effect of Capital Gains Taxes on Business Creation and Employment: The Case of Opportunity Zones," Management Science, INFORMS, volume 71, issue 6, pages 4566-4581, June, DOI: 10.1287/mnsc.2022.03223.
  25. Olmez Turan, Merve & Gilbert, Ben & Flamand, Tulay, 2025, "How good are weather shocks for identifying energy elasticities? A LASSO-IV approach to European natural gas demand," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100498.
  26. Linda Thunström & Andrea Mannberg & Benjamin Gilbert & George Loewenstein, 2025, "(Dis)satisfaction with risk preferences," Journal of Risk and Uncertainty, Springer, volume 70, issue 1, pages 29-64, February, DOI: 10.1007/s11166-025-09449-7.
  27. Andreas Fagereng & Matthieu Gomez & Émilien Gouin-Bonenfant & Martin Holm & Benjamin Moll & Gisle Natvik, 2025, "Asset-Price Redistribution," Journal of Political Economy, University of Chicago Press, volume 133, issue 11, pages 3494-3549, DOI: 10.1086/736769.
  28. Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2025, "Dynamic Effects of Persistent Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 380-394, June, DOI: 10.1002/jae.3115.
  29. Goes, Carlos & Messa, Alexandre & Leoni, Eduardo, 2025, "Efeitos locais de uma liberalização comercial sobre o mercado de trabalho sem dados de comércio doméstico," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 79, issue 2, September.
  30. Carlos Góes, 2025, "Testing Piketty’s hypothesis on the drivers of income inequality: evidence from panel VARs with heterogeneous dynamics," Public Choice, Springer, volume 205, issue 1, pages 49-77, October, DOI: 10.1007/s11127-025-01283-4.
  31. Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025, "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102271.
  32. Massimo Guidolin & Serena Ionta, 2025, "Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve," Econometrics, MDPI, volume 13, issue 2, pages 1-36, April.
  33. Massimo Guidolin & Giacomo Leonetti & Manuela Pedio, 2025, "Understanding the Factors Driving the Demand of Structured Investment Products," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 9, pages 1154-1181, September, DOI: 10.1002/fut.22612.
  34. So Yoon Ahn & Youjin Hahn & Semee Yoon, 2025, "Early sparks: Impacts of a STEM bootcamp on young adolescents in Tanzania," Economic Inquiry, Western Economic Association International, volume 63, issue 4, pages 1334-1366, October, DOI: 10.1111/ecin.13300.
  35. Hahn, Youjin & Kwak, Minji & Son, Hyelim, 2025, "Intergenerational effects of parental human capital on children: Evidence from Malawi," Journal of Comparative Economics, Elsevier, volume 53, issue 2, pages 345-372, DOI: 10.1016/j.jce.2025.03.001.
  36. Bianco, Timothy & Herrera, Ana María, 2025, "Monetary policy and credit flows: A tale of two effective lower bounds," Journal of Economic Dynamics and Control, Elsevier, volume 175, issue C, DOI: 10.1016/j.jedc.2025.105084.
  37. Herrera, Ana María & Rangaraju, Sandeep Kumar, 2025, "The time-varying effects of oil news on inflation," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108960.
  38. Kathleen C. Sitter & Carly-Ann Haney & Ana Herrera & Mica Pabia & Fiona C. Schick & Stacey Squires, 2025, "Sensory Methodologies and Methods: A Scoping Review," Societies, MDPI, volume 15, issue 6, pages 1-18, June.
  39. Sílvia Gonçalves & Ana María Herrera & Elena Pesavento, 2025, "Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 755-760, October, DOI: 10.1080/07350015.2025.2495028.
  40. Ana María Herrera & Raoul Minetti & Matthew Schaffer, 2025, "Financial Liberalization, Credit Market Dynamism, and Allocative Efficiency," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 6, pages 1559-1596, September, DOI: 10.1111/jmcb.13203.
  41. Rohit Garimella & Òscar Jordà & Sanjay R. Singh, 2025, "Tracking Labor Market Stress," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2025, issue 19, pages 1-6, August.
  42. Naomi Halbersleben & Òscar Jordà & Fernanda Nechio, 2025, "The Economic Effects of Tariffs," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2025, issue 29, pages 1-6, November.
  43. Wu, Qian & Kaplan, David M., 2025, "Regression and decomposition with ordinal health outcomes," Journal of Health Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.jhealeco.2025.103012.
  44. Wei Zhao & David M. Kaplan, 2025, "Multiple testing of a function’s monotonicity," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 34, issue 4, pages 1080-1103, December, DOI: 10.1007/s11749-025-00986-6.
  45. Hyun Jong Kim & Sol Lim & Tae-Hwan Kim & Yunmi Kim, 2025, "On the relationship between corruption and political ideology: the case of South Korea," Asia Europe Journal, Springer, volume 23, issue 1, pages 23-55, March, DOI: 10.1007/s10308-025-00720-9.
  46. Kim, Dongwoo & Koedel, Cory & Gorina, Eugenia & Harrington, James, 2025, "The incidence of Social Security taxes on teacher wages and employment," Journal of Pension Economics and Finance, Cambridge University Press, volume 24, issue 3, pages 351-370, July.
  47. Kim, Dongwoo & Koedel, Cory & Gorina, Eugenia & Harrington, James, 2025, "Rule-of-X and the retirement timing of public school teachers," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112636.
  48. Aeimit Lakdawala & Rajeswari Sengupta, 2025, "Measuring Monetary Policy Shocks in Emerging Economies: Evidence from India," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 2-3, pages 407-437, March, DOI: 10.1111/jmcb.13144.
  49. Lakdawala, Leah K. & Heredia, Diana Martínez & Vera-Cossio, Diego, 2025, "The effects of expanding worker rights to children," Journal of Development Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jdeveco.2024.103389.
  50. Stephanie Khoury & Jonathan M. Leganza & Alex Masucci, 2025, "Health Professional Shortage Areas and Physician Location Decisions," American Journal of Health Economics, University of Chicago Press, volume 11, issue 3, pages 487-527, DOI: 10.1086/729117.
  51. Jeffrey Hemmeter & Michael Levere & David Wittenburg, 2025, "Explaining Variation in Child SSI Receipt: The Role of Medical CDRs," AEA Papers and Proceedings, American Economic Association, volume 115, pages 114-119, May, DOI: 10.1257/pandp.20251100.
  52. Kim, Jiyoon & Levere, Michael & Magenheim, Ellen, 2025, "Do minimum wage increases induce changes in work behavior for people with disabilities? Evidence from the AbilityOne program," Labour Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.labeco.2024.102663.
  53. Levere, Michael & Wittenburg, David & Jones, John T., 2025, "Can changes in disability insurance work incentives influence beneficiary employment? Evidence from the promoting opportunity demonstration," Journal of Public Economics, Elsevier, volume 245, issue C, DOI: 10.1016/j.jpubeco.2025.105370.
  54. Enrico Berkes & Olivier Deschênes & Ruben Gaetani & Jeffrey Lin & Christopher Severen, 2025, "Lockdowns and Innovation: Evidence from the 1918 Flu Pandemic," The Review of Economics and Statistics, MIT Press, volume 107, issue 3, pages 853-863, May, DOI: 10.1162/rest_a_01289.
  55. William D. Bradford & Chunbei Wang & Magnus Lofstrom & Michael Verchot, 2025, "Are Loans to Minority-Owned Firms Mispriced?," AEA Papers and Proceedings, American Economic Association, volume 115, pages 477-482, May, DOI: 10.1257/pandp.20251122.
  56. Falconio, Andrea & Manganelli, Simone, 2025, "Financial conditions, business cycle fluctuations and growth-at-risk," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105109.
  57. Manganelli, Simone, 2025, "Statistical decision functions with judgment," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105940.
  58. Haghighi, Maryam & Joseph, Andreas & Kapetanios, George & Kurz, Christopher & Lenza, Michele & Marcucci, Juri, 2025, "Machine Learning for Economic Policy," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2025.105970.
  59. Bajari, P. & Cen, Z. & Chernozhukov, V. & Manukonda, M. & Vijaykumar, S. & Wang, J. & Huerta, R. & Li, J. & Leng, L. & Monokroussos, G. & Wang, S., 2025, "Hedonic prices and quality adjusted price indices powered by AI," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106052.
  60. Ryan Mitchell & George Monokroussos & Arsa Nikzad, 2025, "Demand Forecasting at Wayfair," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 79, pages 12-19, Q4.
  61. Xiao Ma & Marc-Andreas Muendler & Alejandro Nakab, 2025, "Exporting, Wage Profiles, and Human Capital: Evidence from Brazil," The Review of Economics and Statistics, MIT Press, volume 107, issue 5, pages 1371-1387, September, DOI: 10.1162/rest_a_01346.
  62. Amy Y. Guisinger & Michael W. Mccracken & Michael T. Owyang, 2025, "Reconsidering the Fed's Inflation Forecasting Advantage," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 1, pages 5-30, February, DOI: 10.1111/jmcb.13155.
  63. Danilo Leiva-León & Thomas A. Lubik & Gabriel Perez-Quiros & Nathan Robino & Horacio Sapriza & Francisco Vazquez-Grande & Egon Zakrajšek, 2025, "Sentiment About Business Debt as a Leading Economic Indicator," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 25, issue 09, March.
  64. Jose Gonzalo Rangel, 2025, "FX Comovements and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 4042-4064.
  65. Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2025, "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," The Review of Economics and Statistics, MIT Press, volume 107, issue 3, pages 589-604, May, DOI: 10.1162/rest_a_01317.
  66. Santos-Pinto, Luís & Sekeris, Petros G., 2025, "How confidence heterogeneity shapes effort and performance in tournaments and contests," Journal of Mathematical Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.jmateco.2024.103069.
  67. Peng, Bin & Su, Liangjun & Westerlund, Joakim & Yang, Yanrong, 2025, "Interactive Effects Panel Data Models With General Factors And Regressors," Econometric Theory, Cambridge University Press, volume 41, issue 2, pages 472-488, April.
  68. Hong, Shengjie & Su, Liangjun & Wang, Yaqi, 2025, "Inference In Partially Identified Panel Data Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, volume 41, issue 3, pages 489-550, June.
  69. Bian, Yulin & Su, Liangjun, 2025, "A note on factor models with latent group structures," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112357.
  70. Jin, Sainan & Lu, Xun & Su, Liangjun, 2025, "Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105957.
  71. Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025, "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105960.
  72. Su, Liangjun & Wang, Fa, 2025, "Inference for large dimensional factor models under general missing data patterns," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106022.
  73. Peng, Bin & Su, Liangjun & Yan, Yayi, 2025, "A robust residual-based test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106042.
  74. Su, Liangjun & Jin, Sainan & Wang, Xia, 2025, "Sieve estimation of state-varying factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106064.
  75. Yiqiu Cao & Liangjun Su, 2025, "Test for serial correlation in panel data models with interactive fixed effects," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 7, pages 992-1036, August, DOI: 10.1080/07474938.2025.2475861.
  76. Zhonghao Fu & Liangjun Su & Xia Wang, 2025, "Distinguishing Time-Varying Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 3, pages 508-519, July, DOI: 10.1080/07350015.2024.2395424.
  77. Zhentao Shi & Liangjun Su & Tian Xie, 2025, "ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," The Review of Economics and Statistics, MIT Press, volume 107, issue 2, pages 523-538, March, DOI: 10.1162/rest_a_01261.
  78. Titova, Maria & Zhang, Kun, 2025, "Persuasion with verifiable information," Journal of Economic Theory, Elsevier, volume 230, issue C, DOI: 10.1016/j.jet.2025.106102.
  79. Martín Tobal, 2025, "Regulatory Policy Choices Amid Exchange Rate Volatility," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 85, pages 5-50, May.
  80. Menna, Lorenzo & Moura, Rubens & Tobal, Martin, 2025, "Beyond the literature: what policymakers reveal about financial asset overvaluation?," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108577.
  81. Meneses, Oscar & Menna, Lorenzo & Tobal, Martin, 2025, "Argentina: The honor student—By merit and by mistake. A natural experiment on “information effects”," Journal of International Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jinteco.2025.104177.
  82. Hassan, Hashibul & Islam, Asad & Kayes, Imrul & Wang, Liang Choon, 2025, "Building education resilience through parenting style and out-of-school learning: Field experimental evidence from rural Bangladesh," Economics of Education Review, Elsevier, volume 105, issue C, DOI: 10.1016/j.econedurev.2025.102623.
  83. Ashani Abayasekara & Jun Sung Kim & Liang Choon Wang, 2025, "Impacts of Housing Costs on Health and Satisfaction With Life Circumstances: Evidence From Australia," Health Economics, John Wiley & Sons, Ltd., volume 34, issue 4, pages 741-757, April, DOI: 10.1002/hec.4934.
  84. Donald L. Kohn & Guido Lorenzoni & Lucrezia Reichlin & Mark Watson, 2025, "The Macroeconomic Causes and Consequences of Inflation," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 45, issue 4, March, DOI: 10.21034/qr.4541.
  85. Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu, 2025, "Improved estimation of dynamic models of conditional means and variances," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 3, pages 458-490, May, DOI: 10.1111/jtsa.12770.
  86. Michael Hanemann & Jon Krosnick & Lisanne Wichgers & Jeffrey Wooldridge & Stephanie Lampron & Daniel Schneider & Eric M. Shaeffer & Trevor Tompson & Penny Visser, 2025, "Ben Franklin’s Whistle, Cost Expectations, and the Choice of Valuation Format," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 88, issue 5, pages 1375-1406, May, DOI: 10.1007/s10640-025-00969-z.
  87. Jeffrey M. Wooldridge, 2025, "Two-way fixed effects, the two-way mundlak regression, and difference-in-differences estimators," Empirical Economics, Springer, volume 69, issue 5, pages 2545-2587, November, DOI: 10.1007/s00181-025-02807-z.
  88. Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng, 2025, "Using generalized estimating equations to estimate nonlinear models with spatial data," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 2, pages 214-242, February, DOI: 10.1080/07474938.2024.2405487.
  89. Tymon Słoczyński & S. Derya Uysal & Jeffrey M. Wooldridge, 2025, "Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 1, pages 164-177, January, DOI: 10.1080/07350015.2024.2332763.
  90. Doosoo Kim & Jeffrey M. Wooldridge, 2025, "Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 2, pages 401-412, April, DOI: 10.1080/07350015.2024.2388643.
  91. Akanksha Negi & Jeffrey M. Wooldridge, 2025, "Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 2, pages 454-467, April, DOI: 10.1080/07350015.2024.2394576.
  92. Riju Joshi & Jeffrey M. Wooldridge, 2025, "Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 5, pages 540-553, August, DOI: 10.1002/jae.3130.
  93. Jing Cynthia Wu & Yinxi Xie, 2025, "Unconventional Monetary and Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 56, April, DOI: 10.1016/j.red.2024.101259.
  94. Kim Sungjin & Yang Hee-Seung, 2025, "Political Orientation and Policy Compliance: Evidence from COVID-19 Mobility Patterns in Korea," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 25, issue 3, pages 625-664, DOI: 10.1515/bejeap-2024-0079.

2024

  1. Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024, "GLS under monotone heteroskedasticity," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105899.
  2. Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
  3. Zoë Arnaut-Hull & Michael D. Bauer, 2024, "Monetary Policy and Financial Conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2024, issue 07, pages 1-6, March.
  4. Michael D Bauer & Carolin E Pflueger & Adi Sunderam, 2024, "Perceptions About Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 4, pages 2227-2278.
  5. Blume, Andreas & Noussair, Charles N. & Ye, Bohan, 2024, "Fragile meaning - an experiment," Journal of Economic Theory, Elsevier, volume 216, issue C, DOI: 10.1016/j.jet.2024.105797.
  6. Tim Bollerslev & Jia Li & Yuexuan Ren, 2024, "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, volume 114, issue 3, pages 678-708, March, DOI: 10.1257/aer.20221338.
  7. Bollerslev, Tim & Li, Jia & Li, Qiyuan, 2024, "Optimal nonparametric range-based volatility estimation," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105548.
  8. Brownback, Andy & Burke, Nathaniel & Gagnon-Bartsch, Tristan, 2024, "Inference from biased polls," Games and Economic Behavior, Elsevier, volume 148, issue C, pages 449-486, DOI: 10.1016/j.geb.2024.10.007.
  9. Kristy Buzard & Ben Horne, 2024, "Inefficient Concessions and Mediation," Quarterly Journal of Political Science, now publishers, volume 19, issue 4, pages 433-458, October, DOI: 10.1561/100.00021220.
  10. Berlin, Mitchell & Byun, Sung Je & D'Erasmo, Pablo & Yu, Edison, 2024, "Measuring climate transition risk at the regional level with an application to community banks," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104834.
  11. Cabrales, Antonio & Hauk, Esther, 2024, "Norms and the evolution of leaders' followership," Games and Economic Behavior, Elsevier, volume 148, issue C, pages 138-161, DOI: 10.1016/j.geb.2024.09.006.
  12. Michael Callen & Jonathan L. Weigel & Noam Yuchtman, 2024, "Experiments About Institutions," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 105-131, August, DOI: 10.1146/annurev-economics-091823-03.
  13. Michael Callen & Saad Gulzar & Arman Rezaee & Jacob N. Shapiro, 2024, "Extending the formal state: the case of Pakistan's Frontier Crimes Regulation," Economica, London School of Economics and Political Science, volume 91, issue 363, pages 701-718, July, DOI: 10.1111/ecca.12527.
  14. Joshua E. Blumenstock & Michael Callen & Tarek Ghani & Robert Gonzalez, 2024, "Violence and Financial Decisions: Evidence from Mobile Money in Afghanistan," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 352-369, March, DOI: 10.1162/rest_a_01147.
  15. Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024, "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, volume 40, issue 1, pages 98-161, February.
  16. Nageeb Ali, S. & Chen-Zion, Ayal & Lillethun, Erik, 2024, "Reselling information," Games and Economic Behavior, Elsevier, volume 148, issue C, pages 23-43, DOI: 10.1016/j.geb.2024.08.015.
    • S. Nageeb Ali & Ayal Chen-Zion & Erik Lillethun, 2020, "Reselling Information," Papers, arXiv.org, number 2004.01788, Apr, revised Dec 2022.
  17. Daniel Chiquiar & Aldo Heffner, 2024, "Efectos heterogéneos de la pandemia del COVID-19 sobre el empleo femenino y masculino en México/Heterogeneous effects of the COVID-19 pandemic on Mexico’s female and male employment," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 39, issue 1, pages 3-59.
  18. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2024, "Corporate bankruptcy and banking deregulation: The effect of financial leverage," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107219.
  19. Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
  20. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2024, "Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 61-82, February, DOI: 10.1515/snde-2021-0083.
  21. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrián, 2024, "Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application," Macroeconomic Dynamics, Cambridge University Press, volume 28, issue 1, pages 32-50, January.
  22. Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107591.
  23. Messer, Kent D. & Feldman, Paul J. & Ganguly, Diya & Iovanna, Rich & Pierce, Julie Suhr, 2024, "Behavioral Science Advisory Boards Could Strengthen USDA’s Conservation Program Amid Unprecedented Spending and Loading Dock Challenges," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 39, issue 03, July, DOI: 10.22004/ag.econ.344744.
  24. Zachary Breig & Paul Feldman, 2024, "Revealing risky mistakes through revisions," Journal of Risk and Uncertainty, Springer, volume 68, issue 3, pages 227-254, June, DOI: 10.1007/s11166-024-09429-3.
  25. Gregory Casey & Stephie Fried & Matthew Gibson, 2024, "Impact of U.S. Labor Productivity Losses from Extreme Heat," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2024, issue 6, May.
  26. Shigeru Fujita & Giuseppe Moscarini & Fabien Postel-Vinay, 2024, "Measuring Employer-to-Employer Reallocation," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 3, pages 1-51, July, DOI: 10.1257/mac.20210076.
  27. Shigeru Fujita & Madison Perry, 2024, "Nonworking Parents or Hungry Children," Economic Insights, Federal Reserve Bank of Philadelphia, volume 9, issue 4, pages 2-9, December.
  28. Gee, Laura K. & Kiyawat, Anoushka & Meer, Jonathan & Schreck, Michael J., 2024, "Pivotal or popular: The effects of social information and feeling pivotal on civic actions," Journal of Economic Behavior & Organization, Elsevier, volume 219, issue C, pages 404-413, DOI: 10.1016/j.jebo.2023.12.016.
  29. Bo Cowgill & Amanda Agan & Laura K. Gee, 2024, "The Gender Disclosure Gap: Salary History Bans Unravel When Men Volunteer Their Income," Organization Science, INFORMS, volume 35, issue 5, pages 1571-1588, September, DOI: 10.1287/orsc.2023.17384.
  30. Flynn, Sean J. & Ghent, Andra, 2024, "Does Main Street Benefit from What Benefits Wall Street?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 3, pages 1300-1336, May.
  31. Morris A Davis & Andra C Ghent & Jesse Gregory, 2024, "The Work-From-Home Technology Boon and its Consequences," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 6, pages 3362-3401.
  32. Sean Flynn & Andra Ghent & Alexei Tchistyi, 2024, "The Imitation Game: The Imitation Game: How Encouraging Renegotiation Makes Good Borrowers Bad," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 12, pages 3648-3709.
  33. Casey, Gregory & Fried, Stephie & Gibson, Matthew, 2024, "Understanding climate damages: Consumption versus investment," European Economic Review, Elsevier, volume 167, issue C, DOI: 10.1016/j.euroecorev.2024.104799.
  34. Ben Gilbert & Ben Hoen & Hannah Gagarin, 2024, "Distributional Equity in the Employment and Wage Impacts of Energy Transitions," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 11, issue S1, pages 261-298, DOI: 10.1086/732186.
  35. Gadea-Rivas, Maria Dolores & Gonzalo, Jesús & Ramos, Andrey, 2024, "Trends in temperature data: Micro-foundations of their nature," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111992.
  36. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024, "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1166-1178, DOI: 10.1016/j.ijforecast.2023.10.005.
  37. Yun Luo & Gloria González-Rivera, 2024, "A Truncated Mixture Transition Model for Interval-Valued Time Series," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1130-1169.
  38. Massimo Guidolin & Giulia F. Panzeri, 2024, "Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models," Forecasting, MDPI, volume 6, issue 3, pages 1-33, September.
  39. Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, volume 12, issue 2, pages 1-26, February.
  40. Monia Magnani & Massimo Guidolin & Ian Berk, 2024, "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 7, pages 666-699, December, DOI: 10.1057/s41260-024-00377-w.
  41. Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2024, "A new method for generating random correlation matrices," The Econometrics Journal, Royal Economic Society, volume 27, issue 2, pages 188-212.
  42. Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2024, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 187-223.
  43. Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024, "Periodicity in Cryptocurrency Volatility and Liquidity," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 224-251.
  44. Ilya Archakov & Peter Reinhard Hansen, 2024, "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," The Review of Economics and Statistics, MIT Press, volume 106, issue 4, pages 1099-1113, July, DOI: 10.1162/rest_a_01258.
  45. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024, "State-dependent local projections," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105702.
  46. Kathleen C. Sitter & Brooke Allemang & Amber P. E. Young & Ana Herrera, 2024, "Building Connections: The Impact of Digital Storytelling on Communication and Leadership Skills Among Disabled Young Adults," Disabilities, MDPI, volume 4, issue 4, pages 1-12, November.
  47. Jungbin Hwang & Gonzalo Valdés, 2024, "Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 160-173, January, DOI: 10.1080/07350015.2023.2166513.
  48. Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2024, "A short term credibility index for central banks under inflation targeting: An application to Brazil," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103057.
  49. Òscar Jordà & Aren S. Yalcin, 2024, "When Is Shelter Services Inflation Coming Down?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2024, issue 23, September.
  50. River Bell & Òscar Jordà & Fernanda Nechio & Aditi Poduri & Stephanie Stewart, 2024, "International Influences on U.S. Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2024, issue 27, pages 1-6, October.
  51. Wei Zhao & David M. Kaplan, 2024, "Conditions for extrapolating differences in consumption to differences in welfare," Economic Inquiry, Western Economic Association International, volume 62, issue 3, pages 1090-1104, July, DOI: 10.1111/ecin.13224.
  52. David M. Kaplan & Xin Liu, 2024, "k-Class instrumental variables quantile regression," Empirical Economics, Springer, volume 67, issue 1, pages 111-141, July, DOI: 10.1007/s00181-023-02543-2.
  53. David M. Kaplan & Xin Liu, 2024, "Confidence intervals for intentionally biased estimators," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 2-4, pages 197-214, April, DOI: 10.1080/07474938.2024.2312288.
  54. David M. Kaplan, 2024, "Inference on Consensus Ranking of Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 839-850, July, DOI: 10.1080/07350015.2023.2252040.
  55. Minki Kim & Munseob Lee, 2024, "The US structural transformation and regional convergence: Racial heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1172-1179, September, DOI: 10.1002/jae.3074.
  56. Candelaria, Christopher A. & Fazlul, Ishtiaque & Koedel, Cory & Shores, Kenneth A., 2024, "Weighting for progressivity? An analysis of implicit tradeoffs associated with weighted student funding in Tennessee," Economics of Education Review, Elsevier, volume 103, issue C, DOI: 10.1016/j.econedurev.2024.102600.
  57. Sofia P. Baker & Cory Koedel, 2024, "Diversity trends among faculty in STEM and non-STEM fields at selective public universities in the U.S. from 2016 to 2023," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-9, December, DOI: 10.1057/s41599-024-03687-x.
  58. Cheng Qian & Cory Koedel, 2024, "Could Shifting the Margin Between Community College and University Enrollment Expand and Diversify University Degree Production in STEM Fields?," Research in Higher Education, Springer;Association for Institutional Research, volume 65, issue 1, pages 42-69, February, DOI: 10.1007/s11162-023-09750-x.
  59. Alfredo Burlando & Michael A Kuhn & Silvia Prina, 2024, "The role of credit reports in digital lending: a case study from Mexico," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 40, issue 1, pages 104-117.
  60. Esteban García-Miralles & Jonathan M. Leganza, 2024, "Public Pensions and Private Savings," American Economic Journal: Economic Policy, American Economic Association, volume 16, issue 2, pages 366-405, May, DOI: 10.1257/pol.20220019.
  61. García-Miralles, Esteban & Leganza, Jonathan M., 2024, "Joint retirement of couples: Evidence from discontinuities in Denmark," Journal of Public Economics, Elsevier, volume 230, issue C, DOI: 10.1016/j.jpubeco.2023.105036.
  62. Leganza, Jonathan M., 2024, "The effect of required minimum distributions on intergenerational transfers," Journal of Public Economics, Elsevier, volume 232, issue C, DOI: 10.1016/j.jpubeco.2024.105091.
  63. Levere, Michael & Hemmeter, Jeffrey & Wittenburg, David, 2024, "The importance of schools in driving children’s applications for disability benefits," Journal of Public Economics, Elsevier, volume 239, issue C, DOI: 10.1016/j.jpubeco.2024.105239.
  64. Michael Levere & Gayatri Acharya & Prashant Bharadwaj, 2024, "The Role of Information and Cash Transfers on Early-Childhood Development: Short- and Long-Run Evidence from Nepal," Economic Development and Cultural Change, University of Chicago Press, volume 72, issue 3, pages 1267-1293, DOI: 10.1086/723203.
  65. Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
  66. Hao Hao & Bai Huang & Tae-hwy Lee, 2024, "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, volume 51, issue 1, pages 53-69, January, DOI: 10.1080/02664763.2022.2114432.
  67. Jeffrey Brinkman & Jeffrey Lin, 2024, "Freeway Revolts! The Quality of Life Effects of Highways," The Review of Economics and Statistics, MIT Press, volume 106, issue 5, pages 1268-1284, September, DOI: 10.1162/rest_a_01244.
  68. Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024, "Estimating systemic risk for non-listed Euro-area banks," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101339.
  69. Sulkhan Chavleishvili & Simone Manganelli, 2024, "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 1, pages 66-85, January, DOI: 10.1002/jae.3009.
  70. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2024, "Data science in economy and finance: A central bank perspective," Journal of Digital Banking, Henry Stewart Publications, volume 9, issue 1, pages 30-48, June.
  71. Labanca, Claudio & Molina, Danielken & Muendler, Marc-Andreas, 2024, "Preparing for export opportunities," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103968.
  72. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2024, "Human Capital Investment and Development: The Role of On-the-Job Training," Journal of Political Economy Macroeconomics, University of Chicago Press, volume 2, issue 1, pages 107-148, DOI: 10.1086/728667.
  73. Marcus Bansah & William Neilson & Jun Soo Lee, 2024, "Overconfidence, underconfidence, and entry in contests," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 45, issue 1, pages 19-33, January, DOI: 10.1002/mde.3980.
  74. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024, "Credit default swaps and corporate carbon emissions in Japan," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107504.
  75. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024, "Sustainability and credit spreads in Japan," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103052.
  76. Tomoo Inoue & Tatsuyoshi Okimoto, 2024, "Exploring the dynamic relationship between mobility and the spread of COVID-19, and the role of vaccines," Applied Economics, Taylor & Francis Journals, volume 56, issue 50, pages 6188-6202, October, DOI: 10.1080/00036846.2023.2269630.
  77. Guisinger Amy Y. & Jackson Laura E. & Owyang Michael T., 2024, "Age and gender differentials in unemployment and hysteresis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 567-581, DOI: 10.1515/snde-2022-0068.
  78. Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024, "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 132-149, DOI: 10.1016/j.ecosta.2021.08.004.
  79. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
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    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  80. Oh, Dong Hwan & Patton, Andrew J., 2024, "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105767.
  81. Danilo Leiva‐León & Gabriel Perez Quiros & Eyno Rots, 2024, "Real‐time weakness of the global economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 813-832, August, DOI: 10.1002/jae.3054.
  82. Stephie Fried & Kevin Novan & William B. Peterman, 2024, "Understanding the Inequality and Welfare Impacts of Carbon Tax Policies," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 11, issue S1, pages 231-260, DOI: 10.1086/732842.
  83. Claire Boeing-Reicher & Vincenzo Caponi, 2024, "Public wages, public employment, and business cycle volatility: Evidence from U.S. metro areas," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.05.001.
  84. Jack Robles, 2024, "Evolution, Investment, and Bargaining," Dynamic Games and Applications, Springer, volume 14, issue 2, pages 428-452, May, DOI: 10.1007/s13235-023-00499-7.
  85. Mauricio Romero & Juan Bedoya & Monica Yanez‐Pagans & Marcela Silveyra & Rafael de Hoyos, 2024, "The effect of school grants on test scores: experimental evidence from Mexico," Economica, London School of Economics and Political Science, volume 91, issue 363, pages 980-995, July, DOI: 10.1111/ecca.12523.
  86. Alasino, Enrique & Ramírez, María José & Romero, Mauricio & Schady, Norbert & Uribe, David, 2024, "Learning losses during the COVID-19 pandemic: Evidence from Mexico," Economics of Education Review, Elsevier, volume 98, issue C, DOI: 10.1016/j.econedurev.2023.102492.
  87. Adrian Bruhin & Fidel Petros & Luís Santos-Pinto, 2024, "The role of self-confidence in teamwork: experimental evidence," Experimental Economics, Springer;Economic Science Association, volume 27, issue 3, pages 687-712, July, DOI: 10.1007/s10683-024-09829-x.
  88. Inácio Bó & Jörgen Kratz & Makoto Shimoji, 2024, "Generalized cumulative offer processes," Review of Economic Design, Springer;Society for Economic Design, volume 28, issue 3, pages 573-591, September, DOI: 10.1007/s10058-024-00350-4.
  89. Sheldon, Tamara L. & Dua, Rubal, 2024, "The dynamic role of subsidies in promoting global electric vehicle sales," Transportation Research Part A: Policy and Practice, Elsevier, volume 187, issue C, DOI: 10.1016/j.tra.2024.104173.
  90. Omid M. Ardakani & N. Kundan Kishor & Suyong Song, 2024, "Does membership of the EMU matter for economic and financial outcomes?," Contemporary Economic Policy, Western Economic Association International, volume 42, issue 3, pages 416-447, July, DOI: 10.1111/coep.12638.
  91. Jafar Namdar & Jennifer Blackhurst & Kang Zhao & Suyong Song, 2024, "Cascading disruptions: Impact of modularity and nexus supplier predictions," Journal of Supply Chain Management, Institute for Supply Management, volume 60, issue 3, pages 18-38, July, DOI: 10.1111/jscm.12326.
  92. Song, Suyong & Wang, Jiawei (Brooke), 2024, "Boardroom networks and corporate investment," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102522.
  93. Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia, 2024, "Testing For Strict Stationarity Via The Discrete Fourier Transform," Econometric Theory, Cambridge University Press, volume 40, issue 3, pages 511-557, June.
  94. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024, "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105685.
  95. Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024, "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105761.
  96. Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2024, "A one-covariate-at-a-time multiple testing approach to variable selection in additive models," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 9, pages 671-712, October, DOI: 10.1080/07474938.2024.2357771.
  97. Zhonghao Fu & Liangjun Su & Xia Wang, 2024, "Estimation and Inference on Time-Varying FAVAR Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 533-547, April, DOI: 10.1080/07350015.2023.2203726.
  98. Yiqiu Cao & Sainan Jin & Xun Lu & Liangjun Su, 2024, "Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1169-1184, October, DOI: 10.1080/07350015.2023.2294124.
  99. Liu, Yang & Swanson, Norman R., 2024, "An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1391-1409, DOI: 10.1016/j.ijforecast.2023.11.010.
  100. Aguilar-Gomez, Sandra & Gutierrez, Emilio & Heres, David & Jaume, David & Tobal, Martin, 2024, "Thermal stress and financial distress: Extreme temperatures and firms’ loan defaults in Mexico," Journal of Development Economics, Elsevier, volume 168, issue C, DOI: 10.1016/j.jdeveco.2023.103246.
  101. Ono, Arito & Suzuki, Katsushi & Uesugi, Iichiro, 2024, "When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101294.
  102. 寺西, 重郎 & TERANISHI, Juro & 植杉, 威一郎 & UESUGI, Iichiro, 2024, "植杉威一郎 著『中小企業金融の経済学』, Iichiro Uesugi, “Economics of Small Business Finance"," Economic Review, Hitotsubashi University, volume 75, issue 1, pages 5-5, April.
  103. Daisuke Miyakawa & Chihiro Shimizu & Iichiro Uesugi, 2024, "Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 3, pages 394-424, April, DOI: 10.1007/s11146-022-09937-6.
  104. Don U. A. Galagedera & Jessica Leung & Farshid Vahid, 2024, "Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective," SAGE Open, , volume 14, issue 2, pages 21582440241, June, DOI: 10.1177/21582440241256953.
  105. Aray, Henry & Vera, David, 2024, "A tale of oil production collapse," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105044.
  106. Takeshi Osada & David Vera & Taketoshi Hashimoto, 2024, "Personal Networks, Board Structures and Corporate Fraud in Japan," JRFM, MDPI, volume 17, issue 8, pages 1-17, July.
  107. Daniela Vidart, 2024, "Human Capital, Female Employment, and Electricity: Evidence from the Early 20th-Century United States," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 1, pages 560-594.
  108. Ahsanuzzaman, & Eskander, Shaikh & Islam, Asad & Wang, Liang Choon, 2024, "Non-price energy conservation information and household energy consumption in a developing country: Evidence from an RCT," Journal of Environmental Economics and Management, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeem.2024.103022.
  109. Hashibul Hassan & Asad Islam & Abu Siddique & Liang Choon Wang, 2024, "Telementoring and Homeschooling During School Closures: a Randomised Experiment in Rural Bangladesh," The Economic Journal, Royal Economic Society, volume 134, issue 662, pages 2418-2438.
  110. Jun Sung Kim & Liang Choon Wang, 2024, "The differential effects of exchange rate fluctuations on local housing price growth: evidence from Australia," Regional Studies, Taylor & Francis Journals, volume 58, issue 1, pages 135-150, January, DOI: 10.1080/00343404.2023.2187044.
  111. Liang Choon Wang & Michael Vlassopoulos & Asad Islam & Hashibul Hassan, 2024, "Delivering Remote Learning Using a Low-Tech Solution: Evidence from a Randomized Controlled Trial in Bangladesh," Journal of Political Economy Microeconomics, University of Chicago Press, volume 2, issue 3, pages 562-601, DOI: 10.1086/730456.
  112. Hoang, Trang & Wooldridge, Jeffrey M., 2024, "Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111436.
  113. Akanksha Negi & Wooldridge Jeffrey M., 2024, "Doubly robust estimation of multivariate fractional outcome means with multivalued treatments," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 2-4, pages 175-196, April, DOI: 10.1080/07474938.2024.2310987.
  114. Michael D. Bates & Leslie E. Papke & Jeffrey M. Wooldridge, 2024, "Non linear correlated random effects models with endogeneity and unbalanced panels," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 9, pages 713-732, October, DOI: 10.1080/07474938.2024.2357431.
  115. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "The Role of International Financial Integration in Monetary Policy Transmission," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 3, pages 944-990, September, DOI: 10.1057/s41308-024-00241-2.
  116. Youngsoon Kwon & Myungkyu Shim & Hee-Seung Yang, 2024, "Effects of Initial Labor Market Conditions on Job Polarization: Evidence from South Korea," Korean Economic Review, Korean Economic Association, volume 40, pages 219-253.
  117. Michell Dong & Jongkwan Lee & Hee-Seung Yang, 2024, "How does low-skilled immigration affect native wages? Evidence from Employment Permit System in Korea," Oxford Economic Papers, Oxford University Press, volume 76, issue 2, pages 433-450.
  118. Booyuel Kim & Rony Rodriguez-Ramirez & Hee-Seung Yang, 2024, "Does the small business programme benefit self-employed workers? Evidence from Nicaragua," Journal of Development Effectiveness, Taylor & Francis Journals, volume 16, issue 4, pages 428-447, October, DOI: 10.1080/19439342.2023.2300138.

2023

  1. Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023, "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106798.
  2. Michael D. Bauer & Eric T. Swanson, 2023, "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, volume 113, issue 3, pages 664-700, March, DOI: 10.1257/aer.20201220.
  3. Michael D. Bauer & Ben S. Bernanke & Eric Milstein, 2023, "Risk Appetite and the Risk-Taking Channel of Monetary Policy," Journal of Economic Perspectives, American Economic Association, volume 37, issue 1, pages 77-100, Winter, DOI: 10.1257/jep.37.1.77.
  4. Michael D. Bauer & Glenn D. Rudebusch, 2023, "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, volume 105, issue 5, pages 1255-1270, September, DOI: 10.1162/rest_a_01109.
  5. Michael D. Bauer & Eric T. Swanson, 2023, "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, volume 37, issue 1, pages 87-155, DOI: 10.1086/723574.
  6. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2023, "Mediated talk: An experiment," Journal of Economic Theory, Elsevier, volume 208, issue C, DOI: 10.1016/j.jet.2022.105593.
  7. Bollerslev, Tim, 2023, "Reprint of: Generalized Autoregressive Conditional Heteroskedasticity," Journal of Econometrics, Elsevier, volume 234, issue S, pages 25-37, DOI: 10.1016/j.jeconom.2023.02.001.
  8. Bollerslev, Tim & Todorov, Viktor, 2023, "The jump leverage risk premium," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103723.
  9. Bellés-Obrero, Cristina & Cabrales, Antonio & Jiménez-Martín, Sergi & Vall-Castelló, Judit, 2023, "Women’s education, fertility and children’ health during a gender equalization process: Evidence from a child labor reform in Spain," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104411.
  10. Bandyopadhyay, Siddhartha & Cabrales, Antonio, 2023, "Pricing group membership," Mathematical Social Sciences, Elsevier, volume 123, issue C, pages 114-121, DOI: 10.1016/j.mathsocsci.2023.02.009.
  11. Brañas-Garza, Pablo & Cabrales, Antonio & Mateu, Guillermo & Sánchez, Angel & Sutan, Angela, 2023, "Social interaction and negotiation outcomes: An experimental approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 102, issue C, DOI: 10.1016/j.socec.2022.101948.
  12. Callen, Michael & Gulzar, Saad & Hasanain, Ali & Khan, Muhammad Yasir & Rezaee, Arman, 2023, "The political economy of public sector absence," Journal of Public Economics, Elsevier, volume 218, issue C, DOI: 10.1016/j.jpubeco.2022.104787.
  13. James Andreoni & Michael Callen & Karrar Hussain & Muhammad Yasir Khan & Charles Sprenger, 2023, "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan," Journal of the European Economic Association, European Economic Association, volume 21, issue 4, pages 1428-1477.
  14. Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023, "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 7-32, February, DOI: 10.1111/joes.12450.
  15. Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2023, "The asymmetric response of dividends to earnings news," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103792.
  16. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023, "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106993.
  17. Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023, "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 449-484, September, DOI: 10.1515/snde-2021-0102.
  18. Blazsek, Szabolcs & Escribano, Alvaro & Licht, Adrian, 2023, "Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 1, pages 203-223, January.
  19. Blazsek, Szabolcs & Escribano, Alvaro, 2023, "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2023.106522.
  20. Feng, Ying & Ren, Jie, 2023, "Skill bias, financial frictions, and selection into entrepreneurship," Journal of Development Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jdeveco.2023.103046.
  21. Dufwenberg, Martin & Feldman, Paul & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2023, "Honesty in the city," Games and Economic Behavior, Elsevier, volume 139, issue C, pages 15-25, DOI: 10.1016/j.geb.2023.01.007.
    • Martin Dufwenberg & Paul Feldman & Maros Servatka & Jorge Tarraso & Radovan Vadovic, 2022, "Honesty in the City," Working Papers, University of Alaska Anchorage, Department of Economics, number 2022-03, Nov.
    • Dufwenberg, Martin & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2021, "Honesty in the City," MPRA Paper, University Library of Munich, Germany, number 106256, Feb.
    • Dufwenberg, Martin & Feldman, Paul & Servátka, Maroš & Tarrasó, Jorge & Vadovič, Radovan, 2022, "Honesty in the city," MPRA Paper, University Library of Munich, Germany, number 115044, Sep.
  22. Gregory Casey & Stephie Fried & Ethan Goode, 2023, "How Long Do Rising Temperatures Affect Economic Growth?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2023, issue 15, pages 1-6, June.
  23. Fujita, Shigeru & Fujiwara, Ippei, 2023, "Aging and the real interest rate in Japan: A labor market channel," Journal of the Japanese and International Economies, Elsevier, volume 69, issue C, DOI: 10.1016/j.jjie.2023.101262.
  24. Wu, Zhen-Xing & Gau, Yin-Feng & Chen, Yu-Lun, 2023, "Price discovery and triangular arbitrage in currency markets," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102912.
  25. Simeone, Christina E. & Lange, Ian & Gilbert, Ben, 2023, "Pass-through in residential retail electricity competition: Evidence from Pennsylvania," Utilities Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.jup.2022.101479.
  26. Ensieh Shojaeddini & Ben Gilbert, 2023, "Heterogeneity in the Rebound Effect: Evidence from Efficient Lighting Subsidies," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 84, issue 1, pages 173-217, January, DOI: 10.1007/s10640-022-00721-x.
  27. Mark Agerton & Ben Gilbert & Gregory B. Upton, 2023, "The Economics of Natural Gas Flaring and Methane Emissions in US Shale: An Agenda for Research and Policy," Review of Environmental Economics and Policy, University of Chicago Press, volume 17, issue 2, pages 251-273, DOI: 10.1086/725004.
  28. Liang Chen & Juan J. Dolado & Jesús Gonzalo & Andrey Ramos, 2023, "Heterogeneous predictive association of CO2 with global warming," Economica, London School of Economics and Political Science, volume 90, issue 360, pages 1397-1421, October, DOI: 10.1111/ecca.12491.
  29. Ian Berk & Massimo Guidolin & Monia Magnani, 2023, "New ESG rating drivers in the cross‐section of European stock returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 46, issue S1, pages 133-162, December, DOI: 10.1111/jfir.12356.
  30. Guidolin, Massimo & Wang, Kai, 2023, "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128496.
  31. Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 1, pages 108-149, July, DOI: 10.1007/s11146-020-09769-2.
  32. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2023, "The dynamics of returns predictability in cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 6, pages 583-611, April, DOI: 10.1080/1351847X.2022.2084343.
  33. Josephat J. Hongoli & Youjin Hahn, 2023, "Early life exposure to cold weather shocks and growth stunting: Evidence from Tanzania," Health Economics, John Wiley & Sons, Ltd., volume 32, issue 12, pages 2855-2879, December, DOI: 10.1002/hec.4758.
  34. Tong, Chen & Hansen, Peter Reinhard, 2023, "Characterizing correlation matrices that admit a clustered factor representation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111433.
  35. Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023, "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106891.
  36. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023, "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 6, pages 820-839, September, DOI: 10.1002/jae.2978.
  37. Hwang, Jungbin & Valdés, Gonzalo, 2023, "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 327-352, DOI: 10.1016/j.jeconom.2021.12.007.
  38. Issler, João Victor & Soares, Ana Flávia, 2023, "Central bank credibility and inflation expectations: a microfounded forecasting approach," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 5, pages 1268-1288, July.
  39. Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2023, "An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 77, issue 4, December.
  40. Jordà, Òscar & Nechio, Fernanda, 2023, "Inflation and wage growth since the pandemic," European Economic Review, Elsevier, volume 156, issue C, DOI: 10.1016/j.euroecorev.2023.104474.
  41. Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2023, "Does Monetary Policy Have Long-Run Effects?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2023, issue 23, pages 1-6, September.
  42. Zoë Arnaut-Hull & Òscar Jordà & Fernanda Nechio, 2023, "The Bell Curve of Global CO2 Emission Intensity," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2023, issue 27, pages 1-6, October.
  43. David M Kaplan & Wei Zhao, 2023, "Comparing latent inequality with ordinal data," The Econometrics Journal, Royal Economic Society, volume 26, issue 2, pages 189-214.
  44. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023, "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, volume 26, issue 2, pages 279-306.
  45. Hiroaki Kaido & Yi Zhang, 2023, "Applications of Choquet expected utility to hypothesis testing with incompleteness," The Japanese Economic Review, Springer, volume 74, issue 4, pages 551-572, October, DOI: 10.1007/s42973-023-00146-1.
  46. Titan Alon & Minki Kim & David Lagakos & Mitchell Vuren, 2023, "Macroeconomic Effects of COVID-19 Across the World Income Distribution," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 71, issue 1, pages 99-147, March, DOI: 10.1057/s41308-022-00182-8.
  47. Shannon Breske & Cory Koedel & Eric Parsons, 2023, "Field interest and the choice of college major," Economics Bulletin, AccessEcon, volume 43, issue 2, pages 688-699.
  48. Fazlul, Ishtiaque & Koedel, Cory & Parsons, Eric, 2023, "Free and reduced-price meal enrollment does not measure student poverty: Evidence and policy significance," Economics of Education Review, Elsevier, volume 94, issue C, DOI: 10.1016/j.econedurev.2023.102374.
  49. Austin, Wes & Figlio, David & Goldhaber, Dan & Hanushek, Eric A. & Kilbride, Tara & Koedel, Cory & Sean Lee, Jaeseok & Lou, Jin & Özek, Umut & Parsons, Eric & Rivkin, Steven G. & Sass, Tim R. & Strunk, 2023, "Academic mobility in U.S. public schools: Evidence from nearly 3 million students," Journal of Public Economics, Elsevier, volume 228, issue C, DOI: 10.1016/j.jpubeco.2023.105016.
  50. Cory Koedel & Trang Pham, 2023, "The Narrowing Gender Wage Gap Among Faculty at Public Universities in the U.S," SAGE Open, , volume 13, issue 3, pages 21582440231, August, DOI: 10.1177/21582440231192936.
  51. Lakdawala, Aeimit & Moreland, Timothy, 2023, "The effect of monetary policy on firm-level uncertainty," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111319.
  52. Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023, "Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic," Indian Economic Review, Springer, volume 58, issue 2, pages 261-291, September, DOI: 10.1007/s41775-023-00171-2.
  53. Leah K. Lakdawala & Eduardo Nakasone & Kevin Kho, 2023, "Dynamic Impacts of School-Based Internet Access on Student Learning: Evidence from Peruvian Public Primary Schools," American Economic Journal: Economic Policy, American Economic Association, volume 15, issue 4, pages 222-254, November, DOI: 10.1257/pol.20200719.
  54. Katie Bollman & Leah K. Lakdawala, 2023, "Effects of Parental Disability on Children's Schooling: The Surprising Role of Parental Education," AEA Papers and Proceedings, American Economic Association, volume 113, pages 477-481, May, DOI: 10.1257/pandp.20231124.
  55. Lee Tae-Hwy & Wang He & Xi Zhou & Zhang Ru, 2023, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 57-83, January, DOI: 10.1515/jem-2020-0014.
  56. Nelson Lind & Natalia Ramondo, 2023, "Trade with Correlation," American Economic Review, American Economic Association, volume 113, issue 2, pages 317-353, February, DOI: 10.1257/aer.20190781.
  57. Nelson Lind & Natalia Ramondo, 2023, "Global Innovation and Knowledge Diffusion," American Economic Review: Insights, American Economic Association, volume 5, issue 4, pages 494-510, December, DOI: 10.1257/aeri.20220384.
  58. Mitch Downey & Nelson Lind & Jeffrey G. Shrader, 2023, "Adjusting to Rain Before It Falls," Management Science, INFORMS, volume 69, issue 12, pages 7399-7422, December, DOI: 10.1287/mnsc.2023.4697.
  59. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2023, "Machine learning applications in central banking," Journal of AI, Robotics & Workplace Automation, Henry Stewart Publications, volume 2, issue 3, pages 271-293, March.
  60. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
  61. Vaishal Patel & George Monokroussos & Jason Chen, 2023, "Commentary on "A New Approach to Business Planning during Crises"," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 68, pages 57-59, Q1.
  62. Aono, Kohei & Okimoto, Tatsuyoshi, 2023, "When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102428.
  63. Bokun, Kathryn O. & Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2023, "FRED-SD: A real-time database for state-level data with forecasting applications," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 279-297, DOI: 10.1016/j.ijforecast.2021.11.008.
  64. Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola, 2023, "A time-varying threshold STAR model with applications," Oxford Open Economics, Oxford University Press, volume 2, issue , pages 63-98.
  65. Oh, Dong Hwan & Patton, Andrew J., 2023, "Dynamic factor copula models with estimated cluster assignments," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.07.012.
  66. Sílvia Gonçalves & Ulrich Hounyo & Andrew J. Patton & Kevin Sheppard, 2023, "Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 683-694, July, DOI: 10.1080/07350015.2022.2058949.
  67. Andrew J. Patton & Brian M. Weller, 2023, "Testing for Unobserved Heterogeneity via k-means Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 737-751, July, DOI: 10.1080/07350015.2022.2061983.
  68. Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros, 2023, "Fiscal targets. A guide to forecasters?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 4, pages 472-492, June, DOI: 10.1002/jae.2968.
  69. Bryan Kelly & Diogo Palhares & Seth Pruitt, 2023, "Modeling Corporate Bond Returns," Journal of Finance, American Finance Association, volume 78, issue 4, pages 1967-2008, August, DOI: 10.1111/jofi.13233.
  70. Isaac Mbiti & Mauricio Romero & Youdi Schipper, 2023, "Designing Effective Teacher Performance Pay Programs: Experimental Evidence from Tanzania," The Economic Journal, Royal Economic Society, volume 133, issue 653, pages 1968-2000.
  71. Colzani, Paola & Michailidou, Georgia & Santos-Pinto, Luis, 2023, "Experimental evidence on the transmission of honesty and dishonesty: A stairway to heaven and a highway to hell," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111257.
  72. Makoto Shimoji, 2023, "Setting an exam as an information design problem," International Journal of Economic Theory, The International Society for Economic Theory, volume 19, issue 3, pages 559-579, September, DOI: 10.1111/ijet.12368.
  73. Sheldon, Tamara L. & Dua, Rubal & Alharbi, Omar Abdullah, 2023, "Electric vehicle subsidies: Time to accelerate or pump the brakes?," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106641.
  74. Tamara L Sheldon & J R DeShazo & Bronwyn Lewis Friscia, 2023, "Micro-targeting consumers to reduce consumptive externalities," PLOS ONE, Public Library of Science, volume 18, issue 5, pages 1-20, May, DOI: 10.1371/journal.pone.0284338.
  75. Tamara L. Sheldon & Rubal Dua & Omar Abdullah Alharbib, 2023, "How Cost-effective are Electric Vehicle Subsidies in Reducing Tailpipe-CO2 Emissions? An Analysis of Major Electric Vehicle Markets," The Energy Journal, , volume 44, issue 3, pages 223-250, May, DOI: 10.5547/01956574.44.2.tshe.
  76. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023, "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 155-183, DOI: 10.1016/j.jeconom.2022.02.002.
  77. Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023, "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1955-1980, DOI: 10.1016/j.jeconom.2023.02.007.
  78. Lu, Xun & Su, Liangjun, 2023, "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 694-719, DOI: 10.1016/j.jeconom.2022.07.002.
  79. Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023, "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 720-744, DOI: 10.1016/j.jeconom.2022.08.001.
  80. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023, "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 927-948, DOI: 10.1016/j.jeconom.2022.07.010.
  81. Wenxin Huang & Liangjun Su & Yuan Zhuang, 2023, "Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 509-522, April, DOI: 10.1080/07350015.2022.2036613.
  82. Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023, "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1747-1769, DOI: 10.1016/j.jeconom.2022.12.011.
  83. Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023, "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, volume 64, issue 3, pages 1421-1469, March, DOI: 10.1007/s00181-022-02289-3.
  84. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023, "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 4, pages 596-622, June, DOI: 10.1002/jae.2962.
  85. Emilio Gutierrez & David Jaume & Martín Tobal, 2023, "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," American Economic Journal: Economic Policy, American Economic Association, volume 15, issue 4, pages 1-36, November, DOI: 10.1257/pol.20210354.
  86. David Jaume & Martin Tobal & Renato Yslas, 2023, "Vertical Differentiation, Risk-Taking and Retail Funding," Journal of Financial Services Research, Springer;Western Finance Association, volume 64, issue 1, pages 133-153, August, DOI: 10.1007/s10693-022-00391-2.
  87. Honda, Tomohito & Hosono, Kaoru & Miyakawa, Daisuke & Ono, Arito & Uesugi, Iichiro, 2023, "Determinants and effects of the use of COVID-19 business support programs in Japan," Journal of the Japanese and International Economies, Elsevier, volume 67, issue C, DOI: 10.1016/j.jjie.2022.101239.
  88. Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023, "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 450-469, DOI: 10.1016/j.ijforecast.2021.12.008.
  89. Hashibul Hassan & Asad Islam & Abu Siddique & Liang Choon Wang, 2023, "Emotional and Behavioral Impacts of Telementoring and Homeschooling Support on Children," AEA Papers and Proceedings, American Economic Association, volume 113, pages 498-502, May, DOI: 10.1257/pandp.20231012.
  90. Islam, Asad & Tasneem, Sakiba & Wang, Liang Choon, 2023, "Fishermen’s competitiveness and labour market performance: Evidence from shrimpers in Bangladesh," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 67, issue 03, April, DOI: 10.22004/ag.econ.343052.
  91. Paul Ho & Mark Watson, 2023, "What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 23, issue 37, November.
  92. Kwak Do Won & Martin Robert S. & Wooldridge Jeffrey M., 2023, "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 33-56, January, DOI: 10.1515/jem-2021-0005.
  93. Wooldridge, Jeffrey M., 2023, "What is a standard error? (And how should we compute it?)," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105517.
  94. Jeffrey M Wooldridge, 2023, "Simple approaches to nonlinear difference-in-differences with panel data," The Econometrics Journal, Royal Economic Society, volume 26, issue 3, pages 31-66.
  95. Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023, "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 138, issue 1, pages 1-35.
  96. Leslie E. Papke & Jeffrey M. Wooldridge, 2023, "A simple, robust test for choosing the level of fixed effects in linear panel data models," Empirical Economics, Springer, volume 64, issue 6, pages 2683-2701, June, DOI: 10.1007/s00181-022-02337-y.
  97. Cardamone, Dario & Sims, Eric & Wu, Jing Cynthia, 2023, "Wall Street QE vs. Main Street Lending," European Economic Review, Elsevier, volume 156, issue C, DOI: 10.1016/j.euroecorev.2023.104475.
  98. Jia, Chengcheng & Wu, Jing Cynthia, 2023, "Average inflation targeting: Time inconsistency and ambiguous communication," Journal of Monetary Economics, Elsevier, volume 138, issue C, pages 69-86, DOI: 10.1016/j.jmoneco.2023.05.010.
  99. Eric Sims & Jing Cynthia Wu & Ji Zhang, 2023, "The Four-Equation New Keynesian Model," The Review of Economics and Statistics, MIT Press, volume 105, issue 4, pages 931-947, July, DOI: 10.1162/rest_a_01071.
  100. Young Jin Park & Myungkyu Shim & Hee-Seung Yang & Seung Yong Yoo, 2023, "Is job polarization path-dependent? Evidence from Korea," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 18, pages 2495-2499, October, DOI: 10.1080/13504851.2022.2098236.
  101. Jeongmin Ha & Elizabeth Kayoon Hur & Hee-Seung Yang, 2023, "Do more educated people work for the government?," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 2, pages 149-152, January, DOI: 10.1080/13504851.2021.1980192.

2022

  1. Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022, "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 1-28, January, DOI: 10.3982/QE1367.
  2. Michael D. Bauer & Thomas M. Mertens, 2022, "Current Recession Risk According to the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2022, issue 11, pages 1-05, May.
  3. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.
  4. Blume, Andreas & Deimen, Inga & Inoue, Sean, 2022, "Incomplete contracts versus communication," Journal of Economic Theory, Elsevier, volume 205, issue C, DOI: 10.1016/j.jet.2022.105544.
  5. Blume, Andreas & Park, In-Uck, 2022, "Quid pro quo: friendly information exchange between rivals," Theoretical Economics, Econometric Society, volume 17, issue 3, July.
  6. Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022, "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110245.
  7. Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
  8. Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 348-360, DOI: 10.1016/j.jeconom.2021.04.013.
  9. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "Realized semibetas: Disentangling “good” and “bad” downside risks," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 227-246, DOI: 10.1016/j.jfineco.2021.05.056.
  10. Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
    [Vulnerable Growth]    ," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252.
  11. Capraro, Valerio & Vanzo, Andrea & Cabrales, Antonio, 2022, "Playing with words: Do people exploit loaded language to affect others’ decisions for their own benefit?," Judgment and Decision Making, Cambridge University Press, volume 17, issue 1, pages 50-69, January.
  12. Antonio Cabrales & Ryan Kendall & Angel Sánchez, 2022, "The effectiveness of prosocial policies: Gender differences arising from social norms," PLOS ONE, Public Library of Science, volume 17, issue 12, pages 1-23, December, DOI: 10.1371/journal.pone.0275383.
  13. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022, "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
  14. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2022, "Comprehensively testing linearity hypothesis using the smooth transition autoregressive model," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 8, pages 966-984, September, DOI: 10.1080/07474938.2022.2091713.
  15. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022, "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 1, pages 391-456, February, DOI: 10.1111/iere.12548.
  16. Ilia Zaznov & Julian Kunkel & Alfonso Dufour & Atta Badii, 2022, "Predicting Stock Price Changes Based on the Limit Order Book: A Survey," Mathematics, MDPI, volume 10, issue 8, pages 1-33, April.
  17. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2022, "Multivariate Markov-switching score-driven models: an application to the global crude oil market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 313-335, June, DOI: 10.1515/snde-2020-0099.
  18. Szabolcs Blazsek & Alvaro Escribano, 2022, "Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models," Econometrics, MDPI, volume 10, issue 1, pages 1-29, February.
  19. Fernando Martínez-Santos & Zoraida Frias & Álvaro Escribano, 2022, "What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe," Applied Economics, Taylor & Francis Journals, volume 54, issue 5, pages 536-553, January, DOI: 10.1080/00036846.2021.1967277.
  20. Feng, Ying & Ren, Jie, 2022, "Within marriage age gap across countries," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110190.
  21. Paul Feldman & John Rehbeck, 2022, "Revealing a preference for mixtures: An experimental study of risk," Quantitative Economics, Econometric Society, volume 13, issue 2, pages 761-786, May, DOI: 10.3982/QE1694.
  22. Shigeru Fujita, 2022, "Labor Market Recovery During the COVID-19 Pandemic," Economic Insights, Federal Reserve Bank of Philadelphia, volume 7, issue 2, pages 2-10, July.
  23. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2022, "The Cyclicality of Labor Force Participation Flows: The Role of Labor," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 43, pages 197-216, January, DOI: 10.1016/j.red.2021.02.001.
  24. Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022, "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102105.
  25. Huang, Guan-Ying & Gau, Yin-Feng & Wu, Zhen-Xing, 2022, "Price discovery in fiat currency and cryptocurrency markets," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102615.
  26. Wu, Zhen-Xing & Gau, Yin-Feng, 2022, "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101533.
  27. Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022, "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 384-401, DOI: 10.1016/j.iref.2022.02.057.
  28. Gregory W. Brown & Keith J. Crouch, & Andra Ghent & Robert S. Harris & Yael V. Hochberg & Tim Jenkinson & Steven N. Kaplan & Richard Maxwell & David T. Robinson, 2022, "Should Defined Contribution Plans Include Private Equity Investments?," Financial Analysts Journal, Taylor & Francis Journals, volume 78, issue 4, pages 5-17, October, DOI: 10.1080/0015198X.2022.2093604.
  29. Gilbert, Ben & LaRiviere, Jacob & Novan, Kevin, 2022, "Uncertainty and additionality in energy efficiency programs," Journal of Environmental Economics and Management, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeem.2022.102700.
  30. Abiodun, Kehinde & Gilbert, Ben, 2022, "Does universal electrification shield firms from productivity loss?," World Development Perspectives, Elsevier, volume 28, issue C, DOI: 10.1016/j.wdp.2022.100467.
  31. María Dolores Gadea Rivas & Jesús Gonzalo, 2022, "A tale of three cities: climate heterogeneity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 475-511, May, DOI: 10.1007/s13209-021-00254-4.
  32. Israel Martínez-Hernández & Jesús Gonzalo & Graciela González-Farías, 2022, "Nonparametric estimation of functional dynamic factor model," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 34, issue 4, pages 895-916, October, DOI: 10.1080/10485252.2022.2080825.
  33. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  34. Massimo Guidolin & Manuela Pedio, 2022, "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, volume 4, issue 1, pages 1-32, February.
  35. Prajakta Desai & Massimo Guidolin, 2022, "Performance persistence and optimal asset allocation strategies," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 16, pages 1571-1598, November, DOI: 10.1080/1351847X.2021.1994439.
  36. Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
  37. Anna Kim & Youjin Hahn, 2022, "The motherhood effect on labour market outcomes: evidence from South Korea," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 36, issue 2, pages 71-88, November, DOI: 10.1111/apel.12363.
  38. Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022, "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 535-558, DOI: 10.1016/j.jeconom.2020.12.014.
  39. Peter Reinhard Hansen, 2022, "Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
    [Increased risk of hospitalisation associated with infection with SARS-CoV-2 lineage B.1.1.7 in Denmark]    ," The Econometrics Journal, Royal Economic Society, volume 25, issue 3, pages 739-761.
  40. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2022, "Option pricing with state‐dependent pricing kernel," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 8, pages 1409-1433, August, DOI: 10.1002/fut.22338.
  41. Chen, Guowen & Herrera, Ana María & Lugauer, Steven, 2022, "Policy and misallocation: Evidence from Chinese firm-level data," European Economic Review, Elsevier, volume 149, issue C, DOI: 10.1016/j.euroecorev.2022.104260.
  42. Andréas Heinen & Alfonso Valdesogo, 2022, "The Kendall and Spearman rank correlations of the bivariate skew normal distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 49, issue 4, pages 1669-1698, December, DOI: 10.1111/sjos.12587.
  43. Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022, "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 276-298, DOI: 10.1016/j.jeconom.2020.09.010.
  44. Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022, "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106615.
  45. Anaya, Lina & Iriberri, Nagore & Rey-Biel, Pedro & Zamarro, Gema, 2022, "Understanding performance in test taking: The role of question difficulty order," Economics of Education Review, Elsevier, volume 90, issue C, DOI: 10.1016/j.econedurev.2022.102293.
  46. David Card & Stefano DellaVigna & Patricia Funk & Nagore Iriberri, 2022, "Gender Differences in Peer Recognition by Economists," Econometrica, Econometric Society, volume 90, issue 5, pages 1937-1971, September, DOI: 10.3982/ECTA18027.
  47. Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022, "Incentive-driven inattention," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 188-212, DOI: 10.1016/j.jeconom.2020.06.010.
  48. Òscar Jordà & Celeste Liu & Fernanda Nechio & Fabián Rivera-Reyes, 2022, "Why Is U.S. Inflation Higher than in Other Countries?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2022, issue 07, pages 1-06, March.
  49. Òscar Jordà & Celeste Liu & Fernanda Nechio & Fabián Rivera-Reyes, 2022, "Wage Growth When Inflation Is High," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2022, issue 25, pages 1-6, September.
  50. Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor, 2022, "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4561-4586.
  51. Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022, "Longer-Run Economic Consequences of Pandemics," The Review of Economics and Statistics, MIT Press, volume 104, issue 1, pages 166-175, March, DOI: 10.1162/rest_a_01042.
  52. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2022, "Sticky wages in a world of ideas," Economic Inquiry, Western Economic Association International, volume 60, issue 4, pages 1757-1781, October, DOI: 10.1111/ecin.13090.
  53. David M. Kaplan, 2022, "Smoothed instrumental variables quantile regression," Stata Journal, StataCorp LLC, volume 22, issue 2, pages 379-403, June, DOI: 10.1177/1536867X221106404.
  54. Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg, 2022, "Constraint Qualifications In Partial Identification," Econometric Theory, Cambridge University Press, volume 38, issue 3, pages 596-619, June.
  55. Alex Imas & Michael A. Kuhn & Vera Mironova, 2022, "Waiting to Choose: The Role of Deliberation in Intertemporal Choice," American Economic Journal: Microeconomics, American Economic Association, volume 14, issue 3, pages 414-440, August, DOI: 10.1257/mic.20180233.
  56. Graham Elliott & Nikolay Kudrin & Kaspar Wüthrich, 2022, "Detecting p‐Hacking," Econometrica, Econometric Society, volume 90, issue 2, pages 887-906, March, DOI: 10.3982/ECTA18583.
  57. Leah K Lakdawala & Prashant Bharadwaj, 2022, "The relationship between parental disability and child outcomes: Evidence from veteran Families," PLOS ONE, Public Library of Science, volume 17, issue 11, pages 1-24, November, DOI: 10.1371/journal.pone.0275468.
  58. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 965-987, August, DOI: 10.1002/jae.2908.
  59. Lin, Jeffrey & Rauch, Ferdinand, 2022, "What future for history dependence in spatial economics?," Regional Science and Urban Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.regsciurbeco.2020.103628.
  60. Jeffrey Brinkman & Jeffrey Lin, 2022, "The Costs and Benefits of Fixing Downtown Freeways," Economic Insights, Federal Reserve Bank of Philadelphia, volume 7, issue 1, pages 17-22, March.
  61. Catalina Amuedo-Dorantes & Magnus Lofstrom & Chunbei Wang, 2022, "Immigration Policy and the Rise of Self-Employment among Mexican Immigrants," ILR Review, Cornell University, ILR School, volume 75, issue 5, pages 1189-1214, October, DOI: 10.1177/00197939211057765.
  62. Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022, "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 259-277, DOI: 10.1016/j.jeconom.2021.12.008.
  63. Irawan, Denny & Okimoto, Tatsuyoshi, 2022, "Conditional capital surplus and shortfall across renewable and non-renewable resource firms," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106092.
  64. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2022, "International spillover effects of unconventional monetary policies of major central banks," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101968.
  65. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022, "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102582.
  66. Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022, "Uncertainty-dependent and sign-dependent effects of oil market shocks," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100207.
  67. Tomoo Inoue & Tatsuyoshi Okimoto, 2022, "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, volume 62, issue 3, pages 1013-1036, March, DOI: 10.1007/s00181-021-02067-7.
  68. Julie Bennett & Michael T. Owyang, 2022, "On the Relative Performance of Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, volume 104, issue 2, pages 131-148, DOI: 10.20955/r.104.131-48.
  69. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022, "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1246-1258, June, DOI: 10.1080/07350015.2021.1920960.
    • Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
  70. Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022, "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-432, March, DOI: 10.1002/jae.2874.
    • Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019, "Contagious Switching," Working Papers, Federal Reserve Bank of St. Louis, number 2019-014, May, revised 28 Feb 2021, DOI: 10.20955/wp.2019.014.
  71. Ana Beatriz Galvão & Michael Owyang, 2022, "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 7, pages 1314-1333, November, DOI: 10.1002/jae.2931.
  72. Neville Francis & Michael T. Owyang & Daniel Soques, 2022, "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 921-952, June, DOI: 10.1111/jmcb.12860.
  73. Andrew J Patton & Brian M Weller, 2022, "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5127-5184.
  74. Sander Barendse & Andrew J. Patton, 2022, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1057-1069, June, DOI: 10.1080/07350015.2021.1896527.
  75. Peter Horvath & Jia Li & Zhipeng Liao & Andrew J. Patton, 2022, "A consistent specification test for dynamic quantile models," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 125-151, January, DOI: 10.3982/QE1727.
  76. Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek, 2022, "Introducing the Credit Market Sentiment Index," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 22, issue 33, August.
  77. William B. Peterman & Erick Sager, 2022, "Optimal Public Debt with Life Cycle Motives," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 404-437, October, DOI: 10.1257/mac.20180247.
  78. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua Montes & William B. Peterman & David Ratner & Daniel Villar & Ahu Yildirmaz, 2022, "The $800 Billion Paycheck Protection Program: Where Did the Money Go and Why Did It Go There?," Journal of Economic Perspectives, American Economic Association, volume 36, issue 2, pages 55-80, Spring, DOI: 10.1257/jep.36.2.55.
  79. Fried, Stephie & Novan, Kevin & Peterman, William B., 2022, "Climate policy transition risk and the macroeconomy," European Economic Review, Elsevier, volume 147, issue C, DOI: 10.1016/j.euroecorev.2022.104174.
  80. Autor, David & Cho, David & Crane, Leland D. & Goldar, Mita & Lutz, Byron & Montes, Joshua & Peterman, William B. & Ratner, David & Villar, Daniel & Yildirmaz, Ahu, 2022, "An evaluation of the Paycheck Protection Program using administrative payroll microdata," Journal of Public Economics, Elsevier, volume 211, issue C, DOI: 10.1016/j.jpubeco.2022.104664.
  81. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022, "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 190-215, DOI: 10.1016/j.jempfin.2022.07.001.
  82. Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
  83. Romero, Mauricio & Bedoya, Juan & Yanez-Pagans, Monica & Silveyra, Marcela & de Hoyos, Rafael, 2022, "Direct vs indirect management training: Experimental evidence from schools in Mexico," Journal of Development Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jdeveco.2021.102779.
  84. Mauricio Romero & Justin Sandefur, 2022, "Beyond Short-Term Learning Gains: the Impact of Outsourcing Schools in Liberia After Three Years," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1600-1619.
  85. Mauricio Romero & Lisa Chen & Noriko Magari, 2022, "Cross-Age Tutoring: Experimental Evidence from Kenya," Economic Development and Cultural Change, University of Chicago Press, volume 70, issue 3, pages 1133-1157, DOI: 10.1086/713940.
  86. Adrian Bruhin & Maha Manai & Luís Santos-Pinto, 2022, "Risk and rationality: The relative importance of probability weighting and choice set dependence," Journal of Risk and Uncertainty, Springer, volume 65, issue 2, pages 139-184, October, DOI: 10.1007/s11166-022-09392-x.
  87. Shen, Jiancheng & Selover, David D. & Li, Chao & Yousefi, Hamed, 2022, "An ocean apart? The effects of US business cycles on Chinese business cycles," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 677-698, DOI: 10.1016/j.iref.2022.07.014.
  88. Shaomin Li & David Selover, 2022, "Resolving the Covid Vaccination Debate by Understanding Diversity and Standardization," FIIB Business Review, , volume 11, issue 4, pages 371-375, December, DOI: 10.1177/23197145211060110.
  89. Makoto Shimoji, 2022, "Bayesian persuasion in unlinked games," International Journal of Game Theory, Springer;Game Theory Society, volume 51, issue 3, pages 451-481, November, DOI: 10.1007/s00182-021-00800-1.
  90. Richard T. Carson & Joshua Graff Zivin & Jordan J. Louviere & Sally Sadoff & Jeffrey G. Shrader, 2022, "The Risk of Caution: Evidence from an Experiment," Management Science, INFORMS, volume 68, issue 12, pages 9042-9060, December, DOI: 10.1287/mnsc.2021.4292.
  91. Tamara L. Sheldon, 2022, "Evaluating Electric Vehicle Policy Effectiveness and Equity," Annual Review of Resource Economics, Annual Reviews, volume 14, issue 1, pages 669-688, October, DOI: 10.1146/annurev-resource-111820-022.
  92. Sheldon, Tamara L. & Zhan, Crystal, 2022, "The impact of hurricanes and floods on domestic migration," Journal of Environmental Economics and Management, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeem.2022.102726.
  93. Chandini Sankaran & Tamara Sheldon, 2022, "Counting Cars: A Sustainable Development Experiential Learning Project," Journal of Economics Teaching, Journal of Economics Teaching, volume 7, issue 1, pages 18-34, January.
  94. Kyoo il Kim & Suyong Song, 2022, "Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 4, pages 448-483, April, DOI: 10.1080/07474938.2021.1960752.
  95. Uesugi, Iichiro & Hiraga, Kazuki & Manabe, Masashi & Yoshino, Naoyuki, 2022, "Measuring concentration in the Japanese loan and deposit markets," Japan and the World Economy, Elsevier, volume 63, issue C, DOI: 10.1016/j.japwor.2022.101148.
  96. Uchino, Taisuke & Uesugi, Iichiro, 2022, "The effects of a megabank merger on firm-Bank relationships and loan availability☆," Journal of the Japanese and International Economies, Elsevier, volume 63, issue C, DOI: 10.1016/j.jjie.2021.101189.
  97. Uesugi, Iichiro & Ono, Arito & Honda, Tomihito & Araki, Shota & Uchida, Hirofumi & Onozuka, Yuki & Kawaguchi, Daiji & Tsuruta, Daisuke & Fukanuma, Hikaru & Hosono, Kaoru & Miyakawa, Daisuke & Yasuda, , 2022, "The Economy and Society under the COVID-19 Pandemic: Evidence from Surveys," Economic Review, Hitotsubashi University, volume 73, issue 2, pages 133-159, April, DOI: 10.15057/74155.
  98. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022, "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 240-254, DOI: 10.1016/j.jeconom.2021.04.003.
  99. Gangadharan, Lata & Islam, Asad & Ouch, Chandarany & Wang, Liang Choon, 2022, "The long-term effects of genocide on antisocial preferences," World Development, Elsevier, volume 160, issue C, DOI: 10.1016/j.worlddev.2022.106068.
  100. Yi Fan & Diana M. Weinhold, 2022, "Urban noise, sleep disruption and health," Applied Economics, Taylor & Francis Journals, volume 54, issue 50, pages 5782-5799, October, DOI: 10.1080/00036846.2022.2053054.
  101. Lee, Jongkwan & Yang, Hee-Seung, 2022, "Pandemic and employment: Evidence from COVID-19 in South Korea," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101432.
  102. Lee, Jongkwan & Shim, Myungkyu & Yang, Hee-Seung, 2022, "The rise of low-skill service employment: The role of dual-earner households," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 255-273, DOI: 10.1016/j.jebo.2022.08.005.
  103. Jongkwan Lee & Anthony Niu & Hee-Seung Yang, 2022, "Language Proficiency and Subjective Well-being: Evidence from Immigrants in Australia," Journal of Happiness Studies, Springer, volume 23, issue 5, pages 1847-1866, June, DOI: 10.1007/s10902-021-00474-2.
  104. Won Hyeok Kim & Myungkyu Shim & Hee-Seung Yang, 2022, "Labour supply elasticities in Korea: estimation with borrowing-constrained couples," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 3, pages 183-187, February, DOI: 10.1080/13504851.2020.1861191.

2021

  1. Michael D. Bauer & Glenn D. Rudebusch, 2021, "Climate Change Costs Rise as Interest Rates Fall," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2021, issue 28, pages 1-05, October.
  2. Andreas Blume & April Mitchell Franco & Paul Heidhues, 2021, "Dynamic coordination via organizational routines," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 72, issue 4, pages 1001-1047, November, DOI: 10.1007/s00199-020-01261-5.
  3. Tim Bollerslev & Jia Li & Leonardo Salim Saker Chaves, 2021, "Generalized Jump Regressions for Local Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1015-1025, October, DOI: 10.1080/07350015.2020.1753526.
  4. Tim Bollerslev & Jia Li & Zhipeng Liao, 2021, "Fixed‐k inference for volatility," Quantitative Economics, Econometric Society, volume 12, issue 4, pages 1053-1084, November, DOI: 10.3982/QE1749.
  5. Buzard, Kristy & Claussen, Kathleen, 2021, "Under Pressure: Intractable Trade Conflicts and Korea – Pneumatic Valves," World Trade Review, Cambridge University Press, volume 20, issue 4, pages 509-523, October.
  6. Solís Arce, Julio S. & Warren, Shana S. & Meriggi, Niccolò F. & Scacco, Alexandra & McMurry, Nina & Voors, Maarten & Syunyaev, Georgiy & Malik, Amyn Abdul & Aboutajdine, Samya & Adeojo, Opeyemi & Anig, 2021, "COVID-19 vaccine acceptance and hesitancy in low- and middle-income countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 27, pages 1-1, DOI: 10.1038/s41591-021-01454-y.
  7. Lijuan Huo & Jin Seo Cho, 2021, "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 30, issue 2, pages 293-317, June, DOI: 10.1007/s11749-020-00719-x.
  8. Karim Chalak & Daniel Kim, 2021, "Measurement Error Without the Proxy Exclusion Restriction," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 200-216, January, DOI: 10.1080/07350015.2019.1617156.
  9. Michael C. Davis, 2021, "An Examination Of The Effects Of Environmental Regulations On Retail Gasoline Price Seasonality," Contemporary Economic Policy, Western Economic Association International, volume 39, issue 1, pages 178-193, January, DOI: 10.1111/coep.12491.
  10. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2021, "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 53-66, January, DOI: 10.1515/jem-2020-0003.
  11. Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021, "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1333-1337, DOI: 10.1016/j.ijforecast.2021.06.004.
  12. Escribano, Álvaro & Wang, Dandan, 2021, "Mixed random forest, cointegration, and forecasting gasoline prices," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1442-1462, DOI: 10.1016/j.ijforecast.2020.12.008.
  13. Stephie Fried & Kevin Novan & William B. Peterman, 2021, "The Economy’s Response to Potential Climate Policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2021, issue 16, pages 01-05, June.
  14. Rachid Laajaj & Camilo Los Rios & Ignacio Sarmiento-Barbieri & Danilo Aristizabal & Eduardo Behrentz & Raquel Bernal & Giancarlo Buitrago & Zulma Cucunubá & Fernando Hoz & Alejandro Gaviria & Luis Jor, 2021, "COVID-19 spread, detection, and dynamics in Bogota, Colombia," Nature Communications, Nature, volume 12, issue 1, pages 1-8, December, DOI: 10.1038/s41467-021-25038-z.
  15. Ghent, Andra C., 2021, "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 337-358, DOI: 10.1016/j.jfineco.2020.08.015.
  16. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2021, "Asset Insulators
    [Asset pricing and the bid-ask spread]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1509-1539.
  17. Raffaella Giacomini & Toru Kitagawa, 2021, "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, volume 89, issue 4, pages 1519-1556, July, DOI: 10.3982/ECTA16773.
  18. Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021, "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 713-741, June, DOI: 10.1111/obes.12418.
  19. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2021, "Spurious relationships in high-dimensional systems with strong or mild persistence," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1480-1497, DOI: 10.1016/j.ijforecast.2020.11.005.
  20. Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021, "Quantile Factor Models," Econometrica, Econometric Society, volume 89, issue 2, pages 875-910, March, DOI: 10.3982/ECTA15746.
  21. Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
  22. Guidolin, Massimo & Pedio, Manuela, 2021, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101943.
  23. Massimo Guidolin & Manuela Pedio, 2021, "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, volume 299, issue 1, pages 1317-1356, April, DOI: 10.1007/s10479-020-03515-w.
  24. Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 18, pages 1804-1833, December, DOI: 10.1080/1351847X.2021.1917442.
  25. Mafie, Gabriel K. & Hahn, Youjin & Yang, Hee-Seung, 2021, "Does Education Play a Role in Explaining the Rural‒Urban Wealth Gap? Evidence from Tanzania," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 62, issue 2, pages 162-177, December, DOI: 10.15057/hje.2021008.
  26. Youjin Hahn & Chulyoung Kim & Sang-Hyun Kim, 2021, "Endowment Effects in Proposal Rights Contests," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 177, issue 4, pages 449-476, DOI: 10.1628/jite-2021-0018.
  27. Hye Yoon Chung & Youjin Hahn, 2021, "Work Transitions, Gender, and Subjective Well-Being," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, volume 16, issue 5, pages 2085-2109, October, DOI: 10.1007/s11482-020-09860-z.
  28. Youjin Hahn & Myungkyu Shim & Hee-Seung Yang, 2021, "Industry Variations in Health Plans and Dynamic Employment Substitution," Journal of Labor Research, Springer, volume 42, issue 3, pages 449-467, December, DOI: 10.1007/s12122-021-09325-8.
  29. Youjin Hahn & Stephen Matteo Miller & Hee-Seung Yang, 2021, "Household Inequality and Risk Sharing in Australia," Global Economic Review, Taylor & Francis Journals, volume 50, issue 2, pages 169-191, April, DOI: 10.1080/1226508X.2020.1862692.
  30. Peter Reinhard Hansen & Matthias Schmidtblaicher, 2021, "A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 259-271, January, DOI: 10.1080/07350015.2019.1623045.
  31. Ilya Archakov & Peter Reinhard Hansen, 2021, "A New Parametrization of Correlation Matrices," Econometrica, Econometric Society, volume 89, issue 4, pages 1699-1715, July, DOI: 10.3982/ECTA16910.
  32. Rangaraju, Sandeep Kumar & Herrera, Ana María, 2021, "Tax news in good and bad times," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110031.
  33. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021, "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 107-130, DOI: 10.1016/j.jeconom.2021.06.009.
  34. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021, "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 1-24, January, DOI: 10.1007/s11146-019-09708-w.
  35. Hwang, Jungbin, 2021, "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 993-1023, DOI: 10.1016/j.jeconom.2020.07.048.
  36. Iriberri, Nagore & Rey-Biel, Pedro, 2021, "Brave boys and play-it-safe girls: Gender differences in willingness to guess in a large scale natural field experiment," European Economic Review, Elsevier, volume 131, issue C, DOI: 10.1016/j.euroecorev.2020.103603.
  37. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
  38. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021, "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105120.
  39. Òscar Jordà & Björn Richter & Moritz Schularick & Alan M Taylor, 2021, "Bank Capital Redux: Solvency, Liquidity, and Crisis," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 260-286.
  40. Kaplan, David M. & Zhuo, Longhao, 2021, "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 312-336, DOI: 10.1016/j.jeconom.2020.05.015.
  41. Hiroaki Kaido & Kaspar Wüthrich, 2021, "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, volume 12, issue 2, pages 443-475, May, DOI: 10.3982/QE1440.
  42. Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021, "Impulse response analysis in conditional quantile models with an application to monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104102.
  43. Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2021, "Testing for structural breaks in return-based style regression models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 61-76, March, DOI: 10.1007/s11408-020-00364-2.
  44. Kim, Dongwoo & Koedel, Cory & Xiang, P. Brett, 2021, "The trade-off between pension costs and salary expenditures in the public sector," Journal of Pension Economics and Finance, Cambridge University Press, volume 20, issue 1, pages 151-168, January.
  45. Hwang, NaYoung & Kisida, Brian & Koedel, Cory, 2021, "A familiar face: Student-teacher rematches and student achievement," Economics of Education Review, Elsevier, volume 85, issue C, DOI: 10.1016/j.econedurev.2021.102194.
  46. Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021, "Pensions and Late-Career Teacher Retention," Education Finance and Policy, MIT Press, volume 16, issue 1, pages 42-65, Winter.
  47. Julie Berry Cullen & Cory Koedel & Eric Parsons, 2021, "The Compositional Effect of Rigorous Teacher Evaluation on Workforce Quality," Education Finance and Policy, MIT Press, volume 16, issue 1, pages 7-41, Winter.
  48. Michael A. Kuhn, 2021, "Electronic Benefit Transfer and Food Expenditure Cycles," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 40, issue 3, pages 744-773, June, DOI: 10.1002/pam.22320.
  49. Lakdawala, Aeimit & Minetti, Raoul & Schaffer, Matthew, 2021, "Bank regulation and monetary policy transmission: Evidence from the U.S. States liberalization," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103859.
  50. Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
  51. Lakdawala, Aeimit, 2021, "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102478.
  52. Ankita Patnaik & Michael Levere & Gina Livermore & Arif Mamun & Jeffrey Hemmeter, 2021, "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Early Impacts from a Multi-Site Random Assignment Evaluation," Evaluation Review, , volume 45, issue 5, pages 228-270, October, DOI: 10.1177/0193841X211055588.
  53. Michael Levere, 2021, "The Labor Market Consequences of Receiving Disability Benefits during Childhood," Journal of Human Resources, University of Wisconsin Press, volume 56, issue 3, pages 850-877.
  54. Michael Levere & Heinrich Hock & Nancy Early, 2021, "How does losing health insurance affect disability claims? Evidence from the Affordable Care Act's dependent care mandate," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 5, pages 932-950, May, DOI: 10.1002/hec.4226.
  55. James H Fowler & Seth J Hill & Remy Levin & Nick Obradovich, 2021, "Stay-at-home orders associate with subsequent decreases in COVID-19 cases and fatalities in the United States," PLOS ONE, Public Library of Science, volume 16, issue 6, pages 1-15, June, DOI: 10.1371/journal.pone.0248849.
  56. Lee Tae-Hwy & Mao Millie Yi & Ullah Aman, 2021, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 1-19, January, DOI: 10.1515/jem-2019-0022.
  57. Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021, "Time-varying model averaging," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 974-992, DOI: 10.1016/j.jeconom.2020.02.006.
  58. Sanghoon Lee & Seung Hoon Lee & Jeffrey Lin, 2021, "The Well‐Being Of Nations: Estimating Welfare From International Migration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 3, pages 1111-1130, August, DOI: 10.1111/iere.12511.
  59. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021, "A novel risk management perspective for macroprudential policy," Research Bulletin, European Central Bank, volume 87.
  60. Michael Madowitz & Christian E. Weller, 2021, "Income or Wealth: What Did the 2020 Stimulus Mean for People’s Happiness and Why It Matters?," Challenge, Taylor & Francis Journals, volume 64, issue 3, pages 229-242, May, DOI: 10.1080/05775132.2021.1932138.
  61. Alexei Alexandrov & Philip Brooks & I-Chen Lee & George Monokroussos, 2021, "Forecasting Demand during COVID-The Case of Wayfair," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 62, pages 8-13, Q3.
  62. Paan Jindapon & Liqun Liu & William S. Neilson, 2021, "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 9, issue 1, pages 91-112, April, DOI: 10.1007/s40505-021-00200-4.
  63. Irawan, Denny & Okimoto, Tatsuyoshi, 2021, "Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms," Journal of Economic Dynamics and Control, Elsevier, volume 126, issue C, DOI: 10.1016/j.jedc.2020.103973.
  64. Harada, Kimie & Okimoto, Tatsuyoshi, 2021, "The BOJ's ETF purchases and its effects on Nikkei 225 stocks," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101826.
  65. Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021, "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101323.
  66. Julie Bennett & Michael T. Owyang & E. Katarina Vermann, 2021, "Regional Gasoline Price Dynamics," Review, Federal Reserve Bank of St. Louis, volume 103, issue 3, pages 289-314, July, DOI: 10.20955/r.103.289-314.
  67. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021, "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 71, pages 1-41, December.
  68. Im, Hyun Joong & Liu, Jia & Park, Young Joon, 2021, "Policy uncertainty and peer effects: Evidence from corporate investment in China," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101834.
  69. Young Joon Park & Jaewoo Joo & Charin Polpanumas & Yeujun Yoon, 2021, "“Worse Than What I Read?” The External Effect of Review Ratings on the Online Review Generation Process: An Empirical Analysis of Multiple Product Categories Using Amazon.com Review Data," Sustainability, MDPI, volume 13, issue 19, pages 1-22, September.
  70. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021, "Avoiding a financial epidemic – The role of macroprudential policies," Research Bulletin, European Central Bank, volume 87.
  71. Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021, "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102400.
  72. Kelly, Bryan T. & Moskowitz, Tobias J. & Pruitt, Seth, 2021, "Understanding momentum and reversal," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 726-743, DOI: 10.1016/j.jfineco.2020.06.024.
  73. Saavedra, Santiago & Romero, Mauricio, 2021, "Local incentives and national tax evasion: The response of illegal mining to a tax reform in Colombia," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103843.
  74. Mauricio Romero & Santiago Saavedra, 2021, "Communal Property Rights and Deforestation," Journal of Development Studies, Taylor & Francis Journals, volume 57, issue 6, pages 1038-1052, June, DOI: 10.1080/00220388.2020.1817394.
  75. Shrader, Jeffrey G. & Lewis, Christy & McCormick, Gavin & Rabideau, Isabelle & Unel, Burcin, 2021, "(Not so) Clean Peak Energy Standards," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120115.
  76. Sheldon, Tamara L. & Dua, Rubal, 2021, "How responsive is Saudi new vehicle fleet fuel economy to fuel-and vehicle-price policy levers?," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2020.105026.
  77. Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021, "Quantile Regression with Generated Regressors," Econometrics, MDPI, volume 9, issue 2, pages 1-35, April.
  78. Suyong Song & Stephen Baek, 2021, "Body shape matters: Evidence from machine learning on body shape-income relationship," PLOS ONE, Public Library of Science, volume 16, issue 7, pages 1-17, July, DOI: 10.1371/journal.pone.0254785.
  79. Wang, Wuyi & Su, Liangjun, 2021, "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 272-295, DOI: 10.1016/j.jeconom.2020.04.003.
  80. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
  81. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021, "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 745-777, DOI: 10.1016/j.jeconom.2020.08.002.
  82. Xun Lu & Ke Miao & Liangjun Su, 2021, "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 9, pages 867-898, October, DOI: 10.1080/07474938.2021.1889176.
  83. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021, "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 46-61, DOI: 10.1016/j.jempfin.2021.01.007.
  84. Moawia Alghalith & Norman Swanson & Andrey Vasnev & Wing-Keung Wong, 2021, "Editorial Statement In Honor Of Professor Michael Mcaleer," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-21, September, DOI: 10.1142/S2010495221010028.
  85. Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro, 2021, "Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100819.
  86. Olson-Buchanan, Julie B. & Vera, David R., 2021, "Basic income, cognitive capacity, and the workplace: The role of I-O psychology in the interdisciplinary research agenda to reduce poverty," Industrial and Organizational Psychology, Cambridge University Press, volume 14, issue 4, pages 573-576, December.
  87. Uddin, Main & Wang, Liang Choon & Smyth, Russell, 2021, "Do government-initiated energy comparison sites encourage consumer search and lower prices? Evidence from an online randomized controlled experiment in Australia," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 167-182, DOI: 10.1016/j.jebo.2021.05.016.
  88. Islam, Asad & Pakrashi, Debayan & Sahoo, Soubhagya & Wang, Liang Choon & Zenou, Yves, 2021, "Gender inequality and caste: Field experimental evidence from India," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 111-124, DOI: 10.1016/j.jebo.2021.07.034.
  89. Islam, Asad & Pakrashi, Debayan & Vlassopoulos, Michael & Wang, Liang Choon, 2021, "Stigma and misconceptions in the time of the COVID-19 pandemic: A field experiment in India," Social Science & Medicine, Elsevier, volume 278, issue C, DOI: 10.1016/j.socscimed.2021.113966.
  90. Rai, Birendra & Wang, Liang Choon & Pandit, Simone & Handfield, Toby & So, Chiu Ki, 2021, "Awareness of ethical dilemmas enhances public support for the principle of saving more lives in the United States: A survey experiment based on ethical allocation of scarce ventilators," Social Science & Medicine, Elsevier, volume 282, issue C, DOI: 10.1016/j.socscimed.2021.114171.
  91. Akanksha Negi & Jeffrey M. Wooldridge, 2021, "Revisiting regression adjustment in experiments with heterogeneous treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 504-534, April, DOI: 10.1080/07474938.2020.1824732.
  92. Liu, Yan & Wu, Jing Cynthia, 2021, "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1395-1425, DOI: 10.1016/j.jfineco.2021.05.059.
  93. Sims, Eric & Wu, Jing Cynthia, 2021, "Evaluating Central Banks’ tool kit: Past, present, and future," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 135-160, DOI: 10.1016/j.jmoneco.2020.03.018.
  94. Hye Rim Yi & Myungkyu Shim & Hee-Seung Yang, 2021, "Is Job Polarisation ICT-Driven? Evidence from the US," Global Economic Review, Taylor & Francis Journals, volume 50, issue 2, pages 126-138, April, DOI: 10.1080/1226508X.2020.1867610.

2020

  1. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020, "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 53, issue 3, pages 402-414, September, DOI: 10.1111/1467-8462.12390.
  2. Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020, "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103992.
  3. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
  4. Richard A. Ashley & Christopher F. Parmeter, 2020, "Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples," Econometrics, MDPI, volume 8, issue 1, pages 1-24, March.
  5. Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2020, "A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule," Oxford Economic Papers, Oxford University Press, volume 72, issue 3, pages 672-691.
  6. Michael D. Bauer & Glenn D. Rudebusch, 2020, "Interest Rates under Falling Stars," American Economic Review, American Economic Association, volume 110, issue 5, pages 1316-1354, May, DOI: 10.1257/aer.20171822.
  7. Bollerslev, Tim & Li, Sophia Zhengzi & Zhao, Bingzhi, 2020, "Good Volatility, Bad Volatility, and the Cross Section of Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 3, pages 751-781, May.
  8. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2020, "Multivariate leverage effects and realized semicovariance GARCH models," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 411-430, DOI: 10.1016/j.jeconom.2019.12.011.
  9. Tim Bollerslev & Jia Li & Andrew J. Patton & Rogier Quaedvlieg, 2020, "Realized Semicovariances," Econometrica, Econometric Society, volume 88, issue 4, pages 1515-1551, July, DOI: 10.3982/ECTA17056.
  10. Andy Brownback & Sally Sadoff, 2020, "Improving College Instruction through Incentives," Journal of Political Economy, University of Chicago Press, volume 128, issue 8, pages 2925-2972, DOI: 10.1086/707025.
  11. Buzard, Kristy & Voon, Tania, 2020, "How Trade-Restrictive Is Standardized Packaging? Economic and Legal Implications of the WTO Panel Reports in Australia–Tobacco Plain Packaging," World Trade Review, Cambridge University Press, volume 19, issue 2, pages 267-281, April.
  12. Buzard, Kristy & Carlino, Gerald A. & Hunt, Robert M. & Carr, Jake K. & Smith, Tony E., 2020, "Localized knowledge spillovers: Evidence from the spatial clustering of R&D labs and patent citations," Regional Science and Urban Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.regsciurbeco.2019.103490.
  13. Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020, "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, volume 121, issue C, pages 368-381, DOI: 10.1016/j.geb.2020.03.002.
  14. Antonio Cabrales & Penélope Hernández & Angel Sánchez, 2020, "Robots, labor markets, and universal basic income," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 7, issue 1, pages 1-8, December, DOI: 10.1057/s41599-020-00676-8.
  15. Callen, Michael & Gulzar, Saad & Hasanain, Ali & Khan, Muhammad Yasir & Rezaee, Arman, 2020, "Data and policy decisions: Experimental evidence from Pakistan," Journal of Development Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jdeveco.2020.102523.
  16. Leonardo Bursztyn & Michael Callen & Bruno Ferman & Saad Gulzar & Ali Hasanain & Noam Yuchtman, 2020, "Political Identity: Experimental Evidence on Anti-Americanism in Pakistan
    [Economics And Identity]    ," Journal of the European Economic Association, European Economic Association, volume 18, issue 5, pages 2532-2560.
  17. Chen-Zion, Ayal & Rauch, James E., 2020, "History dependence, cohort attachment, and job referrals in networks of close relationships," Journal of Economic Behavior & Organization, Elsevier, volume 170, issue C, pages 75-95, DOI: 10.1016/j.jebo.2019.11.023.
  18. Chalak, Karim & Kim, Daniel, 2020, "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 413-432, DOI: 10.1016/j.jeconom.2019.08.001.
  19. Armando Aguirre & Jesus Cañas & Alfonso Cebreros & Daniel Chiquiar, 2020, "Mexico’s Higher Costs Under USMCA May Potentially Offset Gains from China-Related Trade Spurt with U.S," Southwest Economy, Federal Reserve Bank of Dallas, issue First Qua.
  20. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020, "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101541.
  21. Alfonso Dufour & Miriam Marra & Ivan Sangiorgi & Frank S. Skinner, 2020, "Explaining repo specialness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 172-196, April, DOI: 10.1002/ijfe.1746.
  22. María Torrado & Álvaro Escribano, 2020, "European gasoline markets: price transmission asymmetries in mean and variance," Applied Economics, Taylor & Francis Journals, volume 52, issue 42, pages 4621-4638, September, DOI: 10.1080/00036846.2020.1739224.
  23. Enghin Atalay & Shigeru Fujita & Sreyas Mahadevan & Ryan Michaels & Tal Roded, 2020, "Reopening the Economy: What Are the Risks, and What Have States Done?," Research Brief, Federal Reserve Bank of Philadelphia, July, DOI: 10.21799/frbp.rb.2020.jul.
  24. Amanda Agan & Bo Cowgill & Laura Katherine Gee, 2020, "Do Workers Comply with Salary History Bans? A Survey on Voluntary Disclosure, Adverse Selection, and Unraveling," AEA Papers and Proceedings, American Economic Association, volume 110, pages 215-219, May, DOI: 10.1257/pandp.20201123.
  25. Gee, Laura K. & Schreck, Michael J. & Singh, Ankriti, 2020, "From lab to field: Social distance and charitable giving in teams," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109128.
  26. DeAngelo, Gregory & Gee, Laura K., 2020, "Peers or police?: The effect of choice and type of monitoring in the provision of public goods," Games and Economic Behavior, Elsevier, volume 123, issue C, pages 210-227, DOI: 10.1016/j.geb.2020.07.004.
  27. Andra C. Ghent & Kristian R. Miltersen & Walter N. Torous, 2020, "Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products," Real Estate Economics, American Real Estate and Urban Economics Association, volume 48, issue 4, pages 1234-1273, December, DOI: 10.1111/1540-6229.12257.
  28. Sean J Flynn & Andra C Ghent & Alexei Tchistyi & Stijn Van Nieuwerburgh, 2020, "Informational Efficiency in Securitization after Dodd-Frank," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 11, pages 5131-5172.
  29. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2020, "Heterogeneity, Inattention, and Bayesian Updates," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 1, pages 282-309, January, DOI: 10.1257/mac.20180235.
  30. Garg, Teevrat & Gibson, Matthew & Sun, Fanglin, 2020, "Extreme temperatures and time use in China," Journal of Economic Behavior & Organization, Elsevier, volume 180, issue C, pages 309-324, DOI: 10.1016/j.jebo.2020.10.016.
  31. Matthew Gibson & Jamie T. Mullins, 2020, "Climate Risk and Beliefs in New York Floodplains," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 7, issue 6, pages 1069-1111, DOI: 10.1086/710240.
  32. Gilbert, Ben & Graff Zivin, Joshua S., 2020, "Dynamic corrective taxes with time-varying salience," Journal of Environmental Economics and Management, Elsevier, volume 103, issue C, DOI: 10.1016/j.jeem.2020.102356.
  33. Carol Dahl & Ben Gilbert & Ian Lange, 2020, "Mineral scarcity on Earth: are Asteroids the answer," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 33, issue 1, pages 29-41, July, DOI: 10.1007/s13563-020-00231-6.
  34. Ben Gilbert & Gavin Roberts, 2020, "Drill-Bit Parity: Supply-Side Links in Oil and Gas Markets," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 7, issue 4, pages 619-658, DOI: 10.1086/708160.
  35. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020, "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 153-174, DOI: 10.1016/j.jeconom.2019.05.009.
  36. João Henrique G. Mazzeu & Gloria González-Rivera & Esther Ruiz & Helena Veiga, 2020, "A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 971-990, November, DOI: 10.1080/07474938.2020.1761150.
  37. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
  38. Guidolin, Massimo & Ricci, Andrea, 2020, "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 1-11, DOI: 10.1016/j.qref.2019.05.006.
  39. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020, "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 219-238, May, DOI: 10.1057/s41260-020-00160-7.
  40. Youjin Hahn & Asadul Islam & Eleonora Patacchini & Yves Zenou, 2020, "Friendship and Female Education: Evidence from a Field Experiment in Bangladeshi Primary Schools," The Economic Journal, Royal Economic Society, volume 130, issue 627, pages 740-764.
  41. Ana María Herrera & Sandeep Kumar Rangaraju, 2020, "The effect of oil supply shocks on US economic activity: What have we learned?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 2, pages 141-159, March, DOI: 10.1002/jae.2735.
  42. Heinen, Andréas & Valdesogo, Alfonso, 2020, "Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, volume 179, issue C, DOI: 10.1016/j.jmva.2020.104650.
  43. García-Pola, Bernardo & Iriberri, Nagore & Kovářík, Jaromír, 2020, "Non-equilibrium play in centipede games," Games and Economic Behavior, Elsevier, volume 120, issue C, pages 391-433, DOI: 10.1016/j.geb.2020.01.007.
  44. David Card & Stefano DellaVigna & Patricia Funk & Nagore Iriberri, 2020, "Are Referees and Editors in Economics Gender Neutral?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 1, pages 269-327.
  45. Bernardo García-Pola & Nagore Iriberri & Jaromír Kovářík, 2020, "Hot versus cold behavior in centipede games," Journal of the Economic Science Association, Springer;Economic Science Association, volume 6, issue 2, pages 226-238, December, DOI: 10.1007/s40881-020-00096-z.
  46. Alain Hecq & Joao Victor Issler & Sean Telg, 2020, "Mixed causal–noncausal autoregressions with exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 328-343, April, DOI: 10.1002/jae.2751.
  47. Jyotsna Jalan & Arijit Sen, 2020, "Containing a pandemic with public actions and public trust: the Kerala story," Indian Economic Review, Springer, volume 55, issue 1, pages 105-124, November, DOI: 10.1007/s41775-020-00087-1.
  48. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2020, "The effects of quasi-random monetary experiments," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 22-40, DOI: 10.1016/j.jmoneco.2019.01.021.
  49. Òscar Jordà & Noah Kouchekinia & Colton Merrill & Tatevik Sekhposyan, 2020, "The Fog of Numbers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2020, issue 20, pages 1-5, July.
  50. Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim, 2020, "Does political orientation affect happiness? The case of South Korea," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 57, pages 102-118.
  51. Diyi Li & Cheng Qian & Cory Koedel, 2020, "Nonresident Postsecondary Enrollment Growth And The Outcomes Of In‐State Students," Contemporary Economic Policy, Western Economic Association International, volume 38, issue 4, pages 736-757, October, DOI: 10.1111/coep.12464.
  52. Lakdawala, Aeimit & Singh, Sanjay R., 2020, "The Effect of Foreign Shocks on the Indian Economy," India Policy Forum, National Council of Applied Economic Research, volume 16, issue 1, pages 1-54.
  53. Prashant Bharadwaj & Leah K Lakdawala & Nicholas Li, 2020, "Perverse Consequences of Well Intentioned Regulation: Evidence from India’s Child Labor Ban," Journal of the European Economic Association, European Economic Association, volume 18, issue 3, pages 1158-1195.
  54. Hahn Shik Lee & Woo Suk Lee, 2020, "Connectedness among Northeast Asian Housing Markets and Business Cycles," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 2, pages 185-203, DOI: 10.11644/KIEP.EAER.2020.24.2.376.
  55. Hahn Shik Lee & Jinhwa Chung & Woohyoung Kim, 2020, "Economic Effect of Zoning Regulations on Korea's Small and Medium‐Sized Retailers," Asian Economic Journal, East Asian Economic Association, volume 34, issue 2, pages 185-211, June, DOI: 10.1111/asej.12208.
  56. Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020, "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, volume 15, issue C, pages 30-45, DOI: 10.1016/j.ecosta.2019.05.001.
  57. Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
  58. Ina Ganguli & Jeffrey Lin & Nicholas Reynolds, 2020, "The Paper Trail of Knowledge Spillovers: Evidence from Patent Interferences," American Economic Journal: Applied Economics, American Economic Association, volume 12, issue 2, pages 278-302, April, DOI: 10.1257/app.20180017.
  59. Jeffrey K. O'Hara & Jeffrey Lin, 2020, "Population Density and Local Food Market Channels," Applied Economic Perspectives and Policy, John Wiley & Sons, volume 42, issue 3, pages 477-496, September, DOI: 10.1093/aepp/ppy040.
  60. Chunbei Wang & Magnus Lofstrom, 2020, "September 11 and the Rise of Necessity Self-Employment Among Mexican Immigrants," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 46, issue 1, pages 5-33, January, DOI: 10.1057/s41302-019-00142-7.
  61. Monokroussos, George & Zhao, Yongchen, 2020, "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1173-1180, DOI: 10.1016/j.ijforecast.2020.03.004.
  62. Wang, Jianli & Liu, Liqun & Neilson, William S., 2020, "The participation puzzle with reference-dependent expected utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 278-287, DOI: 10.1016/j.insmatheco.2020.05.008.
  63. Ye Hong & William Neilson, 2020, "Cybercrime and Punishment," The Journal of Legal Studies, University of Chicago Press, volume 49, issue 2, pages 431-466, DOI: 10.1086/711715.
  64. Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020, "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1279-1296, July, DOI: 10.1111/ecin.12883.
  65. Ryuzo Miyao & Tatsuyoshi Okimoto, 2020, "Regime shifts in the effects of Japan’s unconventional monetary policies," Manchester School, University of Manchester, volume 88, issue 6, pages 749-772, December, DOI: 10.1111/manc.12323.
  66. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020, "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101143.
  67. Jackson Laura E. & Kliesen Kevin L. & Owyang Michael T., 2020, "The nonlinear effects of uncertainty shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-19, September, DOI: 10.1515/snde-2019-0024.
  68. Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020, "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103904.
  69. Francis, Neville R. & Jackson, Laura E. & Owyang, Michael T., 2020, "How has empirical monetary policy analysis in the U.S. changed after the financial crisis?," Economic Modelling, Elsevier, volume 84, issue C, pages 309-321, DOI: 10.1016/j.econmod.2019.04.022.
  70. Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 1, pages 205-228, February, DOI: 10.1111/jmcb.12590.
  71. Patton, Andrew J. & Weller, Brian M., 2020, "What you see is not what you get: The costs of trading market anomalies," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 515-549, DOI: 10.1016/j.jfineco.2020.02.012.
  72. Andrew J. Patton, 2020, "Comparing Possibly Misspecified Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 4, pages 796-809, October, DOI: 10.1080/07350015.2019.1585256.
  73. Pérez Quirós, Gabriel, 2020, "Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis," Research Bulletin, European Central Bank, volume 72.
  74. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2020, "The decline in volatility in the US economy. A historical perspective," Oxford Economic Papers, Oxford University Press, volume 72, issue 1, pages 101-123.
  75. Ana Arencibia Pareja & Ana Gomez-Loscos & Mercedes de Luis López & Gabriel Perez-Quiros, 2020, "A Short Term Forecasting Model for the Spanish GDP and itsDemand Components," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 43, issue 85, pages 1-30.
  76. Seth Pruitt & Nicholas Turner, 2020, "Earnings Risk in the Household: Evidence from Millions of US Tax Returns," American Economic Review: Insights, American Economic Association, volume 2, issue 2, pages 237-254, June, DOI: 10.1257/aeri.20190096.
  77. Mauricio Romero & Justin Sandefur & Wayne Aaron Sandholtz, 2020, "Outsourcing Education: Experimental Evidence from Liberia," American Economic Review, American Economic Association, volume 110, issue 2, pages 364-400, February, DOI: 10.1257/aer.20181478.
  78. Luis Santos-Pinto & Tiago Pires, 2020, "Overconfidence and Timing of Entry," Games, MDPI, volume 11, issue 4, pages 1-19, October.
  79. Luis Santos-Pinto, 2020, "Human Capital Accumulation and the Evolution of Overconfidence," Games, MDPI, volume 11, issue 4, pages 1-19, October.
  80. Madison E. Condon & Michael A. Livermore & Jeffrey G. Shrader, 2020, "Assessing the Rationale for the U.S. EPA’s Proposed “Strengthening Transparency In Regulatory Science” Rule," Review of Environmental Economics and Policy, University of Chicago Press, volume 14, issue 1, pages 131-135, DOI: 10.1093/reep/rez017.
  81. Sheldon, Tamara L. & Dua, Rubal, 2020, "Effectiveness of China's plug-in electric vehicle subsidy," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104773.
  82. Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
  83. Su, Liangjun & Wang, Xia, 2020, "Testing For Structural Changes In Factor Models Via A Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 36, issue 6, pages 1127-1158, December.
  84. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020, "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 451-481, DOI: 10.1016/j.jeconom.2019.07.006.
  85. Lu, Xun & Su, Liangjun, 2020, "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 60-83, DOI: 10.1016/j.jeconom.2019.07.008.
  86. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020, "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 137-170, DOI: 10.1016/j.jeconom.2020.05.018.
  87. Shujie Ma & Wei Lan & Liangjun Su & Chih-Ling Tsai, 2020, "Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 214-227, January, DOI: 10.1080/07350015.2018.1482758.
  88. Bo Yu & Bruce Mizrach & Norman R. Swanson, 2020, "New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section," Econometrics, MDPI, volume 8, issue 2, pages 1-52, May.
  89. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020, "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 587-613, August, DOI: 10.1002/jae.2768.
  90. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020, "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 1, pages 18-36, January, DOI: 10.1002/for.2602.
  91. Tobal, Martin & Menna, Lorenzo, 2020, "Monetary policy and financial stability in emerging market economies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100017.
  92. Annabella España‐Nájera & David Vera, 2020, "Attitudes Toward Immigration: Ethnicity Trumps Skills But Not Legality?," Social Science Quarterly, Southwestern Social Science Association, volume 101, issue 2, pages 545-557, March, DOI: 10.1111/ssqu.12758.
  93. Gaurav Datt & Liang Choon Wang & Samia Badji, 2020, "Is emigration of workers contributing to better schooling outcomes in Nepal?," Review of International Economics, Wiley Blackwell, volume 28, issue 4, pages 1046-1075, September, DOI: 10.1111/roie.12481.
  94. Liang CHOON WANG, 2020, "Religious Prohibition and Sacrifice: Evidence from the Amish Restriction on High School Education," JODE - Journal of Demographic Economics, Cambridge University Press, volume 86, issue 3, pages 403-434, September, DOI: 10.1017/dem.2020.19.
  95. Balarama, Hemawathy & Islam, Asad & Kim, Jun Sung & Wang, Liang Choon, 2020, "Price elasticities of residential electricity demand: Estimates from household panel data in Bangladesh," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104937.
  96. Naritomi, Joana & Sequeira, Sandra & Weigel, Jonathan & Weinhold, Diana, 2020, "RCTs as an opportunity to promote interdisciplinary, inclusive, and diverse quantitative development research," World Development, Elsevier, volume 127, issue C, DOI: 10.1016/j.worlddev.2019.104832.
  97. Wooldridge, Jeffrey M., 2020, "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109363.
  98. Cuicui Lu & Jeffrey M. Wooldridge, 2020, "A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 12, pages 997-1001, June, DOI: 10.1080/13504851.2019.1657228.
  99. Jeffrey M. Wooldridge & Ying Zhu, 2020, "Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 1-18, January, DOI: 10.1080/07350015.2019.1681276.
  100. Jeffrey M. Wooldridge & Ying Zhu, 2020, "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 25-26, January, DOI: 10.1080/07350015.2019.1681278.
  101. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020, "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, volume 88, issue 1, pages 265-296, January, DOI: 10.3982/ECTA12675.
  102. Jing Cynthia Wu & Fan Dora Xia, 2020, "Negative interest rate policy and the yield curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 653-672, September, DOI: 10.1002/jae.2767.
  103. Drew D. Creal & Jing Cynthia Wu, 2020, "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1461-1484, November, DOI: 10.3982/QE887.
  104. Meagher, Kieron J. & Wong, Arlene & Zauner, Klaus G., 2020, "A competitive analysis of fail fast: Shakeout and uncertainty about consumer tastes," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 589-600, DOI: 10.1016/j.jebo.2020.06.033.

2019

  1. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019, "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, volume 83, issue C, pages 127-140, DOI: 10.1016/j.econmod.2019.02.004.
  2. Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
  3. Michael D. Bauer & Thomas M. Mertens, 2019, "Zero Lower Bound Risk according to Option Prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  4. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2019, "Eliciting private information with noise: The case of randomized response," Games and Economic Behavior, Elsevier, volume 113, issue C, pages 356-380, DOI: 10.1016/j.geb.2018.09.012.
  5. Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019, "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 116-136, DOI: 10.1016/j.jeconom.2019.04.023.
  6. Brownback, Andy & Kuhn, Michael A., 2019, "Understanding outcome bias," Games and Economic Behavior, Elsevier, volume 117, issue C, pages 342-360, DOI: 10.1016/j.geb.2019.07.003.
  7. Buzard, Kristy & Delimatsis, Panagiotis, 2019, "Subsidies and Investment Promotion Reaching New Heights in the Aviation Sector: The US–Tax Incentives Dispute," World Trade Review, Cambridge University Press, volume 18, issue 2, pages 327-351, April.
  8. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2019, "What You Don’t Know…Can’t Hurt You? A Natural Field Experiment on Relative Performance Feedback in Higher Education," Management Science, INFORMS, volume 65, issue 8, pages 3714-3736, August, DOI: 10.1287/mnsc.2018.3131.
  9. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2019, "Occupational Choice with Endogenous Spillovers," The Economic Journal, Royal Economic Society, volume 129, issue 621, pages 1953-1970.
  10. Antonio Cabrales & Maia Güell & Rocio Madera & Analía Viola, 2019, "Income contingent university loans: Policy design and an application to Spain," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 34, issue 99, pages 479-521.
  11. Luke N. Condra & Michael Callen & Radha K. Iyengar & James D. Long & Jacob N. Shapiro, 2019, "Damaging democracy? Security provision and turnout in Afghan elections†," Economics and Politics, Wiley Blackwell, volume 31, issue 2, pages 163-193, July, DOI: 10.1111/ecpo.12128.
  12. Berman, Eli & Callen, Michael & Gibson, Clark C. & Long, James D. & Rezaee, Arman, 2019, "Election fairness and government legitimacy in Afghanistan," Journal of Economic Behavior & Organization, Elsevier, volume 168, issue C, pages 292-317, DOI: 10.1016/j.jebo.2019.10.011.
  13. Michael Callen & Suresh de Mel & Craig McIntosh & Christopher Woodruff, 2019, "What Are the Headwaters of Formal Savings? Experimental Evidence from Sri Lanka," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 6, pages 2491-2529.
  14. Karim Chalak, 2019, "Identification of average effects under magnitude and sign restrictions on confounding," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1619-1657, November, DOI: 10.3982/QE689.
  15. Chalak, Karim, 2019, "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108703.
  16. Daniel CHIQUIAR & Martín TOBAL & Renato YSLAS, 2019, "Measuring and understanding trade in service tasks," International Labour Review, International Labour Organization, volume 158, issue 1, pages 169-190, March, DOI: 10.1111/ilr.12133.
  17. Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 207-254, December.
  18. Miguel A. Costa‐Gomes & Yuan Ju & Jiawen Li, 2019, "Role‐Reversal Consistency: An Experimental Study Of The Golden Rule," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 685-704, January, DOI: 10.1111/ecin.12708.
  19. Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
  20. Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
  21. Shigeru Fujita, 2019, "Where Is the Phillips Curve?," Economic Insights, Federal Reserve Bank of Philadelphia, volume 4, issue 3, pages 12-19, July.
  22. Andra C. Ghent & Walter N. Torous & Rossen I. Valkanov, 2019, "Commercial Real Estate as an Asset Class," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 153-171, December, DOI: 10.1146/annurev-financial-110118-12.
  23. Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019, "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 2, pages 694-722.
  24. Matthew Gibson, 2019, "Regulation-Induced Pollution Substitution," The Review of Economics and Statistics, MIT Press, volume 101, issue 5, pages 827-840, December.
  25. Jesus Gonzalo & Jose Olmo, 2019, "Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 42-61, February, DOI: 10.1111/obes.12247.
  26. Chatterjee, Diti & Dinar, Ariel & González-Rivera, Gloria, 2019, "Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, volume 2019, DOI: 10.22004/ag.econ.322666.
  27. González-Rivera, Gloria & Maldonado, Javier & Ruiz, Esther, 2019, "Growth in stress," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 948-966, DOI: 10.1016/j.ijforecast.2019.04.006.
  28. Wei Lin & Gloria González‐Rivera, 2019, "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1121-1140, November, DOI: 10.1002/jae.2738.
  29. Bocar Ba & Jeffrey Grogger, 2019, "The Introduction of Tasers and Police Use of Firearms: Evidence from the Chicago Police Department," AEA Papers and Proceedings, American Economic Association, volume 109, pages 157-160, May.
  30. Jeffrey Grogger, 2019, "Speech and Wages," Journal of Human Resources, University of Wisconsin Press, volume 54, issue 4, pages 926-952.
  31. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019, "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 88-118, DOI: 10.1016/j.jcorpfin.2016.10.011.
  32. Guidolin, Massimo & Pedio, Manuela, 2019, "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103723.
  33. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019, "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 58-74, DOI: 10.1016/j.jeconom.2018.11.005.
  34. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019, "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 83-114, DOI: 10.1016/j.finmar.2019.04.001.
  35. Youjin Hahn & Liang Choon Wang, 2019, "The Effectiveness of Single‐Sex Schools through Out‐of‐School Activities: Evidence from South Korea," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 2, pages 369-393, April, DOI: 10.1111/obes.12266.
  36. P Gorgi & P R Hansen & P Janus & S J Koopman, 2019, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 1-32.
  37. Herrera, Ana María & Rangaraju, Sandeep Kumar, 2019, "The quantitative effects of tax foresight: Not all states are equal," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103726.
  38. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019, "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, volume 129, issue C, pages 89-99, DOI: 10.1016/j.enpol.2019.02.011.
  39. Andréas Heinen & Jeetendra Khadan & Eric Strobl, 2019, "The Price Impact of Extreme Weather in Developing Countries," The Economic Journal, Royal Economic Society, volume 129, issue 619, pages 1327-1342.
  40. Coşgel, Metin M. & Hwang, Jungbin & Miceli, Thomas J. & Yıldırım, Sadullah, 2019, "Religiosity: Identifying the effect of pluralism," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 219-235, DOI: 10.1016/j.jebo.2018.11.018.
  41. Nagore Iriberri & Pedro Rey-Biel, 2019, "Competitive Pressure Widens the Gender Gap in Performance: Evidence from a Two-stage Competition in Mathematics," The Economic Journal, Royal Economic Society, volume 129, issue 620, pages 1863-1893.
  42. Issler, João Victor & Pimentel, Luana Moreira de Miranda, 2019, "Uma medida de PIB Mensal para o Brasil usando o Term Spread," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 73, issue 1, March.
  43. Dias, Victor Pina & Oliveira, Érica Diniz & Issler, João Victor & Rachter, Laísa, 2019, "Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 73, issue 3, September.
  44. Òscar Jordà & Chitra Marti & Fernanda Nechio & Eric Tallman, 2019, "Inflation: Stress-Testing the Phillips Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  45. Òscar Jordà & Chitra Marti & Fernanda Nechio & Eric Tallman, 2019, "Why Is Inflation Low Globally?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  46. Òscar Jordà & Alan M. Taylor, 2019, "Riders on the Storm," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  47. Galina Hale & Òscar Jordà & Glenn D. Rudebusch, 2019, "The Economics of Climate Change: A First Fed Conference," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2019, issue 31, pages 1-5, December.
  48. Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019, "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 3, pages 1225-1298.
  49. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019, "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 1, pages 109-150, March, DOI: 10.1057/s41308-019-00077-1.
  50. de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019, "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 121-144, DOI: 10.1016/j.jeconom.2019.04.008.
  51. David M. Kaplan, 2019, "distcomp: Comparing distributions," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 832-848, December, DOI: 10.1177/1536867X19893626.
  52. Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019, "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, volume 87, issue 4, pages 1397-1432, July, DOI: 10.3982/ECTA14075.
  53. Eric Parsons & Cory Koedel & Li Tan, 2019, "Accounting for Student Disadvantage in Value-Added Models," Journal of Educational and Behavioral Statistics, , volume 44, issue 2, pages 144-179, April, DOI: 10.3102/1076998618803889.
  54. Li Tan & Cory Koedel, 2019, "The Effects of Differential Income Replacement and Mortality on U.S. Social Security Redistribution," Southern Economic Journal, John Wiley & Sons, volume 86, issue 2, pages 613-637, October, DOI: 10.1002/soej.12395.
  55. James Andreoni & Michael A. Kuhn & Larry Samuelson, 2019, "Building rational cooperation on their own: Learning to start small," Journal of Public Economic Theory, Association for Public Economic Theory, volume 21, issue 5, pages 812-825, October, DOI: 10.1111/jpet.12322.
  56. Andreoni, James & Kuhn, Michael A. & List, John A. & Samek, Anya & Sokal, Kevin & Sprenger, Charles, 2019, "Toward an understanding of the development of time preferences: Evidence from field experiments," Journal of Public Economics, Elsevier, volume 177, issue C, pages 1-1, DOI: 10.1016/j.jpubeco.2019.06.007.
  57. Lakdawala, Aeimit & Schaffer, Matthew, 2019, "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 34-49, DOI: 10.1016/j.jbankfin.2019.05.022.
  58. Aeimit Lakdawala, 2019, "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 6, pages 934-950, September, DOI: 10.1002/jae.2721.
  59. Levere, Michael & Orzol, Sean & Leininger, Lindsey & Early, Nancy, 2019, "Contemporaneous and long-term effects of children’s public health insurance expansions on Supplemental Security Income participation," Journal of Health Economics, Elsevier, volume 64, issue C, pages 80-92, DOI: 10.1016/j.jhealeco.2019.02.003.
  60. Lee, Hahn Shik & Lee, Woo Suk, 2019, "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101654.
  61. Tae-Hwy Lee & Yiyao Wang, 2019, "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 345-360, June, DOI: 10.1007/s40953-018-0141-8.
  62. Tae-Hwy Lee & Aman Ullah & He Wang, 2019, "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 201-233, September, DOI: 10.1007/s13571-019-00189-8.
  63. Magnus Lofstrom & Chunbei Wang, 2019, "Immigrants and entrepreneurship," World of Labour, LISER, pages 1-85, June.
  64. Liqun Liu & William S. Neilson, 2019, "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, volume 65, issue 8, pages 3824-3834, August, DOI: 10.1287/mnsc.2018.3119.
  65. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019, "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, volume 80, issue C, pages 86-99, DOI: 10.1016/j.eneco.2018.12.015.
  66. Okimoto, Tatsuyoshi, 2019, "Trend inflation and monetary policy regimes in Japan," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 137-152, DOI: 10.1016/j.jimonfin.2018.12.008.
  67. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2019, "A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes," Economic Synopses, Federal Reserve Bank of St. Louis, issue 6, March, DOI: 10.20955/es.2019.6.
  68. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2019, "Economic Forecasting: Comparing the Fed with the Private Sector," The Regional Economist, Federal Reserve Bank of St. Louis, volume 27, issue 3.
  69. Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui, 2019, "Dynamic semiparametric models for expected shortfall (and Value-at-Risk)," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 388-413, DOI: 10.1016/j.jeconom.2018.10.008.
  70. Federico M Bandi & Andrew J Patton, 2019, "Farewell Editorial," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 339-340.
  71. Matías Pacce & Gabriel Pérez-Quirós, 2019, "Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING," Boletín Económico, Banco de España, issue MAR.
  72. Blandin, Adam & Peterman, William B., 2019, "Taxing capital? The importance of how human capital is accumulated," European Economic Review, Elsevier, volume 119, issue C, pages 482-508, DOI: 10.1016/j.euroecorev.2019.08.007.
  73. William B. Peterman & Kamila Sommer, 2019, "How Well Did Social Security Mitigate The Effects Of The Great Recession?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 60, issue 3, pages 1433-1466, August, DOI: 10.1111/iere.12392.
  74. William B. Peterman & Kamila Sommer, 2019, "A historical welfare analysis of Social Security: Whom did the program benefit?," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1357-1399, November, DOI: 10.3982/QE657.
  75. Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019, "Characteristics are covariances: A unified model of risk and return," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 501-524, DOI: 10.1016/j.jfineco.2019.05.001.
  76. Brad Graham & Jack Robles, 2019, "Attorney fees in repeated relationships," Journal of Economics, Springer, volume 127, issue 2, pages 99-124, July, DOI: 10.1007/s00712-018-0633-1.
  77. Isaac Mbiti & Karthik Muralidharan & Mauricio Romero & Youdi Schipper & Constantine Manda & Rakesh Rajani, 2019, "Inputs, Incentives, and Complementarities in Education: Experimental Evidence from Tanzania," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 3, pages 1627-1673.
  78. Sheldon, Tamara L. & Dua, Rubal, 2019, "Measuring the cost-effectiveness of electric vehicle subsidies," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104545.
  79. Sheldon, Tamara L. & Dua, Rubal, 2019, "Assessing the effectiveness of California's “Replace Your Ride”," Energy Policy, Elsevier, volume 132, issue C, pages 318-323, DOI: 10.1016/j.enpol.2019.05.023.
  80. Tamara L. Sheldon & J. R. DeShazo & Richard T. Carson, 2019, "Demand for Green Refueling Infrastructure," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 1, pages 131-157, September, DOI: 10.1007/s10640-018-00312-9.
  81. Tamara L. Sheldon & Chandini Sankaran, 2019, "Averting Behavior Among Singaporeans During Indonesian Forest Fires," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 1, pages 159-180, September, DOI: 10.1007/s10640-018-00313-8.
  82. Tamara L. Sheldon & Crystal Zhan, 2019, "The Impact of Natural Disasters on US Home Ownership," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 6, issue 6, pages 1169-1203, DOI: 10.1086/705398.
  83. Yanqin Fan & Ming He & Liangjun Su & Xiao‐Hua Zhou, 2019, "A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 46, issue 2, pages 446-469, June, DOI: 10.1111/sjos.12359.
  84. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019, "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, volume 174, issue C, pages 179-185, DOI: 10.1016/j.econlet.2018.11.002.
  85. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019, "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 607-622, DOI: 10.1016/j.jeconom.2019.05.018.
  86. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019, "Non-separable models with high-dimensional data," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 646-677, DOI: 10.1016/j.jeconom.2019.06.004.
  87. Liangjun Su & Pai Xu, 2019, "Common threshold in quantile regressions with an application to pricing for reputation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 4, pages 417-450, April, DOI: 10.1080/07474938.2017.1318469.
  88. Liangjun Su & Xia Wang & Sainan Jin, 2019, "Sieve Estimation of Time-Varying Panel Data Models With Latent Structures," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 334-349, April, DOI: 10.1080/07350015.2017.1340299.
  89. Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019, "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 555-572, DOI: 10.1016/j.ijforecast.2018.10.008.
  90. Mingmian Cheng & Norman R. Swanson, 2019, "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, volume 7, issue 1, pages 1-32, March.
  91. Martin Tobal, 2019, "A model of wage and employment effects of service offshoring," Canadian Journal of Economics, Canadian Economics Association, volume 52, issue 1, pages 303-338, February, DOI: 10.1111/caje.12373.
  92. Uesugi, Iichiro, 2019, "Bank―Firm Relationships and SME Financing: A Literature Review," Economic Review, Hitotsubashi University, volume 70, issue 2, pages 146-167, April, DOI: 10.15057/30305.
  93. Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019, "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 616-633, DOI: 10.1016/j.ijforecast.2018.12.002.
  94. Kim, Gil & Vera, David, 2019, "Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings," Energy Economics, Elsevier, volume 82, issue C, pages 201-210, DOI: 10.1016/j.eneco.2017.12.020.
  95. Islam, Asad & Smyth, Russell & Tan, HongQi Alexis & Wang, Liang C., 2019, "Survey measures versus incentivized measures of risk preferences: Evidence from sex workers' risky sexual transactions," Social Science & Medicine, Elsevier, volume 238, issue C, pages 1-1, DOI: 10.1016/j.socscimed.2019.112497.
  96. Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019, "How Have Changing Sectoral Trends Affected GDP Growth?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  97. Riju Joshi & Jeffrey M. Wooldridge, 2019, "Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels," Annals of Economics and Statistics, GENES, issue 134, pages 243-268, DOI: 10.15609/annaeconstat2009.134.0243.
  98. Wooldridge, Jeffrey M., 2019, "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 137-150, DOI: 10.1016/j.jeconom.2018.12.010.
  99. Wu, Jing Cynthia & Zhang, Ji, 2019, "A shadow rate New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103728.
  100. Wu, Jing Cynthia & Zhang, Ji, 2019, "Global effective lower bound and unconventional monetary policy," Journal of International Economics, Elsevier, volume 118, issue C, pages 200-216, DOI: 10.1016/j.jinteco.2019.01.016.
  101. Jun Sung Kim & Bin Jiang & Chuhui Li & Hee-Seung Yang, 2019, "Returns to women’s education using optimal IV selection," Applied Economics, Taylor & Francis Journals, volume 51, issue 8, pages 815-830, February, DOI: 10.1080/00036846.2018.1524126.
  102. Won Hyeok Kim & Seohyun Lee & Myungkyu Shim & Hee-Seung Yang, 2019, "Technological Progress and Youth Employment in South Korea," Global Economic Review, Taylor & Francis Journals, volume 48, issue 3, pages 320-333, July, DOI: 10.1080/1226508X.2019.1633377.

2018

  1. Yoichi Arai & Hidehiko Ichimura, 2018, "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 441-482, March, DOI: 10.3982/QE590.
  2. Michael D. Bauer & Thomas M. Mertens, 2018, "Economic Forecasts with the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  3. Michael D. Bauer & Thomas M. Mertens, 2018, "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  4. Michael D. Bauer & James D. Hamilton, 2018, "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 399-448.
  5. Michael D. Bauer, 2018, "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 196-211, April, DOI: 10.1080/07350015.2016.1164707.
  6. Blume, Andreas, 2018, "Failure of common knowledge of language in common-interest communication games," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 132-155, DOI: 10.1016/j.geb.2017.12.014.
  7. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018, "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 71-91, DOI: 10.1016/j.jeconom.2018.05.004.
  8. Tim Bollerslev & Jia Li & Yuan Xue, 2018, "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 2005-2041.
  9. Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018, "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2729-2773.
  10. Brownback, Andy, 2018, "A classroom experiment on effort allocation under relative grading," Economics of Education Review, Elsevier, volume 62, issue C, pages 113-128, DOI: 10.1016/j.econedurev.2017.11.005.
  11. Brownback, Andy & Novotny, Aaron, 2018, "Social desirability bias and polling errors in the 2016 presidential election," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 74, issue C, pages 38-56, DOI: 10.1016/j.socec.2018.03.001.
  12. Sung Je Byun & Soojin Jo, 2018, "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 1, pages 127-155, February, DOI: 10.1111/caje.12318.
  13. Albornoz, Facundo & Cabrales, Antonio & Calvo, Paula & Hauk, Esther, 2018, "Immigrant children’s school performance and immigration costs: Evidence from Spain," Economics Letters, Elsevier, volume 170, issue C, pages 27-30, DOI: 10.1016/j.econlet.2018.05.015.
  14. Facundo Albornoz & Samuel Berlinski & Antonio Cabrales, 2018, "Motivation, resources, and the organization of the school system," Journal of the European Economic Association, European Economic Association, volume 16, issue 1, pages 199-231.
  15. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2018, "Immigration and the school system," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 65, issue 4, pages 855-890, June, DOI: 10.1007/s00199-017-1041-4.
  16. Joshua Blumenstock & Michael Callen & Tarek Ghani, 2018, "Why Do Defaults Affect Behavior? Experimental Evidence from Afghanistan," American Economic Review, American Economic Association, volume 108, issue 10, pages 2868-2901, October.
  17. Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
  18. Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
  19. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018, "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
  20. Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
  21. Escribano Alvaro & Torrado María, 2018, "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0065.
  22. Escribano, Alvaro & Sucarrat, Genaro, 2018, "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, volume 74, issue C, pages 287-298, DOI: 10.1016/j.eneco.2018.05.017.
  23. Álvaro Escribano & M. Teresa Santos-Martín & Ana E. Sipols, 2018, "A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve," Applied Economics, Taylor & Francis Journals, volume 50, issue 36, pages 3966-3978, August, DOI: 10.1080/00036846.2018.1430348.
  24. Genaro Sucarrat & Alvaro Escribano, 2018, "Estimation of log-GARCH models in the presence of zero returns," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 10, pages 809-827, July, DOI: 10.1080/1351847X.2017.1336452.
  25. Stephie Fried & Kevin Novan & William Peterman, 2018, "The Distributional Effects of a Carbon Tax on Current and Future Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 30, pages 30-46, October, DOI: 10.1016/j.red.2018.02.001.
  26. Fujita, Shigeru, 2018, "Declining labor turnover and turbulence," Journal of Monetary Economics, Elsevier, volume 99, issue C, pages 1-19, DOI: 10.1016/j.jmoneco.2017.12.005.
  27. Michael Dotsey & Shigeru Fujita & Tom Stark, 2018, "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 43-92, September.
  28. Gee, Laura K. & Schreck, Michael J., 2018, "Do beliefs about peers matter for donation matching? Experiments in the field and laboratory," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 282-297, DOI: 10.1016/j.geb.2017.11.002.
  29. Sean Flynn & Andra Ghent, 2018, "Competition and Credit Ratings After the Fall," Management Science, INFORMS, volume 64, issue 4, pages 1672-1692, April, DOI: 10.287/mnsc.2016.2604.
  30. Matthew Gibson & Jeffrey Shrader, 2018, "Time Use and Labor Productivity: The Returns to Sleep," The Review of Economics and Statistics, MIT Press, volume 100, issue 5, pages 783-798, December.
  31. Eli Beracha & Ben T Gilbert & Tyler Kjorstad & Kiplan Womack, 2018, "On the Relation between Local Amenities and House Price Dynamics," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 3, pages 612-654, September, DOI: 10.1111/1540-6229.12170.
  32. Thunström, Linda & Gilbert, Ben & Ritten, Chian Jones, 2018, "Nudges that hurt those already hurting – distributional and unintended effects of salience nudges," Journal of Economic Behavior & Organization, Elsevier, volume 153, issue C, pages 267-282, DOI: 10.1016/j.jebo.2018.07.005.
  33. Ben Gilbert & Alexander James & Jason F. Shogren, 2018, "Corporate apology for environmental damage," Journal of Risk and Uncertainty, Springer, volume 56, issue 1, pages 51-81, February, DOI: 10.1007/s11166-018-9276-4.
  34. Shaikh M.S.U. Eskander & Edward B. Barbier & Benjamin Gilbert, 2018, "Fishing and Nonfishing Income Decisions: The Role of Human Capital and Family Structure," Land Economics, University of Wisconsin Press, volume 94, issue 1, pages 114-136.
  35. Chatterjee, Diti & Dinar, Ariel & González-Rivera, Gloria, 2018, "An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension," Technological Forecasting and Social Change, Elsevier, volume 134, issue C, pages 290-297, DOI: 10.1016/j.techfore.2018.06.037.
  36. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2018, "Exposure to academic fields and college major choice," Economics of Education Review, Elsevier, volume 64, issue C, pages 199-213, DOI: 10.1016/j.econedurev.2018.04.007.
  37. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018, "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, volume 265, issue 2, pages 685-702, DOI: 10.1016/j.ejor.2017.07.045.
  38. Guidolin, Massimo & Thornton, Daniel L., 2018, "Predictions of short-term rates and the expectations hypothesis," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 636-664, DOI: 10.1016/j.ijforecast.2018.03.006.
  39. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018, "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 34-62.
  40. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018, "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 1, pages 139-169, January, DOI: 10.1080/14697688.2017.1351619.
  41. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 8, pages 1425-1436, August, DOI: 10.1080/14697688.2018.1429646.
  42. Hahn, Youjin & Wang, Liang Choon & Yang, Hee-Seung, 2018, "Does greater school autonomy make a difference? Evidence from a randomized natural experiment in South Korea," Journal of Public Economics, Elsevier, volume 161, issue C, pages 15-30, DOI: 10.1016/j.jpubeco.2018.03.004.
  43. Youjin Hahn & Kanti Nuzhat & Hee-Seung Yang, 2018, "The effect of female education on marital matches and child health in Bangladesh," Journal of Population Economics, Springer;European Society for Population Economics, volume 31, issue 3, pages 915-936, July, DOI: 10.1007/s00148-017-0673-9.
  44. Youjin Hahn & Asadul Islam & Kanti Nuzhat & Russell Smyth & Hee-Seung Yang, 2018, "Education, Marriage, and Fertility: Long-Term Evidence from a Female Stipend Program in Bangladesh," Economic Development and Cultural Change, University of Chicago Press, volume 66, issue 2, pages 383-415, DOI: 10.1086/694930.
  45. Herrera, Ana María, 2018, "Oil Price Shocks, Inventories, And Macroeconomic Dynamics," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 3, pages 620-639, April.
  46. Herrera, Ana María & Hu, Liang & Pastor, Daniel, 2018, "Forecasting crude oil price volatility," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 622-635, DOI: 10.1016/j.ijforecast.2018.04.007.
  47. Guillermo Baquero & Malika Hamadi & Andréas Heinen, 2018, "Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 893-937, August, DOI: 10.1111/jmcb.12472.
  48. Hwang, Jungbin & Sun, Yixiao, 2018, "SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 949-984, October.
  49. Hwang, Jungbin & Sun, Yixiao, 2018, "Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 381-405, DOI: 10.1016/j.jeconom.2018.07.006.
  50. Hernandez-Arenaz, Iñigo & Iriberri, Nagore, 2018, "Women ask for less (only from men): Evidence from bargaining in the field," Journal of Economic Behavior & Organization, Elsevier, volume 152, issue C, pages 192-214, DOI: 10.1016/j.jebo.2018.06.010.
  51. Ingvild Almås & Orazio Attanasio & Jyotsna Jalan & Francisco Oteiza & Marcella Vigneri, 2018, "Using data differently and using different data," Journal of Development Effectiveness, Taylor & Francis Journals, volume 10, issue 4, pages 462-481, October, DOI: 10.1080/19439342.2018.1530279.
  52. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2018, "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 371-387, July, DOI: 10.1080/07350015.2016.1204919.
  53. Munechika Katayama & Kwang Hwan Kim, 2018, "Uncertainty Shocks and the Relative Price of Investment Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 30, pages 163-178, October, DOI: 10.1016/j.red.2018.05.003.
  54. Munechika Katayama & Kwang Hwan Kim, 2018, "Intersectoral Labor Immobility, Sectoral Comovement, and News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 1, pages 77-114, February, DOI: 10.1111/jmcb.12454.
  55. Goldman, Matt & Kaplan, David M., 2018, "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 143-166, DOI: 10.1016/j.jeconom.2018.04.003.
  56. Matt Goldman & David M. Kaplan, 2018, "Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics," Econometrics Journal, Royal Economic Society, volume 21, issue 2, pages 136-169, June, DOI: 10.1111/ectj.12095.
  57. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018, "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 83-102, DOI: 10.1016/j.jeconom.2018.01.010.
  58. Kiel, Katherine A. & Matheson, Victor A., 2018, "The effect of natural disasters on housing prices: An examination of the Fourmile Canyon fire," Journal of Forest Economics, Elsevier, volume 33, issue C, pages 1-7, DOI: 10.1016/j.jfe.2018.09.002.
  59. Kim, Woohwan & Kim, Young Min & Kim, Tae-Hwan & Bang, Seungbeom, 2018, "Multi-dimensional portfolio risk and its diversification: A note," Global Finance Journal, Elsevier, volume 35, issue C, pages 147-156, DOI: 10.1016/j.gfj.2017.10.001.
  60. Rajeev Darolia & Cory Koedel, 2018, "High Schools And Students' Initial Colleges And Majors," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 4, pages 692-710, October, DOI: 10.1111/coep.12390.
  61. Backes, Ben & Cowan, James & Goldhaber, Dan & Koedel, Cory & Miller, Luke C. & Xu, Zeyu, 2018, "The common core conundrum: To what extent should we worry that changes to assessments will affect test-based measures of teacher performance?," Economics of Education Review, Elsevier, volume 62, issue C, pages 48-65, DOI: 10.1016/j.econedurev.2017.10.004.
  62. Kuhn, Michael A., 2018, "Who feels the calorie crunch and when? The impact of school meals on cyclical food insecurity," Journal of Public Economics, Elsevier, volume 166, issue C, pages 27-38, DOI: 10.1016/j.jpubeco.2018.08.001.
  63. Lakdawala, Aeimit & Minetti, Raoul & Olivero, María Pía, 2018, "Interbank markets and bank bailout policies amid a sovereign debt crisis," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 131-153, DOI: 10.1016/j.jedc.2018.01.035.
  64. Hahn Shik Lee & Woo Suk Lee, 2018, "Housing market volatility connectedness among G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 3, pages 146-151, February, DOI: 10.1080/13504851.2017.1305069.
  65. Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018, "The second-order bias of quantile estimators," Economics Letters, Elsevier, volume 173, issue C, pages 143-147, DOI: 10.1016/j.econlet.2018.09.022.
  66. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018, "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, volume 6, issue 3, pages 1-27, August.
  67. Sanghoon Lee & Jeffrey Lin, 2018, "Natural Amenities, Neighbourhood Dynamics, and Persistence in the Spatial Distribution of Income," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 663-694.
  68. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018, "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 103-126, DOI: 10.1016/j.jimonfin.2018.08.014.
  69. Guillaume Horny & Simone Manganelli & Benoit Mojon, 2018, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," JRFM, MDPI, volume 11, issue 4, pages 1-19, October.
  70. Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2018, "Benchmarking liquidity proxies: The case of EU sovereign bonds," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 321-329, DOI: 10.1016/j.iref.2017.11.002.
  71. Neilson, William & Xiao, Yancheng, 2018, "Equilibrium vaccination patterns in incomplete and heterogeneous networks," European Economic Review, Elsevier, volume 105, issue C, pages 174-192, DOI: 10.1016/j.euroecorev.2018.03.008.
  72. Neilson, William & Price, Michael & Wichmann, Bruno, 2018, "Added surplus and lost bargaining power in long-term contracting," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 76, issue C, pages 7-22, DOI: 10.1016/j.socec.2018.07.004.
  73. Jacob LaRiviere & Matthew McMahon & William Neilson, 2018, "Shareholder Protection and Agency Costs: An Experimental Analysis," Management Science, INFORMS, volume 64, issue 7, pages 3108-3128, July, DOI: 10.1287/mnsc.2017.2770.
  74. Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018, "Debt and stabilization policy: Evidence from a Euro Area FAVAR," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 67-91, DOI: 10.1016/j.jedc.2018.02.001.
  75. Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018, "Nonlinearities, smoothing and countercyclical monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 136-154, DOI: 10.1016/j.jedc.2018.08.007.
  76. Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2018, "A state-level analysis of Okun's law," Regional Science and Urban Economics, Elsevier, volume 68, issue C, pages 239-248, DOI: 10.1016/j.regsciurbeco.2017.11.005.
  77. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018, "Measuring Potential Output," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25, pages 1-2, DOI: 10.20955/es.2018.25.
  78. Michael T. Owyang & Hannah Shell, 2018, "Dealing with the Leftovers: Residual Seasonality in GDP," The Regional Economist, Federal Reserve Bank of St. Louis, volume 26, issue 4.
  79. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018, "Comparing Measures of Potential Output," Review, Federal Reserve Bank of St. Louis, volume 100, issue 4, pages 297-316, DOI: doi.org/10.20955/r.100.297-316.
  80. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2018, "Countercyclical Policy and the Speed of Recovery after Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 4, pages 675-704, June, DOI: 10.1111/jmcb.12477.
  81. Ana Beatriz Galvão & Michael T. Owyang, 2018, "Financial Stress Regimes and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 7, pages 1479-1505, October, DOI: 10.1111/jmcb.12491.
  82. Li, Jia & Patton, Andrew J., 2018, "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 223-240, DOI: 10.1016/j.jeconom.2017.10.005.
  83. Federico M Bandi & Andrew J Patton, 2018, "Editorial," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 4, pages 523-525.
  84. Dong Hwan Oh & Andrew J. Patton, 2018, "Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 181-195, April, DOI: 10.1080/07350015.2016.1177535.
  85. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018, "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 598-611, DOI: 10.1016/j.ijforecast.2018.05.002.
  86. María Dolores Gadea & Ana Gómez‐Loscos & Gabriel Pérez‐Quirós, 2018, "Great Moderation And Great Recession: From Plain Sailing To Stormy Seas?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 4, pages 2297-2321, November, DOI: 10.1111/iere.12337.
  87. David Cashin & Jamie Lenney & Byron Lutz & William Peterman, 2018, "Fiscal policy and aggregate demand in the USA before, during, and following the Great Recession," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 25, issue 6, pages 1519-1558, December, DOI: 10.1007/s10797-018-9497-0.
  88. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018, "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 243-268, February.
  89. Paul Gertler & Sebastian Galiani & Mauricio Romero, 2018, "How to make replication the norm," Nature, Nature, volume 554, issue 7693, pages 417-419, February, DOI: 10.1038/d41586-018-02108-9.
  90. Bruhin, Adrian & Santos-Pinto, Luís & Staubli, David, 2018, "How do beliefs about skill affect risky decisions?," Journal of Economic Behavior & Organization, Elsevier, volume 150, issue C, pages 350-371, DOI: 10.1016/j.jebo.2018.01.016.
  91. Sheldon, Tamara L. & Dua, Rubal, 2018, "Gasoline savings from clean vehicle adoption," Energy Policy, Elsevier, volume 120, issue C, pages 418-424, DOI: 10.1016/j.enpol.2018.05.057.
  92. Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018, "On solving endogeneity with invalid instruments: an application to investment equations," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 3, pages 689-716, June, DOI: 10.1111/rssa.12313.
  93. Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018, "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 76-97, DOI: 10.1016/j.jedc.2018.01.045.
  94. Su, Liangjun & Ju, Gaosheng, 2018, "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 554-573, DOI: 10.1016/j.jeconom.2018.06.014.
  95. Ma, Shujie & Su, Liangjun, 2018, "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 1-29, DOI: 10.1016/j.jeconom.2018.06.019.
  96. Liangjun Su & Zhenlin Yang, 2018, "Asymptotics and bootstrap for random-effects panel data transformation models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 602-625, July, DOI: 10.1080/07474938.2015.1122235.
  97. Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018, "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 797-815, September, DOI: 10.1002/jae.2632.
  98. Norman R. Swanson & Weiqi Xiong, 2018, "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
  99. Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
  100. Kim, Hyun Hak & Swanson, Norman R., 2018, "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 339-354, DOI: 10.1016/j.ijforecast.2016.02.012.
  101. Hyun Hak Kim & Norman R. Swanson, 2018, "Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 3, pages 281-302, April, DOI: 10.1002/for.2499.
  102. Parakhonyak, Alexei & Titova, Maria, 2018, "Shopping malls, platforms and consumer search," International Journal of Industrial Organization, Elsevier, volume 58, issue C, pages 183-213, DOI: 10.1016/j.ijindorg.2018.02.004.
  103. Martin Tobal, 2018, "Currency Mismatch in the Banking Sector in Latin America and the Caribbean," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 1, pages 317-364, January.
  104. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2018, "The Disappointing Recovery in U.S. Output after 2009," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  105. James H. Stock & Mark W. Watson, 2018, "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," Economic Journal, Royal Economic Society, volume 128, issue 610, pages 917-948, May, DOI: 10.1111/ecoj.12593.
  106. Ulrich K. Müller & Mark W. Watson, 2018, "Long†Run Covariability," Econometrica, Econometric Society, volume 86, issue 3, pages 775-804, May, DOI: 10.3982/ECTA15047.
  107. Monica S. Hammer & Yi Fan & Suzanne S. Hammer & Tracy K. Swinburn & Miriam Weber & Diana Weinhold & Richard L. Neitzel, 2018, "Applying a novel environmental health framework theory (I-ACT) to noise pollution policies in the United States, United Kingdom, and the Netherlands," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 61, issue 12, pages 2111-2132, October, DOI: 10.1080/09640568.2017.1385448.
  108. Słoczyński, Tymon & Wooldridge, Jeffrey M., 2018, "A General Double Robustness Result For Estimating Average Treatment Effects," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 112-133, February.
  109. Stacy, Brian & Guarino, Cassandra & Wooldridge, Jeffrey, 2018, "Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?," Economics of Education Review, Elsevier, volume 64, issue C, pages 50-74, DOI: 10.1016/j.econedurev.2018.04.001.
  110. Vosters, Kelly N. & Guarino, Cassandra M. & Wooldridge, Jeffrey M., 2018, "Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness," Economics of Education Review, Elsevier, volume 66, issue C, pages 191-205, DOI: 10.1016/j.econedurev.2018.08.006.
  111. Kevin J. Boyle & Jeffrey M. Wooldridge, 2018, "Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 69, issue 3, pages 609-635, March, DOI: 10.1007/s10640-017-0211-y.
  112. Anastasia Semykina & Jeffrey M. Wooldridge, 2018, "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 179-197, March, DOI: 10.1002/jae.2592.
  113. Hee‐Seung Yang, 2018, "Social Security Dependent Benefits, Net Payroll Tax, And Married Women'S Labor Supply," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 2, pages 381-393, April, DOI: 10.1111/coep.12250.
  114. Shim, Myungkyu & Yang, Hee-Seung, 2018, "Interindustry wage differentials, technology adoption, and job polarization," Journal of Economic Behavior & Organization, Elsevier, volume 146, issue C, pages 141-160, DOI: 10.1016/j.jebo.2017.11.014.
  115. Tutsirai Sakutukwa & Hee-Seung Yang, 2018, "The role of uncertainty in forecasting employment by skill and industry," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 18, pages 1288-1291, October, DOI: 10.1080/13504851.2017.1418069.
  116. Dariya Mykhayliv & Klaus G Zauner, 2018, "The financial and economic performance of social banks," Applied Economics, Taylor & Francis Journals, volume 50, issue 34-35, pages 3833-3839, July, DOI: 10.1080/00036846.2018.1436157.

2017

  1. Michael D. Bauer, 2017, "Bridging the Gap: Forecasting Interest Rates with Macro Trends," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Michael D. Bauer, 2017, "A New Conundrum in the Bond Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  3. Michael D. Bauer & Glenn D. Rudebusch, 2017, "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, volume 21, issue 2, pages 511-553.
  4. Andreas Blume & Peter H. Kriss & Roberto A. Weber, 2017, "Pre-play communication with forgone costly messages: experimental evidence on forward induction," Experimental Economics, Springer;Economic Science Association, volume 20, issue 2, pages 368-395, June, DOI: 10.1007/s10683-016-9487-y.
  5. Andreoni, James & Brownback, Andy, 2017, "All pay auctions and group size: Grading on a curve and other applications," Journal of Economic Behavior & Organization, Elsevier, volume 137, issue C, pages 361-373, DOI: 10.1016/j.jebo.2017.03.017.
  6. Kristy Buzard, 2017, "Trade Agreements in the Shadow of Lobbying," Review of International Economics, Wiley Blackwell, volume 25, issue 1, pages 21-43, February.
  7. Buzard, Kristy, 2017, "Self-enforcing trade agreements and lobbying," Journal of International Economics, Elsevier, volume 108, issue C, pages 226-242, DOI: 10.1016/j.jinteco.2017.07.001.
  8. Buzard, Kristy & Carlino, Gerald A. & Hunt, Robert M. & Carr, Jake K. & Smith, Tony E., 2017, "The agglomeration of American R&D labs," Journal of Urban Economics, Elsevier, volume 101, issue C, pages 14-26, DOI: 10.1016/j.jue.2017.05.007.
  9. Kristy Buzard & Benjamin A.T. Graham & Ben Horne, 2017, "Unrecognized States: A Theory of Self-Determination and Foreign Influence," The Journal of Law, Economics, and Organization, Oxford University Press, volume 33, issue 3, pages 578-611.
  10. Sung Je Byun, 2017, "Costs of Oil Price Exchange-Traded Funds Diminish Usefulness," Economic Letter, Federal Reserve Bank of Dallas, volume 12, issue 5, pages 1-4, April.
  11. Sung Je Byun, 2017, "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," The Energy Journal, , volume 38, issue 5, pages 93-113, September, DOI: 10.5547/01956574.38.5.sbyu.
  12. Albornoz, Facundo & Cabrales, Antonio & Hauk, Esther & Warnes, Pablo E., 2017, "Intergenerational field transitions in economics," Economics Letters, Elsevier, volume 154, issue C, pages 1-5, DOI: 10.1016/j.econlet.2017.02.001.
  13. Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017, "A normalized value for information purchases," Journal of Economic Theory, Elsevier, volume 170, issue C, pages 266-288, DOI: 10.1016/j.jet.2017.05.007.
  14. Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017, "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3086-3127.
  15. Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2017, "Dual employment protection and (lack of) on-the-job training: PIAAC evidence for Spain and other European countries," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 4, pages 345-371, November, DOI: 10.1007/s13209-017-0166-9.
  16. Chalak, Karim, 2017, "Instrumental Variables Methods With Heterogeneity And Mismeasured Instruments," Econometric Theory, Cambridge University Press, volume 33, issue 1, pages 69-104, February.
  17. Carlo Alcaraz & Daniel Chiquiar & María José Orraca & Alejandrina Salcedoa, 2017, "The Effect of Publicly Provided Health Insurance on Education Outcomes in Mexico," The World Bank Economic Review, World Bank, volume 30, issue Supplemen, pages 145-156.
  18. Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
  19. García-Romero, Antonio & Escribano, Álvaro & Tribó, Josep A., 2017, "The impact of health research on length of stay in Spanish public hospitals," Research Policy, Elsevier, volume 46, issue 3, pages 591-604, DOI: 10.1016/j.respol.2017.01.006.
  20. Shigeru Fujita & Giuseppe Moscarini, 2017, "Recall and Unemployment," American Economic Review, American Economic Association, volume 107, issue 12, pages 3875-3916, December.
  21. Michael Dotsey & Shigeru Fujita & Leena Rudanko, 2017, "Where Is Everybody? The Shrinking Labor Force Participation Rate," Economic Insights, Federal Reserve Bank of Philadelphia, volume 2, issue 4, pages 17-24, October.
  22. Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017, "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 172-192, DOI: 10.1016/j.najef.2017.06.004.
  23. Gau, Yin-Feng & Wu, Zhen-Xing, 2017, "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 232-254, DOI: 10.1016/j.jimonfin.2017.08.006.
  24. Wen-Lin Wu & Yin-Feng Gau, 2017, "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 527-556, February, DOI: 10.1007/s11156-016-0560-6.
  25. Gee, Laura K. & Jones, Jason J. & Fariss, Christopher J. & Burke, Moira & Fowler, James H., 2017, "The paradox of weak ties in 55 countries," Journal of Economic Behavior & Organization, Elsevier, volume 133, issue C, pages 362-372, DOI: 10.1016/j.jebo.2016.12.004.
  26. Laura K. Gee & Xinxin Lyu & Heather Urry, 2017, "Anger Management: Aggression and Punishment in the Provision of Public Goods," Games, MDPI, volume 8, issue 1, pages 1-28, January.
  27. Laura K. Gee & Marco Migueis & Sahar Parsa, 2017, "Redistributive choices and increasing income inequality: experimental evidence for income as a signal of deservingness," Experimental Economics, Springer;Economic Science Association, volume 20, issue 4, pages 894-923, December, DOI: 10.1007/s10683-017-9516-5.
  28. Laura K. Gee & Jason Jones & Moira Burke, 2017, "Social Networks and Labor Markets: How Strong Ties Relate to Job Finding on Facebook’s Social Network," Journal of Labor Economics, University of Chicago Press, volume 35, issue 2, pages 485-518, DOI: 10.1086/686225.
  29. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017, "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 198-211, DOI: 10.1016/j.jeconom.2017.08.003.
  30. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017, "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1055-1068, September.
  31. Prashant Bharadwaj & Matthew Gibson & Joshua Graff Zivin & Christopher Neilson, 2017, "Gray Matters: Fetal Pollution Exposure and Human Capital Formation," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 4, issue 2, pages 505-542, DOI: 10.1086/691591.
  32. Gonzalo Jesús & Taamouti Abderrahim, 2017, "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-20, September, DOI: 10.1515/snde-2015-0078.
  33. Jesùs Gonzalo & Jean-Yves Pitarakis, 2017, "Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 202-217, April, DOI: 10.1080/07350015.2016.1164054.
  34. González-Rivera, Gloria & Sun, Yingying, 2017, "Density forecast evaluation in unstable environments," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 416-432, DOI: 10.1016/j.ijforecast.2016.10.003.
  35. Valerie Cerra & Alfredo Cuevas & Carlos Goes & Izabela Karpowicz & Troy Matheson & Issouf Samake & Svetlana Vtyurina, 2017, "Determinants of Infrastructure and Its Financing," Emerging Economy Studies, International Management Institute, volume 3, issue 2, pages 113-126, November, DOI: 10.1177/2394901517730739.
  36. Carlos Góes & Troy Matheson, 2017, "Domestic market integration and the law of one price in Brazil," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 5, pages 284-288, March, DOI: 10.1080/13504851.2016.1184220.
  37. Jeffrey Grogger, 2017, "Soda Taxes And The Prices of Sodas And Other Drinks: Evidence From Mexico," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 2, pages 481-498.
  38. Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
  39. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
  40. Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
  41. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 110-129, January, DOI: 10.1080/07350015.2015.1061436.
  42. Betts, Julian R. & Hahn, Youjin & Zau, Andrew C., 2017, "Can testing improve student learning? An evaluation of the mathematics diagnostic testing project," Journal of Urban Economics, Elsevier, volume 100, issue C, pages 54-64, DOI: 10.1016/j.jue.2017.04.003.
  43. Zhuo Huang & Tianyi Wang & Peter Reinhard Hansen, 2017, "Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 4, pages 328-358, April.
  44. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2017, "Where do jobs go when oil prices drop?," Energy Economics, Elsevier, volume 64, issue C, pages 469-482, DOI: 10.1016/j.eneco.2016.02.006.
  45. Hwang, Jungbin & Sun, Yixiao, 2017, "Asymptotic F and t tests in an efficient GMM setting," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 277-295, DOI: 10.1016/j.jeconom.2017.02.003.
  46. Iriberri, Nagore & Rey-Biel, Pedro, 2017, "Stereotypes are only a threat when beliefs are reinforced: On the sensitivity of gender differences in performance under competition to information provision," Journal of Economic Behavior & Organization, Elsevier, volume 135, issue C, pages 99-111, DOI: 10.1016/j.jebo.2017.01.012.
  47. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017, "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 1, pages 40-59.
  48. Gomes, Fábio Augusto Reis & Issler, João Victor, 2017, "Testing Consumption Optimality Using Aggregate Data," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 5, pages 1119-1140, July.
  49. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017, "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, volume 53, issue 1, pages 137-163, August, DOI: 10.1007/s00181-016-1163-8.
  50. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017, "Monetary Policy Medicine: Large Effects from Small Doses?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  51. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017, "Macrofinancial History and the New Business Cycle Facts," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 213-263, DOI: 10.1086/690241.
  52. Kaplan, David M. & Sun, Yixiao, 2017, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, volume 33, issue 1, pages 105-157, February.
  53. Goldman, Matt & Kaplan, David M., 2017, "Fractional order statistic approximation for nonparametric conditional quantile inference," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 331-346, DOI: 10.1016/j.jeconom.2016.09.015.
  54. Kaido, Hiroaki, 2017, "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, volume 33, issue 5, pages 1218-1241, October.
  55. Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2017, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 62, issue 02, pages 345-361, June, DOI: 10.1142/S0217590815500496.
  56. Kevin J. Fox & Shutao Cao & Sharon Kozicki, 2017, "Real GDI, Productivity, and the Terms of Trade in Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 63, issue , pages 134-148, February.
  57. Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017, "Labor market frictions and production efficiency in public schools," Economics of Education Review, Elsevier, volume 60, issue C, pages 54-67, DOI: 10.1016/j.econedurev.2017.07.009.
  58. Cory Koedel, 2017, "Explaining Black-White Differences in College Outcomes at Missouri Public Universities," Review, Federal Reserve Bank of St. Louis, volume 99, issue 1, pages 77-83, DOI: 10.20955/r.2017.77-83.
  59. Cory Koedel & P. Brett Xiang, 2017, "Pension Enhancements and the Retention of Public Employees," ILR Review, Cornell University, ILR School, volume 70, issue 2, pages 519-551, March.
  60. Stephanie Riegg Cellini & Cory Koedel, 2017, "The Case For Limiting Federal Student Aid To For‐Profit Colleges," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 36, issue 4, pages 934-942, September.
  61. Stephanie Riegg Cellini & Cory Koedel, 2017, "Response To Gilpin And Stoddard," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 36, issue 4, pages 950-953, September.
  62. Kuhn, Michael A. & Kuhn, Peter & Villeval, Marie Claire, 2017, "Decision-environment effects on intertemporal financial choices: How relevant are resource-depletion models?," Journal of Economic Behavior & Organization, Elsevier, volume 137, issue C, pages 72-89, DOI: 10.1016/j.jebo.2017.02.014.
  63. Lakdawala, Aeimit & Wu, Shu, 2017, "Federal Reserve credibility and the term structure of interest rates," European Economic Review, Elsevier, volume 100, issue C, pages 364-389, DOI: 10.1016/j.euroecorev.2017.08.012.
  64. Leah K. Lakdawala & David Simon, 2017, "The Intergenerational Consequences of Tobacco Policy: A Review of Policy's Influence on Maternal Smoking and Child Health," Southern Economic Journal, John Wiley & Sons, volume 84, issue 1, pages 229-274, July, DOI: 10.1002/soej.12224.
  65. Qi Chen & Tracy R. Lewis & Katherine Schipper & Yun Zhang, 2017, "Uniform Versus Discretionary Regimes in Reporting Information with Unverifiable Precision and a Coordination Role," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 55, issue 1, pages 153-196, March, DOI: 10.1111/1475-679X.12130.
  66. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017, "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, volume 52, issue 1, pages 73-91, December, DOI: 10.1007/s41775-017-0003-x.
  67. Jeffrey Lin, 2017, "Understanding Gentrification’s Causes," Economic Insights, Federal Reserve Bank of Philadelphia, volume 2, issue 3, pages 9-17, July.
  68. Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David, 2017, "Realized bank risk during the great recession," Journal of Financial Intermediation, Elsevier, volume 32, issue C, pages 29-44, DOI: 10.1016/j.jfi.2017.08.001.
  69. Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote, 2017, "A High-Frequency assessment of the ECB Securities Markets Programme," Journal of the European Economic Association, European Economic Association, volume 15, issue 1, pages 218-243.
  70. D’Amuri, Francesco & Marcucci, Juri, 2017, "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 801-816, DOI: 10.1016/j.ijforecast.2017.03.004.
  71. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017, "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 27-36, DOI: 10.1016/j.jjie.2017.06.001.
  72. Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017, "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 37-50, DOI: 10.1016/j.jjie.2017.07.002.
  73. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017, "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 185-197, DOI: 10.1016/j.regsciurbeco.2017.06.003.
  74. Michael T. Owyang & Hannah Shell, 2017, "China's Economic Data: An Accurate Reflection, or Just Smoke and Mirrors?," The Regional Economist, Federal Reserve Bank of St. Louis, volume 25, issue 2.
  75. Leora Friedberg & Michael T. Owyang & Wei Sun & Anthony Webb, 2017, "How Do Local Labor Markets Affect Retirement?," Review, Federal Reserve Bank of St. Louis, volume 99, issue 3, pages 259-278, DOI: 10.20955/r.2017.259-78.
  76. Neville Francis & Michael T. Owyang & Ozge Savascin, 2017, "An endogenously clustered factor approach to international business cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 7, pages 1261-1276, November, DOI: 10.1002/jae.2577.
  77. The Managing Co-Editors & Federico M. Bandi & Andrew J. Patton, 2017, "Introduction to the 2016 Hal White Memorial Lecture," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 331-332.
  78. Dong Hwan Oh & Andrew J. Patton, 2017, "Modeling Dependence in High Dimensions With Factor Copulas," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 139-154, January, DOI: 10.1080/07350015.2015.1062384.
  79. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017, "Un modelo de previsión del PIB y de sus componentes de demanda," Boletín Económico, Banco de España, issue DIC.
  80. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017, "A short-term forecasting model for GDP and its demand components," Economic Bulletin, Banco de España, issue DIC.
  81. Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017, "Dissecting US recoveries," Economics Letters, Elsevier, volume 154, issue C, pages 59-63, DOI: 10.1016/j.econlet.2017.02.027.
  82. Jinill Kim & Seth Pruitt, 2017, "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 4, pages 585-602, June, DOI: 10.1111/jmcb.12391.
  83. Luís Santos‐Pinto & Michele Dell'Era, 2017, "Entrepreneurial Optimism And The Market For New Issues," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 58, issue 2, pages 383-419, May, DOI: 10.1111/iere.12221.
  84. Takeshi Yagihashi & David D. Selover, 2017, "How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach," The World Economy, Wiley Blackwell, volume 40, issue 10, pages 2097-2124, October.
  85. Makoto Shimoji, 2017, "Revenue comparison of discrete private-value auctions via weak dominance," Review of Economic Design, Springer;Society for Economic Design, volume 21, issue 4, pages 231-252, December, DOI: 10.1007/s10058-017-0202-z.
  86. Tamara L. Sheldon & Chandini Sankaran, 2017, "The Impact of Indonesian Forest Fires on Singaporean Pollution and Health," American Economic Review, American Economic Association, volume 107, issue 5, pages 526-529, May.
  87. Tamara L. Sheldon & J. R. DeShazo & Richard T. Carson, 2017, "Electric And Plug-In Hybrid Vehicle Demand: Lessons For An Emerging Market," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 695-713, April.
  88. Sheldon, Tamara L., 2017, "Asymmetric effects of the business cycle on carbon dioxide emissions," Energy Economics, Elsevier, volume 61, issue C, pages 289-297, DOI: 10.1016/j.eneco.2016.11.025.
  89. DeShazo, J.R. & Sheldon, Tamara L. & Carson, Richard T., 2017, "Designing policy incentives for cleaner technologies: Lessons from California's plug-in electric vehicle rebate program," Journal of Environmental Economics and Management, Elsevier, volume 84, issue C, pages 18-43, DOI: 10.1016/j.jeem.2017.01.002.
  90. Sheldon, Tamara L. & DeShazo, J.R., 2017, "How does the presence of HOV lanes affect plug-in electric vehicle adoption in California? A generalized propensity score approach," Journal of Environmental Economics and Management, Elsevier, volume 85, issue C, pages 146-170, DOI: 10.1016/j.jeem.2017.05.002.
  91. Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017, "Endogeneity bias modeling using observables," Economics Letters, Elsevier, volume 152, issue C, pages 41-45, DOI: 10.1016/j.econlet.2016.12.021.
  92. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017, "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 146-164, DOI: 10.1016/j.jeconom.2017.02.002.
  93. Su, Liangjun & Zheng, Xin, 2017, "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, volume 156, issue C, pages 162-167, DOI: 10.1016/j.econlet.2017.05.002.
  94. Su, Liangjun & Wang, Xia, 2017, "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 84-101, DOI: 10.1016/j.jeconom.2016.12.004.
  95. Liangjun Su & Xi Qu, 2017, "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 572-584, October, DOI: 10.1080/07350015.2015.1102734.
  96. Xun Lu & Liangjun Su, 2017, "Determining the number of groups in latent panel structures with an application to income and democracy," Quantitative Economics, Econometric Society, volume 8, issue 3, pages 729-760, November.
  97. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017, "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1306-1351, December.
  98. Martín Tobal, 2017, "Regulatory Entry Barriers, Rent Shifting and the Home Market Effect," Review of International Economics, Wiley Blackwell, volume 25, issue 1, pages 76-97, February.
  99. Hazama, Makoto & Uesugi, Iichiro, 2017, "Measuring the systemic risk in interfirm transaction networks," Journal of Economic Behavior & Organization, Elsevier, volume 137, issue C, pages 259-281, DOI: 10.1016/j.jebo.2017.02.009.
  100. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
  101. Han Li & Colin O'hare & Farshid Vahid, 2017, "A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 4, pages 357-367, July.
  102. Osada Takeshi & Onji Kazuki & Vera David, 2017, "Banks Restructuring Sonata: How Capital Injection Triggered Labor Force Rejuvenation in Japanese Banks," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 17, issue 2, pages 1-25, April, DOI: 10.1515/bejeap-2016-0059.
  103. Va Nee L. Van Vleck & David Vera, 2017, "Cops and/or courts? A heterogeneous panel Granger-causality analysis of DUI in California," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 3, pages 286-311, March, DOI: 10.1108/IJSE-06-2015-0163.
  104. Asadul Islam & Chandarany Ouch & Russell Smyth & Liang Choon Wang, 2017, "The Intergenerational Effect of Cambodia's Genocide on Children's Education and Health," Population and Development Review, The Population Council, Inc., volume 43, issue 2, pages 331-353, June.
  105. Paul A. Raschky & Liang Choon Wang, 2017, "Reproductive behaviour at the end of the world: the effect of the Cuban Missile Crisis on U.S. fertility," Applied Economics, Taylor & Francis Journals, volume 49, issue 56, pages 5722-5727, December, DOI: 10.1080/00036846.2017.1340571.
  106. James H. Stock & Mark W. Watson, 2017, "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, volume 31, issue 2, pages 59-86, Spring.
  107. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017, "The Disappointing Recovery of Output after 2009," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 1-81.
  108. Andersen, Lykke E. & Groom, Ben & Killick, Evan & Ledezma, Juan Carlos & Palmer, Charles & Weinhold, Diana, 2017, "Modelling Land Use, Deforestation, and Policy: A Hybrid Optimisation-Heterogeneous Agent Model with Application to the Bolivian Amazon," Ecological Economics, Elsevier, volume 135, issue C, pages 76-90, DOI: 10.1016/j.ecolecon.2016.12.033.
  109. Lu, Cuicui & Wooldridge, Jeffrey M., 2017, "Quasi-generalized least squares regression estimation with spatial data," Economics Letters, Elsevier, volume 156, issue C, pages 138-141, DOI: 10.1016/j.econlet.2017.04.004.
  110. Drew D. Creal & Jing Cynthia Wu, 2017, "Monetary Policy Uncertainty And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 58, issue 4, pages 1317-1354, November, DOI: 10.1111/iere.12253.
  111. Kinda Hachem & Jing Cynthia Wu, 2017, "Inflation Announcements and Social Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 8, pages 1673-1713, December, DOI: 10.1111/jmcb.12428.
  112. Mykhayliv, Dariya & Zauner, Klaus G., 2017, "The impact of equity ownership groups on investment: Evidence from Ukraine," Economic Modelling, Elsevier, volume 64, issue C, pages 20-25, DOI: 10.1016/j.econmod.2017.03.005.

2016

  1. Dumrongrittikul, Taya & Anderson, Heather M., 2016, "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, volume 119, issue C, pages 67-85, DOI: 10.1016/j.jdeveco.2015.10.004.
  2. Arai, Yoichi & Ichimura, Hidehiko, 2016, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, volume 141, issue C, pages 103-106, DOI: 10.1016/j.econlet.2016.01.024.
  3. Arai, Yoichi, 2016, "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 57, issue 1, pages 111-138, June, DOI: 10.15057/27943.
  4. Richard A. Ashley & Xiaojin Sun, 2016, "Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models," Econometrics, MDPI, volume 4, issue 4, pages 1-13, November.
  5. Brian Chi-ang Lin & Siqi Zheng & Maximilian Auffhammer & Weizeng Sun & Jianfeng Wu & Siqi Zheng, 2016, "The Decomposition And Dynamics Of Industrial Carbon Dioxide Emissions For 287 Chinese Cities In 1998–2009," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 3, pages 460-481, July, DOI: 10.1111/joes.12158.
  6. Steven Buck & Maximilian Auffhammer & Stephen Hamilton & David Sunding, 2016, "Measuring Welfare Losses from Urban Water Supply Disruptions," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 3, issue 3, pages 743-778, DOI: 10.1086/687761.
  7. Michael D. Bauer & James D. Hamilton, 2016, "Do macro variables help forecast interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  8. Michael D. Bauer & Glenn D. Rudebusch, 2016, "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  9. Michael D. Bauer & Glenn D. Rudebusch, 2016, "Monetary Policy Expectations at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 7, pages 1439-1465, October, DOI: 10.1111/jmcb.12338.
  10. Kriss, Peter H. & Blume, Andreas & Weber, Roberto A., 2016, "Coordination with decentralized costly communication," Journal of Economic Behavior & Organization, Elsevier, volume 130, issue C, pages 225-241, DOI: 10.1016/j.jebo.2016.07.003.
  11. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016, "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2015.10.007.
  12. Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016, "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 464-490, DOI: 10.1016/j.jfineco.2016.02.001.
  13. Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016, "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1005-1025, September.
  14. Byun, Sung Je, 2016, "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2016.01.013.
  15. Brindusa Anghel & Antonio Cabrales & Jesus M. Carro, 2016, "Evaluating A Bilingual Education Program In Spain: The Impact Beyond Foreign Language Learning," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 1202-1223, April.
  16. Antonio Cabrales & Haydée Lugo, 2016, "A public good model with lotteries in large groups," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 23, issue 2, pages 218-233, April, DOI: 10.1007/s10797-015-9359-y.
  17. Callen, Michael & Gibson, Clark C. & Jung, Danielle F. & Long, James D., 2016, "Improving Electoral Integrity with Information and Communications Technology," Journal of Experimental Political Science, Cambridge University Press, volume 3, issue 1, pages 4-17, April.
  18. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
  19. Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, volume 149, issue C, pages 116-119, DOI: 10.1016/j.econlet.2016.10.026.
  20. Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 145-163, DOI: 10.1016/j.jeconom.2015.10.005.
  21. Shigeru Fujita, 2016, "All Layoffs Are Not Created Equal," Economic Insights, Federal Reserve Bank of Philadelphia, volume 1, issue 3, pages 1-8, July.
  22. Shigeru Fujita & Makoto Nakajima, 2016, "Worker Flows and Job Flows: A Quantitative Investigation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 22, pages 1-20, October, DOI: 10.1016/j.red.2016.06.001.
  23. Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016, "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 4, pages 793-818, May, DOI: 10.1007/s11156-014-0486-9.
  24. Andra Ghent & Rossen Valkanov, 2016, "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, volume 62, issue 10, pages 2784-2803, October, DOI: 10.1287/mnsc.2015.2260.
  25. Peter Debbaut & Andra Ghent & Marianna Kudlyak, 2016, "The CARD Act and Young Borrowers: The Effects and the Affected," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 7, pages 1495-1513, October, DOI: 10.1111/jmcb.12340.
  26. Raffaella Giacomini & Barbara Rossi, 2016, "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 2, pages 369-392, May, DOI: 10.1111/iere.12161.
  27. Lin, Wei & González-Rivera, Gloria, 2016, "Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 694-711, DOI: 10.1016/j.csda.2015.07.008.
  28. Góes, Carlos, 2016, "Institutions and growth: A GMM/IV Panel VAR approach," Economics Letters, Elsevier, volume 138, issue C, pages 85-91, DOI: 10.1016/j.econlet.2015.11.024.
  29. Guidolin, Massimo & Liu, Hening, 2016, "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1297-1323, August.
  30. Massimo Guidolin & Erwin Hansen, 2016, "Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 3, pages 217-239, March.
  31. Youjin Hahn & Hee-Seung Yang, 2016, "Do Work Decisions among Young Adults Respond to Extended Dependent Coverage?," ILR Review, Cornell University, ILR School, volume 69, issue 3, pages 737-771, May.
  32. Peter Reinhard Hansen & Zhuo Huang, 2016, "Exponential GARCH Modeling With Realized Measures of Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 269-287, April, DOI: 10.1080/07350015.2015.1038543.
  33. Hamadi, Malika & Heinen, Andréas & Linder, Stefan & Porumb, Vlad-Andrei, 2016, "Does Basel II affect the market valuation of discretionary loan loss provisions?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 177-192, DOI: 10.1016/j.jbankfin.2016.06.002.
  34. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016, "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 1-32, March.
  35. Ghazala Azmat & Nagore Iriberri, 2016, "The Provision of Relative Performance Feedback: An Analysis of Performance and Satisfaction," Journal of Economics & Management Strategy, Wiley Blackwell, volume 25, issue 1, pages 77-110, March, DOI: 10.1111/jems.12151.
  36. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2016, "Gender Differences In Response To Big Stakes," Journal of the European Economic Association, European Economic Association, volume 14, issue 6, pages 1372-1400, December.
  37. Issler, João Victor & Notini, Hilton Hostalacio, 2016, "Estimating Brazilian Monthly GDP: a State-Space Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 70, issue 1, March.
  38. Castro, Andressa Monteiro de & Issler, João Victor, 2016, "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 70, issue 4, December.
  39. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 45-79, February.
  40. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "Bubbles, Credit, and Their Consequences," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  41. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 85, pages 107-152.
  42. Òscar Jordà & Alan M. Taylor, 2016, "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," Economic Journal, Royal Economic Society, volume 126, issue 590, pages 219-255, February.
  43. Al-Ubaydli, Omar & Jones, Garett & Weel, Jaap, 2016, "Average player traits as predictors of cooperation in a repeated prisoner's dilemma," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 64, issue C, pages 50-60, DOI: 10.1016/j.socec.2015.10.005.
  44. Kaido, Hiroaki, 2016, "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 269-290, DOI: 10.1016/j.jeconom.2015.12.017.
  45. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016, "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, volume 84, issue , pages 1799-1838, September.
  46. Cory Koedel & Jiaxi Li, 2016, "The Efficiency Implications Of Using Proportional Evaluations To Shape The Teaching Workforce," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 1, pages 47-62, January.
  47. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2016, "Race and gender effects on employer interest in job applicants: new evidence from a resume field experiment," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 12, pages 853-856, August, DOI: 10.1080/13504851.2015.1114571.
  48. Davide Debortoli & Aeimit Lakdawala, 2016, "How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 3, pages 42-76, July.
  49. Lakdawala, Aeimit, 2016, "Changes in Federal Reserve preferences," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 124-143, DOI: 10.1016/j.jedc.2016.07.003.
  50. Boleslavsky, Raphael & Lewis, Tracy R., 2016, "Evolving influence: Mitigating extreme conflicts of interest in advisory relationships," Games and Economic Behavior, Elsevier, volume 98, issue C, pages 110-134, DOI: 10.1016/j.geb.2016.05.005.
  51. Sunju Hwang & Hahn Shik Lee, 2016, "Predictability of Term Spread for Economic Activity with Liquidity Premium Theory," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 7, pages 1528-1541, July, DOI: 10.1080/1540496X.2016.1158536.
  52. Chang Min LEE & Hahn Shik LEE, 2016, "Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-78, December.
  53. Magnus Lofstrom & Steven Raphael, 2016, "Crime, the Criminal Justice System, and Socioeconomic Inequality," Journal of Economic Perspectives, American Economic Association, volume 30, issue 2, pages 103-126, Spring.
  54. Magnus Lofstrom & Steven Raphael, 2016, "Incarceration and Crime," The ANNALS of the American Academy of Political and Social Science, , volume 664, issue 1, pages 196-220, March, DOI: 10.1177/0002716215599732.
  55. Horny, G. & Manganelli, S. & Mojon, B., 2016, "Changes in financial fragmentation in the euro area since 2008," Rue de la Banque, Banque de France, issue 28, july..
  56. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016, "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, volume 28, issue C, pages 32-47, DOI: 10.1016/j.jfi.2016.01.003.
  57. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016, "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1254-1275, November.
  58. List, John A. & Neilson, William S. & Price, Michael K., 2016, "The effects of group composition in a strategic environment: Evidence from a field experiment," European Economic Review, Elsevier, volume 90, issue C, pages 67-85, DOI: 10.1016/j.euroecorev.2016.02.019.
  59. Neilson, William & Ying, Shanshan, 2016, "From taste-based to statistical discrimination," Journal of Economic Behavior & Organization, Elsevier, volume 129, issue C, pages 116-128, DOI: 10.1016/j.jebo.2016.06.001.
  60. Shiro Armstrong & Tatsuyoshi Okimoto, 2016, "Fiscal Sustainability in Japan," Asia and the Pacific Policy Studies, Wiley Blackwell, volume 3, issue 2, pages 235-243, May.
  61. Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016, "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 48-64, DOI: 10.1016/j.jcomm.2016.02.001.
  62. Harumi Ohmi & Tatsuyoshi Okimoto, 2016, "Trends in stock-bond correlations," Applied Economics, Taylor & Francis Journals, volume 48, issue 6, pages 536-552, February, DOI: 10.1080/00036846.2015.1083088.
  63. Michael T. Owyang & Hannah Shell, 2016, "Taking Stock: Income Inequality and the Stock Market," Economic Synopses, Federal Reserve Bank of St. Louis, issue 7, pages 1-2.
  64. Michael T. Owyang & Hannah Shell, 2016, "Measuring Trends in Income Inequality," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  65. Oh, Dong Hwan & Patton, Andrew J., 2016, "High-dimensional copula-based distributions with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 349-366, DOI: 10.1016/j.jeconom.2016.04.011.
  66. Andrew J. Patton & Richard J. Smith, 2016, "Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models," Econometrics Journal, Royal Economic Society, volume 19, issue 1, pages 1-1, February.
  67. Alvarez, Rocio & Camacho, Maximo & Perez-Quiros, Gabriel, 2016, "Aggregate versus disaggregate information in dynamic factor models," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 680-694, DOI: 10.1016/j.ijforecast.2015.10.006.
  68. William B. Peterman, 2016, "Reconciling Micro And Macro Estimates Of The Frisch Labor Supply Elasticity," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 100-120, January.
  69. William Peterman, 2016, "The effect of endogenous human capital accumulation on optimal taxation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 46-71, July, DOI: 10.1016/j.red.2016.04.001.
  70. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016, "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 457-471, DOI: 10.1016/j.jfineco.2016.01.010.
  71. Roux, Catherine & Santos-Pinto, Luís & Thöni, Christian, 2016, "Home bias in multimarket Cournot games," European Economic Review, Elsevier, volume 89, issue C, pages 361-371, DOI: 10.1016/j.euroecorev.2016.08.007.
  72. Kim, Kyoo il & Petrin, Amil & Song, Suyong, 2016, "Estimating production functions with control functions when capital is measured with error," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 267-279, DOI: 10.1016/j.jeconom.2015.06.016.
  73. Qian, Junhui & Su, Liangjun, 2016, "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1376-1433, December.
  74. Su, Liangjun & Zhang, Yonghui & Wei, Jie, 2016, "A practical test for strict exogeneity in linear panel data models with fixed effects," Economics Letters, Elsevier, volume 147, issue C, pages 27-31, DOI: 10.1016/j.econlet.2016.08.012.
  75. Lu, Xun & Su, Liangjun, 2016, "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 148-175, DOI: 10.1016/j.jeconom.2015.09.005.
  76. Su, Liangjun & Hoshino, Tadao, 2016, "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 231-254, DOI: 10.1016/j.jeconom.2015.10.006.
  77. Qian, Junhui & Su, Liangjun, 2016, "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 86-109, DOI: 10.1016/j.jeconom.2015.09.004.
  78. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016, "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 183-202, DOI: 10.1016/j.jeconom.2016.02.015.
  79. Degui Li & Junhui Qian & Liangjun Su, 2016, "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, volume 111, issue 516, pages 1804-1819, October, DOI: 10.1080/01621459.2015.1119696.
  80. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016, "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, volume 84, issue , pages 2215-2264, November.
  81. Norman R. Swanson, 2016, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 348-353, July, DOI: 10.1080/07350015.2016.1186554.
  82. Uesugi, Iichiro & Uchida, Hirofumi & Mizusugi, Yuta, 2016, "Effects of Lending Relationships with Government Banks on Firm Performance: Evidence from Japan's Government Bank for Small Businesses," Economic Review, Hitotsubashi University, volume 67, issue 3, pages 238-260, July, DOI: 10.15057/28096.
  83. Kaoru Hosono & Daisuke Miyakawa & Taisuke Uchino & Makoto Hazama & Arito Ono & Hirofumi Uchida & Iichiro Uesugi, 2016, "Natural Disasters, Damage To Banks, And Firm Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 4, pages 1335-1370, November, DOI: 10.1111/iere.12200.
  84. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016, "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, volume 92, issue 299, pages 590-605, December.
  85. George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016, "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1100-1119, September.
  86. Islam, Asadul & Ouch, Chandarany & Smyth, Russell & Wang, Liang Choon, 2016, "The long-term effects of civil conflicts on education, earnings, and fertility: Evidence from Cambodia," Journal of Comparative Economics, Elsevier, volume 44, issue 3, pages 800-820, DOI: 10.1016/j.jce.2015.05.001.
  87. Liang Choon Wang, 2016, "The effect of high-stakes testing on suicidal ideation of teenagers with reference-dependent preferences," Journal of Population Economics, Springer;European Society for Population Economics, volume 29, issue 2, pages 345-364, April, DOI: 10.1007/s00148-015-0575-7.
  88. Alan S. Blinder & Mark W. Watson, 2016, "Presidents and the US Economy: An Econometric Exploration," American Economic Review, American Economic Association, volume 106, issue 4, pages 1015-1045, April.
  89. Ulrich K. Müller & Mark W. Watson, 2016, "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1711-1740.
  90. James H. Stock & Mark W. Watson, 2016, "Core Inflation and Trend Inflation," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 770-784, October.
  91. Mark W. Watson, 2016, "Comment," NBER Macroeconomics Annual, University of Chicago Press, volume 30, issue 1, pages 85-89, DOI: 10.1086/685950.
  92. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016, "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 252-266, DOI: 10.1016/j.jeconom.2015.06.014.
  93. Wooldridge, Jeffrey M., 2016, "Should instrumental variables be used as matching variables?," Research in Economics, Elsevier, volume 70, issue 2, pages 232-237, DOI: 10.1016/j.rie.2016.01.001.
  94. Jing Cynthia Wu & Fan Dora Xia, 2016, "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 253-291, March, DOI: 10.1111/jmcb.12300.
  95. Shim, Myungkyu & Yang, Hee-Seung, 2016, "New stylized facts on occupational employment and their implications: Evidence from consistent employment data," Economic Modelling, Elsevier, volume 59, issue C, pages 402-415, DOI: 10.1016/j.econmod.2016.08.006.

2015

  1. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015, "The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?," Journal of the Japanese and International Economies, Elsevier, volume 37, issue C, pages 100-126, DOI: 10.1016/j.jjie.2015.04.002.
  2. Ye, Haichun & Ashley, Richard & Guerard, John, 2015, "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 488-500, DOI: 10.1016/j.ijforecast.2014.08.004.
  3. Richard Ashley & Christopher Parmeter, 2015, "Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments," Empirical Economics, Springer, volume 49, issue 4, pages 1153-1171, December, DOI: 10.1007/s00181-015-0916-0.
  4. Maximilian Auffhammer & Yazhen Gong, 2015, "China's Carbon Emissions from Fossil Fuels and Market-Based Opportunities for Control," Annual Review of Resource Economics, Annual Reviews, volume 7, issue 1, pages 11-34, October.
  5. Michael D. Bauer & Glenn D. Rudebusch, 2015, "Optimal policy and market-based expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  6. Michael D. Bauer & Erin McCarthy, 2015, "Can we rely on market-based inflation forecasts?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  7. Michael D. Bauer, 2015, "Inflation Expectations and the News," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 2, pages 1-40, March.
  8. Michael D. Bauer, 2015, "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 2-3, pages 295-332, March, DOI: 10.1111/jmcb.12177.
  9. Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
  10. Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015, "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 113-134, DOI: 10.1016/j.jfineco.2015.02.010.
  11. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2015, "Publicizing the results of standardized external tests: does it have an effect on school outcomes?," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-20, December, DOI: 10.1186/s40174-014-0029-3.
  12. Michael Callen & James D. Long, 2015, "Institutional Corruption and Election Fraud: Evidence from a Field Experiment in Afghanistan," American Economic Review, American Economic Association, volume 105, issue 1, pages 354-381, January.
  13. Callen, Michael & Imbs, Jean & Mauro, Paolo, 2015, "Pooling risk among countries," Journal of International Economics, Elsevier, volume 96, issue 1, pages 88-99, DOI: 10.1016/j.jinteco.2015.01.006.
  14. Callen, Michael, 2015, "Catastrophes and time preference: Evidence from the Indian Ocean Earthquake," Journal of Economic Behavior & Organization, Elsevier, volume 118, issue C, pages 199-214, DOI: 10.1016/j.jebo.2015.02.019.
  15. Andrew Chamberlain, 2015, "Are State Workers Overpaid? Survey Evidence from Liquor Privatization in Washington State," Journal of Labor Research, Springer, volume 36, issue 4, pages 347-388, December, DOI: 10.1007/s12122-015-9212-1.
  16. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
  17. Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015, "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 281-300, DOI: 10.1016/j.jeconom.2015.05.003.
  18. Daniel Chiquiar & Martin Tobal, 2015, "Keynote Speech: Macro-Financial Policy Challenges in the Face of a Complex Environment: The Case of Mexico," The International Trade Journal, Taylor & Francis Journals, volume 29, issue 5, pages 361-375, December, DOI: 10.1080/08853908.2015.1081114.
  19. Miguel A. Costa‐Gomes & Makoto Shimoji, 2015, "A Comment on “Can Relaxation of Beliefs Rationalize the Winner's Curse?: An Experimental Study”," Econometrica, Econometric Society, volume 83, issue , pages 375-383, January.
  20. Chen, Yu-Lun & Gau, Yin-Feng, 2015, "Foreign exchange market intervention and price discovery," Journal of the Japanese and International Economies, Elsevier, volume 38, issue C, pages 214-227, DOI: 10.1016/j.jjie.2015.09.001.
  21. James Andreoni & Laura Gee, 2015, "Gunning for efficiency with third party enforcement in threshold public goods," Experimental Economics, Springer;Economic Science Association, volume 18, issue 1, pages 154-171, March, DOI: 10.1007/s10683-014-9392-1.
  22. Andra Ghent, 2015, "Home Ownership, Household Leverage and Hyperbolic Discounting," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 3, pages 750-781, September.
  23. Andra C. Ghent & Rubén Hernández-Murillo & Michael T. Owyang, 2015, "Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 4, pages 820-854, November.
  24. Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 207-229, August.
  25. Raffaella Giacomini, 2015, "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 22-41, June.
  26. Gibson, Matthew & Carnovale, Maria, 2015, "The effects of road pricing on driver behavior and air pollution," Journal of Urban Economics, Elsevier, volume 89, issue C, pages 62-73, DOI: 10.1016/j.jue.2015.06.005.
  27. González-Rivera, Gloria & Sun, Yingying, 2015, "Generalized autocontours: Evaluation of multivariate density models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 799-814, DOI: 10.1016/j.ijforecast.2014.03.019.
  28. Jeffrey Grogger & Gordon H. Hanson, 2015, "Attracting Talent: Location Choices of Foreign-Born PhDs in the United States," Journal of Labor Economics, University of Chicago Press, volume 33, issue S1, pages 5-38, DOI: 10.1086/679062.
  29. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2015, "Equally Weighted vs. Long†Run Optimal Portfolios," European Financial Management, European Financial Management Association, volume 21, issue 4, pages 742-789, September, DOI: 10.1111/eufm.12042.
  30. Bernales, Alejandro & Guidolin, Massimo, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 1-37, DOI: 10.1016/j.finmar.2015.10.002.
  31. Hansen, Peter Reinhard, 2015, "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, volume 133, issue C, pages 14-18, DOI: 10.1016/j.econlet.2015.04.028.
  32. Peter Reinhard Hansen & Allan Timmermann, 2015, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 17-21, January, DOI: 10.1080/07350015.2014.983601.
  33. Peter Reinhard Hansen & Allan Timmermann, 2015, "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, volume 83, issue , pages 2485-2505, November.
  34. Herrera, Ana María & Karaki, Mohamad B., 2015, "The effects of oil price shocks on job reallocation," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 95-113, DOI: 10.1016/j.jedc.2015.08.006.
  35. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015, "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 108-133, DOI: 10.1016/j.jimonfin.2014.09.004.
  36. Zeina Alsalman & Ana Maria Herrera, 2015, "Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?," The Energy Journal, , volume 36, issue 3, pages 171-188, July, DOI: 10.5547/01956574.36.3.zals.
  37. Hamadi, Malika & Heinen, Andréas, 2015, "Firm performance when ownership is very concentrated: Evidence from a semiparametric panel," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 172-194, DOI: 10.1016/j.jempfin.2015.07.004.
  38. Hibiki Ichiue & Shusaku Nishiguchi, 2015, "Inflation Expectations And Consumer Spending At The Zero Bound: Micro Evidence," Economic Inquiry, Western Economic Association International, volume 53, issue 2, pages 1086-1107, April.
  39. Ichiue, Hibiki & Ueno, Yoichi, 2015, "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, volume 38, issue C, pages 1-12, DOI: 10.1016/j.jjie.2015.04.001.
  40. Ichiue, Hibiki & Shimizu, Yuhei, 2015, "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, volume 34, issue , pages 44-55, DOI: 10.1016/j.japwor.2015.04.001.
  41. da Costa, Carlos E. & Issler, João V. & Matos, Paulo F., 2015, "A Note On The Forward And The Equity Premium Puzzles: Two Symptoms Of The Same Illness?," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 2, pages 446-464, March.
  42. Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015, "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 862-875, DOI: 10.1016/j.ijforecast.2015.02.002.
  43. Isao Ishida & Virmantas Kvedaras, 2015, "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, volume 3, issue 1, pages 1-53, January.
  44. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015, "Betting the house," Journal of International Economics, Elsevier, volume 96, issue S1, pages 2-18, DOI: 10.1016/j.jinteco.2014.12.011.
  45. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015, "Leveraged bubbles," Journal of Monetary Economics, Elsevier, volume 76, issue S, pages 1-20, DOI: 10.1016/j.jmoneco.2015.08.005.
  46. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Mortgaging the future?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  47. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Interest rates and house prices: pill or poison?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  48. R. Hafer & Garett Jones, 2015, "Are entrepreneurship and cognitive skills related? Some international evidence," Small Business Economics, Springer, volume 44, issue 2, pages 283-298, February, DOI: 10.1007/s11187-014-9596-y.
  49. Kaplan, David M., 2015, "Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 20-32, DOI: 10.1016/j.jeconom.2014.08.011.
  50. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015, "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 169-188, DOI: 10.1016/j.jeconom.2015.02.004.
  51. Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015, "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, volume 13, issue C, pages 243-257, DOI: 10.1016/j.frl.2014.12.005.
  52. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2015, "Revisiting growth empirics based on IV panel quantile regression," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3859-3873, August, DOI: 10.1080/00036846.2015.1019038.
  53. Granziera, Eleonora & Kozicki, Sharon, 2015, "House price dynamics: Fundamentals and expectations," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 152-165, DOI: 10.1016/j.jedc.2015.09.003.
  54. Koedel, Cory & Mihaly, Kata & Rockoff, Jonah E., 2015, "Value-added modeling: A review," Economics of Education Review, Elsevier, volume 47, issue C, pages 180-195, DOI: 10.1016/j.econedurev.2015.01.006.
  55. Andrew Hughes & Cory Koedel & Joshua A. Price, 2015, "Positional WAR in the National Football League," Journal of Sports Economics, , volume 16, issue 6, pages 597-613, August, DOI: 10.1177/1527002515580931.
  56. Cory Koedel & Eric Parsons & Michael Podgursky & Mark Ehlert, 2015, "Teacher Preparation Programs and Teacher Quality: Are There Real Differences Across Programs?," Education Finance and Policy, MIT Press, volume 10, issue 4, pages 508-534, October.
  57. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez‐Arce, 2015, "Do Employers Prefer Workers Who Attend For‐Profit Colleges? Evidence from a Field Experiment," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 34, issue 4, pages 881-903, September.
  58. Andreoni, James & Kuhn, Michael A. & Sprenger, Charles, 2015, "Measuring time preferences: A comparison of experimental methods," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 451-464, DOI: 10.1016/j.jebo.2015.05.018.
  59. Tracy R. Lewis & Alan Schwartz, 2015, "Pay for Play: A Theory of Hybrid Relationships," American Law and Economics Review, American Law and Economics Association, volume 17, issue 2, pages 462-494.
  60. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015, "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 393-402, July, DOI: 10.1080/07350015.2014.955174.
  61. Hoyt Bleakley & Jeffrey Lin, 2015, "History and the Sizes of Cities," American Economic Review, American Economic Association, volume 105, issue 5, pages 558-563, May.
  62. Jeffrey Lin, 2015, "The puzzling persistence of place," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-8.
  63. Magnus Lofstrom & Steven Raphael, 2015, "Incarceration and Crime: Lessons from California’s Public Safety Realignment Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 12, issue 04, pages 40-46, January.
  64. Sarah Bohn & Magnus Lofstrom & Steven Raphael, 2015, "Do E‐verify mandates improve labor market outcomes of low‐skilled native and legal immigrant workers?," Southern Economic Journal, John Wiley & Sons, volume 81, issue 4, pages 960-979, April, DOI: 10.1002/soej.12019.
  65. Manganelli, Simone & Popov, Alexander, 2015, "Financial development, sectoral reallocation, and volatility: International evidence," Journal of International Economics, Elsevier, volume 96, issue 2, pages 323-337, DOI: 10.1016/j.jinteco.2015.03.008.
  66. Blyde, Juan & Molina, Danielken, 2015, "Logistic infrastructure and the international location of fragmented production," Journal of International Economics, Elsevier, volume 95, issue 2, pages 319-332, DOI: 10.1016/j.jinteco.2014.11.010.
  67. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015, "Introducing the St. Louis Fed Price Pressures Measure," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25.
  68. Diana A. Cooke & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015, "Regional vs. Global: How Are Countries' Business Cycles Moving Together These Days?," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  69. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015, "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 25-52, DOI: 10.20955/r.97.25-52.
  70. Neville Francis & Michael T. Owyang & Daniel Soques, 2015, "Does the United States Lead Foreign Business Cycles?," Review, Federal Reserve Bank of St. Louis, volume 97, issue 2, pages 133-158, DOI: 10.20955/r.97.133-58.
  71. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015, "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 847-866, August, DOI: 10.1111/jmcb.12228.
  72. Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015, "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, volume 70, issue 3, pages 963-999, June.
  73. Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015, "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 293-311, DOI: 10.1016/j.jeconom.2015.02.008.
  74. De Lira Salvatierra, Irving & Patton, Andrew J., 2015, "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 120-135, DOI: 10.1016/j.jempfin.2014.11.008.
  75. Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015, "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 185-226.
  76. Andrew J. Patton, 2015, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 22-24, January, DOI: 10.1080/07350015.2014.977445.
  77. Andrew J. Patton & Kevin Sheppard, 2015, "Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility," The Review of Economics and Statistics, MIT Press, volume 97, issue 3, pages 683-697, July.
  78. Im, Hyun Joong & Park, Young Joon & Shon, Janghoon, 2015, "Product market competition and the value of innovation: Evidence from US patent data," Economics Letters, Elsevier, volume 137, issue C, pages 78-82, DOI: 10.1016/j.econlet.2015.10.017.
  79. Ana Gómez Loscos & Gabriel Pérez Quirós & María Dolores Gadea, 2015, "Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico," Boletín Económico, Banco de España, issue JAN, pages 41-47, Enero.
  80. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2015, "The Failure To Predict The Great Recession—A View Through The Role Of Credit," Journal of the European Economic Association, European Economic Association, volume 13, issue 3, pages 534-559, June.
  81. Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015, "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 377-391, June, DOI: 10.1515/snde-2013-0096.
  82. Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
  83. Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015, "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1073-1089, November.
  84. Kelly, Bryan & Pruitt, Seth, 2015, "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 294-316, DOI: 10.1016/j.jeconom.2015.02.011.
  85. Randall Reback, 2015, "Buying Their Votes? A Study Of Local Tax-Price Discrimination," Economic Inquiry, Western Economic Association International, volume 53, issue 3, pages 1451-1469, July.
  86. Mauricio Romero & Ã lvaro Riascos & Diego Jara, 2015, "On the Optimality of Answer-Copying Indices," Journal of Educational and Behavioral Statistics, , volume 40, issue 5, pages 435-453, October, DOI: 10.3102/1076998615595628.
  87. Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015, "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, volume 78, issue 2, pages 189-208, February, DOI: 10.1007/s11238-014-9417-4.
  88. Luís Santos-Pinto & Adrian Bruhin & José Mata & Thomas Åstebro, 2015, "Detecting heterogeneous risk attitudes with mixed gambles," Theory and Decision, Springer, volume 79, issue 4, pages 573-600, December, DOI: 10.1007/s11238-015-9484-1.
  89. Selover, David D. & Yagihashi, Takeshi, 2015, "Examining industrial interdependence between Japan and South Korea: A FAVAR approach," Japan and the World Economy, Elsevier, volume 36, issue C, pages 67-87, DOI: 10.1016/j.japwor.2015.08.001.
  90. Shimoji, Makoto & Schweinzer, Paul, 2015, "Implementation without incentive compatibility: Two stories with partially informed planners," Games and Economic Behavior, Elsevier, volume 91, issue C, pages 258-267, DOI: 10.1016/j.geb.2015.03.007.
  91. Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey, 2015, "Discount window stigma during the 2007–2008 financial crisis," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 317-335, DOI: 10.1016/j.jfineco.2015.08.006.
  92. Song, Suyong, 2015, "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 95-109, DOI: 10.1016/j.jeconom.2014.10.007.
  93. Kishor, N. Kundan & Kumari, Swati & Song, Suyong, 2015, "Time variation in the relative importance of permanent and transitory components in the U.S. housing market," Finance Research Letters, Elsevier, volume 12, issue C, pages 92-99, DOI: 10.1016/j.frl.2014.11.004.
  94. Suyong Song & Susanne M. Schennach & Halbert White, 2015, "Estimating nonseparable models with mismeasured endogenous variables," Quantitative Economics, Econometric Society, volume 6, issue 3, pages 749-794, November.
  95. Jin, Sainan & Su, Liangjun & Xiao, Zhijie, 2015, "Adaptive Nonparametric Regression With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1153-1191, December.
  96. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015, "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 81-96, DOI: 10.1016/j.jeconom.2014.09.008.
  97. Su, Liangjun & Yang, Zhenlin, 2015, "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 230-258, DOI: 10.1016/j.jeconom.2014.11.002.
  98. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
  99. Lu, Xun & Su, Liangjun, 2015, "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 40-58, DOI: 10.1016/j.jeconom.2014.11.005.
  100. Sainan Jin & Liangjun Su & Yonghui Zhang, 2015, "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, volume 48, issue 1, pages 9-36, February, DOI: 10.1007/s00181-014-0846-2.
  101. Liangjun Su & Yundong Tu & Aman Ullah, 2015, "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 1057-1088, December, DOI: 10.1080/07474938.2014.956621.
  102. Yan Li & Liangjun Su & Yuewu Xu, 2015, "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 203-220, April, DOI: 10.1080/07350015.2014.940082.
  103. Duong, Diep & Swanson, Norman R., 2015, "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 606-621, DOI: 10.1016/j.jeconom.2015.02.042.
  104. Swanson, Norman R. & Urbach, Richard, 2015, "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 312-323, DOI: 10.1016/j.iref.2015.02.027.
  105. Uchida, Hirofumi & Miyakawa, Daisuke & Hosono, Kaoru & Ono, Arito & Uchino, Taisuke & Uesugi, Iichiro, 2015, "Financial shocks, bankruptcy, and natural selection," Japan and the World Economy, Elsevier, volume 36, issue C, pages 123-135, DOI: 10.1016/j.japwor.2015.11.002.
  106. Uchida, Hirofumi & Miyakawa, Daisuke & Uesugi, Iichiro & Ono, Arito & Hosono, Kaoru, 2015, "Collateral Value and Financing Constraint: Analysis using Corporate Data after the Great Tohoku Earthquake," Economic Review, Hitotsubashi University, volume 66, issue 3, pages 224-241, July, DOI: 10.15057/27513.
  107. Uesugi, Iichiro & Hazama, Makoto & Hosono, Kaoru, 2015, "The Bank Lending Channel of Real Estate Prices," Economic Review, Hitotsubashi University, volume 66, issue 3, pages 265-280, July, DOI: 10.15057/27514.
  108. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015, "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, volume 52, issue PA, pages 183-194, DOI: 10.1016/j.eneco.2015.10.010.
  109. Wang, Liang Choon, 2015, "All work and no play? The effects of ability sorting on students’ non-school inputs, time use, and grade anxiety," Economics of Education Review, Elsevier, volume 44, issue C, pages 29-41, DOI: 10.1016/j.econedurev.2014.10.008.
  110. Ximena Del Carpio & Ha Nguyen & Laura Pabon & Liang Wang, 2015, "Do minimum wages affect employment? Evidence from the manufacturing sector in Indonesia," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-30, December, DOI: 10.1186/s40175-015-0040-8.
  111. Graham Elliott & Ulrich K. Müller & Mark W. Watson, 2015, "Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis," Econometrica, Econometric Society, volume 83, issue , pages 771-811, March.
  112. Lin, Wei & Wooldridge, Jeffrey M., 2015, "On different approaches to obtaining partial effects in binary response models with endogenous regressors," Economics Letters, Elsevier, volume 134, issue C, pages 58-61, DOI: 10.1016/j.econlet.2015.05.019.
  113. Cassandra M. Guarino & Michelle Maxfield & Mark D. Reckase & Paul N. Thompson & Jeffrey M. Wooldridge, 2015, "An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures," Journal of Educational and Behavioral Statistics, , volume 40, issue 2, pages 190-222, April, DOI: 10.3102/1076998615574771.
  114. Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015, "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, volume 50, issue 2, pages 301-316.
  115. Jeffrey M. Wooldridge, 2015, "Control Function Methods in Applied Econometrics," Journal of Human Resources, University of Wisconsin Press, volume 50, issue 2, pages 420-445.
  116. Steven Dieterle & Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Wooldridge, 2015, "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 34, issue 1, pages 32-58, January, DOI: 10.1002/pam.21781.
  117. Creal, Drew D. & Wu, Jing Cynthia, 2015, "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 60-81, DOI: 10.1016/j.jeconom.2014.10.003.
  118. James D. Hamilton & Jing Cynthia Wu, 2015, "Effects Of Index‐Fund Investing On Commodity Futures Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 187-205, February, DOI: 10.1111/iere.12099.
  119. Shim, Myungkyu & Yang, Hee-Seung, 2015, "The implications of changes in hours fluctuations on welfare costs of business cycles," Economics Letters, Elsevier, volume 128, issue C, pages 75-78, DOI: 10.1016/j.econlet.2015.01.013.
  120. Dariya Mykhayliv & Klaus G. Zauner, 2015, "Investment Behaviour, Corporate Control, And Private Benefits Of Control: Evidence From A Survey Of Ukrainian Firms," Bulletin of Economic Research, Wiley Blackwell, volume 67, issue 4, pages 309-323, October.

2014

  1. Tian, Jing & Anderson, Heather M., 2014, "Forecast combinations under structural break uncertainty," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 161-175, DOI: 10.1016/j.ijforecast.2013.06.003.
  2. Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
  3. Ashley, Richard & Li, Guo, 2014, "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, volume 26, issue C, pages 109-118, DOI: 10.1016/j.jhe.2014.09.003.
  4. Richard A. Ashley & Kwok Ping Tsang, 2014, "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, volume 2, issue 1, pages 1-20, March.
  5. Maximilian Auffhammer & Catherine D. Wolfram, 2014, "Powering Up China: Income Distributions and Residential Electricity Consumption," American Economic Review, American Economic Association, volume 104, issue 5, pages 575-580, May.
  6. Auffhammer, Maximilian & Mansur, Erin T., 2014, "Measuring climatic impacts on energy consumption: A review of the empirical literature," Energy Economics, Elsevier, volume 46, issue C, pages 522-530, DOI: 10.1016/j.eneco.2014.04.017.
  7. Auffhammer, Maximilian & Schlenker, Wolfram, 2014, "Empirical studies on agricultural impacts and adaptation," Energy Economics, Elsevier, volume 46, issue C, pages 555-561, DOI: 10.1016/j.eneco.2014.09.010.
  8. Maximilian Auffhammer, 2014, "Cooling China: The Weather Dependence of Air Conditioner Adoption," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 1, pages 70-84, March.
  9. Steven Buck & Maximilian Auffhammer & David Sunding, 2014, "Land Markets and the Value of Water: Hedonic Analysis Using Repeat Sales of Farmland," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 96, issue 4, pages 953-969.
  10. Michael L. Anderson & Maximilian Auffhammer, 2014, "Pounds That Kill: The External Costs of Vehicle Weight," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 2, pages 535-571.
  11. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014, "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, volume 104, issue 1, pages 323-337, January.
  12. Bauer, Michael D. & Neely, Christopher J., 2014, "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 24-46, DOI: 10.1016/j.jimonfin.2013.12.007.
  13. Michael D. Bauer & Jens H. E. Christensen, 2014, "Financial market outlook for inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  14. Michael D. Bauer, 2014, "Options-based expectations of future policy rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  15. Michael D. Bauer & Glenn D. Rudebusch, 2014, "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 3, pages 233-289, September.
  16. Bollerslev, Tim & Marrone, James & Xu, Lai & Zhou, Hao, 2014, "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 633-661, June.
  17. Bollerslev, Tim & Todorov, Viktor, 2014, "Time-varying jump tails," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 168-180, DOI: 10.1016/j.jeconom.2014.05.007.
  18. Cabrales, Antonio & Gottardi, Piero, 2014, "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, volume 83, issue C, pages 24-44, DOI: 10.1016/j.geb.2013.10.008.
  19. Michael Callen & Mohammad Isaqzadeh & James D. Long & Charles Sprenger, 2014, "Violence and Risk Preference: Experimental Evidence from Afghanistan," American Economic Review, American Economic Association, volume 104, issue 1, pages 123-148, January.
  20. White, Halbert & Xu, Haiqing & Chalak, Karim, 2014, "Causal discourse in a game of incomplete information," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 45-58, DOI: 10.1016/j.jeconom.2014.04.007.
  21. Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014, "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 691-713, DOI: 10.1016/j.ijforecast.2013.11.003.
  22. Costa-Gomes, Miguel A. & Huck, Steffen & Weizsäcker, Georg, 2014, "Beliefs and actions in the trust game: Creating instrumental variables to estimate the causal effect," Games and Economic Behavior, Elsevier, volume 88, issue C, pages 298-309, DOI: 10.1016/j.geb.2014.10.006.
  23. Costa-Gomes, Miguel A. & Shimoji, Makoto, 2014, "Theoretical approaches to lowest unique bid auctions," Journal of Mathematical Economics, Elsevier, volume 52, issue C, pages 16-24, DOI: 10.1016/j.jmateco.2014.02.011.
  24. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014, "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 42-50, DOI: 10.1016/j.qref.2013.07.009.
  25. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014, "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, volume 10, issue 3, pages 457-480, August, DOI: 10.1007/s10436-013-0242-5.
  26. Álvaro Escribano & Rodolfo Stucchi, 2014, "Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms," Journal of Productivity Analysis, Springer, volume 41, issue 3, pages 339-349, June, DOI: 10.1007/s11123-013-0368-5.
  27. Yohei Mitani & Nicholas Flores, 2014, "Hypothetical Bias Reconsidered: Payment and Provision Uncertainties in a Threshold Provision Mechanism," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 59, issue 3, pages 433-454, November, DOI: 10.1007/s10640-013-9741-0.
  28. Shigeru Fujita & Hermann Gartner, 2014, "A closer look at the German labor market 'miracle'," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 16-24.
  29. Shigeru Fujita, 2014, "On the causes of declines in the labor force participation rate," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Feb.
  30. Roberto Angulo & Alejandro Gaviria Uribe & Liliana Morales, 2014, "La década ganada: evolución de la clase media, la pobreza y la vulnerabilidad en Colombia 2002-2011," Coyuntura Económica, Fedesarrollo.
  31. Gau, Yin-Feng & Wu, Zhen-Xing, 2014, "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 106-118, DOI: 10.1016/j.intfin.2014.01.008.
  32. Chen, Yu-Lun & Gau, Yin-Feng, 2014, "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 194-204, DOI: 10.1016/j.jbankfin.2013.10.004.
  33. Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T., 2014, "Differences in subprime loan pricing across races and neighborhoods," Regional Science and Urban Economics, Elsevier, volume 48, issue C, pages 199-215, DOI: 10.1016/j.regsciurbeco.2014.07.006.
  34. Andra Ghent, 2014, "How Do Case Law and Statute Differ? Lessons from the Evolution of Mortgage Law," Journal of Law and Economics, University of Chicago Press, volume 57, issue 4, pages 1085-1122, DOI: 10.1086/680931.
  35. Giacomini, Raffaella & Ragusa, Giuseppe, 2014, "Theory-coherent forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 145-155, DOI: 10.1016/j.jeconom.2014.04.014.
  36. Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini, 2014, "Bond Returns and Market Expectations," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 708-729.
  37. Gilbert, Ben & Graff Zivin, Joshua, 2014, "Dynamic salience with intermittent billing: Evidence from smart electricity meters," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PA, pages 176-190, DOI: 10.1016/j.jebo.2014.03.011.
  38. Ben Gilbert & Bee Hong Yeo, 2014, "Technological Change and Managerial Ability: Evidence from a Malaysian Artisanal Fishery," Land Economics, University of Wisconsin Press, volume 90, issue 2, pages 352-371.
  39. Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014, "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 331-341, DOI: 10.1016/j.jeconom.2013.08.031.
  40. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2014, "Detecting big structural breaks in large factor models," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 30-48, DOI: 10.1016/j.jeconom.2014.01.006.
  41. Jesus Gonzalo & Jose Olmo, 2014, "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 55, issue 3, pages 819-838, August, DOI: 10.1111/iere.12072.
  42. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2014, "Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 4, pages 510-535, August.
  43. Brad Case & Massimo Guidolin & Yildiray Yildirim, 2014, "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance," Real Estate Economics, American Real Estate and Urban Economics Association, volume 42, issue 2, pages 279-342, June.
  44. Bianchi, Daniele & Guidolin, Massimo, 2014, "Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets," European Journal of Operational Research, Elsevier, volume 236, issue 1, pages 160-176, DOI: 10.1016/j.ejor.2014.01.030.
  45. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014, "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 362-385, DOI: 10.1016/j.jempfin.2014.04.005.
  46. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
  47. Bernales, Alejandro & Guidolin, Massimo, 2014, "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 326-342, DOI: 10.1016/j.jbankfin.2014.06.002.
  48. Daniele Bianchi & Massimo Guidolin, 2014, "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 1, pages 116-164, July, DOI: 10.1007/s11146-013-9411-6.
  49. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014, "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 477-523, November, DOI: 10.1007/s11146-013-9404-5.
  50. Massimo Guidolin & Stuart Hyde, 2014, "Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2135-2153, December, DOI: 10.1080/14697688.2014.926389.
  51. Hansen, Peter R. & Lunde, Asger, 2014, "Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 60-93, February.
  52. Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2014, "Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 774-799, August.
  53. Douglas, Christopher C. & Herrera, Ana María, 2014, "Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?," Economics Letters, Elsevier, volume 122, issue 2, pages 247-252, DOI: 10.1016/j.econlet.2013.11.025.
  54. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014, "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 62-78, DOI: 10.1016/j.jedc.2013.11.008.
  55. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 310-335, DOI: 10.1016/j.jimonfin.2013.08.017.
  56. Daly, Mary C. & Fernald, John G. & Jordà, Òscar & Nechio, Fernanda, 2014, "Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly," National Institute Economic Review, National Institute of Economic and Social Research, volume 228, issue , pages 58-64, May.
  57. Jordà, Òscar, 2014, "Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 729-740, DOI: 10.1016/j.ijforecast.2014.02.003.
  58. Fushing, Hsieh & Jordà, Òscar & Beisner, Brianne & McCowan, Brenda, 2014, "Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 797-806, DOI: 10.1016/j.ijforecast.2013.11.001.
  59. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Private credit and public debt in financial crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  60. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2014, "Interpreting deviations from Okun’s Law," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  61. Early Elias & Helen Irvin & Òscar Jordà, 2014, "Monetary policy when the spyglass is smudged," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  62. Kaido, Hiroaki & White, Halbert, 2014, "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 5-13, DOI: 10.1016/j.jeconom.2014.04.004.
  63. Hiroaki Kaido & Andres Santos, 2014, "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities," Econometrica, Econometric Society, volume 82, issue 1, pages 387-413, January, DOI: 10.3982/ECTA10017.
  64. Peter Arcidiacono & Cory Koedel, 2014, "Race and College Success: Evidence from Missouri," American Economic Journal: Applied Economics, American Economic Association, volume 6, issue 3, pages 20-57, July.
  65. Cory Koedel, 2014, "Higher education structure and education outcomes: evidence from the USA," Education Economics, Taylor & Francis Journals, volume 22, issue 3, pages 237-256, June, DOI: 10.1080/09645292.2011.616714.
  66. Cory Koedel & Shawn Ni & Michael Podgursky, 2014, "Who Benefits from Pension Enhancements?," Education Finance and Policy, MIT Press, volume 9, issue 2, pages 165-192, March.
  67. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014, "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 196-210, DOI: 10.1016/j.jeconom.2014.04.018.
  68. Lee, Tae-Hwy & Yang, Weiping, 2014, "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 70-78, DOI: 10.1016/j.irfa.2013.08.008.
  69. Wang, Yiyao & Lee, Tae-Hwy, 2014, "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 235-245, DOI: 10.1016/j.ijforecast.2013.07.017.
  70. Jeffrey Lin, 2014, "The paper trail of knowledge transfers," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-6.
  71. Lofstrom, Magnus & Bates, Timothy & Parker, Simon C., 2014, "Why are some people more likely to become small-businesses owners than others: Entrepreneurship entry and industry-specific barriers," Journal of Business Venturing, Elsevier, volume 29, issue 2, pages 232-251, DOI: 10.1016/j.jbusvent.2013.01.004.
  72. Sarah Bohn & Magnus Lofstrom & Steven Raphael, 2014, "Did the 2007 Legal Arizona Workers Act Reduce the State's Unauthorized Immigrant Population?," The Review of Economics and Statistics, MIT Press, volume 96, issue 2, pages 258-269, May.
  73. Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014, "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, volume 125, issue 2, pages 298-302, DOI: 10.1016/j.econlet.2014.09.017.
  74. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014, "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 645-678.
  75. Kirstin Hubrich & Simone Manganelli, 2014, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 506-509, October, DOI: 10.1080/07350015.2014.956874.
  76. Neilson, William & Wichmann, Bruno, 2014, "Social networks and non-market valuations," Journal of Environmental Economics and Management, Elsevier, volume 67, issue 2, pages 155-170, DOI: 10.1016/j.jeem.2013.11.005.
  77. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014, "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, volume 65, issue 1, pages 25-41, March.
  78. Okimoto, Tatsuyoshi, 2014, "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.05.025.
  79. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014, "Where Is An Oil Shock?," Journal of Regional Science, Wiley Blackwell, volume 54, issue 2, pages 169-185, March.
  80. Michael T. Owyang & E. Katarina Vermann, 2014, "Employment Revision Asymmetries," Economic Synopses, Federal Reserve Bank of St. Louis, issue 11.
  81. Michael T. Owyang & E. Katarina Vermann, 2014, "Rockets and Feathers: Why Don't Gasoline Prices Always Move in Sync with Oil Prices?," The Regional Economist, Federal Reserve Bank of St. Louis, October.
  82. Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 2014, "A Flexible Finite-Horizon Alternative to Long-Run Restrictions with an Application to Technology Shocks," The Review of Economics and Statistics, MIT Press, volume 96, issue 4, pages 638-647, October.
  83. Yanqin Fan & Andrew J. Patton, 2014, "Copulas in Econometrics," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 179-200, August.
  84. Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014, "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 520-535, DOI: 10.1016/j.ijforecast.2013.01.006.
  85. Maximo Camacho & Gabriel Perez-Quiros, 2014, "Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 2, pages 110-137, March.
  86. Martin Plödt & Claire Reicher, 2014, "Primary balance and debt projections based on estimated fiscal reaction functions for euro area countries," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 111-134.
  87. Reicher, Claire, 2014, "A set of estimated fiscal rules for a cross-section of countries: Stabilization and consolidation through which instruments?," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 184-198, DOI: 10.1016/j.jmacro.2014.08.001.
  88. Reicher, Claire, 2014, "Systematic fiscal policy and macroeconomic performance: A critical overview of the literature," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-37, DOI: 10.5018/economics-ejournal.ja.2014-.
  89. Randall Reback & Jonah Rockoff & Heather L. Schwartz, 2014, "Under Pressure: Job Security, Resource Allocation, and Productivity in Schools under No Child Left Behind," American Economic Journal: Economic Policy, American Economic Association, volume 6, issue 3, pages 207-241, August.
  90. Robert Bifulco & Randall Reback, 2014, "Fiscal Impacts of Charter Schools: Lessons from New York," Education Finance and Policy, MIT Press, volume 9, issue 1, pages 86-107, January.
  91. Bradley Graham & Jack Robles, 2014, "Moral hazard and legal services contracts," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 61, issue 3, pages 219-230, September, DOI: 10.1007/s12232-014-0198-4.
  92. Hamed Faquiryan & Marius del Giudice Rodriguez, 2014, "Bank counterparties and collateral usage," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  93. Doruk İriş & Luís Santos-Pinto, 2014, "Experimental Cournot oligopoly and inequity aversion," Theory and Decision, Springer, volume 76, issue 1, pages 31-45, January, DOI: 10.1007/s11238-013-9354-7.
  94. Daniel Carvalho & Luís Santos-Pinto, 2014, "A cognitive hierarchy model of behavior in the action commitment game," International Journal of Game Theory, Springer;Game Theory Society, volume 43, issue 3, pages 551-577, August, DOI: 10.1007/s00182-013-0395-5.
  95. Larry Filer & David D. Selover, 2014, "Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 5, issue 3, pages 20-42, July.
  96. Qian, Junhui & Su, Liangjun, 2014, "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, volume 125, issue 3, pages 415-421, DOI: 10.1016/j.econlet.2014.10.021.
  97. Su, Liangjun & White, Halbert, 2014, "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 27-44, DOI: 10.1016/j.jeconom.2014.04.006.
  98. Sainan Jin & Liangjun Su & Aman Ullah, 2014, "Robustify Financial Time Series Forecasting with Bagging," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 575-605, August, DOI: 10.1080/07474938.2013.825142.
  99. Deniz Ozabaci & Daniel J. Henderson & Liangjun Su, 2014, "Additive Nonparametric Regression in the Presence of Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 555-575, October, DOI: 10.1080/07350015.2014.917590.
  100. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014, "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 15-21, DOI: 10.1016/j.jeconom.2013.08.003.
  101. Kim, Hyun Hak & Swanson, Norman R., 2014, "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 352-367, DOI: 10.1016/j.jeconom.2013.08.033.
  102. Corradi, Valentina & Swanson, Norman R., 2014, "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 100-118, DOI: 10.1016/j.jeconom.2014.04.011.
  103. David Vera & Kazuki Onji & Prasanna Gai, 2014, "Are all financial crises created equal? Wholesale funding and two financial crises," Applied Economics, Taylor & Francis Journals, volume 46, issue 27, pages 3284-3299, September, DOI: 10.1080/00036846.2014.927569.
  104. Michael Ewens & Bryan Tomlin & Liang Choon Wang, 2014, "Statistical Discrimination or Prejudice? A Large Sample Field Experiment," The Review of Economics and Statistics, MIT Press, volume 96, issue 1, pages 119-134, March.
  105. Mark W. Watson, 2014, "Inflation Persistence, the NAIRU, and the Great Recession," American Economic Review, American Economic Association, volume 104, issue 5, pages 31-36, May.
  106. Stock, James H. & Watson, Mark W., 2014, "Estimating turning points using large data sets," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 368-381, DOI: 10.1016/j.jeconom.2013.08.034.
  107. Wooldridge, Jeffrey M., 2014, "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 226-234, DOI: 10.1016/j.jeconom.2014.04.020.
  108. Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Woolrdige, 2014, "Can Value-Added Measures of Teacher Performance Be Trusted?," Education Finance and Policy, MIT Press, volume 10, issue 1, pages 117-156, November.
  109. Hamilton, James D. & Wu, Jing Cynthia, 2014, "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 231-242, DOI: 10.1016/j.jeconom.2013.08.024.
  110. Hamilton, James D. & Wu, Jing Cynthia, 2014, "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 9-37, DOI: 10.1016/j.jimonfin.2013.08.003.

2013

  1. Maximilian Auffhammer & Solomon M. Hsiang & Wolfram Schlenker & Adam Sobel, 2013, "Using Weather Data and Climate Model Output in Economic Analyses of Climate Change," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, volume 7, issue 2, pages 181-198, July.
  2. Maximilian Auffhammer & Wolfram Schlenker, 2013, "It’s not just the statistical model. A comment on Seo (2013)," Climatic Change, Springer, volume 121, issue 2, pages 125-128, November, DOI: 10.1007/s10584-013-0960-8.
  3. Dáithí Stone & Maximilian Auffhammer & Mark Carey & Gerrit Hansen & Christian Huggel & Wolfgang Cramer & David Lobell & Ulf Molau & Andrew Solow & Lourdes Tibig & Gary Yohe, 2013, "The challenge to detect and attribute effects of climate change on human and natural systems," Climatic Change, Springer, volume 121, issue 2, pages 381-395, November, DOI: 10.1007/s10584-013-0873-6.
  4. Michael D. Bauer & Glenn D. Rudebusch, 2013, "What caused the decline in long-term yields?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue july8.
  5. Michael D. Bauer & Glenn D. Rudebusch, 2013, "Expectations for monetary policy liftoff," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov18.
  6. Andreas Blume & Oliver Board, 2013, "Language Barriers," Econometrica, Econometric Society, volume 81, issue 2, pages 781-812, March, DOI: ECTA9183.
  7. Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013, "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2012.08.014.
  8. Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
  9. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013, "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, volume 103, issue 1, pages 360-377, February.
  10. Albornoz, Facundo & Cabrales, Antonio, 2013, "Decentralization, political competition and corruption," Journal of Development Economics, Elsevier, volume 105, issue C, pages 103-111, DOI: 10.1016/j.jdeveco.2013.07.007.
  11. Lasse Loepfe & Antonio Cabrales & Angel Sánchez, 2013, "Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics," PLOS ONE, Public Library of Science, volume 8, issue 10, pages 1-1, October, DOI: 10.1371/journal.pone.0077526.
  12. Antonio Cabrales & José-Ramón Uriarte, 2013, "Doubts and equilibria," Journal of Evolutionary Economics, Springer, volume 23, issue 4, pages 783-810, September, DOI: 10.1007/s00191-012-0269-1.
  13. Antonio Cabrales & Sergi Jiménez‐Martín, 2013, "The Determinants Of Pricing In Pharmaceuticals: Are Us Prices Really So High?," Health Economics, John Wiley & Sons, Ltd., volume 22, issue 11, pages 1377-1397, November, DOI: 10.1002/hec.2887.
  14. Weidmann, Nils B. & Callen, Michael, 2013, "Violence and Election Fraud: Evidence from Afghanistan," British Journal of Political Science, Cambridge University Press, volume 43, issue 1, pages 53-75, January.
  15. Michael Callen & Saad Gulzar & Ali Hasanain & Abdul Rehman Khan & Yasir Khan & Muhammad Zia Mehmood, 2013, "Improving Public Health Delivery in Punjab, Pakistan: Issues and Opportunities," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue Special E, pages 249-269, September.
  16. Halbert White & Karim Chalak, 2013, "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 3, pages 273-317, November, DOI: 10.1080/07474938.2012.690664.
  17. Paul Calem & Francisco Covas & Jason Wu, 2013, "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue , pages 59-91, August.
  18. Vincent P. Crawford & Miguel A. Costa-Gomes & Nagore Iriberri, 2013, "Structural Models of Nonequilibrium Strategic Thinking: Theory, Evidence, and Applications," Journal of Economic Literature, American Economic Association, volume 51, issue 1, pages 5-62, March, DOI: 10.1257/jel.51.1.5.
  19. Michael C. Davis & Craig Palsson & Joseph Price, 2013, "Taxing the Opposition: Cactus League Attendance and the Efficiency of the ‘Cubs Tax’," International Journal of Sport Finance, Fitness Information Technology, volume 8, issue 2, pages 157-170, May.
  20. Corò, Filippo & Dufour, Alfonso & Varotto, Simone, 2013, "Credit and liquidity components of corporate CDS spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5511-5525, DOI: 10.1016/j.jbankfin.2013.07.010.
  21. Hannah Brenkert‐Smith & Katherine L. Dickinson & Patricia A. Champ & Nicholas Flores, 2013, "Social Amplification of Wildfire Risk: The Role of Social Interactions and Information Sources," Risk Analysis, John Wiley & Sons, volume 33, issue 5, pages 800-817, May, DOI: 10.1111/j.1539-6924.2012.01917.x.
  22. Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013, "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4501-4509, DOI: 10.1016/j.jbankfin.2013.02.033.
  23. Ming-Hsien Chen & Yin-Feng Gau & Vivian W. Tai, 2013, "Issuer Credit Ratings and Warrant-Pricing Errors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S3, pages 35-46, July.
  24. Peter Debbaut & Andra C. Ghent & Marianna Kudlyak & Jessica Sackett Romero, 2013, "How Risky Are Young Borrowers?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Dec.
  25. Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013, "A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 567-589, June.
  26. Fissel, Benjamin E. & Gilbert, Ben & LaRiviere, Jacob, 2013, "Technology adoption and diffusion with uncertainty in a commons," Economics Letters, Elsevier, volume 120, issue 2, pages 297-301, DOI: 10.1016/j.econlet.2013.04.048.
  27. Gloria Gonz‡lez-Rivera, 2013, "Rare Events: Limiting Their Damage Through Advances in Modeling," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 29, pages 38-42, Spring.
  28. Gloria González-Rivera & Wei Lin, 2013, "Constrained Regression for Interval-Valued Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 4, pages 473-490, October, DOI: 10.1080/07350015.2013.818004.
  29. Jeffrey Grogger & Gordon Hanson, 2013, "The Scale and Selectivity of Foreign-Born PhD Recipients in the US," American Economic Review, American Economic Association, volume 103, issue 3, pages 189-192, May, DOI: 10.1257/aer.103.3.189.
  30. Guidolin, Massimo & Tam, Yu Man, 2013, "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 18-39, DOI: 10.1016/j.irfa.2012.05.001.
  31. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013, "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, volume 10, issue 1, pages 34-40, DOI: 10.1016/j.frl.2012.07.002.
  32. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013, "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 87-111, DOI: 10.1016/j.qref.2013.01.004.
  33. Massimo Guidolin & Francesca Rinaldi, 2013, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, volume 74, issue 2, pages 183-217, February, DOI: 10.1007/s11238-012-9343-2.
  34. Caterina Forti Grazzini & Massimo Guidolin, 2013, "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 18, pages 1656-1664, December, DOI: 10.1080/13504851.2013.831165.
  35. Haefke, Christian & Sonntag, Marcus & van Rens, Thijs, 2013, "Wage rigidity and job creation," Journal of Monetary Economics, Elsevier, volume 60, issue 8, pages 887-899, DOI: 10.1016/j.jmoneco.2013.09.003.
  36. Hahn, Youjin, 2013, "The effect of Medicaid physician fees on take-up of public health insurance among children in poverty," Journal of Health Economics, Elsevier, volume 32, issue 2, pages 452-462, DOI: 10.1016/j.jhealeco.2013.01.003.
  37. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013, "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 273-287, January, DOI: j.1465-7295.2011.00428.x.
  38. Fujiwara, Ippei & Ichiue, Hibiki & Nakazono, Yoshiyuki & Shigemi, Yosuke, 2013, "Financial markets forecasts revisited: Are they rational, stubborn or jumpy?," Economics Letters, Elsevier, volume 118, issue 3, pages 526-530, DOI: 10.1016/j.econlet.2012.12.037.
  39. Nagore Iriberri & Pedro Rey‐Biel, 2013, "Elicited beliefs and social information in modified dictator games: What do dictators believe other dictators do?," Quantitative Economics, Econometric Society, volume 4, issue 3, pages 515-547, November.
  40. Apesteguia, Jose & Funk, Patricia & Iriberri, Nagore, 2013, "Promoting rule compliance in daily-life: Evidence from a randomized field experiment in the public libraries of Barcelona," European Economic Review, Elsevier, volume 64, issue C, pages 266-284, DOI: 10.1016/j.euroecorev.2013.08.010.
  41. Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013, "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 67, issue 1, April.
  42. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013, "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 43-65, DOI: 10.1787/jbcma-2012-5k4841782xnn.
  43. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
  44. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013, "Labor markets in the global financial crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  45. Early Elias & Òscar Jordà, 2013, "Crises before and after the creation of the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may6.
  46. √Íscar Jord√Ä & Moritz Schularick & Alan M. Taylor, 2013, "When Credit Bites Back," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 3-28, December.
  47. Travis Berge & Òscar Jordà, 2013, "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 1-34, March, DOI: 10.1007/s13209-012-0095-6.
  48. Jones, Garett, 2013, "The O-ring sector and the Foolproof sector: An explanation for skill externalities," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 1-10, DOI: 10.1016/j.jebo.2012.10.014.
  49. Kim, Kwang Hwan & Katayama, Munechika, 2013, "Non-separability and sectoral comovement in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1715-1735, DOI: 10.1016/j.jedc.2013.04.012.
  50. Katayama, Munechika & Kim, Kwang Hwan, 2013, "The delayed effects of monetary shocks in a two-sector New Keynesian model," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 243-259, DOI: 10.1016/j.jmacro.2013.08.018.
  51. Munechika Katayama, 2013, "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 977-1016, September.
  52. Kwang Hwan Kim & Munechika Katayama, 2013, "Housing, Wealth Effects, and Monetary Policy," Global Economic Review, Taylor & Francis Journals, volume 42, issue 1, pages 55-71, March, DOI: 10.1080/1226508X.2013.769815.
  53. Bhatt, Rachana & Koedel, Cory & Lehmann, Douglas, 2013, "Is curriculum quality uniform? Evidence from Florida," Economics of Education Review, Elsevier, volume 34, issue C, pages 107-121, DOI: 10.1016/j.econedurev.2013.01.014.
  54. Cory Koedel & Michael Podgursky & Shishan Shi, 2013, "Teacher Pension Systems, the Composition of the Teaching Workforce, and Teacher Quality," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 32, issue 3, pages 574-596, June.
  55. Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2013, "Experimental methods: Extra-laboratory experiments-extending the reach of experimental economics," Journal of Economic Behavior & Organization, Elsevier, volume 91, issue C, pages 93-100, DOI: 10.1016/j.jebo.2013.04.002.
  56. Prashant Bharadwaj & Leah K. Lakdawala, 2013, "Discrimination Begins in the Womb: Evidence of Sex-Selective Prenatal Investments," Journal of Human Resources, University of Wisconsin Press, volume 48, issue 1, pages 71-113.
  57. Hahn Shik Lee & Soo In Kim, 2013, "Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-22, DOI: 10.1142/S0217590813500185.
  58. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 1, pages 61-68, January, DOI: 10.1515/jtse-2012-0021.
  59. Huiyu Huang & Tae-Hwy Lee, 2013, "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, volume 1, issue 1, pages 1-14, June.
  60. Magnus Lofstrom & Laura Hill & Joseph Hayes, 2013, "Wage And Mobility Effects Of Legalization: Evidence From The New Immigrant Survey," Journal of Regional Science, Wiley Blackwell, volume 53, issue 1, pages 171-197, February, DOI: jors.12005.
  61. Magnus Lofstrom & Timothy Bates, 2013, "African Americans’ pursuit of self-employment," Small Business Economics, Springer, volume 40, issue 1, pages 73-86, January, DOI: 10.1007/s11187-011-9347-2.
  62. Magnus Lofstrom, 2013, "Does self-employment increase the economic well-being of low-skilled workers?," Small Business Economics, Springer, volume 40, issue 4, pages 933-952, May, DOI: 10.1007/s11187-011-9402-z.
  63. Manganelli, Simone & Popov, Alexander, 2013, "Financial dependence, global growth opportunities, and growth revisited," Economics Letters, Elsevier, volume 120, issue 1, pages 123-125, DOI: 10.1016/j.econlet.2013.04.001.
  64. Madowitz, M. & Novan, K., 2013, "Gasoline taxes and revenue volatility: An application to California," Energy Policy, Elsevier, volume 59, issue C, pages 663-673, DOI: 10.1016/j.enpol.2013.04.018.
  65. Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
  66. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013, "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, volume 118, issue 1, pages 219-221, DOI: 10.1016/j.econlet.2012.10.022.
  67. Lahiri, Kajal & Monokroussos, George, 2013, "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 644-658, DOI: 10.1016/j.ijforecast.2012.02.010.
  68. George Monokroussos, 2013, "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 1, pages 71-105, June, DOI: 10.1007/s10614-012-9339-6.
  69. Conley, John P. & Neilson, William S., 2013, "Endogenous coordination and discoordination games: Multiculturalism and assimilation," Journal of Economic Behavior & Organization, Elsevier, volume 92, issue C, pages 176-191, DOI: 10.1016/j.jebo.2013.06.002.
  70. Liu, Lirong & Neilson, William, 2013, "Enforcement Leverage with Fixed Inspection Capacity," Strategic Behavior and the Environment, now publishers, volume 3, issue 4, pages 305-328, August, DOI: 10.1561/102.00000034.
  71. Natalia Gritsko & Valentina Kozlova & William Neilson & Bruno Wichmann, 2013, "The CEO Arms Race," Southern Economic Journal, John Wiley & Sons, volume 79, issue 3, pages 586-599, January, DOI: 10.4284/0038-4038-2011.215.
  72. Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013, "Does the price of oil interact with clean energy prices in the stock market?," Japan and the World Economy, Elsevier, volume 27, issue C, pages 1-9, DOI: 10.1016/j.japwor.2013.03.003.
  73. Michael T. Owyang & Valerie A. Ramey & Sarah Zubairy, 2013, "Are Government Spending Multipliers Greater during Periods of Slack? Evidence from Twentieth-Century Historical Data," American Economic Review, American Economic Association, volume 103, issue 3, pages 129-134, May, DOI: 10.1257/aer.103.3.129.
  74. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2013, "Discordant city employment cycles," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 367-384, DOI: 10.1016/j.regsciurbeco.2012.09.004.
  75. Owyang, Michael T. & Zubairy, Sarah, 2013, "Who benefits from increased government spending? A state-level analysis," Regional Science and Urban Economics, Elsevier, volume 43, issue 3, pages 445-464, DOI: 10.1016/j.regsciurbeco.2013.02.005.
  76. Michael T. Owyang & E. Katarina Vermann, 2013, "Okun's law in recession and recovery," Economic Synopses, Federal Reserve Bank of St. Louis.
  77. Michael T. Owyang & Tatevik Sekhposyan & E. Katarina Vermann, 2013, "Output and unemployment: how do they relate today?," The Regional Economist, Federal Reserve Bank of St. Louis, issue October.
  78. Andrew J. Patton & Tarun Ramadorai, 2013, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, volume 68, issue 2, pages 597-635, April, DOI: jofi.12008.
  79. Dong Hwan Oh & Andrew J. Patton, 2013, "Simulated Method of Moments Estimation for Copula-Based Multivariate Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 502, pages 689-700, June, DOI: 10.1080/01621459.2013.785952.
  80. Pablo Burriel & Aitor Lacuesta & Gabriel Pérez-Quirós & Ernesto Villanueva, 2013, "Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro," Boletín Económico, Banco de España, issue OCT, pages 101-107, Octubre.
  81. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013, "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, volume 6, issue 2, pages 101-161, November, DOI: 10.1561/0800000018.
  82. Peterman, William B., 2013, "Determining the motives for a positive optimal tax on capital," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 265-295, DOI: 10.1016/j.jedc.2012.08.004.
  83. de Rassenfosse, Gaétan & Dernis, Hélène & Guellec, Dominique & Picci, Lucio & van Pottelsberghe de la Potterie, Bruno, 2013, "The worldwide count of priority patents: A new indicator of inventive activity," Research Policy, Elsevier, volume 42, issue 3, pages 720-737, DOI: 10.1016/j.respol.2012.11.002.
  84. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2013, "The Demand for Youth: Explaining Age Differences in the Volatility of Hours," American Economic Review, American Economic Association, volume 103, issue 7, pages 3022-3044, December.
  85. Bryan Kelly & Seth Pruitt, 2013, "Market Expectations in the Cross-Section of Present Values," Journal of Finance, American Finance Association, volume 68, issue 5, pages 1721-1756, October.
  86. Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013, "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 715-749, October, DOI: 10.1515/bejm-2012-0083.
  87. Cullen, Julie Berry & Long, Mark C. & Reback, Randall, 2013, "Jockeying for position: Strategic high school choice under Texas' top ten percent plan," Journal of Public Economics, Elsevier, volume 97, issue C, pages 32-48, DOI: 10.1016/j.jpubeco.2012.08.012.
  88. Doruk İriş & Luís Santos-Pinto, 2013, "Tacit Collusion under Fairness and Reciprocity," Games, MDPI, volume 4, issue 1, pages 1-16, February.
  89. Su, Liangjun & Ullah, Aman, 2013, "A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, volume 29, issue 1, pages 187-212, February.
  90. Su, Liangjun & Chen, Qihui, 2013, "Testing Homogeneity In Panel Data Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, volume 29, issue 6, pages 1079-1135, December.
  91. Su, Liangjun & Lu, Xun, 2013, "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 112-133, DOI: 10.1016/j.jeconom.2013.04.020.
  92. Liangjun Su & Aman Ullah & Yun Wang, 2013, "Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator," Empirical Economics, Springer, volume 45, issue 2, pages 1009-1024, October, DOI: 10.1007/s00181-012-0641-x.
  93. Sainan Jin & Liangjun Su, 2013, "A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 4, pages 469-512, December, DOI: 10.1080/07474938.2012.690669.
  94. Liangjun Su & Irina Murtazashvili & Aman Ullah, 2013, "Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 184-207, April, DOI: 10.1080/07350015.2012.754314.
  95. Liangjun Su & Martin Spindler, 2013, "Nonparametric Testing for Asymmetric Information," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 208-225, April, DOI: 10.1080/07350015.2012.755127.
  96. Ono, Arito & Uesugi, Iichiro & Yasuda, Yukihiro, 2013, "Are lending relationships beneficial or harmful for public credit guarantees? Evidence from Japan's Emergency Credit Guarantee Program," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 151-167, DOI: 10.1016/j.jfs.2013.01.005.
  97. Uesugi, Iichiro & Uchida, Hirofumi & Uchino, Taisuke & Ono, Arito & Hazama, Makoto & Hosono, Kaoru & Miyakawa, Daisuke, 2013, "Natural Disasters and Firm Dynamics," Economic Review, Hitotsubashi University, volume 64, issue 2, pages 97-118, April, DOI: 10.15057/25883.
  98. Uesugi, Iichiro, 2013, "Does the Natural Selection Mechanism Work for Non-listed Firms? : The Role of Ownership and Business Succession," Economic Review, Hitotsubashi University, volume 64, issue 4, pages 303-319, October, DOI: 10.15057/26665.
  99. Müller, Ulrich K. & Watson, Mark W., 2013, "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 66-81, DOI: 10.1016/j.jeconom.2012.09.006.
  100. Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W., 2013, "Consistent factor estimation in dynamic factor models with structural instability," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 289-304, DOI: 10.1016/j.jeconom.2013.04.014.
  101. Diana Weinhold, 2013, "The Happiness-Reducing Costs Of Noise Pollution," Journal of Regional Science, Wiley Blackwell, volume 53, issue 2, pages 292-303, May, DOI: jors.12001.
  102. Weinhold, Diana & Killick, Evan & Reis, Eustáquio J., 2013, "Soybeans, Poverty and Inequality in the Brazilian Amazon," World Development, Elsevier, volume 52, issue C, pages 132-143, DOI: 10.1016/j.worlddev.2012.11.016.
  103. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013, "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 77-89, DOI: 10.1016/j.jeconom.2012.08.005.
  104. Anastasia Semykina & Jeffrey M. Wooldridge, 2013, "Estimation of dynamic panel data models with sample selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 47-61, January.
  105. Mykhayliv, Dariya & Zauner, Klaus G., 2013, "Investment behavior and ownership structures in Ukraine: Soft budget constraints, government ownership and private benefits of control," Journal of Comparative Economics, Elsevier, volume 41, issue 1, pages 265-278, DOI: 10.1016/j.jce.2012.03.001.

2012

  1. Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012, "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, volume 37, issue 3, pages 333-359, December, DOI: 10.1177/0312896211434574.
  2. Richard Ashley, 2012, "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, volume 28, pages 5-25.
  3. Richard Ashley & Haichun Ye, 2012, "On the Granger causality between median inflation and price dispersion," Applied Economics, Taylor & Francis Journals, volume 44, issue 32, pages 4221-4238, November, DOI: 10.1080/00036846.2011.587788.
  4. Catherine Hausman & Maximilian Auffhammer & Peter Berck, 2012, "Farm Acreage Shocks and Crop Prices: An SVAR Approach to Understanding the Impacts of Biofuels," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 53, issue 1, pages 117-136, September, DOI: 10.1007/s10640-012-9550-x.
  5. Maximilian Auffhammer & V. Ramanathan & Jeffrey Vincent, 2012, "Climate change, the monsoon, and rice yield in India," Climatic Change, Springer, volume 111, issue 2, pages 411-424, March, DOI: 10.1007/s10584-011-0208-4.
  6. Maximilian Auffhammer & Ralf Steinhauser, 2012, "Forecasting The Path of U.S. CO_2 Emissions Using State-Level Information," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 172-185, February.
  7. Michael D. Bauer, 2012, "Monetary policy and interest rate uncertainty," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec24.
  8. Michael D. Bauer, 2012, "Fed asset buying and private borrowing rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may21.
  9. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2012, "Correcting Estimation Bias in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 454-467, April, DOI: 10.1080/07350015.2012.693855.
  10. Blume, Andreas, 2012, "A class of strategy-correlated equilibria in sender–receiver games," Games and Economic Behavior, Elsevier, volume 75, issue 2, pages 510-517, DOI: 10.1016/j.geb.2012.03.008.
  11. Buzard, Kristy & ,, 2012, "Contract, renegotiation, and hold up: Results on the technology of trade and investment," Theoretical Economics, Econometric Society, volume 7, issue 2, May.
  12. Antonio Cabrales & Rosemarie Nagel & José Rodríguez Mora, 2012, "It is Hobbes, not Rousseau: an experiment on voting and redistribution," Experimental Economics, Springer;Economic Science Association, volume 15, issue 2, pages 278-308, June, DOI: 10.1007/s10683-011-9300-x.
  13. Antonio Cabrales & Roberto Serrano, 2012, "Stochastically stable implementation," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 1, pages 59-72, March, DOI: 10.1007/s13209-011-0062-7.
  14. White Halbert & Cho Jin Seo, 2012, "An Alternative Proof That OLS is BLUE," Journal of Econometric Methods, De Gruyter, volume 1, issue 1, pages 107-107, August, DOI: 10.1515/2156-6674.1034.
  15. Cho, Jin Seo & Ishida, Isao, 2012, "Testing for the effects of omitted power transformations," Economics Letters, Elsevier, volume 117, issue 1, pages 287-290, DOI: 10.1016/j.econlet.2012.05.029.
  16. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012, "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 282-302, DOI: 10.1016/j.jeconom.2011.09.041.
  17. Alcaraz, Carlo & Chiquiar, Daniel & Salcedo, Alejandrina, 2012, "Remittances, schooling, and child labor in Mexico," Journal of Development Economics, Elsevier, volume 97, issue 1, pages 156-165, DOI: 10.1016/j.jdeveco.2010.11.004.
  18. Francisco Covas & Wouter J. Den Haan, 2012, "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1262-1286, December, DOI: j.1468-0297.2012.02528.x.
  19. Alfonso Dufour & Minh Nguyen, 2012, "Permanent trading impacts and bond yields," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 841-864, October, DOI: 10.1080/1351847X.2011.601639.
  20. Genaro Sucarrat & Alvaro Escribano, 2012, "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 5, pages 716-735, October, DOI: j.1468-0084.2011.00669.x.
  21. Shigeru Fujita & Garey Ramey, 2012, "Exogenous versus Endogenous Separation," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 4, pages 68-93, October, DOI: 10.1257/mac.4.4.68.
  22. Shigeru Fujita, 2012, "Labor market anxiety and the downward trend in the job separation rate," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-7.
  23. Juan Manuel Caicedo & Alejandro Gaviria & Javier Moreno, 2012, "Hechos y palabras: la realidad colombiana vista a través de la prensa escrita," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 14, issue 26, pages 137-168, January-J.
  24. Yin-Feng Gau & Wen-Ju Liao, 2012, "The predictability of excess returns in the emerging bond markets," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 17, pages 1429-1451, September, DOI: 10.1080/09603107.2012.659340.
  25. Andreoni, James & Gee, Laura K., 2012, "Gun for hire: Delegated enforcement and peer punishment in public goods provision," Journal of Public Economics, Elsevier, volume 96, issue 11, pages 1036-1046, DOI: 10.1016/j.jpubeco.2012.08.003.
  26. Andra Ghent, 2012, "Infrequent Housing Adjustment, Limited Participation, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 5, pages 931-955, August, DOI: j.1538-4616.2012.00516.x.
  27. González-Rivera, Gloria & Arroyo, Javier, 2012, "Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns," International Journal of Forecasting, Elsevier, volume 28, issue 1, pages 20-33, DOI: 10.1016/j.ijforecast.2011.02.007.
  28. González-Rivera, Gloria & Yoldas, Emre, 2012, "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 328-342, DOI: 10.1016/j.ijforecast.2011.06.001.
  29. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2012, "Comment: On Estimating Elasticities Of Substition," Journal of the European Economic Association, European Economic Association, volume 10, issue 1, pages 198-210, February, DOI: j.1542-4774.2011.01055.x.
  30. Jeffrey Grogger, 2012, "Bounding the Effects of Social Experiments," Evaluation Review, , volume 36, issue 6, pages 449-474, December, DOI: 10.1177/0193841X13482125.
  31. Guidolin, Massimo & Hyde, Stuart, 2012, "Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3546-3566, DOI: 10.1016/j.csda.2010.10.006.
  32. Guidolin, Massimo & Hyde, Stuart, 2012, "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 695-716, DOI: 10.1016/j.jbankfin.2011.10.011.
  33. Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek, 2012, "Realized GARCH: a joint model for returns and realized measures of volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 877-906, September.
  34. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2012, "Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data," Scandinavian Journal of Economics, Wiley Blackwell, volume 114, issue 3, pages 856-880, September, DOI: j.1467-9442.2012.01700.x.
  35. Andréas Heinen, 2012, "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 21, issue 3, pages 464-466, September, DOI: 10.1007/s11749-012-0304-4.
  36. Jose Apesteguia & Ghazala Azmat & Nagore Iriberri, 2012, "The Impact of Gender Composition on Team Performance and Decision Making: Evidence from the Field," Management Science, INFORMS, volume 58, issue 1, pages 78-93, January, DOI: 10.1287/mnsc.1110.1348.
  37. Nagore Iriberri & José-Ramón Uriarte, 2012, "Minority language and the stability of bilingual equilibria," Rationality and Society, , volume 24, issue 4, pages 442-462, November, DOI: 10.1177/1043463112453556.
  38. Jordà, Òscar & Taylor, Alan M., 2012, "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, volume 88, issue 1, pages 74-90, DOI: 10.1016/j.jinteco.2012.03.001.
  39. Òscar Jordà, 2012, "Credit: a starring role in the downturn," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr16.
  40. Mary C. Daly & Early Elias & Bart Hobijn & Òscar Jordà, 2012, "Will the jobless rate drop take a break?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec17.
  41. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012, "The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 2, pages 609-634, May, DOI: 10.1111/j.1468-2354.2012.00694.x.
  42. Jones, Garett, 2012, "Cognitive skill and technology diffusion: An empirical test," Economic Systems, Elsevier, volume 36, issue 3, pages 444-460, DOI: 10.1016/j.ecosys.2011.10.003.
  43. John V C Nye & Gregory Androuschak & Desirée Desierto & Garett Jones & Maria Yudkevich, 2012, "2D:4D Asymmetry and Gender Differences in Academic Performance," PLOS ONE, Public Library of Science, volume 7, issue 10, pages 1-16, October, DOI: 10.1371/journal.pone.0046319.
  44. G. Jones & T. Kane, 2012, "U.S. Troops and Foreign Economic Growth," Defence and Peace Economics, Taylor & Francis Journals, volume 23, issue 3, pages 225-249, June, DOI: 10.1080/10242694.2011.585043.
  45. Jinho Bae & Chang-Jin Kim & Dong Kim, 2012, "The evolution of the monetary policy regimes in the U.S," Empirical Economics, Springer, volume 43, issue 2, pages 617-649, October, DOI: 10.1007/s00181-011-0492-x.
  46. Dong Kim, 2012, "What is an oil shock? Panel data evidence," Empirical Economics, Springer, volume 43, issue 1, pages 121-143, August, DOI: 10.1007/s00181-011-0459-y.
  47. Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012, "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, volume 9, issue 3, pages 121-134, DOI: 10.1016/j.frl.2012.06.001.
  48. Chevapatrakul, Thanaset & Kim, Tae-Hwan & Mizen, Paul, 2012, "Monetary information and monetary policy decisions: Evidence from the euroarea and the UK," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 326-341, DOI: 10.1016/j.jmacro.2012.01.002.
  49. Sunku Hahn & Tae-Hwan Kim & Minho Kim, 2012, "The influence of school quality on housing prices in Korea," Applied Economics, Taylor & Francis Journals, volume 44, issue 8, pages 1021-1023, March, DOI: 10.1080/00036846.2010.534056.
  50. Kozicki, Sharon, 2012, "Macro has progressed," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 23-28, DOI: 10.1016/j.jmacro.2011.07.005.
  51. Sharon Kozicki & P. A. Tinsley, 2012, "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 145-169, February, DOI: j.1538-4616.2011.00471.x.
  52. Koedel Cory & Leatherman Rebecca & Parsons Eric, 2012, "Test Measurement Error and Inference from Value-Added Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 12, issue 1, pages 1-37, November, DOI: 10.1515/1935-1682.3314.
  53. Koedel, Cory & Tyhurst, Eric, 2012, "Math skills and labor-market outcomes: Evidence from a resume-based field experiment," Economics of Education Review, Elsevier, volume 31, issue 1, pages 131-140, DOI: 10.1016/j.econedurev.2011.09.006.
  54. Cory Koedel & Teerachat Techapaisarnjaroenkit, 2012, "The Relative Performance of Head Start," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 38, issue 2, pages 251-275.
  55. Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2012, "Experimental methods: Between-subject and within-subject design," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 1, pages 1-8, DOI: 10.1016/j.jebo.2011.08.009.
  56. Tracy R. Lewis, 2012, "A theory of delegated search for the best alternative," RAND Journal of Economics, RAND Corporation, volume 43, issue 3, pages 391-416, September, DOI: j.1756-2171.2012.00179.x.
  57. Liu, Tung & Li, Kui-Wai, 2012, "Analyzing China's productivity growth: Evidence from manufacturing industries," Economic Systems, Elsevier, volume 36, issue 4, pages 531-551, DOI: 10.1016/j.ecosys.2012.03.003.
  58. Bleakley, Hoyt & Lin, Jeffrey, 2012, "Thick-market effects and churning in the labor market: Evidence from US cities," Journal of Urban Economics, Elsevier, volume 72, issue 2, pages 87-103, DOI: 10.1016/j.jue.2012.04.003.
  59. Jeffrey Lin, 2012, "Geography, history, economies of density, and the location of cities," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 18-24.
  60. Hoyt Bleakley & Jeffrey Lin, 2012, "Portage and Path Dependence," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 2, pages 587-644.
  61. Simone Manganelli, 2012, "The impact of the Securities Markets Programme," Research Bulletin, European Central Bank, volume 17, pages 2-5.
  62. Massoud Metghalchi & Juri Marcucci & Yung-Ho Chang, 2012, "Are moving average trading rules profitable? Evidence from the European stock markets," Applied Economics, Taylor & Francis Journals, volume 44, issue 12, pages 1539-1559, April, DOI: 10.1080/00036846.2010.543084.
  63. Shunsuke Managi & Tatsuyoshi Okimoto & Akimi Matsuda, 2012, "Do socially responsible investment indexes outperform conventional indexes?," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1511-1527, September, DOI: 10.1080/09603107.2012.665593.
  64. Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012, "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 2, pages 1-38, March, DOI: 10.1515/1935-1690.2371.
  65. Michael T. Owyang & E. Katarina Vermann, 2012, "Measuring the effect of school choice on economic outcomes," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 5-9.
  66. Michael T. Owyang & E. Katarina Vermann, 2012, "Where there’s a smoking ban, there’s still fire," Review, Federal Reserve Bank of St. Louis, volume 94, issue July, pages 265-286, DOI: 10.20955/r.94.265-286.
  67. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012, "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398, DOI: 10.20955/r.94.369-398.
  68. Michael T. Owyang & Tatevik Sekhposyan, 2012, "Okun's law over the business cycle: was the great recession all that different?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 399-418, DOI: 10.20955/r.94.399-418.
  69. Ivana Komunjer & Michael T. Owyang, 2012, "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1066-1080, November.
  70. James D. Hamilton & Michael T. Owyang, 2012, "The Propagation of Regional Recessions," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 935-947, November.
  71. Eric Ghysels & Michael T. Owyang, 2012, "Discussion of “An approach for identifying and predicting economic recessions in real‐time using time‐frequency functional models”by Holan, Yang, Matteson, and Wikle," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 28, issue 6, pages 500-501, November, DOI: 10.1002/asmb.1957.
  72. Patton, Andrew J., 2012, "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, volume 110, issue C, pages 4-18, DOI: 10.1016/j.jmva.2012.02.021.
  73. Andrew J. Patton & Michela Verardo, 2012, "Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 9, pages 2789-2839.
  74. Andrew J. Patton & Allan Timmermann, 2012, "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 36-40, January, DOI: 10.1080/07350015.2012.634354.
  75. Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012, "El papel del crédito como predictor del ciclo económico," Boletín Económico, Banco de España, issue DEC, pages 39-45, Diciembre.
  76. Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura Cayuela, 2012, "Competitiveness indicators: the importance of an efficient allocation of resources," Economic Bulletin, Banco de España, issue JAN, pages 103-111, January.
  77. Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012, "The role of credit as a predictor of the economic cycle," Economic Bulletin, Banco de España, issue DEC, pages 11-16, December.
  78. Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 377-396, DOI: 10.1016/j.jimonfin.2011.11.018.
  79. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 1, pages 43-74, April.
  80. Seth Pruitt, 2012, "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue , pages 341-365, March, DOI: j.1538-4616.2011.00490.x.
  81. Manuel Ramos-Francia & José G Rangel, 2012, "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3008-3016.
  82. Reicher, Christopher Phillip, 2012, "An estimated fiscal Taylor Rule for the postwar United States," Economics Letters, Elsevier, volume 114, issue 3, pages 319-321, DOI: 10.1016/j.econlet.2011.10.020.
  83. Christopher Phillip Reicher, 2012, "A simple decomposition of the variance of output growth across countries," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 9, pages 869-872, June, DOI: 10.1080/13504851.2011.607115.
  84. Brunner, Eric J. & Cho, Sung-Woo & Reback, Randall, 2012, "Mobility, housing markets, and schools: Estimating the effects of inter-district choice programs," Journal of Public Economics, Elsevier, volume 96, issue 7, pages 604-614, DOI: 10.1016/j.jpubeco.2012.04.002.
  85. Robles Jack & Shimoji Makoto, 2012, "On Rationalizability and Beliefs in Discrete Private-Value First-Price Auctions," The B.E. Journal of Theoretical Economics, De Gruyter, volume 12, issue 1, pages 1-21, May, DOI: 10.1515/1935-1704.1829.
  86. Luís Santos-Pinto, 2012, "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap," Journal of Labor Economics, University of Chicago Press, volume 30, issue 4, pages 873-914, DOI: 10.1086/666646.
  87. Nair, Anil & Selover, David D., 2012, "A study of competitive dynamics," Journal of Business Research, Elsevier, volume 65, issue 3, pages 355-361, DOI: 10.1016/j.jbusres.2011.06.001.
  88. Jun Wu & Shaomin Li & David D. Selover, 2012, "Foreign Direct Investment vs. Foreign Portfolio Investment," Management International Review, Springer, volume 52, issue 5, pages 643-670, October, DOI: 10.1007/s11575-011-0121-0.
  89. Shimoji, Makoto, 2012, "Outcome-equivalence of self-confirming equilibrium and Nash equilibrium," Games and Economic Behavior, Elsevier, volume 75, issue 1, pages 441-447, DOI: 10.1016/j.geb.2011.09.010.
  90. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012, "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 907-933, September.
  91. Su, Liangjun, 2012, "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 543-560, DOI: 10.1016/j.jeconom.2011.09.034.
  92. Su, Liangjun & Jin, Sainan, 2012, "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 34-47, DOI: 10.1016/j.jeconom.2012.01.006.
  93. Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012, "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 15, issue 1, pages 56-100, February, DOI: j.1368-423X.2011.00361.x.
  94. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012, "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, volume 28, issue 1, pages 42-86, February.
  95. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012, "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, volume 3, issue 2, pages 211-255, July, DOI: QE89.
  96. Ono, Arito & Sakai, Koji & Uesugi, Iichiro, 2012, "The effects of collateral on firm performance," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 1, pages 84-109, DOI: 10.1016/j.jjie.2011.12.001.
  97. Nakajima, Kentaro & Saito, Yukiko Umeno & Uesugi, Iichiro, 2012, "Measuring economic localization: Evidence from Japanese firm-level data," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 2, pages 201-220, DOI: 10.1016/j.jjie.2012.02.002.
  98. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012, "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 271-291, DOI: 10.1016/j.pacfin.2011.09.003.
  99. George Athanasopoulos & D. Poskitt & Farshid Vahid, 2012, "Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 1, pages 60-83, DOI: 10.1080/07474938.2011.607088.
  100. Onji, Kazuki & Vera, David & Corbett, Jenny, 2012, "Capital injection, restructuring targets and personnel management: The case of Japanese regional banks," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 495-517, DOI: 10.1016/j.jjie.2012.08.002.
  101. David Vera, 2012, "How responsive are banks to monetary policy?," Applied Economics, Taylor & Francis Journals, volume 44, issue 18, pages 2335-2346, June, DOI: 10.1080/00036846.2011.564143.
  102. James H. Stock & Mark W. Watson, 2012, "Disentangling the Channels of the 2007-09 Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 43, issue 1 (Spring, pages 81-156.
  103. Robert G. King & Mark W. Watson, 2012, "Inflation and Unit Labor Cost," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue , pages 111-149, December, DOI: j.1538-4616.2012.00555.x.
  104. James H. Stock & Mark W. Watson, 2012, "Generalized Shrinkage Methods for Forecasting Using Many Predictors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 481-493, June, DOI: 10.1080/07350015.2012.715956.
  105. Hamilton, James D. & Wu, Jing Cynthia, 2012, "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 315-331, DOI: 10.1016/j.jeconom.2012.01.035.
  106. James D. Hamilton & Jing Cynthia Wu, 2012, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue , pages 3-46, February, DOI: j.1538-4616.2011.00477.x.

2011

  1. Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011, "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, volume 28, issue 4, pages 1498-1509, July.
  2. Maximilian Auffhammer & Ryan Kellogg, 2011, "Clearing the Air? The Effects of Gasoline Content Regulation on Air Quality," American Economic Review, American Economic Association, volume 101, issue 6, pages 2687-2722, October.
  3. Hendrik Wolff & Howard Chong & Maximilian Auffhammer, 2011, "Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index," Economic Journal, Royal Economic Society, volume 121, issue 553, pages 843-870, June.
  4. Maximilian Auffhammer & Anin Aroonruengsawat, 2011, "Simulating the impacts of climate change, prices and population on California’s residential electricity consumption," Climatic Change, Springer, volume 109, issue 1, pages 191-210, December, DOI: 10.1007/s10584-011-0299-y.
  5. Maximilian Auffhammer & Antonio M. Bento & Scott E. Lowe, 2011, "The City-Level Effects of the 1990 Clean Air Act Amendments," Land Economics, University of Wisconsin Press, volume 87, issue 1, pages 1-18.
  6. Michael D. Bauer & Glenn D. Rudebusch, 2011, "Signals from unconventional monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.21.
  7. Michael D. Bauer, 2011, "What moves the interest rate term structure?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.7.
  8. Tim Bollerslev & Viktor Todorov, 2011, "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, volume 66, issue 6, pages 2165-2211, December, DOI: j.1540-6261.2011.01695.x.
  9. Bollerslev Tim & Christensen Bent Jesper & Haldrup Niels & Lunde Asger, 2011, "Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-8, February, DOI: 10.2202/1941-1928.1098.
  10. Tim Bollerslev & Viktor Todorov, 2011, "Estimation of Jump Tails," Econometrica, Econometric Society, volume 79, issue 6, pages 1727-1783, November, DOI: ECTA9240.
  11. Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011, "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 176-189, January.
  12. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011, "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 220-234, January.
  13. Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 235-245, January.
  14. Tim Bollerslev & Natalia Sizova & George Tauchen, 2011, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, volume 16, issue 1, pages 31-80.
  15. Calhoun, Gray, 2011, "Hypothesis testing in linear regression when k/n is large," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 163-174, DOI: 10.1016/j.jeconom.2011.07.003.
  16. Antonio Cabrales & Esther Hauk, 2011, "The Quality of Political Institutions and the Curse of Natural Resources," Economic Journal, Royal Economic Society, volume 121, issue 551, pages 58-88, March.
  17. Cabrales, Antonio & Calvó-Armengol, Antoni & Zenou, Yves, 2011, "Social interactions and spillovers," Games and Economic Behavior, Elsevier, volume 72, issue 2, pages 339-360, June.
  18. Cabrales, Antonio & Serrano, Roberto, 2011, "Implementation in adaptive better-response dynamics: Towards a general theory of bounded rationality in mechanisms," Games and Economic Behavior, Elsevier, volume 73, issue 2, pages 360-374, DOI: 10.1016/j.geb.2011.03.003.
  19. Cabrales, Antonio & Charness, Gary, 2011, "Optimal contracts with team production and hidden information: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 77, issue 2, pages 163-176, February.
  20. Antonio Cabrales & Gary Charness & Marie Villeval, 2011, "Hidden information, bargaining power, and efficiency: an experiment," Experimental Economics, Springer;Economic Science Association, volume 14, issue 2, pages 133-159, May, DOI: 10.1007/s10683-010-9260-6.
  21. Eli Berman & Michael Callen & Joseph H. Felter & Jacob N. Shapiro, 2011, "Do Working Men Rebel? Insurgency and Unemployment in Afghanistan, Iraq, and the Philippines," Journal of Conflict Resolution, Peace Science Society (International), volume 55, issue 4, pages 496-528, August.
  22. Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 282-294.
  23. Cho, Jin Seo & White, Halbert, 2011, "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 326-344, June.
  24. Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
  25. Carlo Alcaraz & Daniel Chiquiar & Manuel Ramos-Francia, 2011, "Wage differentials in Mexico's urban labor market," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2500-2508.
  26. Amoroso, Nicolás & Chiquiar, Daniel & Ramos-Francia, Manuel, 2011, "Technology and endowments as determinants of comparative advantage: Evidence from Mexico," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 2, pages 164-196, August.
  27. Francisco Covas & Wouter J. Den Haan, 2011, "The Cyclical Behavior of Debt and Equity Finance," American Economic Review, American Economic Association, volume 101, issue 2, pages 877-899, April.
  28. Covas Francisco & Fujita Shigeru, 2011, "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-36, July, DOI: 10.2202/1935-1690.2216.
  29. Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011, "Modelling Electricity Prices: International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 622-650, October, DOI: j.1468-0084.2011.00632.x.
  30. Shigeru Fujita, 2011, "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 89-121, January/F.
  31. Alejandro Gaviria & Alejandro Hoyos, 2011, "Anemia and Child Education: The Case of Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  32. Andra C. Ghent, 2011, "Securitization and Mortgage Renegotiation: Evidence from the Great Depression," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 6, pages 1814-1847.
  33. Andra C. Ghent & Marianna Kudlyak, 2011, "Recourse and Residential Mortgage Default: Evidence from US States 1," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 9, pages 3139-3186.
  34. Carriero, Andrea & Giacomini, Raffaella, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 21-34, September.
  35. Jesús Gonzalo & Jean-Yves Pitarakis, 2011, "Regime-Specific Predictability in Predictive Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 229-241, June, DOI: 10.1080/07350015.2011.652053.
  36. González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre, 2011, "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 186-200.
  37. Grogger, Jeffrey & Hanson, Gordon H., 2011, "Income maximization and the selection and sorting of international migrants," Journal of Development Economics, Elsevier, volume 95, issue 1, pages 42-57, May.
  38. Jeffrey Grogger, 2011, "Speech Patterns and Racial Wage Inequality," Journal of Human Resources, University of Wisconsin Press, volume 46, issue 1, pages 1-25.
  39. Massimo Guidolin & Federica Ria, 2011, "Regime shifts in mean-variance efficient frontiers: Some international evidence," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 5, pages 322-349, November, DOI: 10.1057/jam.2011.27.
  40. Peter R. Hansen & Asger Lunde & James M. Nason, 2011, "The Model Confidence Set," Econometrica, Econometric Society, volume 79, issue 2, pages 453-497, March.
  41. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Subsampling realised kernels," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 204-219, January.
  42. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 149-169, June.
  43. Jong, Robert & Herrera, Ana María, 2011, "Dynamic Censored Regression and the Open Market Desk Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 228-237.
  44. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2011, "Oil Price Shocks And Industrial Production: Is The Relationship Linear?," Macroeconomic Dynamics, Cambridge University Press, volume 15, issue S3, pages 472-497, November.
  45. Herrera, Ana Maria & Kolar, Marek & Minetti, Raoul, 2011, "Credit reallocation," Journal of Monetary Economics, Elsevier, volume 58, issue 6, pages 551-563, DOI: 10.1016/j.jmoneco.2011.11.008.
  46. Pedro A. Almoguera & Christopher C. Douglas & Ana María Herrera, 2011, "Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 27, issue 1, pages 144-168, Spring.
  47. Hara, Naoko & Ichiue, Hibiki, 2011, "Real-time analysis on Japan's labor productivity," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 2, pages 107-130, June.
  48. Ichiue, Hibiki & Koyama, Kentaro, 2011, "Regime switches in exchange rate volatility and uncovered interest parity," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1436-1450, DOI: 10.1016/j.jimonfin.2011.07.003.
  49. Nagore Iriberri & Pedro Rey-Biel, 2011, "The role of role uncertainty in modified dictator games," Experimental Economics, Springer;Economic Science Association, volume 14, issue 2, pages 160-180, May, DOI: 10.1007/s10683-010-9261-5.
  50. Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011, "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 1-3, September.
  51. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 116-129, September.
  52. M. Fukasawa & I. Ishida & N. Maghrebi & K. Oya & M. Ubukata & K. Yamazaki, 2011, "Model-Free Implied Volatility: From Surface To Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 433-463, DOI: 10.1142/S0219024911006681.
  53. Munir Jalil & Esteban Tamayo, 2011, "Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  54. Travis J. Berge & Òscar Jordà, 2011, "Evaluating the Classification of Economic Activity into Recessions and Expansions," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 246-277, April.
  55. Òscar Jordà, 2011, "Variable capital rules in a risky world," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug29.
  56. Travis J. Berge & Early Elias & Òscar Jordà, 2011, "Future recession risks: an update," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.14.
  57. Òscar Jordà & Sharon Kozicki, 2011, "Estimation And Inference By The Method Of Projection Minimum Distance: An Application To The New Keynesian Hybrid Phillips Curve," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 2, pages 461-487, May.
  58. Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 2, pages 340-378, June.
  59. Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
  60. Garett Jones, 2011, "National IQ and National Productivity: The Hive Mind Across Asia," Asian Development Review, Asian Development Bank, volume 28, issue 1, pages 51-71.
  61. Byung Yoon Bae & Dong Heon Kim, 2011, "Global and Regional Yield Curve Dynamics and Interactions: The Case of Some Asian Countries," International Economic Journal, Taylor & Francis Journals, volume 25, issue 4, pages 717-738, December, DOI: 10.1080/10168737.2011.636632.
  62. Sharon Kozicki & Eric Santor & Lena Suchanek, 2011, "Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases," Bank of Canada Review, Bank of Canada, volume 2011, issue Spring, pages 13-25.
  63. Cory Koedel & Julian R. Betts, 2011, "Does Student Sorting Invalidate Value-Added Models of Teacher Effectiveness? An Extended Analysis of the Rothstein Critique," Education Finance and Policy, MIT Press, volume 6, issue 1, pages 18-42, January.
  64. James Anton & Gary Biglaiser & Tracy Lewis, 2011, "Inventory in vertical relationships with private information and interdependent values," International Journal of Economic Theory, The International Society for Economic Theory, volume 7, issue 1, pages 51-63, March, DOI: j.1742-7363.2010.00153.x.
  65. Jeffrey Lin, 2011, "Urban productivity advantages from job search and matching," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 9-16.
  66. Jeffrey Lin, 2011, "Technological Adaptation, Cities, and New Work," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 554-574, May.
  67. Jorgen Hansen & Magnus Lofstrom, 2011, "Immigrant–Native Differences in Welfare Participation: The Role of Entry and Exit Rates," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, volume 50, issue 3, pages 412-442, July.
  68. Magnus Lofstrom, 2011, "Low-skilled immigrant entrepreneurship," Review of Economics of the Household, Springer, volume 9, issue 1, pages 25-44, March, DOI: 10.1007/s11150-010-9106-1.
  69. Timothy Bates & Magnus Lofstrom & Lisa J. Servon, 2011, "Why Have Lending Programs Targeting Disadvantaged Small Business Borrowers Achieved So Little Success in the United States?," Economic Development Quarterly, , volume 25, issue 3, pages 255-266, August, DOI: 10.1177/0891242411409206.
  70. Stefano Corradin & Simone Manganelli & Bernd Schwaab, 2011, "New methodologies for systemic risk measurement," Research Bulletin, European Central Bank, volume 12, pages 2-6.
  71. George Monokroussos, 2011, "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 519-534, March.
  72. Omer Bayar & William S. Neilson, 2011, "The Peculiar Economics Of Housing Bubbles," Contemporary Economic Policy, Western Economic Association International, volume 29, issue 3, pages 374-381, July.
  73. Liu, Liqun & Neilson, William S., 2011, "High scores but low skills," Economics of Education Review, Elsevier, volume 30, issue 3, pages 507-516, June.
  74. Kumar, Manmohan S. & Okimoto, Tatsuyoshi, 2011, "Dynamics of international integration of government securities' markets," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 142-154, January.
  75. Doi, Takero & Hoshi, Takeo & Okimoto, Tatsuyoshi, 2011, "Japanese government debt and sustainability of fiscal policy," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 4, pages 414-433, DOI: 10.1016/j.jjie.2011.09.006.
  76. James D. Hamilton & Tatsuyoshi Okimoto, 2011, "Sources of variation in holding returns for fed funds futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 3, pages 205-229, March.
  77. Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011, "Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence," Macroeconomic Dynamics, Cambridge University Press, volume 15, issue S3, pages 498-517, November.
  78. Kevin L. Kliesen & Michael T. Owyang, 2011, "Using Brent and WTI oil prices to predict gasoline prices," Economic Synopses, Federal Reserve Bank of St. Louis.
  79. Michael T. Owyang & E. Katarina Vermann, 2011, "Worth your weight? re-examining the link between obesity and wages," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 16-17.
  80. Ruben Hernandez-Murillo & Lesli S. Ott & Michael T. Owyang & Denise Whalen, 2011, "Patterns of interstate migration in the United States from the survey of income and program participation," Review, Federal Reserve Bank of St. Louis, volume 93, issue May, pages 169-186, DOI: 10.20955/r.93.169-186.
  81. Patton, Andrew J. & Timmermann, Allan, 2011, "Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 397-410.
  82. Patton, Andrew J., 2011, "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 246-256, January.
  83. Patton, Andrew J., 2011, "Data-based ranking of realised volatility estimators," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 284-303, April.
  84. Andrew J. Patton & Allan Timmermann, 2011, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, June, DOI: 10.1080/07350015.2012.634337.
  85. Carmen Broto & Gabriel Pérez-Quirós, 2011, "Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo," Boletín Económico, Banco de España, issue APR, pages 99-108, Abril.
  86. Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura-Cayuela, 2011, "Indicadores de competitividad: la importancia de la asignación eficiente de los recursos," Boletín Económico, Banco de España, issue DEC, pages 29-39, Diciembre.
  87. Carmen Broto & Gabriel Pérez-Quirós, 2011, "Sovereign CDS premia during the crisis and their interpretation as a measure of risk," Economic Bulletin, Banco de España, issue APR, pages 133-142, April.
  88. Maximo Camacho & Gabriel Perez Quiros, 2011, "Spain‐Sting: Spain Short‐Term Indicator Of Growth," Manchester School, University of Manchester, volume 79, issue s1, pages 594-616, June, DOI: j.1467-9957.2010.02212.x.
  89. Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011, "High-growth recoveries, inventories and the Great Moderation," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 8, pages 1322-1339, August.
  90. Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 455-467.
  91. James D. Hamilton & Seth Pruitt & Scott Borger, 2011, "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 3, pages 1-28, July.
  92. Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011, "Inflación, crecimiento y bienestar social," Monetaria, CEMLA, volume 0, issue 2, pages 125-196, abril-jun.
  93. Rangel, José Gonzalo, 2011, "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1263-1276, May.
  94. José Gonzalo Rangel & Robert F. Engle, 2011, "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, May, DOI: 10.1080/07350015.2012.643132.
  95. Aslihan Arslan & Christopher P. Reicher, 2011, "The Effects of the Coffee Trademarking Initiative and Starbucks Publicity on Export Prices of Ethiopian Coffee," Journal of African Economies, Centre for the Study of African Economies, volume 20, issue 5, pages 704-736, November.
  96. Robles Jack, 2011, "Stochastic Stability in Finitely Repeated Two Player Games," The B.E. Journal of Theoretical Economics, De Gruyter, volume 11, issue 1, pages 1-24, April, DOI: 10.2202/1935-1704.1686.
  97. Jack Robles, 2011, "Demand growth and strategically useful idle capacity," Oxford Economic Papers, Oxford University Press, volume 63, issue 4, pages 767-786, December.
  98. Li, Shaomin & Selover, David D. & Stein, Michael, 2011, ""Keep silent and make money": Institutional patterns of earnings management in China," Journal of Asian Economics, Elsevier, volume 22, issue 5, pages 369-382, October.
  99. Demiralp, Berna & Gantt, Bonnie B. & Selover, David D., 2011, "Modeling unemployment as an inventory: A multicointegration approach," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 724-737, DOI: 10.1016/j.jmacro.2011.06.005.
  100. Long, Xiangdong & Su, Liangjun & Ullah, Aman, 2011, "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 109-125.
  101. Peter C. B. Phillips & Liangjun Su, 2011, "Non‐parametric regression under location shifts," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 457-486, October, DOI: j.1368-423X.2011.00344.x.
  102. Corradi, Valentina & Swanson, Norman R., 2011, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 304-324, April.
  103. Cai, Lili & Swanson, Norman R., 2011, "In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008," Journal of Empirical Finance, Elsevier, volume 18, issue 4, pages 743-764, September.
  104. Nii Ayi Armah & Norman Swanson, 2011, "Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 43-60, DOI: 10.1080/09603107.2011.523188.
  105. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011, "Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production," Journal of Political Economy, University of Chicago Press, volume 119, issue 1, pages 1-38, DOI: 10.1086/659311.
  106. Wooldridge, Jeffrey M., 2011, "A simple method for estimating unconditional heterogeneity distributions in correlated random effects models," Economics Letters, Elsevier, volume 113, issue 1, pages 12-15, October.
  107. Gerhard O. Orosel & Klaus G. Zauner, 2011, "Quality Diversity and Prices in Markets for Experience Goods," Journal of Economics & Management Strategy, Wiley Blackwell, volume 20, issue 3, pages 709-738, September, DOI: 10.1111/j.1530-9134.2011.00308.x.
  108. Meagher, Kieron J. & Zauner, Klaus G., 2011, "Uncertain spatial demand and price flexibility: A state space approach to duopoly," Economics Letters, Elsevier, volume 113, issue 1, pages 26-28, October.

2010

  1. Heather M. Anderson, 2010, "Memoirs of "A Cointegration Analysis of Treasury Bill Yields"," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 172-173, spring.
  2. Richard Ashley & Sheryl Ball & Catherine Eckel, 2010, "Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments," Southern Economic Journal, John Wiley & Sons, volume 77, issue 1, pages 15-26, July, DOI: 10.4284/sej.2010.77.1.15.
  3. Blume, Andreas & Duffy, John & Temzelides, Ted, 2010, "Self-organized criticality in a dynamic game," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 8, pages 1380-1391, August.
  4. Blume, Andreas & Gneezy, Uri, 2010, "Cognitive forward induction and coordination without common knowledge: An experimental study," Games and Economic Behavior, Elsevier, volume 68, issue 2, pages 488-511, March.
  5. Todorov, Viktor & Bollerslev, Tim, 2010, "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 220-235, August.
  6. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
  7. Antonio Cabrales & Raffaele Miniaci & Marco Piovesan & Giovanni Ponti, 2010, "Social Preferences and Strategic Uncertainty: An Experiment on Markets and Contracts," American Economic Review, American Economic Association, volume 100, issue 5, pages 2261-2278, December.
  8. Àlex Arenas & Antonio Cabrales & Leon Danon & Albert Díaz-Guilera & Roger Guimerà & Fernando Vega-Redondo, 2010, "Optimal information transmission in organizations: search and congestion," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 1, pages 75-93, March, DOI: 10.1007/s10058-008-0067-2.
  9. Antonio Cabrales, 2010, "The causes and economic consequences of envy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 4, pages 371-386, September, DOI: 10.1007/s13209-010-0028-1.
  10. Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010, "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 953-962, June.
  11. Cho, Jin Seo & White, Halbert, 2010, "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 458-480, August.
  12. White, Halbert & Chalak, Karim, 2010, "Testing a conditional form of exogeneity," Economics Letters, Elsevier, volume 109, issue 2, pages 88-90, November.
  13. Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010, "A time-series approach to test a change in inflation persistence: the Mexican experience," Applied Economics, Taylor & Francis Journals, volume 42, issue 24, pages 3067-3075, DOI: 10.1080/00036840801982684.
  14. Francisco Covas & Yahong Zhang, 2010, "Price-level versus inflation targeting with financial market imperfections," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 4, pages 1302-1332, November, DOI: 10.1111/j.1540-5982.2010.01615.x.
  15. Francisco Covas & Shigeru Fujita, 2010, "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 34, pages 137-173, December.
  16. Michael C. Davis & Christian M. End, 2010, "A Winning Proposition: The Economic Impact Of Successful National Football League Franchises," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 39-50, January, DOI: 10.1111/j.1465-7295.2008.00124.x.
  17. Michael Davis, 2010, "On Which Days Do Gasoline Stations Raise Prices?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 38, issue 1, pages 113-114, March, DOI: 10.1007/s11293-009-9204-8.
  18. Blazsek, Szabolcs & Escribano, Alvaro, 2010, "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 14-32, November.
  19. Shigeru Fujita, 2010, "Economic effects of the unemployment insurance benefit," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 20-27.
  20. Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010, "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 535-556, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
  21. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010, "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, volume 13, issue 4, pages 422-447, November.
  22. Chen, Yu-Lun & Gau, Yin-Feng, 2010, "News announcements and price discovery in foreign exchange spot and futures markets," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1628-1636, July.
  23. Ghent, Andra C. & Owyang, Michael T., 2010, "Is housing the business cycle? Evidence from US cities," Journal of Urban Economics, Elsevier, volume 67, issue 3, pages 336-351, May.
  24. Raffaella Giacomini & Barbara Rossi, 2010, "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 595-620, DOI: 10.1002/jae.1177.
  25. Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010, "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 95-107, September.
  26. Jesus Gonzalo, 2010, "The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 174-176, spring.
  27. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2010, "Immigration and the Economic Status of African‐American Men," Economica, London School of Economics and Political Science, volume 77, issue 306, pages 255-282, April, DOI: 10.1111/j.1468-0335.2009.00803.x.
  28. Massimo Guidolin & Christopher J. Neely, 2010, "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  29. Massimo Guidolin & Eliana La Ferrara, 2010, "The economic effects of violent conflict: Evidence from asset market reactions," Journal of Peace Research, Peace Research Institute Oslo, volume 47, issue 6, pages 671-684, November.
  30. Massimo Guidolin & Francesca Rinaldi, 2010, "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 1-2, pages 105-135, DOI: 10.1080/09603100903262939.
  31. Christopher Douglas & Ana María Herrera, 2010, "Why are gasoline prices sticky? A test of alternative models of price adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 6, pages 903-928, DOI: 10.1002/jae.1115.
  32. Ben Omrane, Walid & Heinen, Andréas, 2010, "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2419-2431, November.
  33. Azmat, Ghazala & Iriberri, Nagore, 2010, "The importance of relative performance feedback information: Evidence from a natural experiment using high school students," Journal of Public Economics, Elsevier, volume 94, issue 7-8, pages 435-452, August.
  34. Travis J. Berge & Òscar Jordà, 2010, "Future recession risks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
  35. Òscar Jordà, 2010, "Diagnosing recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb16.
  36. Òscar Jordà & Massimiliano Marcellino, 2010, "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 635-662, DOI: 10.1002/jae.1166.
  37. Òscar Jord�, 2010, "Book Review: New Introduction to Multiple Time Series Analysis," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 2, pages 243-246, April, DOI: 10.1080/07474930903472868.
  38. Garett Jones & W. Joel Schneider, 2010, "Iq In The Production Function: Evidence From Immigrant Earnings," Economic Inquiry, Western Economic Association International, volume 48, issue 3, pages 743-755, July, DOI: 10.1111/j.1465-7295.2008.00206.x.
  39. Garett Jones, 2010, "Speed Bankruptcy: A Firewall to Future Crises," Journal of Applied Corporate Finance, Morgan Stanley, volume 22, issue 3, pages 73-84, June, DOI: 10.1111/j.1745-6622.2010.00292.x.
  40. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010, "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 813-846, August.
  41. Kamstra Mark J & Shiller Robert J., 2010, "Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP," The Economists' Voice, De Gruyter, volume 7, issue 3, pages 1-5, September, DOI: 10.2202/1553-3832.1782.
  42. Kiel, Katherine & Matheson, Victor & Golembiewski, Kevin, 2010, "Luck or skill? An examination of the Ehrlich-Simon bet," Ecological Economics, Elsevier, volume 69, issue 7, pages 1365-1367, May.
  43. Kim, Tae-Hwan & Mizen, Paul, 2010, "Estimating monetary reaction functions at near zero interest rates," Economics Letters, Elsevier, volume 106, issue 1, pages 57-60, January.
  44. Joo-Yeon Hyun & Hyeong Ho Mun & Tae-Hwan Kim & Jinook Jeong, 2010, "The effect of a variance shift on the Breusch-Godfrey's LM test," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 4, pages 399-404, DOI: 10.1080/13504850701748933.
  45. Cory Koedel & Julian Betts, 2010, "Value Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," Education Finance and Policy, MIT Press, volume 5, issue 1, pages 54-81, January.
  46. Che, Yeon-Koo & Kim, Jinwoo & Lewis, Tracy R., 2010, "Do breakup fees lead to efficient takeover?," Economics Letters, Elsevier, volume 108, issue 1, pages 52-54, July.
  47. Huiyu Huang & Tae-Hwy Lee, 2010, "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 534-570, DOI: 10.1080/07474938.2010.481553.
  48. Tyler, John & Lofstrom, Magnus, 2010, "Is the GED an effective route to postsecondary education for school dropouts?," Economics of Education Review, Elsevier, volume 29, issue 5, pages 813-825, October.
  49. Barry Chiswick & Magnus Lofstrom, 2010, "The labor market adjustment of immigrants," Review of Economics of the Household, Springer, volume 8, issue 1, pages 1-5, March, DOI: 10.1007/s11150-009-9079-0.
  50. Cappiello, Lorenzo & Kadareja, Arjan & Manganelli, Simone, 2010, "The Impact of the Euro on Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 2, pages 473-502, April.
  51. William S. Neilson & Jill Stowe, 2010, "Piece‐Rate Contracts For Other‐Regarding Workers," Economic Inquiry, Western Economic Association International, volume 48, issue 3, pages 575-586, July, DOI: 10.1111/j.1465-7295.2008.00129.x.
  52. Omer Bayar & William Neilson & Stephen Ogden, 2010, "Kiffin Goods," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3300-3305.
  53. Neilson, William S., 2010, "Lessons from a behavioral economics success story: Comment on theory and experiment: What are the questions?," Journal of Economic Behavior & Organization, Elsevier, volume 73, issue 1, pages 62-64, January.
  54. William Neilson, 2010, "A simplified axiomatic approach to ambiguity aversion," Journal of Risk and Uncertainty, Springer, volume 41, issue 2, pages 113-124, October, DOI: 10.1007/s11166-010-9099-4.
  55. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010, "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 3, pages 395-411, September.
  56. Engemann, Kristie M. & Owyang, Michael T., 2010, "Whatever Happened To The Business Cycle? A Bayesian Analysis Of Jobless Recoveries," Macroeconomic Dynamics, Cambridge University Press, volume 14, issue 5, pages 709-726, November.
  57. Kristie M. Engemann & Michael T. Owyang, 2010, "Business cycle measures," Economic Synopses, Federal Reserve Bank of St. Louis.
  58. Kristie M. Engemann & Michael T. Owyang, 2010, "When do recessions begin and end?," Economic Synopses, Federal Reserve Bank of St. Louis.
  59. Kristie M. Engemann & Michael T. Owyang, 2010, "Not your father's oil shock," Economic Synopses, Federal Reserve Bank of St. Louis.
  60. Kristie M. Engemann & Michael T. Owyang, 2010, "Unconventional oil production: stuck in a rock and a hard place," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 14-15.
  61. Abbigail J. Chiodo & Ruben Hernandez-Murillo & Michael T. Owyang, 2010, "Nonlinear effects of school quality on house prices," Review, Federal Reserve Bank of St. Louis, volume 92, issue May, pages 185-204, DOI: 10.20955/r.92.185-204.
  62. Michelle T. Armesto & Kristie M. Engemann & Michael T. Owyang, 2010, "Forecasting with mixed frequencies," Review, Federal Reserve Bank of St. Louis, volume 92, issue Nov, pages 521-536, DOI: 10.20955/r.92.521-36.
  63. Patton, Andrew J. & Timmermann, Allan, 2010, "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 605-625, December.
  64. Patton, Andrew J. & Timmermann, Allan, 2010, "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, volume 57, issue 7, pages 803-820, October.
  65. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010, "El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez," Boletín Económico, Banco de España, issue SEP, pages 83-91, Septiembr.
  66. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010, "A possible role for asymmetric standing facilities in liquidity management," Economic Bulletin, Banco de España, issue OCT, pages 129-136, October.
  67. Maximo Camacho & Gabriel Perez-Quiros, 2010, "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 663-694, DOI: 10.1002/jae.1174.
  68. Picci, Lucio, 2010, "The internationalization of inventive activity: A gravity model using patent data," Research Policy, Elsevier, volume 39, issue 8, pages 1070-1081, October.
  69. Randall Reback, 2010, "Noninstructional Spending Improves Noncognitive Outcomes: Discontinuity Evidence from a Unique Elementary School Counselor Financing System," Education Finance and Policy, MIT Press, volume 5, issue 2, pages 105-137, April.
  70. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010, "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 305-334, Summer.
  71. Santos-Pinto, Luís, 2010, "The impact of firm cost and market size asymmetries on national mergers in a three-country model," International Journal of Industrial Organization, Elsevier, volume 28, issue 6, pages 682-694, November.
  72. Luís Santos-Pinto, 2010, "Positive Self-Image In Tournaments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 51, issue 2, pages 475-496, May.
  73. Young Park & Luís Santos-Pinto, 2010, "Overconfidence in tournaments: evidence from the field," Theory and Decision, Springer, volume 69, issue 1, pages 143-166, July, DOI: 10.1007/s11238-010-9200-0.
  74. Asani Sarkar & Jeffrey Shrader, 2010, "Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis," Economic Policy Review, Federal Reserve Bank of New York, volume 16, issue Aug, pages 55-74.
  75. Neil Shephard & Kevin Sheppard, 2010, "Realising the future: forecasting with high-frequency-based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 197-231, DOI: 10.1002/jae.1158.
  76. Mishra, Santosh & Su, Liangjun & Ullah, Aman, 2010, "Semiparametric Estimator of Time Series Conditional Variance," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 2, pages 256-274.
  77. Su, Liangjun & White, Halbert, 2010, "Testing Structural Change In Partially Linear Models," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1761-1806, December.
  78. Su, Liangjun & Jin, Sainan, 2010, "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 18-33, July.
  79. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010, "International evidence on the efficacy of new-Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 31-54, DOI: 10.1002/jae.1128.
  80. Norman R. Swanson, 2010, "Further Developments in the Study of Cointegrated Variables," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 187-190, spring.
  81. Nii Ayi Armah & Norman Swanson, 2010, "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 476-510, DOI: 10.1080/07474938.2010.481549.
  82. Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu, 2010, "Firm age and the evolution of borrowing costs: Evidence from Japanese small firms," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1970-1981, August.
  83. Uesugi, Iichiro & Sakai, Koji & Yamashiro, Guy M., 2010, "The Effectiveness of Public Credit Guarantees in the Japanese Loan Market," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 4, pages 457-480, December.
  84. Onji Kazuki & Vera David, 2010, "Tax Law Asymmetries and Income Shifting: Evidence from Japanese Capital Keiretsu," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-35, January, DOI: 10.2202/1935-1682.2246.
  85. Omar Mendoza & David Vera, 2010, "The Asymmetric Effects of Oil Shocks on an Oil-exporting Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 47, issue 135, pages 3-13.
  86. David Vera & Kazuki Onji, 2010, "Changes in the banking system and small business lending," Small Business Economics, Springer, volume 34, issue 3, pages 293-308, April, DOI: 10.1007/s11187-008-9119-9.
  87. James H. Stock & Mark W. Watson, 2010, "Indicators for Dating Business Cycles: Cross-History Selection and Comparisons," American Economic Review, American Economic Association, volume 100, issue 2, pages 16-19, May, DOI: 10.1257/aer.100.2.16.
  88. Ricardo Reis & Mark W. Watson, 2010, "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 3, pages 128-157, July.
  89. James H. Stock & Mark W. Watson, 2010, "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
  90. Mark Watson, 2010, "Recollections of Clive Granger," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 171-171, spring.
  91. Semykina, Anastasia & Wooldridge, Jeffrey M., 2010, "Estimating panel data models in the presence of endogeneity and selection," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 375-380, August.

2009

  1. George Woodward & Heather Anderson, 2009, "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 8, pages 913-924, DOI: 10.1080/14697680802595643.
  2. Richard A. Ashley & Randal J. Verbrugge, 2009, "To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models," International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, volume 1, issue 3, pages 242-274.
  3. Richard Ashley, 2009, "Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 325-337, March.
  4. Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009, "A New Bispectral Test for NonLinear Serial Dependence," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 279-293, DOI: 10.1080/07474930802388090.
  5. Richard Ashley & Randal Verbrugge, 2009, "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 4-20, DOI: 10.1080/07474930802387753.
  6. Maximilian Auffhammer & Richard T. Carson, 2009, "Exploring The Number Of First‐Order Political Subdivisions Across Countries: Some Stylized Facts," Journal of Regional Science, Wiley Blackwell, volume 49, issue 2, pages 243-261, May, DOI: 10.1111/j.1467-9787.2008.00583.x.
  7. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2009, "Measuring the effects of the Clean Air Act Amendments on ambient PM10 concentrations: The critical importance of a spatially disaggregated analysis," Journal of Environmental Economics and Management, Elsevier, volume 58, issue 1, pages 15-26, July.
  8. Maximilian Auffhammer, 2009, "The State of Environmental and Resource Economics: A Google Scholar Perspective," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, volume 3, issue 2, pages 251-269, Summer.
  9. Andreas Blume & John Duffy & April M. Franco, 2009, "Decentralized Organizational Learning: An Experimental Investigation," American Economic Review, American Economic Association, volume 99, issue 4, pages 1178-1205, September, DOI: 10.1257/aer.99.4.1178.
  10. Blume, Andreas & Heidhues, Paul & Lafky, Jonathan & Münster, Johannes & Zhang, Meixia, 2009, "All equilibria of the multi-unit Vickrey auction," Games and Economic Behavior, Elsevier, volume 66, issue 2, pages 729-741, July.
  11. Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009, "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 151-166, June.
  12. Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
  13. Michael C. Davis, 2009, "Analyzing the Relationship Between Team Success and MLB Attendance With GARCH Effects," Journal of Sports Economics, , volume 10, issue 1, pages 44-58, February, DOI: 10.1177/1527002508327387.
  14. Michael Davis, 2009, "Environmental regulations and the increasing seasonality of gasoline prices," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 16, pages 1613-1616, DOI: 10.1080/13504850701591291.
  15. Escribano, Alvaro & Fosfuri, Andrea & Tribó, Josep A., 2009, "Managing external knowledge flows: The moderating role of absorptive capacity," Research Policy, Elsevier, volume 38, issue 1, pages 96-105, February.
  16. Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009, "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 335-366, DOI: 10.1142/S0217590809003379.
  17. Evans, Mary F. & Vossler, Christian A. & Flores, Nicholas E., 2009, "Hybrid allocation mechanisms for publicly provided goods," Journal of Public Economics, Elsevier, volume 93, issue 1-2, pages 311-325, February.
  18. Yohei Mitani & Nicholas E. Flores, 2009, "Demand Revelation, Hypothetical Bias, and Threshold Public Goods Provision," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 44, issue 2, pages 231-243, October, DOI: 10.1007/s10640-009-9281-9.
  19. Shigeru Fujita & Vilas Rao, 2009, "Earnings losses of job losers during the 2001 economic downturn," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-9.
  20. Shigeru Fujita & Garey Ramey, 2009, "The Cyclicality Of Separation And Job Finding Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 2, pages 415-430, May.
  21. Yu‐Lun Chen & Yin‐Feng Gau, 2009, "Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 1, pages 74-93, January.
  22. Ghent, Andra C., 2009, "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 864-882, April.
  23. Andra C. Ghent & Marianna Kudlyak & Stephen Slivinski, 2009, "Deterring default: why some state laws decrease the probability of mortgage foreclosures," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Sep.
  24. Raffaella Giacomini & Barbara Rossi, 2009, "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 669-705.
  25. Mike Brewer & Marco Francesconi & Paul Gregg & Jeffrey Grogger, 2009, "Feature: In-work Benefit Reform in a Cross-National Perspective - Introduction," Economic Journal, Royal Economic Society, volume 119, issue 535, pages 1-14, February.
  26. Jeffrey Grogger & LynnA. Karoly, 2009, "The Effects of Work-Conditioned Transfers on Marriage and Child Well-Being: A Review," Economic Journal, Royal Economic Society, volume 119, issue 535, pages 15-37, February.
  27. John J. Donohue & Jeffrey Grogger & Steven D. Levitt, 2009, "The Impact of Legalized Abortion on Teen Childbearing," American Law and Economics Review, American Law and Economics Association, volume 11, issue 1, pages 24-46.
  28. Jeffrey Grogger, 2009, "Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias," The Review of Economics and Statistics, MIT Press, volume 91, issue 3, pages 490-502, August.
  29. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 3, pages 341-381, September, DOI: 10.1111/j.1540-6229.2009.00245.x.
  30. Guidolin, Massimo & Timmermann, Allan, 2009, "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 297-311, June.
  31. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009, "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 373-399.
  32. Mola, Simona & Guidolin, Massimo, 2009, "Affiliated mutual funds and analyst optimism," Journal of Financial Economics, Elsevier, volume 93, issue 1, pages 108-137, July.
  33. Massimo Guidolin & Yu Man Tam, 2009, "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
  34. Massimo Guidolin & Yu Man Tam, 2009, "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
  35. Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
  36. Massimo Guidolin & Stuart Hyde, 2009, "What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 6, pages 463-488, DOI: 10.1080/09603100801901604.
  37. Monique Ebell & Christian Haefke, 2009, "Product Market Deregulation and the U.S. Employment Miracle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 3, pages 479-504, July, DOI: 10.1016/j.red.2008.11.002.
  38. Herrera, Ana María & Pesavento, Elena, 2009, "Oil Price Shocks, Systematic Monetary Policy, And The “Great Moderation”," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 1, pages 107-137, February.
  39. Ben Omrane, Walid & Heinen, Andréas, 2009, "Is there any common knowledge news in the Euro/Dollar market?," International Review of Economics & Finance, Elsevier, volume 18, issue 4, pages 656-670, October.
  40. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009, "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 437-480, Fall.
  41. Hibiki Ichiue & Tomonori Yuyama, 2009, "Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 8, pages 1631-1647, December.
  42. Issler, João Victor & Lima, Luiz Renato, 2009, "A panel data approach to economic forecasting: The bias-corrected average forecast," Journal of Econometrics, Elsevier, volume 152, issue 2, pages 153-164, October.
  43. Jalan, Jyotsna & Somanathan, E. & Chaudhuri, Saraswata, 2009, "Awareness and the demand for environmental quality: survey evidence on drinking water in urban India," Environment and Development Economics, Cambridge University Press, volume 14, issue 6, pages 665-692, December.
  44. Òscar Jordà, 2009, "Simultaneous Confidence Regions for Impulse Responses," The Review of Economics and Statistics, MIT Press, volume 91, issue 3, pages 629-647, August.
  45. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009, "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 578-582, March.
  46. Hiroaki Kaido & Halbert White, 2009, "Inference on Risk-Neutral Measures for Incomplete Markets," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 3, pages 199-246, Summer.
  47. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009, "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 3, pages 375-398, June, DOI: 10.1111/j.1468-0084.2009.00544.x.
  48. Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2009, "The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 8, pages 1705-1723, December.
  49. Kozicki, Sharon & Tinsley, P.A., 2009, "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, volume 56, issue 6, pages 842-855, September.
  50. Russell Barnett & Sharon Kozicki & Christopher Petrinec, 2009, "Parsing shocks: real-time revisions to gap and growth projections for Canada," Review, Federal Reserve Bank of St. Louis, volume 91, issue Jul, pages 247-266, DOI: 10.20955/r.91.247-266.
  51. Koedel, Cory, 2009, "An empirical analysis of teacher spillover effects in secondary school," Economics of Education Review, Elsevier, volume 28, issue 6, pages 682-692, December.
  52. Gary Smith & Michael Levere & Robert Kurtzman, 2009, "Poker Player Behavior After Big Wins and Big Losses," Management Science, INFORMS, volume 55, issue 9, pages 1547-1555, September, DOI: 10.1287/mnsc.1090.1044.
  53. Lee, Tae-Hwy & Long, Xiangdong, 2009, "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 207-218, June.
  54. Chunbei Wang & Magnus Lofstrom, 2009, "Did 9/11 affect Hispanic‐Americans' self‐employment entry and exit decisions?," International Journal of Manpower, Emerald Group Publishing Limited, volume 30, issue 1/2, pages 176-187, March, DOI: 10.1108/01437720910948474.
  55. Magnus Lofstrom & Timothy Bates, 2009, "Latina entrepreneurship," Small Business Economics, Springer, volume 33, issue 4, pages 427-439, December, DOI: 10.1007/s11187-009-9203-9.
  56. Jorgen Hansen & Magnus Lofstrom, 2009, "The dynamics of immigrant welfare and labor market behavior," Journal of Population Economics, Springer;European Society for Population Economics, volume 22, issue 4, pages 941-970, October, DOI: 10.1007/s00148-008-0195-6.
  57. Manganelli, Simone, 2009, "Forecasting With Judgment," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 553-563.
  58. Simone Manganelli & Guido Wolswijk, 2009, "What drives spreads in the euro area government bond market?
    [‘What “hides” behind sovereign debt ratings?’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 24, issue 58, pages 191-240.
  59. Marcucci, Juri & Quagliariello, Mario, 2009, "Asymmetric effects of the business cycle on bank credit risk," Journal of Banking & Finance, Elsevier, volume 33, issue 9, pages 1624-1635, September.
  60. Danielken Molina, 2009, "Elasticity of Substitution in the U.S. Market with Endogenous Transport Costs: a Sectoral Approach," Revista de Economía del Rosario, Universidad del Rosario.
  61. Paan Jindapon & William S. Neilson, 2009, "The Impact Of Societal Risk Attitudes On Terrorism And Counterterrorism," Economics and Politics, Wiley Blackwell, volume 21, issue 3, pages 433-451, November, DOI: 10.1111/j.1468-0343.2009.00360.x.
  62. Neilson, William S., 2009, "Price sensitive prescribers," Economics Letters, Elsevier, volume 104, issue 1, pages 20-22, July.
  63. Neilson, William S., 2009, "A theory of kindness, reluctance, and shame for social preferences," Games and Economic Behavior, Elsevier, volume 66, issue 1, pages 394-403, May.
  64. Conley, John P. & Neilson, William, 2009, "Endogenous games and equilibrium adoption of social norms and ethical constraints," Games and Economic Behavior, Elsevier, volume 66, issue 2, pages 761-774, July.
  65. Owyang, Michael T. & Rapach, David E. & Wall, Howard J., 2009, "States and the business cycle," Journal of Urban Economics, Elsevier, volume 65, issue 2, pages 181-194, March.
  66. Kristie M. Engemann & Michael T. Owyang, 2009, "A winning combination? economic theory meets sports," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-13.
  67. Michelle T. Armesto & Rub…N Hern¡Ndez-Murillo & Michael T. Owyang & Jeremy Piger, 2009, "Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 1, pages 35-55, February.
  68. Michael Owyang & Howard Wall, 2009, "Regional VARs and the channels of monetary policy," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 12, pages 1191-1194, DOI: 10.1080/13504850701367247.
  69. Patton, Andrew J. & Sheppard, Kevin, 2009, "Optimal combinations of realised volatility estimators," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 218-238.
  70. Andrew J. Patton, 2009, "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2295-2330, July.
  71. Andrew Patton & Dimitris Politis & Halbert White, 2009, "Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 4, pages 372-375, DOI: 10.1080/07474930802459016.
  72. Elliott, Graham & Pesavento, Elena, 2009, "Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1829-1850, December.
  73. Luís Santos-Pinto, 2009, "Asymmetries in Information Processing in a Decision Theory Framework," Theory and Decision, Springer, volume 66, issue 4, pages 317-343, April, DOI: 10.1007/s11238-007-9088-5.
  74. Su, Liangjun & Ullah, Aman, 2009, "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, volume 27, pages 18-29.
  75. Chao, John C. & Swanson, Norman R., 2009, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 3, pages 316-318.
  76. Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009, "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 455-467.
  77. Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009, "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 119-138, June.
  78. Swanson, Norman R., 2009, "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 697-702, October.
  79. James E. Rauch & Vitor Trindade, 2009, "Neckties in the tropics: a model of international trade and cultural diversity," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 3, pages 809-843, August, DOI: 10.1111/j.1540-5982.2009.01528.x.
  80. Uesugi, Iichiro & Yamashiro, Guy M., 2009, "Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 71-85, June, DOI: 10.15057/17468.
  81. Arito Ono & Iichiro Uesugi, 2009, "Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's SME Loan Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 5, pages 935-960, August.
  82. Masha F. Somi & James R. G. Butler & Farshid Vahid & Joseph D. Njau & Salim Abdulla, 2009, "Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues," Journal of International Development, John Wiley & Sons, Ltd., volume 21, issue 2, pages 200-211, DOI: 10.1002/jid.1555.
  83. David Vera, 2009, "How robust is the Fed reaction function to changes in the output-gap specification?," Applied Economics, Taylor & Francis Journals, volume 43, issue 9, pages 1059-1065, DOI: 10.1080/00036840802600236.
  84. Weinhold, Diana & Nair-Reichert, Usha, 2009, "Innovation, Inequality and Intellectual Property Rights," World Development, Elsevier, volume 37, issue 5, pages 889-901, May.
  85. Guido W. Imbens & Jeffrey M. Wooldridge, 2009, "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, volume 47, issue 1, pages 5-86, March.
  86. Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M., 2009, "Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 206-223.
  87. Wooldridge, Jeffrey M., 2009, "On estimating firm-level production functions using proxy variables to control for unobservables," Economics Letters, Elsevier, volume 104, issue 3, pages 112-114, September.
  88. Jeffrey M. Wooldridge, 2009, "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.

2008

  1. Eiji Kurozumi & Yoichi Arai, 2008, "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 476-500, May, DOI: 10.1111/j.1467-9892.2007.00564.x.
  2. Ashley, Richard, 2008, "Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result," International Review of Economics & Finance, Elsevier, volume 17, issue 2, pages 333-338.
  3. Auffhammer, Maximilian & Carson, Richard T., 2008, "Forecasting the path of China's CO2 emissions using province-level information," Journal of Environmental Economics and Management, Elsevier, volume 55, issue 3, pages 229-247, May.
  4. Andreas Blume & Paul Heidhues, 2008, "Modeling Tacit Collusion in Auctions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 164, issue 1, pages 163-184, March.
  5. Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008, "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 234-256, May.
  6. Kristy Buzard & Gerald A. Carlino, 2008, "The geography of research and development activity in the U.S," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 1-11.
  7. Cabrales, Antonio & Calvó-Armengol, Antoni, 2008, "Interdependent preferences and segregating equilibria," Journal of Economic Theory, Elsevier, volume 139, issue 1, pages 99-113, March.
  8. Antonio Cabrales & Antoni Calvó-Armengol & Nicola Pavoni, 2008, "Social Preferences, Skill Segregation, and Wage Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 1, pages 65-98.
  9. Chiquiar, Daniel, 2008, "Globalization, regional wage differentials and the Stolper-Samuelson Theorem: Evidence from Mexico," Journal of International Economics, Elsevier, volume 74, issue 1, pages 70-93, January.
  10. Miguel A. Costa-Gomes & Georg Weizsäcker, 2008, "Stated Beliefs and Play in Normal-Form Games," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 3, pages 729-762.
  11. Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008, "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 1-15.
  12. Michael C. Davis, 2008, "The Interaction between Baseball Attendance and Winning Percentage: A VAR Analysis," International Journal of Sport Finance, Fitness Information Technology, volume 3, issue 1, pages 58-73, February.
  13. Alvaro Escribano & M. Santos & Ana Sipols, 2008, "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, volume 23, issue 1, pages 131-151, January, DOI: 10.1007/s00180-007-0081-9.
  14. Nicholas E. Flores & Philip E. Graves, 2008, "Optimal Public Goods Provision: Implications of Endogenizing the Labor/Leisure Choice," Land Economics, University of Wisconsin Press, volume 84, issue 4, pages 701-707.
  15. Brown, Thomas C. & Kingsley, David & Peterson, George L. & Flores, Nicholas E. & Clarke, Andrea & Birjulin, Andrej, 2008, "Reliability of individual valuations of public and private goods: Choice consistency, response time, and preference refinement," Journal of Public Economics, Elsevier, volume 92, issue 7, pages 1595-1606, July.
  16. Strong, Aaron & Flores, Nicholas E., 2008, "Estimating the economic benefits of acidic rock drainage clean up using cost shares," Ecological Economics, Elsevier, volume 65, issue 2, pages 348-355, April.
  17. Shigeru Fujita, 2008, "Creative destruction and aggregate productivity growth," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 12-20.
  18. Gaviria Alejandro & Alejandro Hoyos, 2008, "Determinantes de los resultados de las evaluaciones de profesores: el caso de la Universidad de los Andes," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  19. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008, "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 175-192, May.
  20. Dolado Juan J. & Gonzalo Jesus & Mayoral Laura, 2008, "Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-35, December, DOI: 10.2202/1558-3708.1562.
  21. Robert F. Engle & Jose Gonzalo Rangel, 2008, "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 3, pages 1187-1222, May.
  22. Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2008, "Permanent and transitory components of GDP and stock prices: further analysis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 1, issue 1, pages 105-120, DOI: 10.1080/17520840701864955.
  23. Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra, 2008, "Jumps in cross-sectional rank and expected returns: a mixture model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 585-606, DOI: 10.1002/jae.1015.
  24. Guidolin, Massimo & Hyde, Stuart, 2008, "Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK," Journal of Multinational Financial Management, Elsevier, volume 18, issue 4, pages 293-312, October.
  25. Massimo Guidolin & Allison K. Rodean, 2008, "No volatility, no forecasting power for the term spread," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  26. Massimo Guidolin & Allan Timmermann, 2008, "Size and Value Anomalies under Regime Shifts," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 1, pages 1-48, Winter.
  27. Massimo Guidolin & Allan Timmermann, 2008, "International asset allocation under regime switching, skew, and kurtosis preferences," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 2, pages 889-935, April.
  28. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2008, "Diversifying in public real estate: The ex-post performance," Journal of Asset Management, Palgrave Macmillan, volume 8, issue 6, pages 361-373, February, DOI: 10.1057/palgrave.jam.2250089.
  29. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, volume 76, issue 6, pages 1481-1536, November.
  30. Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008, "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 3-20, March, DOI: 10.1007/s11408-007-0068-0.
  31. Peter Hansen & Jeremy Large & Asger Lunde, 2008, "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 79-111, DOI: 10.1080/07474930701853640.
  32. Herrera, Ana Mari­a & Murtazashvili, Irina & Pesavento, Elena, 2008, "The comovement in inventories and in sales: Higher and higher," Economics Letters, Elsevier, volume 99, issue 1, pages 155-158, April.
  33. Heinen, Andréas & Rengifo, Erick, 2008, "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 2931-2944, February.
  34. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008, "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, volume 98, issue 2, pages 167-175, February.
  35. Jalan, Jyotsna & Somanathan, E., 2008, "The importance of being informed: Experimental evidence on demand for environmental quality," Journal of Development Economics, Elsevier, volume 87, issue 1, pages 14-28, August.
  36. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008, "Business Cycles Chronology for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 9-37, Enero-Jun.
  37. Jones, Garett, 2008, "Are smarter groups more cooperative? Evidence from prisoner's dilemma experiments, 1959-2003," Journal of Economic Behavior & Organization, Elsevier, volume 68, issue 3-4, pages 489-497, December.
  38. Hafer, R.W. & Jones, Garett, 2008, "Dynamic IS curves with and without money: An international comparison," Journal of International Money and Finance, Elsevier, volume 27, issue 4, pages 609-616, June.
  39. Mark Kamstra & Rpbert J. Shiller, 2008, "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
  40. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008, "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 4, pages 667-699, June.
  41. Kiel, Katherine A. & Zabel, Jeffrey E., 2008, "Location, location, location: The 3L Approach to house price determination," Journal of Housing Economics, Elsevier, volume 17, issue 2, pages 175-190, June.
  42. Tae-Hwan Kim & Paul Mizen & Thanaset Chevapatrakul, 2008, "Forecasting changes in UK interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 53-74, DOI: 10.1002/for.1043.
  43. Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2008, "A more powerful modification of Johansen's cointegration tests," Applied Economics, Taylor & Francis Journals, volume 40, issue 6, pages 725-729, DOI: 10.1080/00036840600749714.
  44. Kozicki, Sharon & Tinsley, P.A., 2008, "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 1, pages 71-92, March.
  45. Koedel, Cory, 2008, "Teacher quality and dropout outcomes in a large, urban school district," Journal of Urban Economics, Elsevier, volume 64, issue 3, pages 560-572, November.
  46. Lutz Kilian & Simone Manganelli, 2008, "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1103-1129, September.
  47. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008, "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, volume 17, issue 3, pages 475-490, June.
  48. Marcucci, Juri & Quagliariello, Mario, 2008, "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 1, pages 46-63, February.
  49. Danielken Molina, 2008, "Bilateral Transport Cost, Infrastructure, Common Bilateral Ties and Political Stability," Revista de Economía del Rosario, Universidad del Rosario.
  50. Ernesto Lopez-Cordova & Alejandro Micco & Danielken Molina, 2008, "How Sensitive Are Latin American Exports to Chinese Competition in the U.S. Market?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 117-153.
  51. Koc, Sevket Alper & Neilson, William S., 2008, "Interim bribery in auctions," Economics Letters, Elsevier, volume 99, issue 2, pages 238-241, May.
  52. Neilson, William S. & Winter, Harold, 2008, "Votes based on protracted deliberations," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 1, pages 308-321, July.
  53. Okimoto, Tatsuyoshi, 2008, "New Evidence of Asymmetric Dependence Structures in International Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 3, pages 787-815, September.
  54. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008, "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, volume 22, issue 3, pages 320-342, September.
  55. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008, "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, volume 17, issue 1, pages 33-44.
  56. Osang, Thomas & Sarkar, Jayanta, 2008, "Endogenous mortality, human capital and economic growth," Journal of Macroeconomics, Elsevier, volume 30, issue 4, pages 1423-1445, December.
  57. Owyang, Michael T. & Piger, Jeremy M. & Wall, Howard J. & Wheeler, Christopher H., 2008, "The economic performance of cities: A Markov-switching approach," Journal of Urban Economics, Elsevier, volume 64, issue 3, pages 538-550, November.
  58. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008, "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, volume 38, issue 6, pages 578-589, November.
  59. Kristie M. Engemann & Ruben Hernandez-Murillo & Michael T. Owyang, 2008, "Regional aggregation in forecasting: an application to the Federal Reserve's Eighth District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Oct, pages 15-29.
  60. Kristie M. Engemann & Michael T. Owyang, 2008, "Extra credit: the rise of short-term liabilities," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 12-13.
  61. Kristie M. Engemann & Michael T. Owyang, 2008, "Splitsville: the economics of unilateral divorce," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 12-16.
  62. Riccardo DiCecio & Kristie M. Engemann & Michael T. Owyang & Christopher H. Wheeler, 2008, "Changing trends in the labor force: a survey," Review, Federal Reserve Bank of St. Louis, volume 90, issue Jan, pages 47-62.
  63. Kristie M. Engemann & Michael T. Owyang & Sarah Zubairy, 2008, "A primer on the empirical identification of government spending shocks," Review, Federal Reserve Bank of St. Louis, volume 90, issue Mar, pages 117-132.
  64. Máximo Camacho & Gabriel Pérez Quirós, 2008, "Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)," Boletín Económico, Banco de España, issue APR, pages 115-124, Abril.
  65. Máximo Camacho & Gabriel Pérez Quirós, 2008, "A model for the real-time forecasting of GDP in the euro area (EURO-STING)," Economic Bulletin, Banco de España, issue APR, pages 131-139, April.
  66. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008, "Do European business cycles look like one?," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 7, pages 2165-2190, July.
  67. Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2008, "Interest rate dispersion and volatility in the market for daily funds," European Economic Review, Elsevier, volume 52, issue 3, pages 413-440, April.
  68. Reback, Randall, 2008, "Demand (and supply) in an inter-district public school choice program," Economics of Education Review, Elsevier, volume 27, issue 4, pages 402-416, August.
  69. Reback, Randall, 2008, "Teaching to the rating: School accountability and the distribution of student achievement," Journal of Public Economics, Elsevier, volume 92, issue 5-6, pages 1394-1415, June.
  70. Jack Robles, 2008, "Evolution, bargaining, and time preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 1, pages 19-36, April, DOI: 10.1007/s00199-007-0227-6.
  71. Luís Santos-Pinto, 2008, "Positive Self-image and Incentives in Organisations," Economic Journal, Royal Economic Society, volume 118, issue 531, pages 1315-1332, August.
  72. Santos-Pinto, Luís, 2008, "Making sense of the experimental evidence on endogenous timing in duopoly markets," Journal of Economic Behavior & Organization, Elsevier, volume 68, issue 3-4, pages 657-666, December.
  73. Su, Liangjun & White, Halbert, 2008, "A Nonparametric Hellinger Metric Test For Conditional Independence," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 829-864, August.
  74. Su, Liangjun & Ullah, Aman, 2008, "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 193-218, May.
  75. Su, Liangjun & Xiao, Zhijie, 2008, "Testing for parameter stability in quantile regression models," Statistics & Probability Letters, Elsevier, volume 78, issue 16, pages 2768-2775, November.
  76. Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008, "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 176-193, April.
  77. Farshid Vahid, 2008, "John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008)," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 15, issue 3, pages 115-116.
  78. Athanasopoulos, George & Vahid, Farshid, 2008, "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 237-252, April.
  79. George Athanasopoulos & Farshid Vahid, 2008, "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 533-554, May, DOI: 10.1111/j.1467-9892.2007.00568.x.
  80. Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008, "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, volume 191, issue 1, pages 207-222, November.
  81. James H. Stock & Mark W. Watson, 2008, "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, volume 76, issue 1, pages 155-174, January.
  82. Ulrich K. Müller & Mark W. Watson, 2008, "Testing Models of Low-Frequency Variability," Econometrica, Econometric Society, volume 76, issue 5, pages 979-1016, September.
  83. James H. Stock & Mark W. Watson, 2008, "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  84. Anderson, Kathryn & Weinhold, Diana, 2008, "Valuing future development rights: The costs of conservation easements," Ecological Economics, Elsevier, volume 68, issue 1-2, pages 437-446, December.
  85. Qi Li & Jeffrey S. Racine & Jeffrey M. Wooldridge, 2008, "Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization," American Economic Review, American Economic Association, volume 98, issue 2, pages 357-362, May, DOI: 10.1257/aer.98.2.357.
  86. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008, "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 539-552, January.
  87. Papke, Leslie E. & Wooldridge, Jeffrey M., 2008, "Panel data methods for fractional response variables with an application to test pass rates," Journal of Econometrics, Elsevier, volume 145, issue 1-2, pages 121-133, July.

2007

  1. Anderson, Heather M. & Vahid, Farshid, 2007, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 76-90, January.
  2. Heather M. Anderson, 2007, "New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl," The Economic Record, The Economic Society of Australia, volume 83, issue 260, pages 109-110, March, DOI: 10.1111/j.1475-4932.2007.00384.x.
  3. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007, "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 63-87, DOI: 10.1002/jae.935.
  4. Eiji Kurozumi & Yoichi Arai, 2007, "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 545-575, July, DOI: 10.1111/j.1467-9892.2006.00524.x.
  5. Yoichi Arai & Eiji Kurozumi, 2007, "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 6, pages 705-739, DOI: 10.1080/07474930701653776.
  6. Maximilian Auffhammer & Ralf Steinhauser, 2007, "The Future Trajectory Of U.S. Co2 Emissions: The Role Of State Vs. Aggregate Information," Journal of Regional Science, Wiley Blackwell, volume 47, issue 1, pages 47-61, February, DOI: 10.1111/j.1467-9787.2007.00499.x.
  7. Auffhammer, Maximilian, 2007, "The rationality of EIA forecasts under symmetric and asymmetric loss," Resource and Energy Economics, Elsevier, volume 29, issue 2, pages 102-121, May.
  8. Blume, Andreas & Ortmann, Andreas, 2007, "The effects of costless pre-play communication: Experimental evidence from games with Pareto-ranked equilibria," Journal of Economic Theory, Elsevier, volume 132, issue 1, pages 274-290, January.
  9. Blume, Andreas & Franco, April Mitchell, 2007, "Decentralized learning from failure," Journal of Economic Theory, Elsevier, volume 133, issue 1, pages 504-523, March.
  10. , & , J. & ,, 2007, "Noisy talk," Theoretical Economics, Econometric Society, volume 2, issue 4, December.
  11. Lin Peng & Wei Xiong & Tim Bollerslev, 2007, "Investor Attention and Time‐varying Comovements," European Financial Management, European Financial Management Association, volume 13, issue 3, pages 394-422, June, DOI: 10.1111/j.1468-036X.2007.00366.x.
  12. Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
  13. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007, "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, volume 73, issue 2, pages 251-277, November.
  14. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
  15. Antonio Cabrales & Rosemarie Nagel & Roc Armenter, 2007, "Equilibrium selection through incomplete information in coordination games: an experimental study," Experimental Economics, Springer;Economic Science Association, volume 10, issue 3, pages 221-234, September, DOI: 10.1007/s10683-007-9183-z.
  16. Jordi Brandts & Antonio Cabrales & Gary Charness, 2007, "Forward induction and entry deterrence: an experiment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 1, pages 183-209, October, DOI: 10.1007/s00199-006-0145-z.
  17. Antonio Cabrales & Antoni Calvó-Armengol, 2007, "Corporate Downsizing to Rebuild Team Spirit: How Costly Voting Can Foster Cooperation," Journal of the European Economic Association, MIT Press, volume 5, issue 5, pages 1016-1042, September.
  18. Jin Seo Cho & Halbert White, 2007, "Testing for Regime Switching," Econometrica, Econometric Society, volume 75, issue 6, pages 1671-1720, November.
  19. Michael Davis, 2007, "Income and the Locations of AAA Minor League Baseball Teams," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 3, pages 371-372, September, DOI: 10.1007/s11293-007-9079-5.
  20. Michael C. Davis, 2007, "The dynamics of daily retail gasoline prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 713-722, DOI: 10.1002/mde.1372.
  21. Luc Bauwens & Alvaro Escribano & Michel Lubrano, 2007, "The Econometrics of Industrial Organization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 7, pages 1153-1156, DOI: 10.1002/jae.1000.
  22. Nicholas Flores & Scott J. Savage, 2007, "Student Demand for Streaming Lecture Video: Emprical Evidence from Undergraduate Economics Classes," International Review of Economic Education, Economics Network, University of Bristol, volume 6, issue 2, pages 57-78.
  23. Yohei Mitani & Nicholas Flores, 2007, "Does gender matter for demand revelation in threshold public goods experiments?," Economics Bulletin, AccessEcon, volume 3, issue 27, pages 1-7.
  24. Flores, Nicholas E. & Strong, Aaron, 2007, "Cost credibility and the stated preference analysis of public goods," Resource and Energy Economics, Elsevier, volume 29, issue 3, pages 195-205, September.
  25. Natalie Mladenov & R John Gardner & E Nicholas Flores & E Joseph Mbaiwa & Gagoitseope Mmopelwa & M Kenneth Strzepek, 2007, "The value of wildlife-viewing tourism as an incentive for conservation of biodiversity in the Okavango Delta, Botswana," Development Southern Africa, Taylor & Francis Journals, volume 24, issue 3, pages 409-423, DOI: 10.1080/03768350701445525.
  26. Fujita, Shigeru & Ramey, Garey, 2007, "Job matching and propagation," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 11, pages 3671-3698, November.
  27. Shigeru Fujita, 2007, "What do worker flows tell us about cyclical fluctuations in employment?," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-10.
  28. Alejandro Gaviria, 2007, "Social Mobility and Preferences for Redistribution in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2007, pages 55-96.
  29. Gau, Yin-Feng & Hua, Mingshu, 2007, "Intraday exchange rate volatility: ARCH, news and seasonality effects," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 1, pages 135-158, March.
  30. Chih-Ling Lin & Ming-Chieh Wang & Yin-Feng Gau, 2007, "Expected risk and excess returns predictability in emerging bond markets," Applied Economics, Taylor & Francis Journals, volume 39, issue 12, pages 1511-1529, DOI: 10.1080/00036840600606336.
  31. Amisano, Gianni & Giacomini, Raffaella, 2007, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 177-190, April.
  32. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007, "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, volume 4, issue 3, pages 137-145, September.
  33. Grogger, Jeffrey, 2007, "Markov forecasting methods for welfare caseloads," Children and Youth Services Review, Elsevier, volume 29, issue 7, pages 900-911, July.
  34. Massimo Guidolin & Eliana La Ferrara, 2007, "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, volume 97, issue 5, pages 1978-1993, December, DOI: 10.1257/aer.97.5.1978.
  35. Guidolin, Massimo & Timmermann, Allan, 2007, "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 1, pages 161-217, January.
  36. Guidolin, Massimo & Timmermann, Allan, 2007, "Asset allocation under multivariate regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 11, pages 3503-3544, November.
  37. Massimo Guidolin & Elizabeth A. La Jeunesse, 2007, "The decline in the U.S. personal saving rate: is it real and is it a puzzle?," Review, Federal Reserve Bank of St. Louis, volume 89, issue Nov, pages 491-514.
  38. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 35-80, January, DOI: 10.1007/s11146-007-9002-5.
  39. Massimo Guidolin, 2007, "A Review of: “Book Review: Empirical Dynamic Asset Pricing”," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 5, pages 597-604, DOI: 10.1080/07474930701512410.
  40. Herrera, Ana María & Minetti, Raoul, 2007, "Informed finance and technological change: Evidence from credit relationships," Journal of Financial Economics, Elsevier, volume 83, issue 1, pages 223-269, January.
  41. Heinen, Andreas & Rengifo, Erick, 2007, "Multivariate autoregressive modeling of time series count data using copulas," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 564-583, September.
  42. Vincent P. Crawford & Nagore Iriberri, 2007, "Fatal Attraction: Salience, Naïveté, and Sophistication in Experimental "Hide-and-Seek" Games," American Economic Review, American Economic Association, volume 97, issue 5, pages 1731-1750, December, DOI: 10.1257/aer.97.5.1731.
  43. Vincent P. Crawford & Nagore Iriberri, 2007, "Level-k Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?," Econometrica, Econometric Society, volume 75, issue 6, pages 1721-1770, November.
  44. Mauricio A. Hernández M. & Munir A. Jalil B. & Carlos Esteban Posada P, 2007, "El costo de los ciclos económicos en Colombia: una nueva estimación," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 53, pages 288-335, DOI: 10.32468/Espe.5307.
  45. Munir A. Jalil B. & Martha Misas A., 2007, "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas," Monetaria, CEMLA, volume 0, issue 3, pages 219-241, julio-sep.
  46. Galina Hale & Òscar Jordà, 2007, "Do monetary aggregates help forecast inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr13.
  47. Hafer, R.W. & Haslag, Joseph H. & Jones, Garett, 2007, "On money and output: Is money redundant?," Journal of Monetary Economics, Elsevier, volume 54, issue 3, pages 945-954, April.
  48. Kiel, Katherine A. & Williams, Michael, 2007, "The impact of Superfund sites on local property values: Are all sites the same?," Journal of Urban Economics, Elsevier, volume 61, issue 1, pages 170-192, January.
  49. Stephen Leybourne & Robert Taylor & Tae‐Hwan Kim, 2007, "CUSUM of Squares‐Based Tests for a Change in Persistence," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 3, pages 408-433, May, DOI: 10.1111/j.1467-9892.2006.00517.x.
  50. Leybourne Stephen & Kim Tae-Hwan & Taylor A.M. Robert, 2007, "Detecting Multiple Changes in Persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 3, pages 1-34, September, DOI: 10.2202/1558-3708.1370.
  51. Yeon-Koo Che & Tracy R. Lewis, 2007, "The role of lockups in takeover contests," RAND Journal of Economics, RAND Corporation, volume 38, issue 3, pages 648-669, September.
  52. Lewis Tracy R. & Reichman Jerome H. & So Anthony D., 2007, "The Case for Public Funding and Public Oversight of Clinical Trials," The Economists' Voice, De Gruyter, volume 4, issue 1, pages 1-4, January, DOI: 10.2202/1553-3832.1123.
  53. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007, "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004)," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 3, pages 203-225, DOI: 10.1002/for.1023.
  54. Bask, Mikael & Liu, Tung & Widerberg, Anna, 2007, "The stability of electricity prices: Estimation and inference of the Lyapunov exponents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 565-572, DOI: 10.1016/j.physa.2006.10.016.
  55. Jeff Tayman & Stanley Smith & Jeffrey Lin, 2007, "Precision, bias, and uncertainty for state population forecasts: an exploratory analysis of time series models," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 26, issue 3, pages 347-369, June, DOI: 10.1007/s11113-007-9034-9.
  56. Magnus Lofstrom & Chunbei Wang, 2007, "Mexican-Hispanic Self-Employment Entry: The Role of Business Start-Up Constraints," The ANNALS of the American Academy of Political and Social Science, , volume 613, issue 1, pages 32-46, September, DOI: 10.1177/0002716207303577.
  57. Lorenzo Cappiello & Simone Manganelli, 2007, "Financial integration and capital flows in the new EU Member States," Research Bulletin, European Central Bank, volume 6, pages 5-7.
  58. Lutz Kilian & Simone Manganelli, 2007, "Quantifying the Risk of Deflation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2-3, pages 561-590, March.
  59. Lotti, Francesca & Marcucci, Juri, 2007, "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, volume 59, issue 1, pages 51-73.
  60. Jindapon, Paan & Neilson, William S., 2007, "Higher-order generalizations of Arrow-Pratt and Ross risk aversion: A comparative statics approach," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 719-728, September.
  61. Hill, Sarah A. & Neilson, William, 2007, "Inequality aversion and diminishing sensitivity," Journal of Economic Psychology, Elsevier, volume 28, issue 2, pages 143-153, April.
  62. Manmohan S. Kumar & Tatsuyoshi Okimoto, 2007, "Dynamics of Persistence in International Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 6, pages 1457-1479, September.
  63. Indro Dasgupta & Thomas Osang, 2007, "Trade, Wages, and Specific Factors," Review of International Economics, Wiley Blackwell, volume 15, issue 1, pages 45-61, February, DOI: 10.1111/j.1467-9396.2007.00693.x.
  64. Daniel L. Millimet & Thomas Osang, 2007, "Do state borders matter for U.S. intranational trade? The role of history and internal migration," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 1, pages 93-126, February.
  65. Augustine C. Arize & Thomas Osang, 2007, "Foreign Exchange Reserves and Import Demand: Evidence from Latin America," The World Economy, Wiley Blackwell, volume 30, issue 9, pages 1477-1489, September, DOI: 10.1111/j.1467-9701.2007.01052.x.
  66. Kristie M. Engemann & Michael T. Owyang, 2007, "Look who's still working now," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  67. Kristie M. Engemann & Michael T. Owyang, 2007, "What are the chances?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  68. Kristie M. Engemann & Michael T. Owyang, 2007, "Working hard or hardly working? the evolution of leisure in the United States," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.
  69. Patton, Andrew J. & Timmermann, Allan, 2007, "Testing Forecast Optimality Under Unknown Loss," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 1172-1184, December.
  70. Patton, Andrew J. & Timmermann, Allan, 2007, "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 884-918, October.
  71. Javier Álvarez & Máximo Camacho & Gabriel Pérez-Quirós & Patrocinio Tello, 2007, "Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos," Boletín Económico, Banco de España, issue APR, pages 109-129, Abril.
  72. Camacho Maximo & Perez Quiros Gabriel, 2007, "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-39, December, DOI: 10.2202/1558-3708.1480.
  73. Elena Pesavento, 2007, "Residuals‐based tests for the null of no‐cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 1, pages 111-137, January, DOI: 10.1111/j.1467-9892.2006.00501.x.
  74. Pesavento, Elena & Rossi, Barbara, 2007, "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 7, pages 2398-2412, July.
  75. Randall Reback, 2007, "Tales from the Other Side of Education Finance: Other Districts' Schools, Other Pathways into Teaching, and Other People's Preferences," Education Finance and Policy, MIT Press, volume 2, issue 3, pages 301-317, June.
  76. Li, Changying & Robles, Jack, 2007, "Product innovation and parallel trade," International Journal of Industrial Organization, Elsevier, volume 25, issue 2, pages 417-429, April.
  77. Thanarak Laosuthi & David D. Selover, 2007, "Does El Nino Affect Business Cycles," Eastern Economic Journal, Eastern Economic Association, volume 33, issue 1, pages 21-42, Winter.
  78. Su, Liangjun & Ullah, Aman, 2007, "More efficient estimation of nonparametric panel data models with random effects," Economics Letters, Elsevier, volume 96, issue 3, pages 375-380, September.
  79. Su, Liangjun & White, Halbert, 2007, "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 807-834, December.
  80. Liangjun Su, 2007, "Business output and business experience — Evidence from China's nongovernmental businesses," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 227-231, DOI: 10.1080/13504850500426210.
  81. Sainan Jin & Liangjun Su, 2007, "Forecasting the car penetration rate (CPR) in China: a nonparametric approach," Applied Economics, Taylor & Francis Journals, volume 39, issue 17, pages 2189-2195, DOI: 10.1080/00036840600749631.
  82. Corradi, Valentina & Swanson, Norman R., 2007, "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 699-723, February.
  83. Chao, John & Swanson, Norman R., 2007, "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 515-555, April.
  84. Valentina Corradi & Norman R. Swanson, 2007, "Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 48, issue 1, pages 67-109, February.
  85. Oleg Korenok & Norman R. Swanson, 2007, "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 6, pages 1481-1508, September.
  86. Choe, Kwang-Il & Nam, Kiseok & Vahid, Farshid, 2007, "Necessity of negative serial correlation for mean-reversion of stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 4, pages 576-583, September.
  87. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007, "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, volume 97, issue 3, pages 1021-1026, June, DOI: 10.1257/aer.97.3.1021.
  88. Amengual, Dante & Watson, Mark W., 2007, "Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 91-96, January.
  89. Mark W. Watson, 2007, "On the sources of the Great Moderation - discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  90. Mark W. Watson, 2007, "How accurate are real-time estimates of output trends and gaps?," Economic Quarterly, Federal Reserve Bank of Richmond, volume 93, issue Spr, pages 143-161.
  91. Mark Watson, 2007, "Journal of Applied Econometrics Annual Lecture Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 701-701, DOI: 10.1002/jae.969.
  92. James H. Stock & Mark W. Watson, 2007, "Erratum to "Why Has U.S. Inflation Become Harder to Forecast?"," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 7, pages 1849-1849, October.
  93. Wooldridge, Jeffrey M., 2007, "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1281-1301, December.

2006

  1. Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006, "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, volume 91, issue 1, pages 104-109, April.
  2. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006, "Common features," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 1-5, May.
  3. Ashley, Richard A. & Patterson, Douglas M., 2006, "Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 266-277, July.
  4. Ashley, Richard & Verbrugge, Randal J., 2006, "Comments on "A critical investigation on detrending procedures for nonlinear processes"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 192-194, March.
  5. Blume, Andreas & Heidhues, Paul, 2006, "Private monitoring in auctions," Journal of Economic Theory, Elsevier, volume 131, issue 1, pages 179-211, November.
  6. Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard, 2006, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 173-179, April.
  7. Bollerslev, Tim & Zhou, Hao, 2006, "Volatility puzzles: a simple framework for gauging return-volatility regressions," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 123-150.
  8. Tim Bollerslev & Julia Litvinova & George Tauchen, 2006, "Leverage and Volatility Feedback Effects in High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 3, pages 353-384.
  9. Covas, Francisco, 2006, "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 11, pages 2167-2190, November.
  10. Vincent P. Crawford & Miguel A. Costa-Gomes, 2006, "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," American Economic Review, American Economic Association, volume 96, issue 5, pages 1737-1768, December, DOI: 10.1257/aer.96.5.1737.
  11. Michael C. Davis, 2006, "Called up to the Big Leagues: An Examination of the Factors Affecting the Location of Minor League Baseball Teams," International Journal of Sport Finance, Fitness Information Technology, volume 1, issue 4, pages 253-264, November.
  12. Felipe Aparicio & Alvaro Escribano & Ana E. Sipols, 2006, "Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 4, pages 545-576, July, DOI: 10.1111/j.1467-9892.2006.00474.x.
  13. Alvaro Escribano & Roberto Pascual, 2006, "Asymmetries in bid and ask responses to innovations in the trading process," Empirical Economics, Springer, volume 30, issue 4, pages 913-946, January, DOI: 10.1007/s00181-005-0006-9.
  14. Miguel Arranz & Alvaro Escribano, 2006, "Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 15, issue 1, pages 179-208, June, DOI: 10.1007/BF02595424.
  15. Alejandro Gaviria & Carlos Medina & Carolina Mejia, 2006, "Assessing Health Reform in Colombia: From Theory to Practice," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2006, pages 29-72.
  16. Alejandro Gaviria Uribe & Mar�a del Mar Palau M., 2006, "Nutrición y salud infantil en Colombia: determinantes y alternativas de política," Coyuntura Económica, Fedesarrollo.
  17. Hua, Mingshu & Gau, Yin-Feng, 2006, "Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market," Pacific-Basin Finance Journal, Elsevier, volume 14, issue 2, pages 193-208, April.
  18. Raffaella Giacomini & Halbert White, 2006, "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, volume 74, issue 6, pages 1545-1578, November.
  19. Raffaella Giacomini & Barbara Rossi, 2006, "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 783-795, December, DOI: 10.1111/j.1468-0084.2006.00456.x.
  20. Jesús Gonzalo & Jean‐Yves Pitarakis, 2006, "Threshold Effects in Cointegrating Relationships," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 813-833, December, DOI: 10.1111/j.1468-0084.2006.00458.x.
  21. Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006, "Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 1-9.
  22. Gonzalo, Jesus & Martinez, Oscar, 2006, "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 311-347.
  23. Grogger, Jeffrey & Ridgeway, Greg, 2006, "Testing for Racial Profiling in Traffic Stops From Behind a Veil of Darkness," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 878-887, September.
  24. Guidolin, Massimo & Timmermann, Allan, 2006, "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 285-308.
  25. Cassese, Gianluca & Guidolin, Massimo, 2006, "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, volume 15, issue 2, pages 145-178.
  26. Guidolin, Massimo, 2006, "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, volume 58, issue 2, pages 85-118.
  27. Guidolin, Massimo & Ono, Sadayuki, 2006, "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, volume 58, issue 5-6, pages 480-518.
  28. Massimo Guidolin, 2006, "The dollar U-turn," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  29. Massimo Guidolin & Elizabeth A. La Jeunesse, 2006, "Cross-country personal saving rates," National Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  30. Allan Timmermann & Massimo Guidolin, 2006, "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 1-22, DOI: 10.1002/jae.824.
  31. Massimo Guidolin, 2006, "High equity premia and crash fears - Rational foundations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 28, issue 3, pages 693-708, August, DOI: 10.1007/s00199-005-0639-0.
  32. Sílvia Gonçalves & Massimo Guidolin, 2006, "Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface," The Journal of Business, University of Chicago Press, volume 79, issue 3, pages 1591-1636, May, DOI: 10.1086/500686.
  33. Hansen, Peter R. & Lunde, Asger, 2006, "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 127-161, April.
  34. Hansen, Peter R. & Lunde, Asger, 2006, "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 208-218, April.
  35. Hansen, Peter Reinhard & Lunde, Asger, 2006, "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 97-121.
  36. Issler, Joao Victor & Vahid, Farshid, 2006, "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 281-303, May.
  37. Garett Jones & W. Schneider, 2006, "Intelligence, Human Capital, and Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," Journal of Economic Growth, Springer, volume 11, issue 1, pages 71-93, March, DOI: 10.1007/s10887-006-7407-2.
  38. Garett Jones, 2006, "The liquidity effect across the short end of the term structure," Applied Financial Economics Letters, Taylor & Francis Journals, volume 2, issue 3, pages 159-163, DOI: 10.1080/17446540500461745.
  39. Stephen J. Leybourne & Tae‐Hwan Kim & A. M. Robert Taylor, 2006, "Regression‐based Tests for a Change in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 5, pages 595-621, October, DOI: 10.1111/j.1468-0084.2006.00179.x.
  40. Jaesun Noh & Tae-Hwan Kim, 2006, "Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility," Applied Economics, Taylor & Francis Journals, volume 38, issue 4, pages 395-413, DOI: 10.1080/00036840500391229.
  41. Sharon Kozicki & P. Tinsley, 2006, "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 2, pages 295-327, May, DOI: 10.1007/s10614-006-9029-3.
  42. William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006, "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, volume 88, issue Nov, pages 543-562.
  43. Chifeng Dai & Tracy R. Lewis & Giuseppe Lopomo, 2006, "Delegating management to experts," RAND Journal of Economics, RAND Corporation, volume 37, issue 3, pages 503-520, September, DOI: j.1756-2171.2006.tb00028.x.
  44. Chifeng Dai & Tracy R. Lewis & Giuseppe Lopomo, 2006, "Delegating Management to Experts," RAND Journal of Economics, The RAND Corporation, volume 37, issue 3, pages 503-520, Autumn.
  45. Lee, Tae-Hwy & Yang, Yang, 2006, "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 465-497.
  46. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006, "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 2, pages 101-128, DOI: 10.1002/for.977.
  47. Engle, Robert F. & Marcucci, Juri, 2006, "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 7-42, May.
  48. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006, "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 269-291.
  49. Liu, Liqun & Neilson, William S., 2006, "Endogenous private safety investment and the willingness to pay for mortality risk reductions," European Economic Review, Elsevier, volume 50, issue 8, pages 2063-2074, November.
  50. William Neilson, 2006, "Axiomatic reference-dependence in behavior toward others and toward risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 28, issue 3, pages 681-692, August, DOI: 10.1007/s00199-005-0643-4.
  51. James F. Hollifield & Pia M. Orrenius & Thomas Osang, 2006, "Migration, trade, and development: an overview," Proceedings, Federal Reserve Bank of Dallas, pages 3-8.
  52. Thomas Osang, 2006, "External and internal determinants of development," Proceedings, Federal Reserve Bank of Dallas, pages 35-59.
  53. Friedberg Leora & Owyang Michael T & Sinclair Tara M, 2006, "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 6, issue 1, pages 1-42, August, DOI: 10.2202/1538-0653.1500.
  54. Hernandez-Murillo, Ruben & Owyang, Michael T., 2006, "The information content of regional employment data for forecasting aggregate conditions," Economics Letters, Elsevier, volume 90, issue 3, pages 335-339, March.
  55. Kristie M. Engemann & Michael T. Owyang, 2006, "Look who's working now," National Economic Trends, Federal Reserve Bank of St. Louis, issue Apr.
  56. Kristie M. Engemann & Michael T. Owyang, 2006, "Barreling down the road to recession?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Sep.
  57. Kristie M. Engemann & Michael T. Owyang, 2006, "Social changes lead married women into labor force," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  58. Kristie M. Engemann & Michael T. Owyang, 2006, "What's in a name? reconciling conflicting evidence on ethnic names," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.
  59. Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J., 2006, "Common factors in conditional distributions for bivariate time series," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 43-57, May.
  60. Andrew J. Patton, 2006, "Modelling Asymmetric Exchange Rate Dependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 2, pages 527-556, May.
  61. Andrew J. Patton, 2006, "Estimation of multivariate models for time series of possibly different lengths," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 147-173, DOI: 10.1002/jae.865.
  62. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006, "Are European business cycles close enough to be just one?," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1687-1706.
  63. Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006, "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, volume 22, issue 4, pages 735-749.
  64. Quiros, Gabriel Perez & Mendizabal, Hugo Rodriguez, 2006, "The Daily Market for Funds in Europe: What Has Changed with the EMU?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 1, pages 91-118, February, DOI: 10.1353/mcb.2006.0023.
  65. Barbara Rossi & Elena Pesavento, 2006, "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1135-1155, DOI: 10.1002/jae.894.
  66. Elliott, Graham & Pesavento, Elena, 2006, "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1405-1430, September, DOI: 10.1353/mcb.2006.0080.
  67. Picci, Lucio, 2006, "The quantitative evaluation of the economic impact of e-government: A structural modelling approach," Information Economics and Policy, Elsevier, volume 18, issue 1, pages 107-123, March.
  68. Lucio Picci, 2006, "Reputation-Based Governance of Public Works," Rivista di Politica Economica, SIPI Spa, volume 96, issue 1, pages 161-184, January-F.
  69. Randall Reback, 2006, "Entry Costs and the Supply of Public School Teachers," Education Finance and Policy, MIT Press, volume 1, issue 2, pages 247-265, April.
  70. Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006, "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 537-572.
  71. Su, Liangjun & Ullah, Aman, 2006, "More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors," Econometric Theory, Cambridge University Press, volume 22, issue 1, pages 98-126, February.
  72. Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006, "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-8.
  73. Su, Liangjun & Ullah, Aman, 2006, "Profile likelihood estimation of partially linear panel data models with fixed effects," Economics Letters, Elsevier, volume 92, issue 1, pages 75-81, July.
  74. Su, Liangjun, 2006, "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, volume 93, issue 3, pages 374-378, December.
  75. Swanson, Norman R. & van Dijk, Dick, 2006, "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 24-42, January.
  76. Bhardwaj, Geetesh & Swanson, Norman R., 2006, "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 539-578.
  77. Corradi, Valentina & Swanson, Norman R., 2006, "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 195-229, May.
  78. Corradi, Valentina & Swanson, Norman R., 2006, "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 779-806, August.
  79. Corradi, Valentina & Swanson, Norman R., 2006, "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 187-228.
  80. Guy Yamashiro & Iichiro Uesugi, 2006, "Economic Conditions and Japanese Firm Financing," Economics Bulletin, AccessEcon, volume 5, issue 12, pages 1-17.
  81. Farshid Vahid & Pushkar Maitra, 2006, "The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 7, pages 999-1018, DOI: 10.1002/jae.853.
  82. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006, "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 499-526.
  83. Wooldridge, Jeffrey M., 2006, "Acknowledgment Of Related Prior Work," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1177-1178, December.
  84. Borrmann Jörg & Zauner Klaus G., 2006, "An Amendment to Baumol's Burden Test," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-12, June, DOI: 10.2202/1534-598X.1125.

2005

  1. Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
  2. Maximilian Auffhammer & Bernard Morzuch & John Stranlund, 2005, "Production of Chlorofluorocarbons in Anticipation of the Montreal Protocol," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 30, issue 4, pages 377-391, April, DOI: 10.1007/s10640-004-4222-0.
  3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, volume 95, issue 2, pages 398-404, May.
  4. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2005, "Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities," Econometrica, Econometric Society, volume 73, issue 1, pages 279-296, January.
  5. Tobias Adrian & Joshua V. Rosenberg, 2005, "Stock returns and volatility: pricing the long-run and short-run components of market risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  6. Chiquiar, Daniel, 2005, "Why Mexico's regional income convergence broke down," Journal of Development Economics, Elsevier, volume 77, issue 1, pages 257-275, June.
  7. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005, "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 2, pages 187-216, August.
  8. Daniel Chiquiar & Gordon H. Hanson, 2005, "International Migration, Self-Selection, and the Distribution of Wages: Evidence from Mexico and the United States," Journal of Political Economy, University of Chicago Press, volume 113, issue 2, pages 239-281, April, DOI: 10.1086/427464.
  9. Alejandro Gaviria Uribe, 2005, "Movilidad social: realidad, opinión y consecuencias," Coyuntura Económica, Fedesarrollo.
  10. Alejandro Gaviria Uribe, 2005, "La Reforma Laboral de 2002: ¿funcionó o no?," Coyuntura Económica, Fedesarrollo.
  11. Gau, Yin-Feng, 2005, "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, volume 13, issue 4, pages 471-487, September.
  12. Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
  13. Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
  14. Gloria Gonzalez-Rivera, 2005, "Outsourcing: three long run predictions," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 7, issue 2/3, pages 226-233.
  15. Massimo Guidolin, 2005, "Home Bias and High Turnover in an Overlapping‐generations Model with Learning," Review of International Economics, Wiley Blackwell, volume 13, issue 4, pages 725-756, September, DOI: 10.1111/j.1467-9396.2005.00534.x.
  16. Massimo Guidolin & Allan Timmermann, 2005, "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, volume 115, issue 500, pages 111-143, January.
  17. Massimo Guidolin, 2005, "Is the bond market irrational?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  18. Massimo Guidolin & Elizabeth A. La Jeunesse, 2005, "Bubbling (or just frothy) house prices?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  19. Wouter J. den Haan & Christian Haefke & Garey Ramey, 2005, "Turbulence And Unemployment In A Job Matching Model," Journal of the European Economic Association, MIT Press, volume 3, issue 6, pages 1360-1385, December.
  20. Hansen, Peter Reinhard, 2005, "A Test for Superior Predictive Ability," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 365-380, October.
  21. Peter Reinhard Hansen, 2005, "Granger's representation theorem: A closed-form expression for I(1) processes," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 23-38, March.
  22. Asger Lunde & Peter R. Hansen, 2005, "A forecast comparison of volatility models: does anything beat a GARCH(1,1)?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 873-889, DOI: 10.1002/jae.800.
  23. Peter Reinhard Hansen & Asger Lunde, 2005, "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 4, pages 525-554.
  24. Herrera, Ana Maria & Pesavento, Elena, 2005, "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 462-472, October.
  25. Ana María Herrera & Eduardo Lora, 2005, "Why So Small? Explaining the Size of Firms in Latin America," The World Economy, Wiley Blackwell, volume 28, issue 7, pages 1005-1028, July, DOI: 10.1111/j.1467-9701.2005.00718.x.
  26. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2005, "Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 59, issue 1, January.
  27. Pedro Cavalcanti Ferreira & Joao victor Issler & Samuel de Abreu Pessoa, 2005, "An investigation of cross-country incme differences," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 2, pages 3-22, December.
  28. Òscar Jordà, 2005, "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, volume 95, issue 1, pages 161-182, March, DOI: 10.1257/0002828053828518.
  29. Òscar Jordà, 2005, "Can monetary policy influence long-term interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may20.
  30. Jones, Garett, 2005, "A. Aslund, Building Capitalism: The Transformation of the Former Soviet Bloc, Cambridge University Press, Cambridge (2002) 508 pp., [UK pound] 65/22.99, ISBN 0-521-80139-7 (hardback), 0-521-80525-2 (paperback)," Economic Systems, Elsevier, volume 29, issue 1, pages 120-121, March.
  31. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005, "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, volume 12, issue 2, pages 291-316, March.
  32. R. Glen Donaldson & Mark J. Kamstra, 2005, "Volatility Forecasts, Trading Volume, And The Arch Versus Option‐Implied Volatility Trade‐Off," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 4, pages 519-538, December, DOI: 10.1111/j.1475-6803.2005.00137.x.
  33. Mark Kamstra & Moshe Milevsky, 2005, "Waiting for returns: using space-time duality to calibrate financial diffusions," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 3, pages 237-244, DOI: 10.1080/14697680500167976.
  34. Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005, "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 621-639, DOI: 10.1002/jae.792.
  35. Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005, "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 355-369, May, DOI: 10.1111/j.1467-9892.2004.00406.x.
  36. Lee, Young-Sook & Kim, Tae-Hwan & Newbold, Paul, 2005, "Spurious nonlinear regressions in econometrics," Economics Letters, Elsevier, volume 87, issue 3, pages 301-306, June.
  37. Mise, Emi & Kim, Tae-Hwan & Newbold, Paul, 2005, "On suboptimality of the Hodrick-Prescott filter at time series endpoints," Journal of Macroeconomics, Elsevier, volume 27, issue 1, pages 53-67, March.
  38. Tae-Hwan Kim, 2005, "Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 3, pages 315-343.
  39. Duffy, John & Kim, Minseong, 2005, "Anarchy in the laboratory (and the role of the state)," Journal of Economic Behavior & Organization, Elsevier, volume 56, issue 3, pages 297-329, March.
  40. Kozicki, Sharon & Tinsley, P.A., 2005, "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 11, pages 1985-2015, November.
  41. Clark, Todd E. & Kozicki, Sharon, 2005, "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 395-413, December.
  42. Kozicki, Sharon & Tinsley, P.A., 2005, "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, volume 52, issue 2, pages 421-447, March.
  43. Sharon Kozicki, 2005, "Estimating forward-looking Euler equations - discussion," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 115-125.
  44. Sharon Kozicki & Gordon H. Sellon, 2005, "Longer-term perspectives on the yield curve and monetary policy," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
  45. Tracy R. Lewis & Huseyin Yildirim, 2005, "Managing Switching Costs In Multiperiod Procurements With Strategic Buyers ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 46, issue 4, pages 1233-1269, November.
  46. Tung Liu & Lee C. Spector, 2005, "Dynamic employment adjustments over business cycles," Empirical Economics, Springer, volume 30, issue 1, pages 151-169, January, DOI: 10.1007/s00181-004-0226-4.
  47. Manganelli, Simone, 2005, "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, volume 8, issue 4, pages 377-399, November.
  48. Marcucci Juri, 2005, "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-55, December, DOI: 10.2202/1558-3708.1145.
  49. William Neilson, 2005, "Homework and performance for time-constrained students," Economics Bulletin, AccessEcon, volume 9, issue 1, pages 1-6.
  50. Liu, Liqun & Neilson, William S., 2005, "Endogenous private health investment and the willingness to pay for public health projects: The effects of income," Economics Letters, Elsevier, volume 87, issue 3, pages 415-420, June.
  51. Neilson, William S. & Winter, Harold, 2005, "The Elimination of Hung Juries: Retrials and Nonunanimous Verdicts," International Review of Law and Economics, Elsevier, volume 25, issue 1, pages 1-19, March.
  52. Jennifer C. Coats & William S. Neilson, 2005, "Beliefs About Other-Regarding Preferences in a Sequential Public Goods Game," Economic Inquiry, Western Economic Association International, volume 43, issue 3, pages 614-622, July.
  53. Francis, Neville & Owyang, Michael T., 2005, "Monetary Policy in a Markov-Switching Vector Error-Correction Model: Implications for the Cost of Disinflation and the Price Puzzle," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 305-313, July.
  54. Kristie M. Engemann & Michael T. Owyang, 2005, "Hard 'core' inflation," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.
  55. Kristie M. Engemann & Michael T. Owyang, 2005, "Survey says..," National Economic Trends, Federal Reserve Bank of St. Louis, issue Sep.
  56. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005, "The 2001 recession and the states of the Eighth Federal Reserve District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 3-16.
  57. Kristie M. Engemann & Michael T. Owyang, 2005, "So much for that merit raise: the link between wages and appearance," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  58. Kristie M. Engemann & Leora Friedberg & Michael T. Owyang, 2005, "Keep your résumé current," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-9.
  59. Michael T. Owyang, 2005, "Editor's introduction," Review, Federal Reserve Bank of St. Louis, volume 87, issue Jul, pages 429-434.
  60. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2005, "Does consumer sentiment predict regional consumption?," Review, Federal Reserve Bank of St. Louis, volume 87, issue Mar, pages 123-135.
  61. Neville R. Francis & Michael T. Owyang & Athena T. Theodorou, 2005, "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
  62. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005, "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, volume 87, issue 4, pages 604-616, November.
  63. Perez Quiros, Gabriel, 2005, "Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 663-666.
  64. Graham Elliott & Michael Jansson & Elena Pesavento, 2005, "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 34-48, January.
  65. Pesavento, Elena & Rossi, Barbara, 2005, "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, volume 9, issue 4, pages 478-488, September.
  66. Reback, Randall, 2005, "House prices and the provision of local public services: capitalization under school choice programs," Journal of Urban Economics, Elsevier, volume 57, issue 2, pages 275-301, March.
  67. Ignatius J. Horstmann & James R. Markusen & Jack Robles, 2005, "Issue Linking in Trade Negotiations: Ricardo Revisited or No Pain No Gain," Review of International Economics, Wiley Blackwell, volume 13, issue 2, pages 185-204, May, DOI: 10.1111/j.1467-9396.2005.00498.x.
  68. Luís Santos-Pinto & Joel Sobel, 2005, "A Model of Positive Self-Image in Subjective Assessments," American Economic Review, American Economic Association, volume 95, issue 5, pages 1386-1402, December.
  69. David D. Selover & Roderick V. Jensen & John Kroll, 2005, "Mode‐Locking and Regional Business Cycle Synchronization," Journal of Regional Science, Wiley Blackwell, volume 45, issue 4, pages 703-745, November, DOI: 10.1111/j.0022-4146.2005.00390.x.
  70. Liangjun Su & Sainan Jin, 2005, "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 251-261, November.
  71. Oleg Korenok & Norman R. Swanson, 2005, "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 905-930, December, DOI: 10.1111/j.1468-0084.2005.00145.x.
  72. Corradi, Valentina & Swanson, Norman R., 2005, "A Test For Comparing Multiple Misspecified Conditional Interval Models," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 991-1016, October.
  73. John C. Chao & Norman R. Swanson, 2005, "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, volume 73, issue 5, pages 1673-1692, September.
  74. Corradi, Valentina & Swanson, Norman R., 2005, "Bootstrap specification tests for diffusion processes," Journal of Econometrics, Elsevier, volume 124, issue 1, pages 117-148, January.
  75. Lance J. Bachmeier & Norman R. Swanson, 2005, "Predicting Inflation: Does The Quantity Theory Help?," Economic Inquiry, Western Economic Association International, volume 43, issue 3, pages 570-585, July.
  76. Trindade, Vitor, 2005, "The big push, industrialization and international trade: The role of exports," Journal of Development Economics, Elsevier, volume 78, issue 1, pages 22-48, October.
  77. Devashish Mitra & Vitor Trindade, 2005, "Inequality and trade," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 4, pages 1253-1271, November, DOI: 10.1111/j.0008-4085.2005.00324.x.
  78. James H. Stock & Mark W. Watson, 2005, "Has inflation become harder to forecast?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  79. Mark W. Watson, 2005, "Commentary on \\"what's real about the business cycle?\\"," Review, Federal Reserve Bank of St. Louis, volume 87, issue Jul, pages 453-458.
  80. James H. Stock & Mark W. Watson, 2005, "Understanding Changes In International Business Cycle Dynamics," Journal of the European Economic Association, MIT Press, volume 3, issue 5, pages 968-1006, September.
  81. Nicholas Graves & Diana Weinhold & Jennifer A. Roberts, 2005, "Correcting for bias when estimating the cost of hospital‐acquired infection: an analysis of lower respiratory tract infections in non‐surgical patients," Health Economics, John Wiley & Sons, Ltd., volume 14, issue 7, pages 755-761, July, DOI: 10.1002/hec.967.
  82. Wooldridge, Jeffrey M., 2005, "Instrumental Variables Estimation With Panel Data," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 865-869, August.
  83. Wooldridge, Jeffrey M., 2005, "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 1026-1028, October.
  84. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005, "A computational trick for delta-method standard errors," Economics Letters, Elsevier, volume 86, issue 3, pages 413-417, March.
  85. Jeffrey M. Wooldridge, 2005, "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 39-54, DOI: 10.1002/jae.770.
  86. Jeffrey M. Wooldridge, 2005, "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, volume 87, issue 2, pages 385-390, May.
  87. Kieron Meagher & Klaus Zauner, 2005, "Location-then-price competition with uncertain consumer tastes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 4, pages 799-818, June, DOI: 10.1007/s00199-004-0520-6.

2004

  1. Blume, Andreas & Arnold, Tone, 2004, "Learning to communicate in cheap-talk games," Games and Economic Behavior, Elsevier, volume 46, issue 2, pages 240-259, February.
  2. Blume, Andreas & Heidhues, Paul, 2004, "All equilibria of the Vickrey auction," Journal of Economic Theory, Elsevier, volume 114, issue 1, pages 170-177, January.
  3. Andreas Blume, 2004, "A Learning-Efficiency Explanation of Structure in Language," Theory and Decision, Springer, volume 57, issue 3, pages 265-285, November, DOI: 10.1007/s11238-005-0280-1.
  4. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004, "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 45, issue 4, pages 1079-1110, November.
  5. Davis, Michael C & Hamilton, James D, 2004, "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 1, pages 17-37, February.
  6. Escribano, Alvaro, 2004, "Nonlinear Error Correction: The Case Of Money Demand In The United Kingdom (1878–2000)," Macroeconomic Dynamics, Cambridge University Press, volume 8, issue 1, pages 76-116, February.
  7. Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel, 2004, "Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 28, issue 1, pages 107-128, January.
  8. Miguel Arranz & Alvaro Escribano, 2004, "Outliers - robust ECM cointegration tests based on the trend components," Spanish Economic Review, Springer;Spanish Economic Association, volume 6, issue 4, pages 243-266, December, DOI: 10.1007/s10108-004-0089-z.
  9. Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004, "On the bi-dimensionality of liquidity," The European Journal of Finance, Taylor & Francis Journals, volume 10, issue 6, pages 542-566, DOI: 10.1080/13518470410001674323.
  10. Y. -F. Gau & M. Hau, 2004, "Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 4, pages 263-266, DOI: 10.1080/13504850410001674939.
  11. Giacomini, Raffaella & Granger, Clive W. J., 2004, "Aggregation of space-time processes," Journal of Econometrics, Elsevier, volume 118, issue 1-2, pages 7-26.
  12. Jesus Gonzalo, 2004, "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 3, pages 349-369.
  13. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004, "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, volume 20, issue 4, pages 629-645.
  14. Jeffrey Grogger, 2004, "Time Limits and Welfare Use," Journal of Human Resources, University of Wisconsin Press, volume 39, issue 2.
  15. Jeffrey Grogger, 2004, "Welfare transitions in the 1990s: The economy, welfare policy, and the EITC," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 23, issue 4, pages 671-695, DOI: 10.1002/pam.20042.
  16. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2004, "Subjective probabilities: psychological theories and economic applications," Review, Federal Reserve Bank of St. Louis, volume 86, issue Jan, pages 33-48.
  17. Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert, 2004, "Subsampling the distribution of diverging statistics with applications to finance," Journal of Econometrics, Elsevier, volume 120, issue 2, pages 295-326, June.
  18. Hamilton, James D & Herrera, Ana Maria, 2004, "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 2, pages 265-286, April.
  19. Ferreira, Pedro Cavalcanti & Issler, Joao Victor & de Abreu Pessoa, Samuel, 2004, "Testing production functions used in empirical growth studies," Economics Letters, Elsevier, volume 83, issue 1, pages 29-35, April.
  20. Òscar Jordà & Massimiliano Marcellino, 2004, "Time‐scale transformations of discrete time processes," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 6, pages 873-894, November, DOI: 10.1111/j.1467-9892.2004.00383.x.
  21. Bergin, Paul R. & Jorda, Oscar, 2004, "Measuring monetary policy interdependence," Journal of International Money and Finance, Elsevier, volume 23, issue 5, pages 761-783, September.
  22. Demiralp, Selva & Jorda, Oscar, 2004, "The Response of Term Rates to Fed Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 3, pages 387-405, June.
  23. Garett Jones & Ali M Kutan, 2004, "Exchange Rate Management Strategies in the Accession Countries: The Case of Hungary," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 46, issue 1, pages 23-44, March.
  24. Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold, 2004, "Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 4, pages 583-602, July, DOI: 10.1111/j.1467-9892.2004.01869.x.
  25. Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004, "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 755-764, September, DOI: 10.1111/j.1467-9892.2004.02000.x.
  26. Tae-Hwan Kim & Christophe Muller, 2004, "Two-stage quantile regression when the first stage is based on quantile regression," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 218-231, June.
  27. Kim, Tae-Hwan & Lee, Young-Sook & Newbold, Paul, 2004, "Spurious regressions with stationary processes around linear trends," Economics Letters, Elsevier, volume 83, issue 2, pages 257-262, May.
  28. Kim, Tae-Hwan & White, Halbert, 2004, "On more robust estimation of skewness and kurtosis," Finance Research Letters, Elsevier, volume 1, issue 1, pages 56-73, March.
  29. L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold, 2004, "More powerful panel data unit root tests with an application to mean reversion in real exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 2, pages 147-170, DOI: 10.1002/jae.723.
  30. Dimitar Tonchev & Tae-Hwan Kim, 2004, "Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 14, pages 1035-1043, DOI: 10.1080/0960310042000264003.
  31. Sharon Kozicki, 2004, "¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?," Monetaria, CEMLA, volume 0, issue 4, pages 369-405, octubre-d.
  32. Sharon Kozicki, 2004, "How do data revisions affect the evaluation and conduct of monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, volume 89, issue Q I, pages 5-38.
  33. Kozicki, Sharon & Hoffman, Barak, 2004, "Rounding Error: A Distorting Influence on Index Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 3, pages 319-338, June.
  34. Hahn Shik Lee, 2004, "International transmission of stock market movements: a wavelet analysis," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 3, pages 197-201, DOI: 10.1080/1350485042000203850.
  35. Kui-Wai Li & Tung Liu, 2004, "Performance of financial resources in China's provinces," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 9, issue 1, pages 32-48, DOI: 10.1080/13547860310001628285.
  36. Robert F. Engle & Simone Manganelli, 2004, "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 367-381, October.
  37. Simone Manganelli, 2004, "Asset Allocation by Variance Sensitivity Analysis," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 3, pages 370-389.
  38. Francesca Lotti & Juri Marcucci, 2004, "La domanda di liquidità delle imprese statunitensi: un'analisi panel," L'industria, Società editrice il Mulino, issue 2, pages 403-418.
  39. Richard Damania & Per Fredriksson & Thomas Osang, 2004, "Collusion, Collective Action and Protection: Theory and Evidence," Public Choice, Springer, volume 121, issue 3, pages 279-308, February, DOI: 10.1007/s11127-004-1679-x.
  40. Owyang, Michael T. & Ramey, Garey, 2004, "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, volume 51, issue 8, pages 1577-1597, November.
  41. Kristie M. Engemann & Michael T. Owyang, 2004, "Can a summer hike cause a surprise fall for mortgage rates?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep.
  42. Kristie M. Engemann & Michael T. Owyang, 2004, "Your current job probably won't be your last," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  43. Engle, Robert F. & Patton, Andrew J., 2004, "Impacts of trades in an error-correction model of quote prices," Journal of Financial Markets, Elsevier, volume 7, issue 1, pages 1-25, January.
  44. Andrew J. Patton, 2004, "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 1, pages 130-168.
  45. Pilar Bengoechea & Gabriel Pérez Quirós, 2004, "Un modelo para predecir cambios cíclicos en el área euro," Boletín Económico, Banco de España, issue MAY, pages 45-48, Mayo.
  46. Andrew Bauer & Nicholas Haltom & William B. Peterman, 2004, "Decomposing inflation," Economic Review, Federal Reserve Bank of Atlanta, volume 89, issue Q 1, pages 39-51.
  47. Pesavento, Elena, 2004, "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 349-384, October.
  48. Reback, RandallRandall, 2004, "The impact of college course offerings on the supply of academically talented public school teachers," Journal of Econometrics, Elsevier, volume 121, issue 1-2, pages 377-404.
  49. Selover, David D., 2004, "International co-movements and business cycle transmission between Korea and Japan," Journal of the Japanese and International Economies, Elsevier, volume 18, issue 1, pages 57-83, March.
  50. Shimoji, Makoto, 2004, "On the equivalence of weak dominance and sequential best response," Games and Economic Behavior, Elsevier, volume 48, issue 2, pages 385-402, August.
  51. A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White, 2004, "On the Computational Complexity of Consumer Decision Rules," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 2, pages 173-192, March.
  52. Corradi, Valentina & Swanson, Norman R., 2004, "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, volume 85, issue 2, pages 185-193, November.
  53. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004, "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 169-183.
  54. Corradi, Valentina & Swanson, Norman R., 2004, "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 185-199.
  55. Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004, "The volume of federal litigation and the macroeconomy," International Review of Law and Economics, Elsevier, volume 24, issue 2, pages 191-207, June.
  56. Rajiv Sarin & Farshid Vahid, 2004, "Strategy Similarity and Coordination," Economic Journal, Royal Economic Society, volume 114, issue 497, pages 506-527, July.
  57. Mark W. Watson & James H. Stock, 2004, "Combination forecasts of output growth in a seven-country data set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 6, pages 405-430, DOI: 10.1002/for.928.
  58. Bernanke, Ben S & Gertler, Mark & Watson, Mark W, 2004, "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 2, pages 287-291, April.
  59. Freund, Caroline L. & Weinhold, Diana, 2004, "The effect of the Internet on international trade," Journal of International Economics, Elsevier, volume 62, issue 1, pages 171-189, January.
  60. Caroline L. Freund & Robert Faris, 2004, "And Empirical Investigation of the Internet and International Trade: The case of Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 2, pages 33-55.
  61. Wooldridge, Jeffrey M., 2004, "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution," Econometric Theory, Cambridge University Press, volume 20, issue 2, pages 428-429, April.
  62. Wooldridge, Jeffrey M., 2004, "Statistical significance is okay, too: comment on "Size Matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 33, issue 5, pages 577-579, November.
  63. Meagher, Kieron J. & Zauner, Klaus G., 2004, "Product differentiation and location decisions under demand uncertainty," Journal of Economic Theory, Elsevier, volume 117, issue 2, pages 201-216, August.
  64. Jorg Borrmann & Klaus Zauner, 2004, "Cross-subsidization when Firms Are Allowed to make Non-zero Profits," International Journal of the Economics of Business, Taylor & Francis Journals, volume 11, issue 2, pages 241-247, DOI: 10.1080/1357151042000222546.

2003

  1. Ashley, Richard, 2003, "Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?," International Journal of Forecasting, Elsevier, volume 19, issue 2, pages 229-239.
  2. Blume, Andreas, 2003, "Bertrand without fudge," Economics Letters, Elsevier, volume 78, issue 2, pages 167-168, February.
  3. Andreas Blume & Ted Temzelides, 2003, "On the geography of conventions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 863-873, November, DOI: 10.1007/s00199-002-0350-3.
  4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, volume 93, issue 1, pages 38-62, March, DOI: 10.1257/000282803321455151.
  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003, "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, volume 71, issue 2, pages 579-625, March.
  6. Bollerslev, Tim & Zhang, Benjamin Y. B., 2003, "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 533-558, December.
  7. Cabrales, Antonio & Charness, Gary & Corchon, Luis C., 2003, "An experiment on Nash implementation," Journal of Economic Behavior & Organization, Elsevier, volume 51, issue 2, pages 161-193, June.
  8. Cabreales, Antonio & Calvo-Armengol, Antoni & Jackson, Matthew O., 2003, "La Crema: A Case Study of Mutual Fire Insurance," Journal of Political Economy, University of Chicago Press, volume 111, issue 2, pages 425-458, April, DOI: 10.1086/367680.
  9. Miguel A. Costa-Gomes & Klaus G. Zauner, 2003, "Learning, non-equilibrium beliefs, and non-pecuniary payoffs in an experimental game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 2, pages 263-288, September, DOI: 10.1007/s00199-002-0295-6.
  10. Mary F. Evans & Nicholas E. Flores & Kevin J. Boyle, 2003, "Multiple-Bounded Uncertainty Choice Data as Probabilistic Intentions," Land Economics, University of Wisconsin Press, volume 79, issue 4, pages 549-560.
  11. Dahan, Momi & Gaviria, Alejandro, 2003, "Parental actions and sibling inequality," Journal of Development Economics, Elsevier, volume 72, issue 1, pages 281-297, October.
  12. Jessica Seddon Wallack & Alejandro Gaviria & Ugo Panizza & Ernesto Stein, 2003, "Particularism around the World," The World Bank Economic Review, World Bank, volume 17, issue 1, pages 133-143, June.
  13. Laura Mayoral & Juan J. Dolado & Jesús Gonzalo, 2003, "Long-range dependence in Spanish political opinion poll series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 2, pages 137-155, DOI: 10.1002/jae.700.
  14. Dahl Christian M. & Gonzalez-Rivera Gloria, 2003, "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 1, pages 1-35, April, DOI: 10.2202/1558-3708.1123.
  15. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003, "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, volume 114, issue 1, pages 141-164, May.
  16. Jeffrey Grogger & Steven J. Haider & Jacob Klerman, 2003, "Why Did the Welfare Rolls Fall During the 1990's? The Importance of Entry," American Economic Review, American Economic Association, volume 93, issue 2, pages 288-292, May.
  17. Betts, Julian R. & Grogger, Jeff, 2003, "The impact of grading standards on student achievement, educational attainment, and entry-level earnings," Economics of Education Review, Elsevier, volume 22, issue 4, pages 343-352, August.
  18. Jeffrey Grogger, 2003, "The Effects of Time Limits, the EITC, and Other Policy Changes on Welfare Use, Work, and Income among Female-Headed Families," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 394-408, May.
  19. Jeffrey Grogger & Charles Michalopoulos, 2003, "Welfare Dynamics under Time Limits," Journal of Political Economy, University of Chicago Press, volume 111, issue 3, pages 530-554, June, DOI: 10.1086/374181.
  20. Massimo Guidolin & Allan Timmermann, 2003, "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, volume 71, issue 4, pages 381-395, July, DOI: 10.1111/1467-9957.00352.
  21. Guidolin, Massimo & Timmermann, Allan, 2003, "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 5, pages 717-769, March.
  22. Guidolin, Massimo, 2003, "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, volume 57, issue 4, pages 383-437, December.
  23. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003, "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 839-861, December, DOI: 10.1046/j.0305-9049.2003.00086.x.
  24. Hansen, Peter Reinhard, 2003, "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, volume 114, issue 2, pages 261-295, June.
  25. Lima, Alexandre Maia Correia & Issler, João Victor, 2003, "A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 57, issue 4, October.
  26. Jalan, Jyotsna & Ravallion, Martin, 2003, "Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 19-30, January.
  27. Jalan, Jyotsna & Ravallion, Martin, 2003, "Does piped water reduce diarrhea for children in rural India?," Journal of Econometrics, Elsevier, volume 112, issue 1, pages 153-173, January.
  28. Jordà, Òscar & Marcellino, Massimiliano, 2003, "Modeling High-Frequency Foreign Exchange Data Dynamics," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 4, pages 618-635, September.
  29. Oscar Jorda & Kevin Salyer, 2003, "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 4, pages 941-962, October, DOI: 10.1016/S1094-2025(03)00022-X.
  30. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003, "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, volume 93, issue 1, pages 324-343, March, DOI: 10.1257/000282803321455322.
  31. Mark Kamstra, 2003, "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, volume 88, issue Q1, pages 49-70.
  32. Tae‐Hwan Kim & Stephan Pfaffenzeller & Tony Rayner & Paul Newbold, 2003, "Testing for Linear Trend with Application to Relative Primary Commodity Prices," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 5, pages 539-551, September, DOI: 10.1111/1467-9892.00321.
  33. Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold, 2003, "Tests for a change in persistence against the null of difference-stationarity," Econometrics Journal, Royal Economic Society, volume 6, issue 2, pages 291-311, December.
  34. Jaesun Noh & Tae-Hwan Kim, 2003, "Behaviour of cointegration tests in the presence of structural breaks in variance," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 15, pages 999-1002, DOI: 10.1080/1350485032000165449.
  35. Herschel I. Grossman & Minseong Kim, 2003, "Educational Policy: Egalitarian or Elitist?," Economics and Politics, Wiley Blackwell, volume 15, issue 3, pages 225-246, November, DOI: 10.1111/1468-0343.00123.
  36. Charles J. Hadlock & Tracy Lewis, 2003, "Bargaining When Exchange Affects the Value of Future Trade," Journal of Economics & Management Strategy, Wiley Blackwell, volume 12, issue 4, pages 557-589, December, DOI: 10.1111/j.1430-9134.2003.00557.x.
  37. Hong, Yongmiao & Lee, Tae-Hwy, 2003, "Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models," Econometric Theory, Cambridge University Press, volume 19, issue 6, pages 1065-1121, December.
  38. Yongmiao Hong & Tae-Hwy Lee, 2003, "Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, volume 85, issue 4, pages 1048-1062, November.
  39. Jorgen Hansen & Magnus Lofstrom, 2003, "Immigrant Assimilation and Welfare Participation Do Immigrants Assimilate Into or Out of Welfare?," Journal of Human Resources, University of Wisconsin Press, volume 38, issue 1.
  40. Philipp Hartmann & Angela Maddaloni & Simone Manganelli, 2003, "The Euro-area Financial System: Structure, Integration, and Policy Initiatives," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 19, issue 1, pages 180-213.
  41. Manuel Ramirez & Danielken Molina, 2003, "Efectos distributivos del impuesto al valor agregado sobre el consumo de los hogares en Colombia. Una estimación no paramétrica," Revista de Economía del Rosario, Universidad del Rosario.
  42. Abbigail J. Chiodo & Michael T. Owyang, 2003, "Un estudio de caso de una crisis monetaria: el incumplimiento ruso de 1998," Boletín, CEMLA, volume 0, issue 1, pages 13-24, enero-mar.
  43. Abbigail J. Chiodo & Michael T. Owyang, 2003, "Symmetric inflation risk," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  44. Abbigail J. Chiodo & Michael T. Owyang, 2003, "Financial aid and college choice," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  45. Abbigail J. Chiodo & Michael T. Owyang, 2003, "Marriage, motherhood and money: how do women's life decisions influence their wages?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 4-9.
  46. Abbigail J. Chiodo & Michael T. Owyang, 2003, "Monetary policy: the whole country gets the same treatment, but results vary," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 12-13.
  47. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003, "The use of long-run restrictions for the identification of technology shocks," Review, Federal Reserve Bank of St. Louis, volume 85, issue Nov, pages 53-66.
  48. Máximo Camacho & Gabriel Pérez Quirós & Lorena Sáiz, 2003, "Las similitudes del ciclo económico en las economías europeas," Boletín Económico, Banco de España, issue DEC, pages 39-43, Diciembre.
  49. Giacomello, Giampiero & Picci, Lucio, 2003, "My scale or your meter? Evaluating methods of measuring the Internet," Information Economics and Policy, Elsevier, volume 15, issue 3, pages 363-383, September.
  50. Lucio Picci & Antonello Scorcu, 2003, "Bidders' and Sellers' Strategies in Sequential Auctions. New Evidence about the Afternoon Effect," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 30, issue 2, pages 163-178, June, DOI: 10.1023/A:1024117331138.
  51. Selover David D. & Jensen Roderick V. & Kroll John, 2003, "Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-39, October, DOI: 10.2202/1558-3708.1119.
  52. Norman, A. & Ahmed, M. & Chou, J. & Fortson, K. & Kurz, C. & Lee, H. & Linden, L. & Meythaler, K. & Rando, R. & Sheppard, K., 2003, "An ordering experiment," Journal of Economic Behavior & Organization, Elsevier, volume 50, issue 2, pages 249-262, February.
  53. Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003, "Trade, investment and growth: nexus, analysis and prognosis," Journal of Development Economics, Elsevier, volume 70, issue 2, pages 479-499, April.
  54. James E. Rauch & Vitor Trindade, 2003, "Information, International Substitutability, and Globalization," American Economic Review, American Economic Association, volume 93, issue 3, pages 775-791, June, DOI: 10.1257/000282803322157089.
  55. George Athanasopoulos & Farshid Vahid, 2003, "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, volume 79, issue 247, pages 412-424, December, DOI: 10.1111/j.1475-4932.2003.00141.x.
  56. Richard Pomfret & Liang Choon Wang, 2003, "Evaluating The Research Output Of Australian Universities' Economics Departments," Australian Economic Papers, Wiley Blackwell, volume 42, issue 4, pages 418-441, December, DOI: 10.1111/1467-8454.00208.
  57. James H. Stock & Mark W.Watson, 2003, "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, volume 41, issue 3, pages 788-829, September.
  58. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2003, "Macroeconomic forecasting in the Euro area: Country specific versus area-wide information," European Economic Review, Elsevier, volume 47, issue 1, pages 1-18, February.
  59. James H. Stock & Mark W. Watson, 2003, "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
  60. Jeffrey M. Wooldridge, 2003, "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, volume 93, issue 2, pages 133-138, May.
  61. Wooldridge, Jeffrey M., 2003, "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model," Econometric Theory, Cambridge University Press, volume 19, issue 2, pages 411-412, April.
  62. Wooldridge, Jeffrey M., 2003, "Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model," Economics Letters, Elsevier, volume 79, issue 2, pages 185-191, May.

2002

  1. Anderson, Heather M. & Ramsey, James B., 2002, "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 1, pages 33-67, January.
  2. Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin, 2002, "Learning and communication in sender-receiver games: an econometric investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 3, pages 225-247.
  3. Baillie, Richard T & Bollerslev, Tim, 2002, "The Message in Daily Exchange Rates: A Conditional-Variance Tale," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 1, pages 60-68, January.
  4. Bollerslev, Tim & Zhou, Hao, 2002, "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 33-65, July.
  5. Lars Forsberg & Tim Bollerslev, 2002, "Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 535-548, DOI: 10.1002/jae.685.
  6. Costa-Gomes, Miguel A., 2002, "A Suggested Interpretation of Some Experimental Results on Preplay Communication," Journal of Economic Theory, Elsevier, volume 104, issue 1, pages 104-136, May.
  7. Alvaro Escribano & Santiago Mira, 2002, "Nonlinear error correction models," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 5, pages 509-522, September, DOI: 10.1111/1467-9892.00276.
  8. Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M., 2002, "Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration," Econometric Theory, Cambridge University Press, volume 18, issue 3, pages 646-672, June.
  9. Patricia A. Champ & Nicholas E. Flores & Thomas C. Brown & PJames Chivers, 2002, "Contingent Valuation and Incentives," Land Economics, University of Wisconsin Press, volume 78, issue 4, pages 591-604.
  10. Flores, Nicholas E., 2002, "Non-paternalistic altruism and welfare economics," Journal of Public Economics, Elsevier, volume 83, issue 2, pages 293-305, February.
  11. James Chivers & Nicholas E. Flores, 2002, "Market Failure in Information: The National Flood Insurance Program," Land Economics, University of Wisconsin Press, volume 78, issue 4, pages 515-521.
  12. Nicholas E. Flores & Jennifer Thacher, 2002, "Money, Who Needs It? Natural Resource Damage Assessment," Contemporary Economic Policy, Western Economic Association International, volume 20, issue 2, pages 171-178, April, DOI: 10.1093/cep/20.2.171.
  13. Gaviria Alejandro, 2002, "Household Responses to Adverse Income Shocks in Latin America," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  14. Gaviria, Alejandro & Pages, Carmen, 2002, "Patterns of crime victimization in Latin American cities," Journal of Development Economics, Elsevier, volume 67, issue 1, pages 181-203, February.
  15. Gaviria, Alejandro, 2002, "Intergenerational mobility, sibling inequality and borrowing constraints," Economics of Education Review, Elsevier, volume 21, issue 4, pages 331-340, August.
  16. Gaviria, Alejandro, 2002, "Assessing the effects of corruption and crime on firm performance: evidence from Latin America," Emerging Markets Review, Elsevier, volume 3, issue 3, pages 245-268, September.
  17. Jesús Gonzalo & Jean‐Yves Pitarakis, 2002, "Lag length estimation in large dimensional systems," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 4, pages 401-423, July, DOI: 10.1111/1467-9892.00270.
  18. Juan J. Dolado & Jesus Gonzalo & Laura Mayoral, 2002, "A Fractional Dickey-Fuller Test for Unit Roots," Econometrica, Econometric Society, volume 70, issue 5, pages 1963-2006, September.
  19. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002, "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 319-352, October.
  20. Jeffrey Grogger, 2002, "The Behavioral Effects of Welfare Time Limits," American Economic Review, American Economic Association, volume 92, issue 2, pages 385-389, May.
  21. Currie, Janet & Grogger, Jeffrey, 2002, "Medicaid expansions and welfare contractions: offsetting effects on prenatal care and infant health?," Journal of Health Economics, Elsevier, volume 21, issue 2, pages 313-335, March.
  22. Grogger, Jeffrey, 2002, "The Effects of Civil Gang Injunctions on Reported Violent Crime: Evidence from Los Angeles County," Journal of Law and Economics, University of Chicago Press, volume 45, issue 1, pages 69-90, April, DOI: 10.1086/338348.
  23. Vahid, Farshid & Issler, Joao Victor, 2002, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, volume 109, issue 2, pages 341-363, August.
  24. Selva Demiralp & Òscar Jordà, 2002, "The announcement effect: evidence from open market desk data," Economic Policy Review, Federal Reserve Bank of New York, volume 8, issue May, pages 29-48.
  25. James D. Hamilton & Oscar Jorda, 2002, "A Model of the Federal Funds Rate Target," Journal of Political Economy, University of Chicago Press, volume 110, issue 5, pages 1135-1167, October, DOI: 10.1086/341872.
  26. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002, "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, volume 92, issue 4, pages 1257-1263, September, DOI: 10.1257/00028280260344795.
  27. Hamilton, James D & Kim, Dong Heon, 2002, "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 2, pages 340-360, May.
  28. Stephen J. Leybourne & Paul Newbold & Dimitrios Vougas & Tae‐Hwan Kim, 2002, "A Direct Test for Cointegration Between a Pair of Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 2, pages 173-191, March, DOI: 10.1111/1467-9892.00261.
  29. Kim, Tae-Hwan & Leybourne, Stephen & Newbold, Paul, 2002, "Unit root tests with a break in innovation variance," Journal of Econometrics, Elsevier, volume 109, issue 2, pages 365-387, August.
  30. Grossman, Herschel I. & Kim, Minseong, 2002, "Is a moral disposition rewarded?," Journal of Banking & Finance, Elsevier, volume 26, issue 9, pages 1811-1820, September.
  31. Herschel I. Grossman & Minseong Kim, 2002, "Predation, Efficiency, and Inequality," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 158, issue 3, pages 393-407, September.
  32. Kozicki, Sharon & Tinsley, P. A., 2002, "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1585-1611, August.
  33. Kozicki, Sharon, 2002, "Comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, volume 24, issue 4, pages 541-557, December.
  34. Tracy R. Lewis & Huseyin Yildirim, 2002, "Managing Dynamic Competition," American Economic Review, American Economic Association, volume 92, issue 4, pages 779-797, September, DOI: 10.1257/00028280260344461.
  35. Tracy R. Lewis & Huseyin Yildirim, 2002, "Learning by Doing and Dynamic Regulation," RAND Journal of Economics, The RAND Corporation, volume 33, issue 1, pages 22-36, Spring.
  36. Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002, "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, volume 70, issue 5, pages 651-665, September, DOI: 10.1111/1467-9957.00318.
  37. Lee, Tae-Hwy & Saltoglu, Burak, 2002, "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, volume 14, issue 1, pages 63-85, January.
  38. Lin, Jeffrey, 2002, "Gentrification and Transit in Northwest Chicago," Journal of the Transportation Research Forum, Transportation Research Forum, volume 41, issue 4, DOI: 10.22004/ag.econ.317635.
  39. Magnus Lofstrom & Frank Bean, 2002, "Assessing immigrant policy options: Labor market conditions and postreform declines in immigrants’ receipt of welfare," Demography, Springer;Population Association of America (PAA), volume 39, issue 4, pages 617-637, November, DOI: 10.1353/dem.2002.0038.
  40. Magnus Lofstrom, 2002, "Labor market assimilation and the self-employment decision of immigrant entrepreneurs," Journal of Population Economics, Springer;European Society for Population Economics, volume 15, issue 1, pages 83-114.
  41. Neilson, William S. & Winter, Harold, 2002, "A verification of the expected utility calibration theorem," Economics Letters, Elsevier, volume 74, issue 3, pages 347-351, February.
  42. Neilson, William S & Stowe, Jill, 2002, "A Further Examination of Cumulative Prospect Theory Parameterizations," Journal of Risk and Uncertainty, Springer, volume 24, issue 1, pages 31-46, January.
  43. Neilson, William S, 2002, "Comparative Risk Sensitivity with Reference-Dependent Preferences," Journal of Risk and Uncertainty, Springer, volume 24, issue 2, pages 131-142, March.
  44. Theo Eicher & Thomas Osang, 2002, "Protection for Sale: An Empirical Investigation: Comment," American Economic Review, American Economic Association, volume 92, issue 5, pages 1702-1710, December.
  45. Dasgupta, Indro & Osang, Thomas, 2002, "Globalization and relative wages: further evidence from U.S. manufacturing industries," International Review of Economics & Finance, Elsevier, volume 11, issue 1, pages 1-16, April.
  46. Abbigail J. Chiodo & Michael T. Owyang, 2002, "Subject to revision," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  47. Abbigail J. Chiodo & Michael T. Owyang, 2002, "Putting off retirement: the rise of the 401(k)," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  48. Abbigail J. Chiodo & Michael T. Owyang, 2002, "For love or money: why married men make more," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  49. Leora Freidberg & Michael T. Owyang, 2002, "Not your father's pension plan: the rise of 401K and other defined contribution plans," Review, Federal Reserve Bank of St. Louis, volume 84, issue Jan., pages 23-34.
  50. Abbigail J. Chiodo & Michael T. Owyang, 2002, "A case study of a currency crisis: the Russian default of 1998," Review, Federal Reserve Bank of St. Louis, volume 84, issue Nov, pages 7-18.
  51. Gabriel Pérez Quirós, 2002, "Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU," Boletín Económico, Banco de España, issue MAY, pages 71-78, Mayo.
  52. Stephen G. Cecchetti & Margaret M. McConnell & Gabriel Perez–Quiros, 2002, "Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks," Manchester School, University of Manchester, volume 70, issue 4, pages 596-618, June, DOI: 10.1111/1467-9957.00302.
  53. James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002, "On the causes of the increased stability of the U.S. economy," Economic Policy Review, Federal Reserve Bank of New York, volume 8, issue May, pages 183-202.
  54. Maximo Camacho & Gabriel Perez-Quiros, 2002, "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 61-80.
  55. Lucio Picci, 2002, "Le opere pubbliche dall’Unità d’Italia: l’informazione statistica," Rivista di Politica Economica, SIPI Spa, volume 92, issue 3, pages 29-82, May-June.
  56. Ellingsen, Tore & Robles, Jack, 2002, "Does Evolution Solve the Hold-Up Problem?," Games and Economic Behavior, Elsevier, volume 39, issue 1, pages 28-53, April.
  57. Selin Sayek & David D. Selover, 2002, "International Interdependence and Business Cycle Transmission between Turkey and the European Union," Southern Economic Journal, John Wiley & Sons, volume 69, issue 2, pages 206-238, October, DOI: 10.1002/j.2325-8012.2002.tb00490.x.
  58. Makoto Shimoji, 2002, "On forward induction in money-burning games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 3, pages 637-648.
  59. Jörg Breitung & Norman R. Swanson, 2002, "Temporal aggregation and spurious instantaneous causality in multiple time series models," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 6, pages 651-665, November, DOI: 10.1111/1467-9892.00284.
  60. Corradi, Valentina & Swanson, Norman R., 2002, "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 353-381, October.
  61. Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002, "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 343-360, August.
  62. Swanson, Norman R., 2002, "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, volume 24, issue 4, pages 599-606, December.
  63. Eric Ghysels & Norman R. Swanson & Myles Callan, 2002, "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, volume 69, issue 2, pages 239-265, October, DOI: 10.1002/j.2325-8012.2002.tb00491.x.
  64. James E. Rauch & Vitor Trindade, 2002, "Ethnic Chinese Networks In International Trade," The Review of Economics and Statistics, MIT Press, volume 84, issue 1, pages 116-130, February.
  65. Uesugi, Iichiro, 2002, "Measuring the Liquidity Effect: The Case of Japan," Journal of the Japanese and International Economies, Elsevier, volume 16, issue 3, pages 289-316, September.
  66. Stock J.H. & Watson M.W., 2002, "Forecasting Using Principal Components From a Large Number of Predictors," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 1167-1179, December.
  67. Stock, James H & Watson, Mark W, 2002, "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 2, pages 147-162, April.
  68. Mark W. Watson, 2002, "Market anticipations of monetary policy actions - commentary," Review, Federal Reserve Bank of St. Louis, volume 84, issue Jul, pages 95-98.
  69. Mark W. Watson, 2002, "Assessing changes in the monetary transmission mechanism: a VAR approach : commentary," Economic Policy Review, Federal Reserve Bank of New York, volume 8, issue May, pages 113-116.
  70. King, Robert G & Watson, Mark W, 2002, "System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations," Computational Economics, Springer;Society for Computational Economics, volume 20, issue 1-2, pages 57-86, October.
  71. Watson, M. & Power, R. & Simpson, S. & Munro, J.L., 2002, "Low cost light traps for coral reef fishery research and sustainable ornamental fisheries," Naga, The WorldFish Center, volume 25, issue 2, pages 4-7.
  72. Caroline Freund & Diana Weinhold, 2002, "The Internet and International Trade in Services," American Economic Review, American Economic Association, volume 92, issue 2, pages 236-240, May.
  73. Diana Weinhold, 2002, "The Importance of Trade and Geography in the Pattern of Spatial Dependence of Growth Rates," Review of Development Economics, Wiley Blackwell, volume 6, issue 3, pages 369-382, October, DOI: 10.1111/1467-9361.00161.
  74. Li, Qi & Wooldridge, Jeffrey M., 2002, "Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors," Econometric Theory, Cambridge University Press, volume 18, issue 3, pages 625-645, June.
  75. Jeffrey M. Wooldridge, 2002, "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 1, issue 2, pages 117-139, August, DOI: 10.1007/s10258-002-0008-x.
  76. Zauner, Klaus G., 2002, "The existence of equilibrium in games with randomly perturbed payoffs and applications to experimental economics," Mathematical Social Sciences, Elsevier, volume 44, issue 1, pages 115-120, September.

2001

  1. Heather M. Anderson & Farshid Vahid, 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, volume 40, issue 4, pages 541-566, December, DOI: 10.1111/1467-8454.00141.
  2. Anderson, Heather M. & Vahid, Farshid, 2001, "Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 482-505, September.
  3. Blume, Andreas & DeJong, Douglas V. & Kim, Yong-Gwan & Sprinkle, Geoffrey B., 2001, "Evolution of Communication with Partial Common Interest," Games and Economic Behavior, Elsevier, volume 37, issue 1, pages 79-120, October.
  4. Andersen T. G & Bollerslev T. & Diebold F. X & Labys P., 2001, "The Distribution of Realized Exchange Rate Volatility," Journal of the American Statistical Association, American Statistical Association, volume 96, pages 42-55, March.
  5. Torben G. Andersen & Tim Bollerslev & Ashish Das, 2001, "Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns," Journal of Finance, American Finance Association, volume 56, issue 1, pages 305-327, February, DOI: 10.1111/0022-1082.00326.
  6. Bollerslev, Tim, 2001, "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 41-51, January.
  7. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001, "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, volume 61, issue 1, pages 43-76, July.
  8. Tim Bollerslev & Jonathan H. Wright, 2001, "High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting," The Review of Economics and Statistics, MIT Press, volume 83, issue 4, pages 596-602, November.
  9. Cabrales, Antonio & Motta, Massimo, 2001, "Country asymmetries, endogenous product choice and the timing of trade liberalization," European Economic Review, Elsevier, volume 45, issue 1, pages 87-107, January.
  10. Costa-Gomes, Miguel & Crawford, Vincent P & Broseta, Bruno, 2001, "Cognition and Behavior in Normal-Form Games: An Experimental Study," Econometrica, Econometric Society, volume 69, issue 5, pages 1193-1235, September.
  11. Costa-Gomes, Miguel & Zauner, Klaus G., 2001, "Ultimatum Bargaining Behavior in Israel, Japan, Slovenia, and the United States: A Social Utility Analysis," Games and Economic Behavior, Elsevier, volume 34, issue 2, pages 238-269, February.
  12. Álvaro Escribano & Oscar Jordá, 2001, "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer;Spanish Economic Association, volume 3, issue 3, pages 193-209.
  13. Richard Carson & Nicholas Flores & Norman Meade, 2001, "Contingent Valuation: Controversies and Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 19, issue 2, pages 173-210, June, DOI: 10.1023/A:1011128332243.
  14. Alejandro Gaviria, 2001, "History Dependence in the Economy. A review of the Literature," Revista de Economía del Rosario, Universidad del Rosario.
  15. Jere R. Behrman & Alejandro Gaviria & Miguel Sz�kely, 2001, "Intergenerational Mobility in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2001, pages 1-44.
  16. Alejandro Gaviria Uribe, 2001, "¿Quiénes soportan la carga del crimen en Colombia?," Coyuntura Económica, Fedesarrollo.
  17. Alejandro Gaviria Uribe, 2001, "Endogenous institutions: the importance of history," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 54, pages 133-148, Enero Jun.
  18. Alejandro Gaviria & Steven Raphael, 2001, "School-Based Peer Effects And Juvenile Behavior," The Review of Economics and Statistics, MIT Press, volume 83, issue 2, pages 257-268, May.
  19. Dahan, Momi & Gaviria, Alejandro, 2001, "Sibling Correlations and Intergenerational Mobility in Latin America," Economic Development and Cultural Change, University of Chicago Press, volume 49, issue 3, pages 537-554, April, DOI: 10.1086/452514.
  20. Gonzalo, Jesus & Ng, Serena, 2001, "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 10, pages 1527-1546, October.
  21. Gloria González-Rivera & Steven M. Helfand, 2001, "The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 83, issue 3, pages 576-592.
  22. Jeff Grogger & Stephen G. Bronars, 2001, "The Effect of Welfare Payments on the Marriage and Fertility Behavior of Unwed Mothers: Results from a Twins Experiment," Journal of Political Economy, University of Chicago Press, volume 109, issue 3, pages 529-545, June, DOI: 10.1086/321016.
  23. Issler, Joao Victor & Vahid, Farshid, 2001, "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, volume 47, issue 3, pages 449-475, June.
  24. Jalan, Jyotsna & Ravallion, Martin, 2001, "Behavioral responses to risk in rural China," Journal of Development Economics, Elsevier, volume 66, issue 1, pages 23-49, October.
  25. Kevin D. Hoover & Òscar Jordà, 2001, "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, volume 83, issue Jul, pages 113-144.
  26. Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001, "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, volume 36, issue 2, pages 75-96, May.
  27. Kiel, Katherine & Zabel, Jeffrey, 2001, "Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts," The Journal of Real Estate Finance and Economics, Springer, volume 22, issue 2-3, pages 163-184, March-May.
  28. Kim T-H. & White H., 2001, "James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, American Statistical Association, volume 96, pages 697-705, June.
  29. Tae-Hwan Kim & Paul Newbold, 2001, "Unit root tests based on inequality-restricted estimators," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 12, pages 793-797, DOI: 10.1080/13504850110046039.
  30. Kozicki, Sharon & Tinsley, P. A., 2001, "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 1-2, pages 149-184, January.
  31. Kozicki, Sharon & Tinsley, P. A., 2001, "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 47, issue 3, pages 613-652, June.
  32. Sharon Kozicki, 2001, "Why do central banks monitor so many inflation indicators?," Economic Review, Federal Reserve Bank of Kansas City, volume 86, issue Q III, pages 5-42.
  33. Tracy R. Lewis & David E. M. Sappington, 2001, "How Liable Should a Lender Be? The Case of Judgment-Proof Firms and Environmental Risk: Comment," American Economic Review, American Economic Association, volume 91, issue 3, pages 724-730, June.
  34. Tracy R. Lewis & David E. M. Sappington, 2001, "Optimal Contracting with Private Knowledge of Wealth and Ability," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 1, pages 21-44.
  35. Lee Tae-Hwy, 2001, "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 4, pages 1-15, January, DOI: 10.2202/1558-3708.1063.
  36. Liu, Tung & Li, Kui-Wai, 2001, "Impact of liberalization of financial resources in China's economic growth: evidence from provinces," Journal of Asian Economics, Elsevier, volume 12, issue 2, pages 245-262.
  37. William Neilson, 2001, "Calibration results for rank-dependent expected utility," Economics Bulletin, AccessEcon, volume 4, issue 10, pages 1-5.
  38. Geum Soo Kim & William S. Neilson, 2001, "The Objective of an Environmental Regulatory Agency," Korean Economic Review, Korean Economic Association, volume 17, pages 393-400.
  39. William S. Neilson & Geum Soo Kim, 2001, "A Standard‐Setting Agency and Environmental Enforcement," Southern Economic Journal, John Wiley & Sons, volume 67, issue 3, pages 757-763, January, DOI: 10.1002/j.2325-8012.2001.tb00369.x.
  40. Michael T. Owyang, 2001, "The long and the short of the federal funds target cuts," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep.
  41. Michael T. Owyang, 2001, "The baby-boom boom," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  42. Abbigail J. Chiodo & Michael T. Owyang, 2001, "Low unemployment: old dogs or new tricks?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 10-11.
  43. Michael T. Owyang, 2001, "Persistence, excess volatility, and volatility clusters in inflation," Review, Federal Reserve Bank of St. Louis, volume 83, issue Nov., pages 41-52.
  44. R. F. Engle & A. J. Patton, 2001, "What good is a volatility model?," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 2, pages 237-245, DOI: 10.1088/1469-7688/1/2/305.
  45. Perez-Quiros, Gabriel & Timmermann, Allan, 2001, "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, volume 103, issue 1-2, pages 259-306, July.
  46. Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001, "The ECB Monetary Policy Strategy and the Money Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 325-342, October.
  47. Picci, Lucio, 2001, "Explaining Long- and Short-Run Interactions in Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 85-94, January.
  48. Robles, Jack, 2001, "Evolution in Finitely Repeated Coordination Games," Games and Economic Behavior, Elsevier, volume 34, issue 2, pages 312-330, February.
  49. John C. Chao & Valentina Corradi & Norman R. Swanson, 2001, "Data Transformation and Forecasting in Models with Unit Roots and Cointegration," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 59-76, May.
  50. Chao, John & Corradi, Valentina & Swanson, Norman R., 2001, "Out-Of-Sample Tests For Granger Causality," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 598-620, September.
  51. Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian, 2001, "A new definition for time-dependent price mean reversion in commodity markets," Economics Letters, Elsevier, volume 71, issue 1, pages 9-16, April.
  52. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001, "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, volume 104, issue 2, pages 315-358, September.
  53. Swanson, Norman R & Zeng, Tian, 2001, "Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 6, pages 425-440, September.
  54. Sarin, Rajiv & Vahid, Farshid, 2001, "Predicting How People Play Games: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, volume 34, issue 1, pages 104-122, January.
  55. James H. Stock & Mark W. Watson, 2001, "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 101-115, Fall.
  56. Diana Weinhold & Eustaquio J. Reis, 2001, "Model Evaluation and Causality Testing in Short Panels: The Case of Infrastructure Provision and Population Growth in the Brazilian Amazon," Journal of Regional Science, Wiley Blackwell, volume 41, issue 4, pages 639-657, November, DOI: 10.1111/0022-4146.00236.
  57. Usha Nair‐Reichert & Diana Weinhold, 2001, "Causality Tests for Cross‐Country Panels: a New Look at FDI and Economic Growth in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 63, issue 2, pages 153-171, May, DOI: 10.1111/1468-0084.00214.
  58. Jeffrey M. Wooldridge, 2001, "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 87-100, Fall.
  59. Wooldridge, Jeffrey M., 2001, "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, volume 17, issue 2, pages 451-470, April.

2000

  1. Arai, Yoichi & Yamamoto, Taku, 2000, "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems," Economics Letters, Elsevier, volume 67, issue 3, pages 261-271, June.
  2. Blume, Andreas & Gneezy, Uri, 2000, "An Experimental Investigation of Optimal Learning in Coordination Games," Journal of Economic Theory, Elsevier, volume 90, issue 1, pages 161-172, January.
  3. Blume, Andreas, 2000, "Coordination and Learning with a Partial Language," Journal of Economic Theory, Elsevier, volume 95, issue 1, pages 1-36, November.
  4. Bollerslev, Tim & Wright, Jonathan H., 2000, "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 81-106, September.
  5. Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000, "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 2, pages 107-130, June.
  6. Baillie, Richard T. & Bollerslev, Tim, 2000, "The forward premium anomaly is not as bad as you think," Journal of International Money and Finance, Elsevier, volume 19, issue 4, pages 471-488, August.
  7. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
  8. Cabrales, Antonio & Garcia-Fontes, Walter & Motta, Massimo, 2000, "Risk dominance selects the leader: An experimental analysis," International Journal of Industrial Organization, Elsevier, volume 18, issue 1, pages 137-162, January.
  9. Cabrales, Antonio, 2000, "Stochastic Replicator Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 41, issue 2, pages 451-481, May.
  10. Antonio Cabrales & Giovanni Ponti, 2000, "Implementation, Elimination of Weakly Dominated Strategies and Evolutionary Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 3, issue 2, pages 247-282, April, DOI: 10.1006/redy.1999.0082.
  11. Francisco Covas & J.M.C. Santos Silva, 2000, "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, volume 13, issue 2, pages 173-188.
  12. Alfonso Dufour & Robert F. Engle, 2000, "Time and the Price Impact of a Trade," Journal of Finance, American Finance Association, volume 55, issue 6, pages 2467-2498, December, DOI: 10.1111/0022-1082.00297.
  13. Miguel A. Arranz & Alvaro Escribano, 2000, "Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 1, pages 23-52, February, DOI: 10.1111/1468-0084.00158.
  14. Gaviria, Alejandro, 2000, "Increasing returns and the evolution of violent crime: the case of Colombia," Journal of Development Economics, Elsevier, volume 61, issue 1, pages 1-25, February.
  15. Alejandro Gaviria, 2000, "Is soccer dying? A time series approach," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 4, pages 275-278, DOI: 10.1080/135048500351672.
  16. Alejandro Gaviria, 2000, "Are Technological Innovations Contagious? Evidence From Sport Records," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 9, issue 1, pages 53-70, DOI: 10.1080/10438590000000003.
  17. Jesus Gonzalo & Tae-Hwy Lee, 2000, "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 7, pages 821-827, DOI: 10.1080/02664760050120515.
  18. Jeff Grogger & Michael Willis, 2000, "The Emergence Of Crack Cocaine And The Rise In Urban Crime Rates," The Review of Economics and Statistics, MIT Press, volume 82, issue 4, pages 519-529, November.
  19. Issler, Joao Victor & Lima, Luiz Renato, 2000, "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992," Journal of Development Economics, Elsevier, volume 62, issue 1, pages 131-147, June.
  20. Issler, João Victor & Piqueira, Natalia Scotto, 2000, "Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 20, issue 2, November.
  21. Ravallion, Martin & Heil, Mark & Jalan, Jyotsna, 2000, "Carbon Emissions and Income Inequality," Oxford Economic Papers, Oxford University Press, volume 52, issue 4, pages 651-669, October.
  22. Jyotsna Jalan & Martin Ravallion, 2000, "Is transient poverty different? Evidence for rural China," Journal of Development Studies, Taylor & Francis Journals, volume 36, issue 6, pages 82-99, DOI: 10.1080/00220380008422655.
  23. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000, "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, volume 90, issue 4, pages 1005-1011, September.
  24. Jeffrey E. Zabel & Katherine A. Kiel, 2000, "Estimating the Demand for Air Quality in Four U.S. Cities," Land Economics, University of Wisconsin Press, volume 76, issue 2, pages 174-194.
  25. Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold, 2000, "Spurious Rejections by Perron Tests in the Presence of a Break," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 3, pages 433-444, August, DOI: 10.1111/1468-0084.00179.
  26. Grossman, Herschel I. & Kim, Minseong, 2000, "Predators, moral decay, and moral revivals," European Journal of Political Economy, Elsevier, volume 16, issue 2, pages 173-187, June.
  27. David E. M. Sappington & Tracy R. Lewis, 2000, "Motivating Wealth-Constrained Actors," American Economic Review, American Economic Association, volume 90, issue 4, pages 944-960, September.
  28. Marcel Boyer & Tracy R. Lewis & Wei Lin Liu, 2000, "Setting standards for credible compliance and law enforcement," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 2, pages 319-340, May.
  29. Lewis, Tracy R & Sappington, David E M, 2000, "Contracting with Wealth-Constrained Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 41, issue 3, pages 743-767, August.
  30. Neilson, William S. & Winter, Harold, 2000, "Bias and the economics of jury selection," International Review of Law and Economics, Elsevier, volume 20, issue 2, pages 223-250, June.
  31. Arize, Augustine C & Osang, Thomas & Slottje, Daniel J, 2000, "Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 10-17, January.
  32. Osang, Thomas & Turnovsky, Stephen J., 2000, "Differential tariffs, growth, and welfare in a small open economy," Journal of Development Economics, Elsevier, volume 62, issue 2, pages 315-342, August.
  33. Kearney, Colm & Patton, Andrew J, 2000, "Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System," The Financial Review, Eastern Finance Association, volume 35, issue 1, pages 29-48, February.
  34. Gabriel Perez-Quiros & Margaret M. McConnell, 2000, "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, volume 90, issue 5, pages 1464-1476, December.
  35. Gabriel Perez‐Quiros & Allan Timmermann, 2000, "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1229-1262, June, DOI: 10.1111/0022-1082.00246.
  36. Orazio P. Attanasio & Lucio Picci & Antonello E. Scorcu, 2000, "Saving, Growth, and Investment: A Macroeconomic Analysis Using a Panel of Countries," The Review of Economics and Statistics, MIT Press, volume 82, issue 2, pages 182-211, May.
  37. Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
  38. Bierens, Herman J. & Swanson, Norman R., 2000, "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, volume 95, issue 2, pages 223-253, April.
  39. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000, "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, volume 96, issue 1, pages 39-73, May.
  40. Mark W. Watson, 2000, "Recent changes in trend and cycle, remarks," Proceedings, Federal Reserve Bank of San Francisco.
  41. Tim Allen & Diana Weinhold, 2000, "Dropping the debt for the new millennium: is it such a good idea?," Journal of International Development, John Wiley & Sons, Ltd., volume 12, issue 6, pages 857-875, DOI: 10.1002/1099-1328(200008)12:6<857::.
  42. Qi Li & Jeffrey Wooldridge, 2000, "Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 337-357, November.
  43. Wooldridge, Jeffrey M., 2000, "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, volume 68, issue 3, pages 245-250, September.

1999

  1. Heather Anderson, 1999, "Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis?," Journal of Economic Methodology, Taylor & Francis Journals, volume 6, issue 1, pages 31-59, DOI: 10.1080/13501789900000002.
  2. Tan, Hui Boon & Ashley, Richard, 1999, "Detection And Modeling Of Regression Parameter Variation Across Frequencies," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 1, pages 69-83, March.
  3. Altuğ, Sumru & Ashley, Richard A. & Patterson, Douglas M., 1999, "Are Technology Shocks Nonlinear?," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 4, pages 506-533, December.
  4. Bollerslev, Tim & Jubinski, Dan, 1999, "Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long-Run Dependencies," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 1, pages 9-21, January.
  5. Bollerslev, Tim & Ole Mikkelsen, Hans, 1999, "Long-term equity anticipation securities and stock market volatility dynamics," Journal of Econometrics, Elsevier, volume 92, issue 1, pages 75-99, September.
  6. Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999, "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, volume 6, issue 5, pages 457-477, December.
  7. Cabrales, Antonio, 1999, "Adaptive Dynamics and the Implementation Problem with Complete Information," Journal of Economic Theory, Elsevier, volume 86, issue 2, pages 159-184, June.
  8. Costa-Gomes, Miguel & Tavares, José, 1999, "Democracy and business cycles: Evidence from portuguese economic history," European Review of Economic History, Cambridge University Press, volume 3, issue 3, pages 295-321, December.
  9. Álvaro Escribano, 1999, "Predicción y análisis de funciones de exportación e importación en España," Investigaciones Economicas, Fundación SEPI, volume 23, issue 1, pages 55-94, January.
  10. Flores, Nicholas E., 1999, "The Everglades: An Enviromental History. By David McCalley. Gainseville: University of Florida Press, 1999. Pp. xxii, 215. $39.95," The Journal of Economic History, Cambridge University Press, volume 59, issue 4, pages 1112-1114, December.
  11. Gonzalez-Rivera, Gloria & Drost, Feike C., 1999, "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 93-111, November.
  12. Issler, João Victor, 1999, "Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 19, issue 1, May.
  13. Jyotsna Jalan & Martin Ravallion, 1999, "China's Lagging Poor Areas," American Economic Review, American Economic Association, volume 89, issue 2, pages 301-305, May.
  14. Jalan, Jyotsna & Ravallion, Martin, 1999, "Are the poor less well insured? Evidence on vulnerability to income risk in rural China," Journal of Development Economics, Elsevier, volume 58, issue 1, pages 61-81, February.
  15. Jorda, Oscar, 1999, "Random-Time Aggregation in Partial Adjustment Models," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 382-395, July.
  16. Katherine A. Kiel & Jeffrey E. Zabel, 1999, "The Accuracy of Owner‐Provided House Values: The 1978–1991 American Housing Survey," Real Estate Economics, American Real Estate and Urban Economics Association, volume 27, issue 2, pages 263-298, June, DOI: 10.1111/1540-6229.00774.
  17. Kozicki, Sharon, 1999, "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 7, pages 997-1028, June.
  18. Kozicki, Sharon & Tinsley, P. A., 1999, "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1299-1327, September.
  19. Sharon Kozicki, 1999, "How useful are Taylor rules for monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, volume 84, issue Q II, pages 5-33.
  20. David E. M. Sappington & Tracy R. Lewis, 1999, "Using Subjective Risk Adjusting to Prevent Patient Dumping in the Health Care Industry," Journal of Economics & Management Strategy, Wiley Blackwell, volume 8, issue 3, pages 351-382, September, DOI: 10.1111/j.1430-9134.1999.00351.x.
  21. Lewis, Tracy R. & Sappington, David E. M., 1999, "Access pricing with unregulated downstream competition," Information Economics and Policy, Elsevier, volume 11, issue 1, pages 73-100, March.
  22. Lewis, Tracy R. & Sappington, David E. M., 1999, "Using decoupling and deep pockets to mitigate judgment-proof problems1," International Review of Law and Economics, Elsevier, volume 19, issue 2, pages 275-293, June.
  23. Clive Granger & Tae-Hwy Lee, 1999, "The effect of aggregation on nonlinearity," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 3, pages 259-269, DOI: 10.1080/07474939908800445.
  24. Tung Liu & Courtenay C. Stone, 1999, "A Critique of One-Tailed Hypothesis Test Procedures in Business and Economics Statistics Textbooks," The Journal of Economic Education, Taylor & Francis Journals, volume 30, issue 1, pages 59-63, January, DOI: 10.1080/00220489909595939.
  25. Neilson, William S., 1999, "The economics of favors," Journal of Economic Behavior & Organization, Elsevier, volume 39, issue 4, pages 387-397, July.
  26. Ho-Chyuan Chen & William Neilson, 1999, "Pure-strategy Equilibria with Non-expected Utility Players," Theory and Decision, Springer, volume 46, issue 2, pages 201-212, April, DOI: 10.1023/A:1005099306184.
  27. Margaret M. McConnell & Patricia C. Mosser & Gabriel Perez-Quiros, 1999, "A decomposition of the increased stability of GDP growth," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 5, issue Aug.
  28. Lucio Picci, 1999, "Productivity and Infrastructure in the Italian Regions," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 329-353, December.
  29. Selover, David D. & Jensen, Roderick V., 1999, "'Mode-locking' and international business cycle transmission," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 4, pages 591-618, February.
  30. Selover, David D., 1999, "International Interdependence and Business Cycle Transmission in ASEAN," Journal of the Japanese and International Economies, Elsevier, volume 13, issue 3, pages 230-253, September.
  31. N. R. Swanson, 1999, "Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 53, issue 1, pages 76-95, March, DOI: 10.1111/1467-9574.00099.
  32. Sarin, Rajiv & Vahid, Farshid, 1999, "Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, volume 28, issue 2, pages 294-309, August.
  33. Jorgenson, Dale W & Watson, Mark W, 1999, "Special Section on Consumer Price Research: Introduction," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 2, pages 137-140, April.
  34. Stock, James H. & Watson, Mark W., 1999, "Forecasting inflation," Journal of Monetary Economics, Elsevier, volume 44, issue 2, pages 293-335, October.
  35. Mark W. Watson, 1999, "Explaining the increased variability in long-term interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 71-96.
  36. Yeung Lewis Chan & James H. Stock & Mark W. Watson, 1999, "A dynamic factor model framework for forecast combination," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 91-121.
  37. James E. Rauch & Diana Weinhold, 1999, "Openness, Specialization, and Productivity Growth in Less Developed Countries," Canadian Journal of Economics, Canadian Economics Association, volume 32, issue 4, pages 1009-1027, August.
  38. Weinhold, Diana, 1999, "Estimating the loss of agricultural productivity in the Amazon," Ecological Economics, Elsevier, volume 31, issue 1, pages 63-76, October.
  39. Jeffrey M. Wooldridge, 1999, "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, volume 67, issue 6, pages 1385-1406, November.
  40. Wooldridge, Jeffrey M., 1999, "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, volume 90, issue 1, pages 77-97, May.
  41. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999, "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 177-201, November.
  42. Zauner, Klaus G., 1999, "A Payoff Uncertainty Explanation of Results in Experimental Centipede Games," Games and Economic Behavior, Elsevier, volume 26, issue 1, pages 157-185, January.

1998

  1. Anderson, Heather M. & Vahid, Farshid, 1998, "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, volume 60, issue 3, pages 291-296, September.
  2. Anderson, Heather M. & Vahid, Farshid, 1998, "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 1-36, May.
  3. Ashley, Richard, 1998, "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 5, pages 647-665, May.
  4. Blume, Andreas, et al, 1998, "Experimental Evidence on the Evolution of Meaning of Messages in Sender-Receiver Games," American Economic Review, American Economic Association, volume 88, issue 5, pages 1323-1340, December.
  5. Andreas Blume, 1998, "Contract Renegotiation with Time‐Varying Valuations," Journal of Economics & Management Strategy, Wiley Blackwell, volume 7, issue 3, pages 397-433, September, DOI: 10.1111/j.1430-9134.1998.00397.x.
  6. Blume, Andreas, 1998, "Communication, Risk, and Efficiency in Games," Games and Economic Behavior, Elsevier, volume 22, issue 2, pages 171-202, February.
  7. T. G. Andersen & T. Bollerslev, 1998, "Towards a unified framework for high and low frequency return volatility modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 52, issue 3, pages 273-302, November, DOI: 10.1111/1467-9574.00085.
  8. Andersen, Torben G & Bollerslev, Tim, 1998, "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 885-905, November.
  9. Aparicio F. M. & Escribano A., 1998, "Information-Theoretic Analysis of Serial Dependence and Cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 3, pages 1-24, October, DOI: 10.2202/1558-3708.1044.
  10. Fraile, Pedro & Escribano, Alvaro, 1998, "The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, volume 16, issue 1, pages 265-290, March.
  11. Escribano, Alvaro & Pfann, Gerard A., 1998, "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, volume 15, issue 2, pages 197-216, April.
  12. Carson, Richard & Flores, Nicholas E. & Hanemann, W. Michael, 1998, "Sequencing and Valuing Public Goods," Journal of Environmental Economics and Management, Elsevier, volume 36, issue 3, pages 314-323, November.
  13. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998, "Specification via model selection in vector error correction models," Economics Letters, Elsevier, volume 60, issue 3, pages 321-328, September.
  14. Gonzalo, Jesus & Lee, Tae-Hwy, 1998, "Pitfalls in testing for long run relationships," Journal of Econometrics, Elsevier, volume 86, issue 1, pages 129-154, June.
  15. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998, "On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 1, pages 71-88, February.
  16. González-Rivera Gloria, 1998, "Smooth-Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1041.
  17. Gonzalez-Rivera, Gloria, 1998, "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, volume 50, issue 5, pages 461-470, September.
  18. Grogger, Jeff, 1998, "Market Wages and Youth Crime," Journal of Labor Economics, University of Chicago Press, volume 16, issue 4, pages 756-791, October, DOI: 10.1086/209905.
  19. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998, "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 18, issue 1, May.
  20. Jalan, Jyotsna & Ravallion, Martin, 1998, "Transient Poverty in Postreform Rural China," Journal of Comparative Economics, Elsevier, volume 26, issue 2, pages 338-357, June.
  21. Jalan, Jyotsna & Ravallion, Martin, 1998, "Are there dynamic gains from a poor-area development program?," Journal of Public Economics, Elsevier, volume 67, issue 1, pages 65-85, January.
  22. Kamstra, Mark & Kennedy, Peter, 1998, "Combining qualitative forecasts using logit," International Journal of Forecasting, Elsevier, volume 14, issue 1, pages 83-93, March.
  23. Kozicki, Sharon & Tinsley, P A, 1998, "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer;Society for Computational Economics, volume 11, issue 1-2, pages 21-40, April.
  24. Neilson, William S, 1998, "Reference Wealth Effects in Sequential Choice," Journal of Risk and Uncertainty, Springer, volume 17, issue 1, pages 27-47, October.
  25. Neilson, William S, 1998, "Optimal Punishment Schemes with State-Dependent Preferences," Economic Inquiry, Western Economic Association International, volume 36, issue 2, pages 266-271, April.
  26. Robles, Jack, 1998, "Evolution with Changing Mutation Rates," Journal of Economic Theory, Elsevier, volume 79, issue 2, pages 207-223, April.
  27. Shimoji, Makoto & Watson, Joel, 1998, "Conditional Dominance, Rationalizability, and Game Forms," Journal of Economic Theory, Elsevier, volume 83, issue 2, pages 161-195, December.
  28. Zeng Tian & Swanson Norman R., 1998, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-21, January, DOI: 10.2202/1558-3708.1037.
  29. Swanson, Norman R., 1998, "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, volume 41, issue 3, pages 455-474, May.
  30. Norman Swanson, 1998, "Book reviews," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 2, pages 221-225, DOI: 10.1080/07474939808800413.
  31. King, Robert G & Watson, Mark W, 1998, "The Solution of Singular Linear Difference Systems under Rational Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1015-1026, November.
  32. Horowitz, Andrew W. & Weinhold, Diana, 1998, "Household characteristics and income inequality during inflationary periods: Recent evidence from Suriname," World Development, Elsevier, volume 26, issue 2, pages 297-306, February.

1997

  1. Anderson, Heather M, 1997, "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 59, issue 4, pages 465-484, November.
  2. Anderson, Heather M & Vahid, Farshid, 1997, "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 5, pages 477-498, Sept.-Oct.
  3. Anderson, Heather M & Vahid, Farshid, 1997, "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 5, pages 503-507, Sept.-Oct.
  4. Andersen, Torben G & Bollerslev, Tim, 1997, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, volume 52, issue 3, pages 975-1005, July.
  5. Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin, 1997, "Order flow and the bid-ask spread: An empirical probability model of screen-based trading," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 8-9, pages 1471-1491, June.
  6. Andersen, Torben G. & Bollerslev, Tim, 1997, "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 115-158, June.
  7. Cabrales, Antonio & Hopenhayn, Hugo A., 1997, "Labor-market flexibility and aggregate employment volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 46, issue 1, pages 189-228, June.
  8. Cabrales, Antonio & Hopenhayn, Hugo, 1997, "Nash bargaining with downward rigid wages," Economics Letters, Elsevier, volume 57, issue 2, pages 213-218, December.
  9. Motta, Massimo & Thisse, Jacques-Francois & Cabrales, Antonio, 1997, "On the Persistence of Leadership or Leapfrogging in International Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 38, issue 4, pages 809-824, November.
  10. Flores, Nicholas E. & Carson, Richard T., 1997, "The Relationship between the Income Elasticities of Demand and Willingness to Pay," Journal of Environmental Economics and Management, Elsevier, volume 33, issue 3, pages 287-295, July.
  11. Engsted, Tom & Gonzalo, Jesus & Haldrup, Niels, 1997, "Testing for multicointegration," Economics Letters, Elsevier, volume 56, issue 3, pages 259-266, November.
  12. Gonzalez-Rivera, Gloria, 1997, "The Pricing of Time-Varying Beta," Empirical Economics, Springer, volume 22, issue 3, pages 345-363.
  13. Gloria Gonzalez-Rivera, 1997, "A note on adaptation in garch models," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 1, pages 55-68, DOI: 10.1080/07474939708800372.
  14. Jeffrey Grogger, 1997, "Local Violence and Educational Attainment," Journal of Human Resources, University of Wisconsin Press, volume 32, issue 4, pages 659-682.
  15. Donaldson, R. Glen & Kamstra, Mark, 1997, "An artificial neural network-GARCH model for international stock return volatility," Journal of Empirical Finance, Elsevier, volume 4, issue 1, pages 17-46, January.
  16. Kiel, Katherine A & Zabel, Jeffrey E, 1997, "Evaluating the Usefulness of the American Housing Survey for Creating House Price Indices," The Journal of Real Estate Finance and Economics, Springer, volume 14, issue 1-2, pages 189-202, Jan.-Marc.
  17. Sharon Kozicki, 1997, "The productivity growth slowdown: diverging trends in the manufacturing and service sectors," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 31-46.
  18. Sharon Kozicki, 1997, "Predicting real growth and inflation with the yield spread," Economic Review, Federal Reserve Bank of Kansas City, volume 82, issue Q IV, pages 39-57.
  19. Lewis, Tracy R & Poitevin, Michel, 1997, "Disclosure of Information in Regulatory Proceedings," The Journal of Law, Economics, and Organization, Oxford University Press, volume 13, issue 1, pages 50-73, April.
  20. Tracy Lewis & David E.M. Sappington, 1997, "Penalizing Success in Dynamic Incentive Contracts: No. Good Deed Goes Unpunished?," RAND Journal of Economics, The RAND Corporation, volume 28, issue 2, pages 346-358, Summer.
  21. Lewis, Tracy R & Sappington, David E M, 1997, "Information Management in Incentive Problems," Journal of Political Economy, University of Chicago Press, volume 105, issue 4, pages 796-821, August, DOI: 10.1086/262094.
  22. Lee, Hahn Shik & Siklos, Pierre L., 1997, "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 381-391, September.
  23. Neilson, William S. & Winter, Harold, 1997, "On criminals' risk attitudes," Economics Letters, Elsevier, volume 55, issue 1, pages 97-102, August.
  24. Osang, Thomas & Pereira, Alfredo, 1997, "Foreign growth and domestic performance in a small open economy," Journal of International Economics, Elsevier, volume 43, issue 3-4, pages 499-512, November.
  25. Osang, Thomas & Pereira, Alfredo, 1997, "Savings, Volume of Trade, and Growth," Review of International Economics, Wiley Blackwell, volume 5, issue 3, pages 310-323, August.
  26. Robles, Jack, 1997, "Evolution and Long Run Equilibria in Coordination Games with Summary Statistic Payoff Technologies," Journal of Economic Theory, Elsevier, volume 75, issue 1, pages 180-193, July.
  27. Selover, David D., 1997, "Business cycle transmission between the United States and Japan: A vector error correction approach," Japan and the World Economy, Elsevier, volume 9, issue 3, pages 385-411, August.
  28. Granger, Clive W. J. & Swanson, Norman R., 1997, "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 35-62, September.
  29. Swanson, Norman R. & White, Halbert, 1997, "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, volume 13, issue 4, pages 439-461, December.
  30. Norman R. Swanson & Halbert White, 1997, "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, volume 79, issue 4, pages 540-550, November.
  31. Vahid, Farshid & Engle, Robert F., 1997, "Codependent cycles," Journal of Econometrics, Elsevier, volume 80, issue 2, pages 199-221, October.
  32. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997, "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, volume 13, issue 2, pages 161-174, June.
  33. Douglas Staiger & James H. Stock & Mark W. Watson, 1997, "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, volume 11, issue 1, pages 33-49, Winter.
  34. Ben S. Bernanke & Mark Gertler & Mark Watson, 1997, "Systematic Monetary Policy and the Effects of Oil Price Shocks," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 28, issue 1, pages 91-157.
  35. Robert G. King & Mark W. Watson, 1997, "Testing long-run neutrality," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101.
  36. Watson, Mark W, 1997, "Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990."," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 4, pages 753-755, November.
  37. Eugene Canjels & Mark W. Watson, 1997, "Estimating Deterministic Trends In The Presence Of Serially Correlated Errors," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 184-200, May.
  38. Wooldridge, Jeffrey M., 1997, "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, volume 13, issue 5, pages 667-678, October.
  39. Wooldridge, Jeffrey M., 1997, "On two stage least squares estimation of the average treatment effect in a random coefficient model," Economics Letters, Elsevier, volume 56, issue 2, pages 129-133, October.

1996

  1. Blume, Andreas, 1996, "Neighborhood Stability in Sender-Receiver Games," Games and Economic Behavior, Elsevier, volume 13, issue 1, pages 2-25, March.
  2. Bollerslev, Tim & Ghysels, Eric, 1996, "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 2, pages 139-151, April.
  3. Bollerslev, Tim & Ole Mikkelsen, Hans, 1996, "Modeling and pricing long memory in stock market volatility," Journal of Econometrics, Elsevier, volume 73, issue 1, pages 151-184, July.
  4. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996, "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 74, issue 1, pages 3-30, September.
  5. Cabrales, Antonio & Hoshi, Takeo, 1996, "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 20, issue 6-7, pages 1073-1100.
  6. Burgess, Simon & Escribano, Alvaro & Pfann, Gerard, 1996, "Editor's introduction: Asymmetries and nonlinearities in dynamic economic models," Journal of Econometrics, Elsevier, volume 74, issue 1, pages 1-2, September.
  7. Flores, Nicholas E., 1996, "Reconsidering the Use of Hicks Neutrality to Recover Total Value," Journal of Environmental Economics and Management, Elsevier, volume 31, issue 1, pages 49-64, July.
  8. Richard T. Carson & Nicholas E. Flores & Kerry M. Martin & Jennifer L. Wright, 1996, "Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods," Land Economics, University of Wisconsin Press, volume 72, issue 1, pages 80-99.
  9. Jesus Gonzalo & Tae‐Hwy Lee, 1996, "RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES," Journal of Time Series Analysis, Wiley Blackwell, volume 17, issue 1, pages 37-47, January, DOI: 10.1111/j.1467-9892.1996.tb00263.x.
  10. Adda, Jerome & Gonzalo, Jesus, 1996, "P-Values for non-standard distributions with an application to the DF test," Economics Letters, Elsevier, volume 50, issue 2, pages 155-160, February.
  11. Gonzalez-Rivera, Gloria, 1996, "Time-varying risk The case of the American computer industry," Journal of Empirical Finance, Elsevier, volume 2, issue 4, pages 333-342, February.
  12. Freeman, Scott & Grogger, Jeffrey & Sonstelie, Jon, 1996, "The Spatial Concentration of Crime," Journal of Urban Economics, Elsevier, volume 40, issue 2, pages 216-231, September.
  13. Grogger, Jeff, 1996, "School Expenditures and Post-schooling Earnings: Evidence from High School and Beyond," The Review of Economics and Statistics, MIT Press, volume 78, issue 4, pages 628-637, November.
  14. Grogger, Jeff, 1996, "Does School Quality Explain the Recent Black/White Wage Trend?," Journal of Labor Economics, University of Chicago Press, volume 14, issue 2, pages 231-253, April, DOI: 10.1086/209810.
  15. Haefke, Christian & Helmenstein, Christian, 1996, "Neural Networks in the Capital Markets: An Application to Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 9, issue 1, pages 37-50, February.
  16. Issler, João Victor & Gonzaga, Gustavo M. & Marone, Guilherme C., 1996, "Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 16, issue 2, November.
  17. Ravallion, Martin & Jalan, Jyotsna, 1996, "Growth divergence due to spatial externalities," Economics Letters, Elsevier, volume 53, issue 2, pages 227-232, November.
  18. Donaldson, R Glen & Kamstra, Mark, 1996, "A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 2, pages 333-383.
  19. Kiel, Katherine A. & Zabel, Jeffrey E., 1996, "House Price Differentials in U.S. Cities: Household and Neighborhood Racial Effects," Journal of Housing Economics, Elsevier, volume 5, issue 2, pages 143-165, June.
  20. Grossman, Herschel I & Kim, Minseong, 1996, "Predation and Accumulation," Journal of Economic Growth, Springer, volume 1, issue 3, pages 333-350, September.
  21. Tracy R. Lewis, 1996, "Protecting the Environment When Costs and Benefits Are Privately Known," RAND Journal of Economics, The RAND Corporation, volume 27, issue 4, pages 819-847, Winter.
  22. Lee, Tae-Hwy & Tse, Yiuman, 1996, "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 73, issue 2, pages 401-410, August.
  23. Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey, 1996, "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Elsevier, volume 15, issue 3, pages 447-465, June.
  24. Lee, Tae-Hwy, 1996, "Stock Adjustment for Multicointegrated Series," Empirical Economics, Springer, volume 21, issue 4, pages 633-639.
  25. Lin, Jin-Lung & Tsay, Ruey S, 1996, "Co-integration Constraint and Forecasting: An Empirical Examination," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 5, pages 519-538, Sept.-Oct.
  26. Neilson, William S. & Winter, Harold, 1996, "Infinitely-repeated games with endogenous discounting," Economics Letters, Elsevier, volume 52, issue 2, pages 163-169, August.
  27. Osang, Thomas & Pereira, Alfredo, 1996, "Import tariffs and growth in a small open economy," Journal of Public Economics, Elsevier, volume 60, issue 1, pages 45-71, April.
  28. Hamilton, James D & Perez-Quiros, Gabriel, 1996, "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, volume 69, issue 1, pages 27-49, January, DOI: 10.1086/209678.
  29. Selover, David D. & Round, David K., 1996, "Business cycle transmission and interdependence between Japan and Australia," Journal of Asian Economics, Elsevier, volume 7, issue 4, pages 569-602.
  30. Granger, C W J & Swanson, Norman, 1996, "Future Developments in the Study of Cointegrated Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 3, pages 537-553, August.
  31. Swanson Norman, 1996, "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 1, issue 1, pages 1-20, April, DOI: 10.2202/1558-3708.1012.
  32. Stock, James H & Watson, Mark W, 1996, "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 1, pages 11-30, January.
  33. Watson, Mark W, 1996, "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 394-396, July.
  34. King, Robert G & Watson, Mark W, 1996, "Money, Prices, Interest Rates and the Business Cycle," The Review of Economics and Statistics, MIT Press, volume 78, issue 1, pages 35-53, February.
  35. Diana Weinhold, 1996, "Tests de causalité sur données de panel : une application à l'étude de la causalité entre l'investissement et la croissance," Économie et Prévision, Programme National Persée, volume 126, issue 5, pages 163-175, DOI: 10.3406/ecop.1996.5829.
  36. Wooldridge, Jeffrey M., 1996, "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, volume 74, issue 2, pages 387-405, October.
  37. Papke, Leslie E & Wooldridge, Jeffrey M, 1996, "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 6, pages 619-632, Nov.-Dec..

1995

  1. Blume Andreas & Sobel Joel, 1995, "Communication-Proof Equilibria in Cheap-Talk Games," Journal of Economic Theory, Elsevier, volume 65, issue 2, pages 359-382, April.
  2. Bollerslev, Tim & Rossi, Peter E, 1995, "Dan Nelson Remembered," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 4, pages 361-364, October.
  3. Escribano, Alvaro, 1995, "PcGive Professional 8: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 10, issue 1, pages 79-86, Jan.-Marc.
  4. Gonzalo, Jesus & Granger, Clive W J, 1995, "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 1, pages 27-35, January.
  5. Jeffrey Grogger, 1995, "The Effect of Arrests on the Employment and Earnings of Young Men," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 110, issue 1, pages 51-71.
  6. Jeff Grogger & Eric Eide, 1995, "Changes in College Skills and the Rise in the College Wage Premium," Journal of Human Resources, University of Wisconsin Press, volume 30, issue 2, pages 280-310.
  7. Niels Fredriksen & Peter Hansen & Henrik Jacobsen & Peter Sørensen, 1995, "Subsidising consumer services: effects on employment, welfare and the informal economy," Fiscal Studies, Institute for Fiscal Studies, volume 16, issue 2, pages 71-93, May.
  8. Engle, Robert F. & Issler, Joao Victor, 1995, "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, volume 35, issue 1, pages 83-113, February.
  9. Kiel Katherine A. & McClain Katherine T., 1995, "House Prices during Siting Decision Stages: The Case of an Incinerator from Rumor through Operation," Journal of Environmental Economics and Management, Elsevier, volume 28, issue 2, pages 241-255, March.
  10. Kiel Katherine A. & McClain Katherine T., 1995, "The Effect of an Incinerator Siting on Housing Appreciation Rates," Journal of Urban Economics, Elsevier, volume 37, issue 3, pages 311-323, May.
  11. Katherine A. Kiel, 1995, "Measuring the Impact of the Discovery and Cleaning of Identified Hazardous Waste Sites on House Values," Land Economics, University of Wisconsin Press, volume 71, issue 4, pages 428-435.
  12. Grossman, Herschel I & Kim, Minseong, 1995, "Swords or Plowshares? A Theory of the Security of Claims to Property," Journal of Political Economy, University of Chicago Press, volume 103, issue 6, pages 1275-1288, December, DOI: 10.1086/601453.
  13. Blair, Benjamin F. & Lewis, Tracy R. & Sappington, David E. M., 1995, "Simple regulatory policies in the presence of demand and cost uncertainty," Information Economics and Policy, Elsevier, volume 7, issue 1, pages 57-73, April.
  14. Dinopoulos, Elias & Lewis, Tracy R. & Sappington, David E. M., 1995, "Optimal industrial targeting with unknown learning-by-doing," Journal of International Economics, Elsevier, volume 38, issue 3-4, pages 275-295, May.
  15. Lewis Tracy R. & Sappington David E. M., 1995, "Insurance, Adverse Selection, and Cream-Skimming," Journal of Economic Theory, Elsevier, volume 65, issue 2, pages 327-358, April.
  16. Lewis, Tracy R. & Sappington, David E. M., 1995, "Using markets to allocate pollution permits and other scarce resource rights under limited information," Journal of Public Economics, Elsevier, volume 57, issue 3, pages 431-455, July.
  17. Tracy R. Lewis & David E.M. Sappington, 1995, "Optimal Capital Structure in Agency Relationships," RAND Journal of Economics, The RAND Corporation, volume 26, issue 3, pages 343-361, Autumn.
  18. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995, "Spurious deterministic seasonality," Economics Letters, Elsevier, volume 48, issue 3-4, pages 249-256, June.
  19. Lee, Hahn S. & Siklos, Pierre L., 1995, "A note on the critical values for the maximum likelihood (seasonal) cointegration tests," Economics Letters, Elsevier, volume 49, issue 2, pages 137-145, August.
  20. Lee, Tae-Hwy, 1995, "Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence," Economics Letters, Elsevier, volume 49, issue 2, pages 157-161, August.
  21. Kuan, Chung-Ming & Liu, Tung, 1995, "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 10, issue 4, pages 347-364, Oct.-Dec..
  22. Liu, Tung & Santoni, Gray J. & Stone, Courtenay C., 1995, "In Search of Stock Market Bubbles: A Comment on Rappoport and White," The Journal of Economic History, Cambridge University Press, volume 55, issue 3, pages 647-654, September.
  23. Neilson, William S., 1995, "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, volume 24, issue 1, pages 45-57.
  24. Selover, David D & Round, David K, 1995, "Business Cycle Transmission between Australia and New Zealand: A Vector Autoregression Approach," Australian Economic Papers, Wiley Blackwell, volume 34, issue 65, pages 218-243, December.
  25. Swanson, Norman R & White, Halbert, 1995, "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 3, pages 265-275, July.
  26. Horvath, Michael T.K. & Watson, Mark W., 1995, "Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 984-1014, October.
  27. Robert G. King & James H. Stock & Mark W. Watson, 1995, "Temporal instability of the unemployment-inflation relationship," Economic Perspectives, Federal Reserve Bank of Chicago, volume 19, issue May, pages 2-12.
  28. McClain, Katherine T. & Wooldridge, Jeffrey M., 1995, "A simple test for the consistency of dynamic linear regression in rational distributed lag models," Economics Letters, Elsevier, volume 48, issue 3-4, pages 235-240, June.
  29. Wooldridge, Jeffrey M., 1995, "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, volume 68, issue 1, pages 115-132, July.

1994

  1. Blume Andreas, 1994, "Intraplay Communication in Repeated Games," Games and Economic Behavior, Elsevier, volume 6, issue 2, pages 181-211, March.
  2. Blume Andreas, 1994, "Equilibrium Refinements in Sender-Receiver Games," Journal of Economic Theory, Elsevier, volume 64, issue 1, pages 66-77, October.
  3. Baillie, Richard T & Bollerslev, Tim, 1994, "Cointegration, Fractional Cointegration, and Exchange Rate Dynamics," Journal of Finance, American Finance Association, volume 49, issue 2, pages 737-745, June.
  4. Bollerslev, Tim & Melvin, Michael, 1994, "Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis," Journal of International Economics, Elsevier, volume 36, issue 3-4, pages 355-372, May.
  5. Baillie, Richard T & Bollerslev, Tim, 1994, "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, volume 13, issue 5, pages 565-571, October.
  6. Alvaro Escribano & Daniel Peña, 1994, "Cointegration And Common Factors," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 6, pages 577-586, November, DOI: 10.1111/j.1467-9892.1994.tb00213.x.
  7. Gonzalo, Jesus, 1994, "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, volume 60, issue 1-2, pages 203-233.
  8. Bronars, Stephen G & Grogger, Jeff, 1994, "The Economic Consequences of Unwed Motherhood: Using Twin Births as a Natural Experiment," American Economic Review, American Economic Association, volume 84, issue 5, pages 1141-1156, December.
  9. Kiel, Katherine A., 1994, "The Impact of House Price Appreciation on Household Mobility," Journal of Housing Economics, Elsevier, volume 3, issue 2, pages 92-108, June.
  10. Feenstra, Robert C. & Lewis, Tracy R., 1994, "Trade adjustment assistance and Pareto gains from trade," Journal of International Economics, Elsevier, volume 36, issue 3-4, pages 201-222, May.
  11. Brown, David T. & Lewis, Tracy R. & Ryngaert, Michael D., 1994, "The real debate over purchased power," The Electricity Journal, Elsevier, volume 7, issue 7, pages 61-73, September.
  12. Lewis, Tracy R & Sappington, David E M, 1994, "Supplying Information to Facilitate Price Discrimination," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 35, issue 2, pages 309-327, May.
  13. Benjamin F. Blair & Tracy R. Lewis, 1994, "Optimal Retail Contracts with Asymmetric Information and Moral Hazard," RAND Journal of Economics, The RAND Corporation, volume 25, issue 2, pages 284-296, Summer.
  14. Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994, "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, volume 62, issue 2, pages 415-442, June.
  15. Tae-Hwy Lee & Faik Koray, 1994, "Uncertainty in Sales and Inventory Behaviour in the U.S. Trade Sectors," Canadian Journal of Economics, Canadian Economics Association, volume 27, issue 1, pages 129-142, February.
  16. Lee, Tae-Hwy, 1994, "Spread and volatility in spot and forward exchange rates," Journal of International Money and Finance, Elsevier, volume 13, issue 3, pages 375-383, June.
  17. Neilson, William S. & Winter, Harold, 1994, "Enhancing bargaining power with most-favored-customer pricing," Economics Letters, Elsevier, volume 44, issue 1-2, pages 61-66.
  18. Neilson William S., 1994, "Second Price Auctions without Expected Utility," Journal of Economic Theory, Elsevier, volume 62, issue 1, pages 136-151, February.
  19. Griffin, James M & Neilson, William S, 1994, "The 1985-86 Oil Price Collapse and Afterwards: What Does Game Theory Add?," Economic Inquiry, Western Economic Association International, volume 32, issue 4, pages 543-561, October.
  20. Lovell, Michael C & Selover, David D, 1994, "Software Reviews," Economic Journal, Royal Economic Society, volume 104, issue 424, pages 713-726, May.
  21. Watson, Mark W, 1994, "Business-Cycle Durations and Postwar Stabilization of the U.S. Economy," American Economic Review, American Economic Association, volume 84, issue 1, pages 24-46, March.
  22. King, Robert G. & Watson, Mark W., 1994, "The post-war U.S. phillips curve: a revisionist econometric history," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 41, issue 1, pages 157-219, December.
  23. King, Robert G. & Watson, Mark W., 1994, "Rejoinder to Evans and McCallum," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 41, issue 1, pages 243-250, December.
  24. Wooldridge, Jeffrey M., 1994, "On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi," Econometric Theory, Cambridge University Press, volume 10, issue 2, pages 409-418, June.
  25. Wooldridge, Jeffrey M, 1994, "A Simple Specification Test for the Predictive Ability of Transformation Models," The Review of Economics and Statistics, MIT Press, volume 76, issue 1, pages 59-65, February.

1993

  1. Blume Andreas & Kim Yong-Gwan & Sobel Joel, 1993, "Evolutionary Stability in Games of Communication," Games and Economic Behavior, Elsevier, volume 5, issue 4, pages 547-575, October.
  2. Bollerslev, Tim & Domowitz, Ian, 1993, "Trading Patterns and Prices in the Interbank Foreign Exchange Market," Journal of Finance, American Finance Association, volume 48, issue 4, pages 1421-1443, September.
  3. Bollerslev, Tim & Engle, Robert F, 1993, "Common Persistence in Conditional Variances," Econometrica, Econometric Society, volume 61, issue 1, pages 167-186, January.
  4. Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R., 1993, "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Journal of International Money and Finance, Elsevier, volume 12, issue 5, pages 511-521, October.
  5. Alejandro Gaviria, 1993, "El ahorro privado y los términos de intercambio: el caso colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 12, issue 23, pages 37-54, June, DOI: 10.32468/Espe.2302.
  6. Gonzalo, Jesus, 1993, "Cointegration and aggregation," Ricerche Economiche, Elsevier, volume 47, issue 3, pages 281-291, September.
  7. Engle, Robert F. & Issler, João Victor, 1993, "Common trends and common cycles in Latin America," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 47, issue 2, April.
  8. Engle, Robert F & Kozicki, Sharon, 1993, "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 4, pages 369-380, October.
  9. Engle, Robert F & Kozicki, Sharon, 1993, "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 4, pages 393-395, October.
  10. Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M, 1993, "An Incentive Approach to Banking Regulation," Journal of Finance, American Finance Association, volume 48, issue 4, pages 1523-1542, September.
  11. Lewis Tracy R. & Sappington David E. M., 1993, "Ignorance in Agency Problems," Journal of Economic Theory, Elsevier, volume 61, issue 1, pages 169-183, October.
  12. Lewis, Tracy R & Sappington David E M, 1993, "Choosing Workers' Qualifications: No Experience Necessary?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 34, issue 3, pages 479-502, August.
  13. Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993, "The Japanese consumption function," Journal of Econometrics, Elsevier, volume 55, issue 1-2, pages 275-298.
  14. Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993, "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, volume 18, issue 4, pages 747-760.
  15. Hahn S. Lee & Pierre L. Siklos, 1993, "The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991," Canadian Journal of Economics, Canadian Economics Association, volume 26, issue 3, pages 575-589, August.
  16. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993, "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, volume 56, issue 3, pages 269-290, April.
  17. William S. Neilson, 1993, "An Expected Utility-User's Guide to Nonexpected Utility Experiments," Eastern Economic Journal, Eastern Economic Association, volume 19, issue 3, pages 257-274, Summer.
  18. William S. Neilson & Harold Winter, 1993, "Bilateral Most-Favored-Customer Pricing and Collusion," RAND Journal of Economics, The RAND Corporation, volume 24, issue 1, pages 147-155, Spring.
  19. Vahid, F & Engle, Robert F, 1993, "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 8, issue 4, pages 341-360, Oct.-Dec..
  20. Stock, James H & Watson, Mark W, 1993, "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, volume 61, issue 4, pages 783-820, July.
  21. Watson, Mark W, 1993, "Measures of Fit for Calibrated Models," Journal of Political Economy, University of Chicago Press, volume 101, issue 6, pages 1011-1041, December, DOI: 10.1086/261913.

1992

  1. Terasvirta, T & Anderson, H M, 1992, "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 119-136, Suppl. De.
  2. Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992, "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, volume 74, issue 1, pages 116-126, February.
  3. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992, "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, volume 52, issue 1-2, pages 5-59.
  4. Baillie, Richard T. & Bollerslev, Tim, 1992, "Prediction in dynamic models with time-dependent conditional variances," Journal of Econometrics, Elsevier, volume 52, issue 1-2, pages 91-113.
  5. Cabrales, Antonio & Sobel, Joel, 1992, "On the limit points of discrete selection dynamics," Journal of Economic Theory, Elsevier, volume 57, issue 2, pages 407-419, August.
  6. Juan José Echavarría & Alejandro Gaviria Uribe, 1992, "Los determinantes de la tasa de cambio y la coyuntura actual en Colombia," Coyuntura Económica, Fedesarrollo, volume 22, issue 4, pages 101-112.
  7. Alejandro Gaviria Uribe & Carlos E. Posada, 1992, "El consumo en Colombia: revisión de la evidencia empírica," Coyuntura Económica, Fedesarrollo, volume 22, issue 4, pages 137-149.
  8. Grogger, Jeff, 1992, "Arrests, Persistent Youth Joblessness, and Black/White Employment Differentials," The Review of Economics and Statistics, MIT Press, volume 74, issue 1, pages 100-106, February.
  9. Issler, João Victor, 1992, "Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 12, issue 1, April.
  10. Lewis, Tracy R & Sappington, David E M, 1992, "Incentives for Conservation and Quality-Improvement by Public Utilities," American Economic Review, American Economic Association, volume 82, issue 5, pages 1321-1340, December.
  11. Lee, Hahn Shik, 1992, "Maximum likelihood inference on cointegration and seasonal cointegration," Journal of Econometrics, Elsevier, volume 54, issue 1-3, pages 1-47.
  12. Lee, Tae-Hwy, 1992, "Stock-Flow Relationships in U.S. Housing Construction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 419-430, August.
  13. Tae Hwy Lee, 1992, "On the Predictive Power of the Spread Between Spot and Forward Exchange Rates for Volatility," Korean Economic Review, Korean Economic Association, volume 8, pages 99-115.
  14. Liu, T & Granger, C W J & Heller, W P, 1992, "Using the Correlation Exponent to Decide whether an Economic Series is Chaotic," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 25-39, Suppl. De.
  15. Neilson, William S. & Winter, Harold, 1992, "Unilateral most-favored-customer pricing : A comparison with Stackelberg," Economics Letters, Elsevier, volume 38, issue 2, pages 229-232, February.
  16. Neilson, William S., 1992, "Some mixed results on boundary effects," Economics Letters, Elsevier, volume 39, issue 3, pages 275-278, July.
  17. Neilson, William S., 1992, "A mixed fan hypothesis and its implications for behavior toward risk," Journal of Economic Behavior & Organization, Elsevier, volume 19, issue 2, pages 197-211, October.
  18. Wooldridge, Jeffrey M., 1992, "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, volume 8, issue 4, pages 452-475, December.
  19. Wooldridge, Jeffrey M, 1992, "Some Alternatives to the Box-Cox Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 33, issue 4, pages 935-955, November.

1991

  1. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991, "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
  2. Richard T. Baillie & Tim Bollerslev, 1991, "Intra-Day and Inter-Market Volatility in Foreign Exchange Rates," The Review of Economic Studies, Review of Economic Studies Ltd, volume 58, issue 3, pages 565-585.
  3. Engle, Robert F & Gonzalez-Rivera, Gloria, 1991, "Semiparametric ARCH Models," Journal of Business & Economic Statistics, American Statistical Association, volume 9, issue 4, pages 345-359, October.
  4. Grogger, J T & Carson, Richard T, 1991, "Models for Truncated Counts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 3, pages 225-238, July-Sept.
  5. Grogger, Jeffrey, 1991, "Certainty vs. Severity of Punishment," Economic Inquiry, Western Economic Association International, volume 29, issue 2, pages 297-309, April.
  6. Issler, João Victor, 1991, "Inflation level and uncertainty: evidence using Brazilian data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 45, issue 3, July.
  7. Lewis, Tracy R & Sappington, David E M, 1991, "Technological Change and the Boundaries of the Firm," American Economic Review, American Economic Association, volume 81, issue 4, pages 887-900, September.
  8. Robert C. Feenstra & Tracy R. Lewis, 1991, "Distributing The Gains From Trade With Incomplete Information," Economics and Politics, Wiley Blackwell, volume 3, issue 1, pages 21-39, March, DOI: 10.1111/j.1468-0343.1991.tb00037.x.
  9. Lewis, Tracy R. & Sappington, David E. M., 1991, "All-or-nothing information control," Economics Letters, Elsevier, volume 37, issue 2, pages 111-113, October.
  10. Lewis, Tracy R & Sappington, David E M, 1991, "Oversight of Long-Term Investment by Short-Lived Regulators," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 32, issue 3, pages 579-600, August.
  11. Robert C. Feenstra & Tracy R. Lewis, 1991, "Negotiated Trade Restrictions with Private Political Pressure," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 106, issue 4, pages 1287-1307.
  12. Tracy R. Lewis & David E.M. Sappington, 1991, "Incentives for Monitoring Quality," RAND Journal of Economics, The RAND Corporation, volume 22, issue 3, pages 370-384, Autumn.
  13. Lee, Hahn Shik & Siklos, Pierre L., 1991, "Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence," Economics Letters, Elsevier, volume 35, issue 3, pages 273-277, March.
  14. Neilson, William S., 1991, "Smooth indifference sets," Journal of Mathematical Economics, Elsevier, volume 20, issue 2, pages 181-197.
  15. King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991, "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, volume 81, issue 4, pages 819-840, September.
  16. Mark W. Watson, 1991, "Using econometric models to predict recessions," Economic Perspectives, Federal Reserve Bank of Chicago, volume 15, issue Nov, pages 14-25.
  17. Wooldridge, Jeffrey M., 1991, "A note on computing r-squared and adjusted r-squared for trending and seasonal data," Economics Letters, Elsevier, volume 36, issue 1, pages 49-54, May.
  18. Wooldridge, Jeffrey M., 1991, "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 5-46, January.
  19. Wooldridge, Jeffrey M., 1991, "Specification testing and quasi-maximum- likelihood estimation," Journal of Econometrics, Elsevier, volume 48, issue 1-2, pages 29-55.

1990

  1. Ashley, Richard & Patterson, Douglas, 1990, "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 25, issue 3, pages 417-418, September.
  2. Ashley, Richard, 1990, "Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 31, issue 2, pages 301-313, May.
  3. Baillie, Richard T. & Bollerslev, Tim, 1990, "A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets," Journal of International Money and Finance, Elsevier, volume 9, issue 3, pages 309-324, September.
  4. Bollerslev, Tim, 1990, "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, volume 72, issue 3, pages 498-505, August.
  5. Grogger, Jeffrey, 1990, "A simple test for exogeneity in probit, logit, and poisson regression models," Economics Letters, Elsevier, volume 33, issue 4, pages 329-332, August.
  6. Katherine A. Kiel & Richard T. Carson, 1990, "An Examination of Systematic Differences in the Appreciation of Individual Housing Units," Journal of Real Estate Research, American Real Estate Society, volume 5, issue 3, pages 301-318.
  7. Robert C. Feenstra & Tracy Lewis & John McMillan, 1990, "Designing Policy To Open Trade," Economics and Politics, Wiley Blackwell, volume 2, issue 3, pages 223-240, November, DOI: 10.1111/j.1468-0343.1990.tb00031.x.
  8. Lewis, Tracy R & Sappington, David E M, 1990, "Sequential Regulatory Oversight," Journal of Regulatory Economics, Springer, volume 2, issue 4, pages 327-348, December.
  9. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990, "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, volume 58, issue 1, pages 113-144, January.
  10. Wooldridge, Jeffrey M., 1990, "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, volume 6, issue 1, pages 17-43, March.
  11. Wooldridge, Jeffrey M., 1990, "A note on the Lagrange multiplier and F-statistics for two stage least squares regressions," Economics Letters, Elsevier, volume 34, issue 2, pages 151-155, October.
  12. Wooldridge, Jeffrey M., 1990, "An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses," Journal of Econometrics, Elsevier, volume 45, issue 3, pages 331-350.

1989

  1. Ashley, Richard A & Patterson, Douglas M, 1989, "Linear versus Nonlinear Macroeconomies: A Statistical Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 30, issue 3, pages 685-704, August.
  2. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989, "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, volume 40, issue 1, pages 87-96, January.
  3. Lewis, Tracy R & Sappington, David E M, 1989, "Inflexible Rules in Incentive Problems," American Economic Review, American Economic Association, volume 79, issue 1, pages 69-84, March.
  4. Lewis, Tracy & Nickerson, David, 1989, "Self-insurance against natural disasters," Journal of Environmental Economics and Management, Elsevier, volume 16, issue 3, pages 209-223, May.
  5. Lewis, Tracy R. & Sappington, David E. M., 1989, "Countervailing incentives in agency problems," Journal of Economic Theory, Elsevier, volume 49, issue 2, pages 294-313, December.
  6. Lewis, Tracy R. & Feenstra, Robert & Ware, Roger, 1989, "Eliminating price supports : A political economy perspective," Journal of Public Economics, Elsevier, volume 40, issue 2, pages 159-185, November.
  7. Lewis, Tracy R & Sappington, David E M, 1989, "An Informational Effect When Regulated Firms Enter Unregulated Markets," Journal of Regulatory Economics, Springer, volume 1, issue 1, pages 35-45, March.
  8. Tracy R. Lewis & David E.M. Sappington, 1989, "Regulatory Options and Price-Cap Regulation," RAND Journal of Economics, The RAND Corporation, volume 20, issue 3, pages 405-416, Autumn.
  9. Granger, C W J & Lee, T H, 1989, "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 4, issue S, pages 145-159, Supplemen.
  10. Stock, James H. & Watson, Mark W., 1989, "Interpreting the evidence on money-income causality," Journal of Econometrics, Elsevier, volume 40, issue 1, pages 161-181, January.
  11. Watson, Mark W., 1989, "Recursive solution methods for dynamic linear rational expectations models," Journal of Econometrics, Elsevier, volume 41, issue 1, pages 65-89, May.
  12. Watson, Mark W, 1989, "MTS: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 4, issue 2, pages 205-206, April-Jun.
  13. Wooldridge, Jeffrey M., 1989, "A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model," Economics Letters, Elsevier, volume 31, issue 3, pages 239-243, December.

1988

  1. Ashley, Richard, 1988, "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, Elsevier, volume 4, issue 3, pages 363-376.
  2. Tim Bollerslev, 1988, "On The Correlation Structure For The Generalized Autoregressive Conditional Heteroskedastic Process," Journal of Time Series Analysis, Wiley Blackwell, volume 9, issue 2, pages 121-131, March, DOI: 10.1111/j.1467-9892.1988.tb00459.x.
  3. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988, "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, volume 96, issue 1, pages 116-131, February, DOI: 10.1086/261527.
  4. Lewis, Tracy R & Sappington, David E M, 1988, "Regulating a Monopolist with Unknown Demand," American Economic Review, American Economic Association, volume 78, issue 5, pages 986-998, December.
  5. James A. Brander & Tracy R. Lewis, 1988, "Bankruptcy Costs and the Theory of Oligopoly," Canadian Journal of Economics, Canadian Economics Association, volume 21, issue 2, pages 221-243, May.
  6. Lewis, Tracy R., 1988, "Handbook of natural resource and energy economics : Allan V. Kneese and James L. Sweeney, eds., Vol. II (North-Holland, Amsterdam, 1985) D.fl. 215.00," Journal of Development Economics, Elsevier, volume 28, issue 1, pages 137-139, February.
  7. Ronald M. Giammarino, Tracy Lewis, 1988, "A Theory of Negotiated Equity Financing," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 3, pages 265-288.
  8. Tracy R. Lewis & David E.M. Sappington, 1988, "Regulating a Monopolist with Unknown Demand and Cost Functions," RAND Journal of Economics, The RAND Corporation, volume 19, issue 3, pages 438-457, Autumn.
  9. Stock, James H & Watson, Mark W, 1988, "Variable Trends in Economic Time Series," Journal of Economic Perspectives, American Economic Association, volume 2, issue 3, pages 147-174, Summer.
  10. Watson, Mark W, 1988, "A Reexamination of Friedman's Consumption Puzzle: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 6, issue 4, pages 408-409, October.
  11. Ljungqvist, Lars & Park, Myungsoo & Stock, James H. & Watson, Mark W., 1988, "The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 2-3, pages 489-502.
  12. Wooldridge, Jeffrey M. & White, Halbert, 1988, "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, volume 4, issue 2, pages 210-230, August.

1987

  1. Bollerslev, Tim, 1987, "A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return," The Review of Economics and Statistics, MIT Press, volume 69, issue 3, pages 542-547, August.
  2. Machina, Mark J & Neilson, William S, 1987, "The Ross Characterization of Risk Aversion: Strengthening and Extension," Econometrica, Econometric Society, volume 55, issue 5, pages 1139-1149, September.
  3. Baillie, Richard T. & Selover, David D., 1987, "Cointegration and models of exchange rate determination," International Journal of Forecasting, Elsevier, volume 3, issue 1, pages 43-51.
  4. Watson, Mark W, 1987, "Vector Autoregressions and Reality: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 5, issue 4, pages 451-453, October.

1986

  1. Ashley, Richard & Vaughan, David, 1986, "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 4, issue 1, pages 95-103, January.
  2. Richard A. Ashley & Douglas M. Patterson & Melvin J. Hinich, 1986, "A Diagnostic Test For Nonlinear Serial Dependence In Time Series Fitting Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 7, issue 3, pages 165-178, May, DOI: 10.1111/j.1467-9892.1986.tb00500.x.
  3. Ashley, Richard A. & Patterson, Douglas M., 1986, "A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 21, issue 2, pages 221-227, June.
  4. Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.
  5. Loury, Glenn & Lewis, Tracy R, 1986, "On the Profitability of Interruptible Supply," American Economic Review, American Economic Association, volume 76, issue 4, pages 827-832, September.
  6. Brander, James A. & Lewis, Tracy R., 1986, "Oligopoly and Financial Structure: The Limited Liability Effect," American Economic Review, American Economic Association, volume 76, issue 5, pages 956-970, December.
  7. Eswaran, Mukesh & Lewis, Tracy, 1986, "Collusive behaviour in finite repeated games with bonding," Economics Letters, Elsevier, volume 20, issue 3, pages 213-216.
  8. Tracy Lewis & Robin Lindsey & Roger Ware, 1986, "Long-Term Bilateral Monopoly: The Case of an Exhaustible Resource," RAND Journal of Economics, The RAND Corporation, volume 17, issue 1, pages 89-104, Spring.
  9. Tracy R. Lewis, 1986, "Reputation and Contractual Performance in Long-Term Projects," RAND Journal of Economics, The RAND Corporation, volume 17, issue 2, pages 141-157, Summer.
  10. Stock, James H. & Watson, Mark W., 1986, "Does GNP have a unit root?," Economics Letters, Elsevier, volume 22, issue 2-3, pages 147-151.
  11. Watson, Mark W., 1986, "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, volume 18, issue 1, pages 49-75, July.

1985

  1. Ashley, Richard A & Orr, Daniel, 1985, "Further Results on Inventories and Price Stickiness," American Economic Review, American Economic Association, volume 75, issue 5, pages 964-975, December.
  2. Ashley, Richard, 1985, "On the Optimal Use of Suboptimal Forecasts of Explanatory Variables," Journal of Business & Economic Statistics, American Statistical Association, volume 3, issue 2, pages 129-131, April.
  3. Bollerslev, Tim & Hylleberg, Svend, 1985, "A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 47, issue 2, pages 153-170, May.
  4. Mukesh Eswaran & Tracy Lewis, 1985, "Exhaustible Resources and Alternative Equilibrium Concepts," Canadian Journal of Economics, Canadian Economics Association, volume 18, issue 3, pages 459-473, August.
  5. Tracy R. Lewis, 1985, "A Note on Mining with Investment in Capital [The Effect of Capital Intensity on the Optimal Rate of Extraction of a Mineral Deposit]," Canadian Journal of Economics, Canadian Economics Association, volume 18, issue 3, pages 665-667, August.
  6. Eichengreen, Barry & Watson, Mark W & Grossman, Richard S, 1985, "Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model," Economic Journal, Royal Economic Society, volume 95, issue 379, pages 725-745, September.
  7. Engle, Robert F. & Lilien, David M. & Watson, Mark, 1985, "A dymimic model of housing price determination," Journal of Econometrics, Elsevier, volume 28, issue 3, pages 307-326, June.
  8. Watson, Mark W & Engle, Robert F, 1985, "Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative," The Review of Economics and Statistics, MIT Press, volume 67, issue 2, pages 341-346, May.

1984

  1. Ashley, Richard, 1984, "A Simple Test for Regression Parameter Instability," Economic Inquiry, Western Economic Association International, volume 22, issue 2, pages 253-268, April.
  2. Eswaran, Mukesh & Lewis, Tracy R., 1984, "Ultimate recovery of an exhaustible resource under different market structures," Journal of Environmental Economics and Management, Elsevier, volume 11, issue 1, pages 55-69, March.
  3. Watson, Mark W. & Kraft, Dennis F., 1984, "Testing the interpretation of indices in a macroeconomic index model," Journal of Monetary Economics, Elsevier, volume 13, issue 2, pages 165-181, March.

1983

  1. Richard Ashley & John Guerard, 1983, "Applications of Time Series Analysis to Texas Financial Forecasting," Interfaces, INFORMS, volume 13, issue 4, pages 46-55, August, DOI: 10.1287/inte.13.4.46.
  2. Lewis, Tracy R, 1983, "Preemption, Divestiture, and Forward Contracting in a Market Dominated by a Single Firm," American Economic Review, American Economic Association, volume 73, issue 5, pages 1092-1101, December.
  3. Nancy Gallini & Tracy Lewis & Roger Ware, 1983, "Strategic Timing and Pricing of a Substitute in a Cartelized Resource Market," Canadian Journal of Economics, Canadian Economics Association, volume 16, issue 3, pages 429-446, August.
  4. Salant, Stephen & Eswaran, Mukesh & Lewis, Tracy, 1983, "The length of optimal extraction programs when depletion affects extraction costs," Journal of Economic Theory, Elsevier, volume 31, issue 2, pages 364-374, December.
  5. Eswaran, Mukesh & Lewis, Tracy R & Heaps, Terry, 1983, "On the Nonexistence of Market Equilibria in Exhaustible Resource Markets with Decreasing Costs," Journal of Political Economy, University of Chicago Press, volume 91, issue 1, pages 154-167, February, DOI: 10.1086/261133.
  6. Watson, Mark W. & Engle, Robert F., 1983, "Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models," Journal of Econometrics, Elsevier, volume 23, issue 3, pages 385-400, December.
  7. Watson, Mark W, 1983, "Imperfect Information and Wage Inertia in the Business Cycle: A Comment," Journal of Political Economy, University of Chicago Press, volume 91, issue 5, pages 876-879, October, DOI: 10.1086/261187.

1982

  1. Lewis, Tracy R, 1982, "Sufficient Conditions for Extracting Least Cost Resource First," Econometrica, Econometric Society, volume 50, issue 4, pages 1081-1083, July.
  2. Tracy R. Lewis & Richard Schmalensee, 1982, "Cartel Deception in Nonrenewable Resource Markets," Bell Journal of Economics, The RAND Corporation, volume 13, issue 1, pages 263-271, Spring.

1981

  1. Ashley, Richard, 1981, "Inflation and the Distribution of Price Changes across Markets: A Causal Analysis," Economic Inquiry, Western Economic Association International, volume 19, issue 4, pages 650-660, October.
  2. Tracy R. Lewis, 1981, "Exploitation of a Renewable Resource under Uncertainty," Canadian Journal of Economics, Canadian Economics Association, volume 14, issue 3, pages 422-439, August.
  3. Lewis, Tracy R., 1981, "Markets and environmental management with a storable pollutant," Journal of Environmental Economics and Management, Elsevier, volume 8, issue 1, pages 11-18, March.
  4. Lewis, Tracy, 1981, "Energy vs the environment," Journal of Environmental Economics and Management, Elsevier, volume 8, issue 1, pages 59-71, March.

1980

  1. Ashley, R & Granger, C W J & Schmalensee, R, 1980, "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, volume 48, issue 5, pages 1149-1167, July.
  2. Ashley, Richard A., 1980, "Wages and profits: A comment," Journal of Macroeconomics, Elsevier, volume 2, issue 4, pages 365-372.
  3. Eswaran, Mukesh & Lewis, Tracy R., 1980, "A note on market structure and the search for exhaustible resources," Economics Letters, Elsevier, volume 6, issue 1, pages 75-80.
  4. Tracy R. Lewis & Richard Schmalensee, 1980, "On Oligopolistic Markets for Nonrenewable Natural Resources," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 95, issue 3, pages 475-491.
  5. Tracy R. Lewis, 1980, "Bonus and Penalties in Incentive Contracting," Bell Journal of Economics, The RAND Corporation, volume 11, issue 1, pages 292-301, Spring.

1979

  1. Ashley, Richard, 1979, "Postponed linear approximations and adaptive control with non-quadratic losses," Journal of Economic Dynamics and Control, Elsevier, volume 1, issue 4, pages 347-359, November.
  2. Ashley, Richard A. & Granger, Clive W. J., 1979, "Time series analysis of residuals from the St. Louis model," Journal of Macroeconomics, Elsevier, volume 1, issue 4, pages 373-394.
  3. Lewis, Tracy R & Matthews, Steven A & Burness, H Stuart, 1979, "Monopoly and the Rate of Extraction of Exhaustible Resources: Note," American Economic Review, American Economic Association, volume 69, issue 1, pages 227-230, March.
  4. Tracy R. Lewis & Richard Schmalensee, 1979, "Non-convexity and Optimal Harvesting Strategies for Renewable Resources," Canadian Journal of Economics, Canadian Economics Association, volume 12, issue 4, pages 677-691, November.
  5. Lewis, Tracy R, 1979, "The Exhaustion and Depletion of Natural Resources," Econometrica, Econometric Society, volume 47, issue 6, pages 1569-1571, November.

1977

  1. Lewis, Tracy R., 1977, "Attitudes towards risk and the optimal exploitation of an exhaustible resource," Journal of Environmental Economics and Management, Elsevier, volume 4, issue 2, pages 111-119, June.
  2. Lewis, Tracy R & Schmalensee, Richard, 1977, "Nonconvexity and Optimal Exhaustion of Renewable Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 18, issue 3, pages 535-552, October.

1976

  1. Lewis, Tracy R., 1976, "Monopoly exploitation of an exhaustible resource," Journal of Environmental Economics and Management, Elsevier, volume 3, issue 3, pages 198-204, October.

Undated

  1. Kim, Jun Sung & Mitchell, Sophie Deborah & Wang, Liang Choon, undated, "Hedonic pricing and the role of stud fees in the market for thoroughbred yearlings in Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 63, issue 3, DOI: 10.22004/ag.econ.333838.

Books

2025

  1. Antonio Cabrales & Ismael Sanz (ed.), 2025, "Economics of Education," Springer Books, Springer, number 978-3-031-90911-5, ISBN: ARRAY(0x6e87d4d0), DOI: 10.1007/978-3-031-90911-5.

2024

  1. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Nonlinear Trending Time Series:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13844, ISBN: ARRAY(0x7827d588).

2021

  1. Escribano,Alvaro & Pena,Jorge, 2021, "Productivity in Emerging Countries," Cambridge Books, Cambridge University Press, number 9781108829441.

2017

  1. Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), 2017, "Achieving Financial Stability:Challenges to Prudential Regulation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10529, ISBN: ARRAY(0x791bc4e0).

2016

  1. Pablo Branas-Garza & Antonio Cabrales (ed.), 2016, "Experimental Economics," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-53816-1, ISBN: ARRAY(0xa3d955d8), April, DOI: 10.1057/9781137538161.
  2. Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016, "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8, ISBN: ARRAY(0xa3d72d98), April, DOI: 10.1007/978-1-137-56139-8.
  3. Jalan, Jyotsna & Marjit, Sugata & Santra, Sattwik (ed.), 2016, "India Public Finance and Policy Report 2016: Fiscal Issues and Macro Economy," OUP Catalogue, Oxford University Press, number 9780199472055, ISBN: ARRAY(0x8312d970).
  4. Garett Jones (ed.), 2016, "Banking Crises," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-55379-9, ISBN: ARRAY(0xa7421db8), April, DOI: 10.1057/9781137553799.

2015

  1. Pablo Branas-Garza & Antonio Cabrales (ed.), 2015, "Experimental Economics," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-53819-2, ISBN: ARRAY(0xa450dbb8), April, DOI: 10.1057/9781137538192.
  2. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-36130-1, ISBN: ARRAY(0xa47f43c0), April, DOI: 10.1057/9781137361301.
  3. Hirofumi Uchida & Arito Ono & Souichirou Kozuka & Makoto Hazama & Iichiro Uesugi, 2015, "Interfirm Relationships and Trade Credit in Japan," SpringerBriefs in Economics, Springer, number 978-4-431-55187-4, edition 127, ISBN: ARRAY(0x71ff1ea0), December, DOI: 10.1007/978-4-431-55187-4.
  4. Tsutomu Watanabe & Iichiro Uesugi & Arito Ono (ed.), 2015, "The Economics of Interfirm Networks," Advances in Japanese Business and Economics, Springer, number 978-4-431-55390-8, edition 127, ISBN: ARRAY(0x83ca5fd8), December, DOI: 10.1007/978-4-431-55390-8.

2014

  1. Blyde, Juan S. & Volpe Martincus, Christian & Molina, Danielken, 2014, "Fábricas sincronizadas: América Latina y el Caribe en la era de las Cadenas Globales de Valor," IDB Publications (Books), Inter-American Development Bank, number 6668, ISBN: ARRAY(0xa9f35a20).
  2. Racine, Jeffrey & Su, Liangjun & Ullah, Aman, 2014, "The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics," OUP Catalogue, Oxford University Press, number 9780199857944, ISBN: ARRAY(0x81f2c530).

2013

  1. Xiaohong Chen & Norman R. Swanson (ed.), 2013, "Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis," Springer Books, Springer, number 978-1-4614-1653-1, edition 127, ISBN: ARRAY(0x6e378970), DOI: 10.1007/978-1-4614-1653-1.

2012

  1. Kahn, Theodore & Molina, Danielken & Ramizo, Dorothea & Pasadilla, Gloria & Burmeister, Luca & Mesquita Moreira, Mauricio & Wignaraja, Ganeshan, 2012, "Shaping the Future of the Asia-Latin America and the Caribbean Relationship," IDB Publications (Books), Inter-American Development Bank, number 389, ISBN: ARRAY(0xaa50d390).

2010

  1. Bollerslev, Tim & Russell, Jeffrey & Watson, Mark (ed.), 2010, "Volatility and Time Series Econometrics: Essays in Honor of Robert Engle," OUP Catalogue, Oxford University Press, number 9780199549498, ISBN: ARRAY(0x814c0e68).
  2. Gandelman, Néstor & Gandelman, Eduardo & Castillo, Marco & Cárdenas, Juan Camilo & Bravo, David & Sethi, Rajiv & Sanhueza, Claudia & Soruco, Ximena & Ñopo, Hugo R. & Rossi, Máximo & Elías, Víctor & El, 2010, "Discrimination in Latin America: An Economic Perspective," IDB Publications (Books), Inter-American Development Bank, number 363, ISBN: ARRAY(0xa9fc2c90), DOI: http://dx.doi.org/10.18235/0014120.

2003

  1. Lora, Eduardo & Gaviria, Alejandro & Gallup, John Luke, 2003, "Is Geography Destiny?: Lessons from Latin America," IDB Publications (Books), Inter-American Development Bank, number 343, ISBN: ARRAY(0xaabe16f8), DOI: http://dx.doi.org/10.18235/0014100.
  2. Sojo, Carlos & Behrman, Jere R. & Pérez de Rada, Ernesto & Jiménez, Wilson & Gaviria, Alejandro & Calderón Martínez, Lissette & Alves, Denisard & Teruel, Graciela & Funkhouser, Edward & Pérez Saínz, J, 2003, "Who's In and Who's Out: Social Exclusion in Latin America," IDB Publications (Books), Inter-American Development Bank, number 323, ISBN: ARRAY(0xaad9f780).
  3. Jeffrey M. Wooldridge, 2003, "Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232332, edition 1, ISBN: ARRAY(0x82d8cf10), December.

2002

  1. Andersen,Lykke E. & Granger,Clive W. J. & Reis,Eustaquio J. & Weinhold,Diana & Wunder,Sven, 2002, "The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon," Cambridge Books, Cambridge University Press, number 9780521811972.

2001

  1. Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001, "Essays in Econometrics Real Author-Name:Granger,Clive W. J," Cambridge Books, Cambridge University Press, number 9780521772976.
  2. Jeffrey M. Wooldridge, 2001, "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232197, edition 1, ISBN: ARRAY(0x83b67558), December.

2000

  1. Pagés, Carmen & Piras, Claudia & Behrman, Jere R. & Payne, J. Mark & Duryea, Suzanne & Gallup, John Luke & Lora, Eduardo & Attanasio, Orazio P. & Savedoff, William D. & Gaviria, Alejandro & Márquez, G, 2000, "Development Beyond Economics: Economic and Social Progress in Latin America. 2000 Report," IDB Publications (Books), Inter-American Development Bank, number 404.

1998

  1. Hansen, Peter Reinhard & Johansen, Soren, 1998, "Workbook on Cointegration," OUP Catalogue, Oxford University Press, number 9780198776079, ISBN: ARRAY(0x8284f7e8).

1993

  1. James H. Stock & Mark W. Watson, 1993, "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, May.
  2. Stock, James H. & Watson, Mark W. (ed.), 1993, "Business Cycles, Indicators, and Forecasting," National Bureau of Economic Research Books, University of Chicago Press, number 9780226774886, edition 1, ISBN: ARRAY(0x6aa57598), December.

Chapters

2026

  1. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Adam Cap & Juri Marcucci & Rafael Schmidt & Olivier Sirello & Bruno Tissot, 2026, "Generative artificial intelligence in central banking," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking".

2025

  1. Antonio Cabrales, 2025, "The Impact of Families on Education," Springer Books, Springer, in: Antonio Cabrales & Ismael Sanz, "Economics of Education", DOI: 10.1007/978-3-031-90911-5_5.
  2. Òscar Jordà, 2025, "Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2025, volume 40".
  3. Mark W. Watson, 2025, "Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2025, volume 40".
  4. Jeffrey M. Wooldridge, 2025, "An Algebraic Equivalence between Generalized Fixed Effects and a Generalized Mundlak Regression with Applications to Heterogeneous Trends and Difference-in-Differences," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Badi H. Baltagi & László Mátyás, "Seven Decades of Econometrics and Beyond", DOI: 10.1007/978-3-031-92699-0_15.

2024

  1. Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
  2. Guerino Ardizzi & Giuseppe Bruno & Juri Marcucci & Roberto Iannaccone & Filippo Moauro & Alessandra Righi & Davide Zurlo, 2024, "The use of payment transaction data for economic forecasts," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
  3. Juri Marcucci, 2024, "Macroeconomic forecasting with text-based data," Chapters, Edward Elgar Publishing, chapter 16, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
  4. Tatsuyoshi Okimoto & Sumiko Takaoka, 2024, "Sustainability and Credit Spreads in Japan," Springer Books, Springer, in: Sumiko Takaoka, "Environmental Technology Innovation and ESG Investment", DOI: 10.1007/978-981-99-9768-8_2.
  5. Tatsuyoshi Okimoto & Sumiko Takaoka, 2024, "Credit Default Swaps and Corporate Environmental Impacts in Japan," Springer Books, Springer, in: Sumiko Takaoka, "Environmental Technology Innovation and ESG Investment", DOI: 10.1007/978-981-99-9768-8_3.
  6. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  7. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Trending Time Series Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  8. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Time Series Regressions with Weak Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  9. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Time Series Regressions with Strong Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  10. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Testing for Common Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  11. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Applications in Climate Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  12. Leslie E. Papke & Jeffrey M. Wooldridge, 2024, "A simple, robust test for choosing the level of fixed effects in linear panel data models," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_9.

2023

  1. Matthew Gibson & Maulik Jagnani & Hemant K. Pullabhotla, 2023, "Changes in Children’s Time Use, India 1998–2019," Research in Labor Economics, Emerald Group Publishing Limited, "Time Use in Economics", DOI: 10.1108/S0147-912120230000051003.
  2. Bekkers, Eddy & GOES, CARLOS, 2023, "The potential impact of global decoupling accounting for innovation spillovers from trade," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 6, in: Aiyar, Shekhar & Presbitero, Andrea & Ruta, Michele, "Geoeconomic Fragmentation: The Economic Risks from a Fractured World Economy".
  3. Katherine A. Kiel & Victor A. Matheson & Christopher Sullivan, 2023, "The Effect of Sports Franchises on Property Values: The Role of Owners Versus Renters," Sports Economics, Management, and Policy, Springer, in: Victor A. Matheson & Robert Baumann, "The Economic Impact of Sports Facilities, Franchises, and Events", DOI: 10.1007/978-3-031-39248-1_11.
  4. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023, "Data science in central banking: applications and tools," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking: applications and tools".
  5. Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci, 2023, "News and banks' equities: do words have predictive power?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking: applications and tools".

2022

  1. Michael D. Bauer & Eric T. Swanson, 2022, "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2022, volume 37".
  2. Bekkers, Eddy & GOES, CARLOS, 2022, "The impact of geopolitical conflicts on trade, growth, and innovation: An illustrative simulation study," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 31, in: Garicano, Luis & Rohner, Dominic & Weder di Mauro, Beatrice, "Global Economic Consequences of the War in Ukraine: Sanctions, Supply Chains and Sustainability".
  3. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A007.
  4. Patricio Dominguez & Magnus Lofstrom & Steven Raphael, 2022, "Decarceration and crime: California's experience," Chapters, Edward Elgar Publishing, chapter 5, in: Paolo Buonanno & Paolo Vanin & Juan Vargas, "A Modern Guide to the Economics of Crime".
  5. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2022, "Machine learning applications in central banking: an overview," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Machine learning in central banking".
  6. Mark W. Watson, 2022, "Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2022, volume 37".

2020

  1. Òscar Jordà & Fernanda Nechio, 2020, "Inflation Globally," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 8, in: Gonzalo Castex & Jordi Galí & Diego Saravia, "Changing Inflation Dynamics,Evolving Monetary Policy".
  2. Jessica Schlossberg & Norman R. Swanson, 2020, "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

2019

  1. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2019, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A011.
  2. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2019, "Variable Selection in Sparse Semiparametric Single Index Models," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B", DOI: 10.1108/S0731-90532019000040B005.
  3. Mark W. Watson, 2019, "Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2019, volume 34".
  4. Iraj Rahmani & Jeffrey M. Wooldridge, 2019, "Model-Selection Tests for Complex Survey Samples," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Complex Survey Data", DOI: 10.1108/S0731-905320190000039009.

2018

  1. Martín Tobal & Renato Yslas, 2018, "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
  2. Martín Tobal & Renato Yslas, 2018, "Dos modelos de intervención en el mercado cambiario: los casos de Brasil y México," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Alberto Ortiz Bolaños, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe".
  3. Jing Cynthia Wu & Ji Zhang, 2018, "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".

2017

  1. Paul R. Bergin & Òscar Jordà, 2017, "Measuring Monetary Policy Interdependence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "International Macroeconomic Interdependence".

2016

  1. Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2016, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," Springer Books, Springer, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart, "The Fascination of Probability, Statistics and their Applications", DOI: 10.1007/978-3-319-25826-3_17.
  2. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "Macrofinancial History and the New Business Cycle Facts," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2016, Volume 31".
  3. Koedel, C. & Podgursky, M., 2016, "Teacher Pensions," Handbook of the Economics of Education, Elsevier, chapter 0, DOI: 10.1016/B978-0-444-63459-7.00006-3.
  4. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2016, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035009.
  5. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016, "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035007.
  6. Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
  7. Liangjun Su & Yonghui Zhang, 2016, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036014.
  8. Stock, J.H. & Watson, M.W., 2016, "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.002.

2015

  1. Antonio Cabrales & Giovanni Ponti, 2015, "Social Preferences," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Pablo Branas-Garza & Antonio Cabrales, "Experimental Economics", DOI: 10.1057/9781137538192_6.
  2. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_1.
  3. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Regression Analyses with Multiple Variables," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_10.
  4. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Market-Switching Stocks," Palgrave Macmillan Books, Palgrave Macmillan, chapter 11, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_11.
  5. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "GARCH Analysis of Switchers," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_12.
  6. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Conclusions," Palgrave Macmillan Books, Palgrave Macmillan, chapter 13, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_13.
  7. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Activities," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_2.
  8. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Interviews," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_3.
  9. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Literature Review," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_4.
  10. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Empirical Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_5.
  11. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Preliminary Data Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_6.
  12. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Volatility Estimation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_7.
  13. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Basic Analysis of Relative Volatility," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_8.
  14. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Relative Risk Allowing for Size, Age or Liquidity," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_9.
  15. Nagore Iriberri & Pedro Rey-Biel, 2015, "Initial Responses in Strategic Situations," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Pablo Branas-Garza & Antonio Cabrales, "Experimental Economics", DOI: 10.1057/9781137538192_5.
  16. Tsutomu Watanabe & Iichiro Uesugi & Arito Ono, 2015, "The Economics of Interfirm Networks: Main Issues," Advances in Japanese Business and Economics, Springer, chapter 1, in: Tsutomu Watanabe & Iichiro Uesugi & Arito Ono, "The Economics of Interfirm Networks", DOI: 10.1007/978-4-431-55390-8_1.
  17. Iichiro Uesugi, 2015, "Interfirm Networks in Manufacturing Industry Agglomerations in Japan: Evidence from Survey Data," Advances in Japanese Business and Economics, Springer, chapter 4, in: Tsutomu Watanabe & Iichiro Uesugi & Arito Ono, "The Economics of Interfirm Networks", DOI: 10.1007/978-4-431-55390-8_4.
  18. Hirofumi Uchida & Arito Ono & Souichirou Kozuka & Makoto Hazama & Iichiro Uesugi, 2015, "Interfirm Relationships and Trade Credit in Japan: Evidence from Micro-Data," SpringerBriefs in Economics, Springer, "Interfirm Relationships and Trade Credit in Japan", DOI: 10.1007/978-4-431-55187-4_1.
  19. Mark W. Watson, 2015, "Comment on "Trends and Cycles in China's Macroeconomy"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2015, Volume 30".

2014

  1. Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at:http://web.yonsei.ac.kr/jinseocho/research.htm," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033014.
  2. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".
  3. Jorgen Hansen & Magnus Lofstrom & Xingfei Liu & Xuelin Zhang, 2014, "State Dependence in Social Assistance Receipt in Canada," Research in Labor Economics, Emerald Group Publishing Limited, "Safety Nets and Benefit Dependence", DOI: 10.1108/S0147-912120140000039002.

2013

  1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013, "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00017-2.
  2. Kristy Buzard & Gerald Carlino, 2013, "The geography of research and development activity in the US," Chapters, Edward Elgar Publishing, chapter 16, in: Frank Giarratani & Geoffrey J.D. Hewings & Philip McCann, "Handbook of Industry Studies and Economic Geography".
  3. Raffaella Giacomini & Barbara Rossi, 2013, "Forecasting in macroeconomics," Chapters, Edward Elgar Publishing, chapter 17, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
  4. Jesús Gonzalo & Jean-Yves Pitarakis, 2013, "Estimation and inference in threshold type regime switching models," Chapters, Edward Elgar Publishing, chapter 8, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
  5. Massimo Guidolin, 2013, "Markov switching models in asset pricing research," Chapters, Edward Elgar Publishing, chapter 1, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".
  6. Nikolay Gospodinov & Ana María Herrera & Elena Pesavento, 2013, "Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031003.
  7. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, National Bureau of Economic Research, Inc, "Sovereign Debt and Financial Crises".
  8. William S. Neilson & Michael McKee & Robert P. Berrens, 2013, "Value and outcome uncertainty as explanations for the WTA vs WTP disparity," Chapters, Edward Elgar Publishing, chapter 6, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
  9. Patton, Andrew, 2013, "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00016-6.
  10. Mark W. Watson, 2013, "Comment on "Shocks and Crashes"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2013, Volume 28".

2012

  1. Jeffrey Grogger & Gordon H. Hanson, 2012, "Attracting Talent: Location Choices of Foreign-born PhDs in the United States," NBER Chapters, National Bureau of Economic Research, Inc, "US High-Skilled Immigration in the Global Economy".
  2. Eric Hillebrand & Tae-Hwy Lee, 2012, "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," Advances in Econometrics, Emerald Group Publishing Limited, "30th Anniversary Edition", DOI: 10.1108/S0731-9053(2012)0000030011.
  3. Tae-Hwy Lee & Weiping Yang, 2012, "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, Emerald Group Publishing Limited, "30th Anniversary Edition", DOI: 10.1108/S0731-9053(2012)0000030017.
  4. Liangjun Su & Halbert L. White, 2012, "Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029018.
  5. John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012, "Combining Two Consistent Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029007.
  6. John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012, "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029009.

2011

  1. Anin Aroonruengsawat & Maximilian Auffhammer, 2011, "Impacts of Climate Change on Residential Electricity Consumption: Evidence from Billing Data," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Climate Change: Adaptations Past and Present".
  2. Michael C. Davis & Christian M. End, 2011, "Team Success, Productivity and Economic Impact," Chapters, Edward Elgar Publishing, chapter 7, in: Plácido Rodríguez & Stefan Késenne & Brad R. Humphreys, "The Economics of Sport, Health and Happiness".
  3. Massimo Guidolin, 2011, "Markov Switching Models in Empirical Finance," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B004.
  4. Massimo Guidolin, 2011, "Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B005.
  5. Massimo Guidolin & Federica Ria, 2011, "Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_2.
  6. Garett Jones, 2011, "IQ and national productivity," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
  7. Diep Duong & Norman R. Swanson, 2011, "Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B006.
  8. Jeffrey M. Wooldridge, 2011, "Teaching Undergraduate Econometrics," Chapters, Edward Elgar Publishing, chapter 43, in: Gail M. Hoyt & KimMarie McGoldrick, "International Handbook on Teaching and Learning Economics".

2010

  1. Heather M Anderson, 2010, "Discussion of Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Renée Fry & Callum Jones & Christopher Kent, "Inflation in an Era of Relative Price Shocks".
  2. Jose Sidaoui & Carlos Capistran & Daniel Chiquiar & Manuel Ramos-Francia, 2010, "On the predictive content of the PPI on CPI inflation: the case of Mexico," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy and the measurement of inflation: prices, wages and expectations".
  3. Alejandro Gaviria, 2010, "Comment on "Understanding High Crime Rates in Latin America: The Role of Social and Policy Factors"," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Crime: Lessons For and From Latin America".
  4. Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010, "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Crime: Lessons For and From Latin America".
  5. Patrick L. Hill & Brent W. Roberts & Jeffrey T. Grogger & Jonathan Guryan & Karen Sixkiller, 2010, "Decreasing Delinquency, Criminal Behavior, and Recidivism by Intervening on Psychological Factors Other Than Cognitive Ability: A Review of the Intervention Literature," NBER Chapters, National Bureau of Economic Research, Inc, "Controlling Crime: Strategies and Tradeoffs".
  6. Andréas Heinen & Alfonso Valdesogo, 2010, "Dynamic D-Vine Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Dorota Kurowicka & Harry Joe, "Dependence Modeling Vine Copula Handbook".
  7. Travis Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
  8. Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2010, "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Policy and Crisis".
  9. Gail Hoyt & Mary Kassis & David Vera & Jennifer Imazeki, 2010, "Interactive Large Enrollment Economics Courses," Chapters, Edward Elgar Publishing, chapter 10, in: Michael K. Salemi & William B. Walstad, "Teaching Innovations in Economics".

2009

  1. Jyotsna Jalan, 2009, "Poverty Alleviation Programs and their Impacts: A Survey," Chapters, Edward Elgar Publishing, chapter 12, in: Robert J. Brent, "Handbook of Research on Cost–Benefit Analysis".
  2. Magnus Lofstrom & Chunbei Wang, 2009, "Mexican-American self-employment: a dynamic analysis of business ownership," Research in Labor Economics, Emerald Group Publishing Limited, "Ethnicity and Labor Market Outcomes", DOI: 10.1108/S0147-9121(2009)0000029010.
  3. Andrew J. Patton, 2009, "Copula–Based Models for Financial Time Series," Springer Books, Springer, chapter 34, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_34.
  4. Andrew J. Patton & Kevin Sheppard, 2009, "Evaluating Volatility and Correlation Forecasts," Springer Books, Springer, chapter 36, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_36.
  5. Liangjun Su & Ye Chen & Aman Ullah, 2009, "Functional coefficient estimation with both categorical and continuous data," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025007.

2008

  1. Blume, Andreas & DeJong, Douglas V. & Sprinkle, Geoffrey B., 2008, "The Effect of Message Space Size on Learning and Outcomes in Sender-Receiver Games," Handbook of Experimental Economics Results, Elsevier, chapter 63, in: Charles R. Plott & Vernon L. Smith, "Handbook of Experimental Economics Results".
  2. Alvaro Escribano & Roberto Pascual, 2008, "Asymmetries in bid and ask responses to innovations in the trading process," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_4.
  3. Massimo Guidolin & Carrie Fangzhou Na, 2008, "Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00216-3.
  4. Tae-Hwy Lee & Yang Yang, 2008, "Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00213-8.
  5. Magnus Lofstrom & John Tyler, 2008, "Modeling the signaling value of the GED with an application to an exogenous passing standard increase in Texas," Research in Labor Economics, Emerald Group Publishing Limited, "Work, Earnings and Other Aspects of the Employment Relation", DOI: 10.1016/S0147-9121(08)28010-6.
  6. Nii Ayi Armah & Norman R. Swanson, 2008, "Chapter 5 Predictive Inference under Model Misspecification," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00205-9.
  7. Jeffrey M. Wooldridge, 2008, "Instrumental variables estimation of the average treatment effect in the correlated random coefficient model," Advances in Econometrics, Emerald Group Publishing Limited, "Modelling and Evaluating Treatment Effects in Econometrics", DOI: 10.1016/S0731-9053(07)00004-7.

2007

  1. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".

2006

  1. Heather M. Anderson & Chin Nam Low, 2006, "Random Walk Smooth Transition Autoregressive Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76010-7.
  2. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006, "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 15, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006, "Realized Beta: Persistence and Predictability," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20020-8.
  4. Hibiki Ichiue, 2006, "Development of Japan’s credit markets," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Developing corporate bond markets in Asia".
  5. Yong Bao & Tae-Hwy Lee, 2006, "Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20021-X.
  6. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006, "Equity Market Integration of New EU Member States," Chapters, Edward Elgar Publishing, chapter 25, in: Klaus Liebscher & Josef Christl & Peter Mooslechner & Doris Ritzberger-Grünwald, "Financial Development, Integration and Stability".
  7. J. David López-Salido & Gabriel Pérez Quirós, 2006, "Comparative analysis: real convergence, cyclical synchrony and inflation differentials," Other publications, Banco de España, chapter 15, "The analysis of the Spanish Economy".
  8. Miriam Golden & Lucio Picci, 2006, "Corruption and the Management of Public Works in Italy," Chapters, Edward Elgar Publishing, chapter 16, in: Susan Rose-Ackerman, "International Handbook on the Economics of Corruption".
  9. Corradi, Valentina & Swanson, Norman R., 2006, "Predictive Density Evaluation," Handbook of Economic Forecasting, Elsevier, chapter 5, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  10. Geetesh Bhardwaj & Norman R. Swanson, 2006, "A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76014-4.
  11. Stock, James H. & Watson, Mark W., 2006, "Forecasting with Many Predictors," Handbook of Economic Forecasting, Elsevier, chapter 10, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".

2005

  1. Andreas Blume & Douglas V. DeJong & Michael Maier, 2005, "Cognition In Spatial Dispersion Games," Springer Books, Springer, chapter 0, in: Rami Zwick & Amnon Rapoport, "Experimental Business Research", DOI: 10.1007/0-387-24244-9_8.

2003

  1. Tae-Hwan Kim & Halbert White, 2003, "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later", DOI: 10.1016/S0731-9053(03)17005-3.
  2. James H. Stock & Mark W. Watson, 2003, "Has the Business Cycle Changed and Why?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2002, Volume 17".

2002

  1. Vítor Gaspar & Gabriel Perez-Quirós & Jorge Sicilia, 2002, "The monetary policy decisions of the ECB and the money market," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market functioning and central bank policy".

2000

  1. Julian R. Betts & Magnus Lofstrom, 2000, "The Educational Attainment of Immigrants: Trends and Implications," NBER Chapters, National Bureau of Economic Research, Inc, "Issues in the Economics of Immigration".

1999

  1. Stock, James H. & Watson, Mark W., 1999, "Business cycle fluctuations in us macroeconomic time series," Handbook of Macroeconomics, Elsevier, chapter 1, in: J. B. Taylor & M. Woodford, "Handbook of Macroeconomics".

1997

  1. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997, "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters, National Bureau of Economic Research, Inc, "Reducing Inflation: Motivation and Strategy".

1993

  1. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993, "Modeling Nonlinearity over the Business Cycle," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".
  2. James H. Stock & Mark W. Watson, 1993, "Introduction to "Business Cycles, Indicators and Forecasting"," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".
  3. James H. Stock & Mark W. Watson, 1993, "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".

1989

  1. James H. Stock & Mark W. Watson, 1989, "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1989, Volume 4".

1988

  1. Matthew D. Shapiro & Mark W. Watson, 1988, "Sources of Business Cycle Fluctuations," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1988, Volume 3".

1986

  1. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986, "Arch models," Handbook of Econometrics, Elsevier, chapter 49, in: R. F. Engle & D. McFadden, "Handbook of Econometrics".
  2. Watson, Mark W., 1986, "Vector autoregressions and cointegration," Handbook of Econometrics, Elsevier, chapter 47, in: R. F. Engle & D. McFadden, "Handbook of Econometrics".
  3. Olivier J. Blanchard & Mark W. Watson, 1986, "Are Business Cycles All Alike?," NBER Chapters, National Bureau of Economic Research, Inc, "The American Business Cycle: Continuity and Change".
  4. Wooldridge, Jeffrey M., 1986, "Estimation and inference for dependent processes," Handbook of Econometrics, Elsevier, chapter 45, in: R. F. Engle & D. McFadden, "Handbook of Econometrics".

1984

  1. Granger, C.W.J. & Watson, Mark W., 1984, "Time series and spectral methods in econometrics," Handbook of Econometrics, Elsevier, chapter 17, in: Z. Griliches† & M. D. Intriligator, "Handbook of Econometrics".

Software components

2026

  1. Soo Jeong Lee & Jeffrey M. Wooldridge, 2026, "LWDID: Stata module to implmenent Rolling Difference-in-Differences Estimator for Small-N and Large-N Panel Data," Statistical Software Components, Boston College Department of Economics, number S459672, revised 07 Sep 2026.
  2. Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge, 2026, "DRLATE: Stata module to perform Doubly robust estimation of the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT)," Statistical Software Components, Boston College Department of Economics, number S459708, revised .

2025

  1. Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge, 2025, "TEFFECTS2: Stata module to estimate average treatment effects with observational data," Statistical Software Components, Boston College Department of Economics, number S459518, revised .

2024

  1. Jing Cynthia Wu & Yinxi Xie, 2024, "Code and data files for "Unconventional Monetary and Fiscal Policy"," Computer Codes, Review of Economic Dynamics, number 24-2, revised .

2023

  1. Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge, 2023, "KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators," Statistical Software Components, Boston College Department of Economics, number S459257, revised 20 Apr 2025.

2021

  1. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021, "Code and data files for "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Computer Codes, Review of Economic Dynamics, number 20-507, revised .
  2. David M. Kaplan, 2021, "DISTCOMP: Stata module to compare distributions," Statistical Software Components, Boston College Department of Economics, number S459001, revised .
  3. David M. Kaplan, 2021, "SIVQR: Stata module to perform smoothed IV quantile regression," Statistical Software Components, Boston College Department of Economics, number S459002, revised 14 Mar 2023.

2018

  1. Munechika Katayama & Kwang Hwan Kim, 2018, "Code and data files for "Uncertainty Shocks and the Relative Price of Investment Goods"," Computer Codes, Review of Economic Dynamics, number 17-76, revised .
  2. Stephie Fried & Kevin Novan & William Peterman, 2018, "Code and data files for "The Distributional Effects of a Carbon Tax on Current and Future Generations"," Computer Codes, Review of Economic Dynamics, number 16-217, revised .

2016

  1. Shigeru Fujita & Makoto Nakajima, 2016, "Code and data files for "Worker Flows and Job Flows: A Quantitative Investigation"," Computer Codes, Review of Economic Dynamics, number 10-219, revised .
  2. William Peterman, 2016, "Code and data files for "The Effect of Endogenous Human Capital Accumulation on Optimal Taxation"," Computer Codes, Review of Economic Dynamics, number 14-205, revised .

2008

  1. Christian Haefke & Monique Ebell, 2008, "Code and data files for "Product Market Deregulation and the U.S. Employtment Miracle"," Computer Codes, Review of Economic Dynamics, number 06-224, revised .

1999

  1. Christian Haefke, 1999, "Projections Parameterized Expectations Algorithms (Fortran)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 67, revised .

1998

  1. Christian Haefke, 1998, "Projections Parameterized Expectations Algorithms (Gauss)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 68, revised .
  2. Christian Haefke, 1998, "Projections Parameterized Expectations Algorithms (Matlab)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 69, revised .

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