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Publications

by members of

Rimini Centre for Economic Analysis (RCEA)
Waterloo, Canada

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2024

  1. Doron Sayag & Avichai Snir & Daniel Levy, 2024. "Small Price Changes, Sales Volume, and Menu Cost," Papers 2403.07166, arXiv.org.
  2. Avichai Snir & Daniel Levy & Dudi Levy & Haipeng Allan Chen, 2024. "Price Gouging or Market Forces? Fairness Perceptions of Price Hikes in the Pandemic," Papers 2403.07617, arXiv.org.
  3. Conall O'Sullivan & Vassilios G. Papavassiliou & Ronald Wekesa Wafula & Sabri Boubaker, 2024. "New Insights into Liquidity Resiliency," Post-Print hal-04432411, HAL.

2023

  1. Sourav Ray & Avichai Snir & Daniel Levy, 2023. "Retail Pricing Format and Rigidity of Regular Prices," Papers 2306.17309, arXiv.org.
  2. Alberto Bucci & Boubacar Diallo & Simone Marsiglio, 2023. "On The Nonlinearity of the Finance and Growth Relation: the Role of Human Capital," CEIS Research Paper 567, Tor Vergata University, CEIS, revised 20 Nov 2023.
  3. Dergiades, Theologos & Milas, Costas & Mossialos, Elias & Panagiotidis, Theodore, 2023. "COVID-19 anti-contagion policies and economic support measures in the USA," LSE Research Online Documents on Economics 119774, London School of Economics and Political Science, LSE Library.
  4. Jolian McHardy, 2023. "Platform Models and Strategic Interaction on a Multi-Agent Transport Network," Working Papers 2023007, The University of Sheffield, Department of Economics.
  5. Dimitrios Bakas & Ioanna Konstantakopoulou & Athanasios Triantafyllou, 2023. "Commodity price uncertainty and international trade," Post-Print hal-04277612, HAL.
  6. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2023. "Labor Reallocation and Unemployment Fluctuations: A Tale of Two Tails," Working Paper series 23-07, Rimini Centre for Economic Analysis.
  7. Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
  8. Muhammad Shahbaz & Vassilios Papavassiliou & Amine Lahiani & David Roubaud, 2023. "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," Post-Print hal-03573208, HAL.

2022

  1. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022," Working Papers 2022-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  2. Daniel Levy & Avichai Snir, 2022. "Potterian Economics," Papers 2208.03564, arXiv.org.
  3. Avichai Snir & Haipeng & Chen & Daniel Levy, 2022. "Zero-Ending Prices, Cognitive Convenience, and Price Rigidity," Papers 2210.00488, arXiv.org.
  4. Mark Bergen & Thomas Bergen & Daniel Levy & Rose Semenov, 2022. "3 Lessons from Hyperinflationary Periods," Papers 2212.00640, arXiv.org.
  5. Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Papers 2022-01, Bar-Ilan University, Department of Economics.
  6. Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
  7. Daniel Levy & Avichai Snir, 2022. "Potterian Economics‎," Working Papers 2022-06, Bar-Ilan University, Department of Economics.
  8. Alberto Bucci & Riccardo Calcagno & Simone Marsiglio & Tiago Neves Sequeira, 2022. "Financial Literacy, Human Capital and Long-Run Economic Growth," CeBER Working Papers 2022-08, Centre for Business and Economics Research (CeBER), University of Coimbra.
  9. Spyridon Boikos & Alberto Bucci & Tiago Neves Sequeira, 2022. "May Human Capital Rescue The Empty Planet?," CeBER Working Papers 2022-09, Centre for Business and Economics Research (CeBER), University of Coimbra.
  10. Clerides, Sofronis & Courty, Pascal & Ma, Yupei, 2022. "Store expensiveness and consumer saving: Insights from a new decomposition of price dispersion," CEPR Discussion Papers 14514, C.E.P.R. Discussion Papers.
  11. Martino Banchio & Andrzej Skrzypacz, 2022. "Artificial Intelligence and Auction Design," Papers 2202.05947, arXiv.org.
  12. Bigoni, Maria & Casari, Marco & , & , & Spagnolo, Giancarlo, 2022. "It's Payback time: new insights on cooperation in the repeated prisoners' dilemma," CEPR Discussion Papers 16912, C.E.P.R. Discussion Papers.
  13. Ostrovsky, Michael & Skrzypacz, Andy, 2022. "Pure-Strategy Equilibrium in the Generalized First-Price Auction," Research Papers 4043, Stanford University, Graduate School of Business.
  14. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2022. "Unemployment Claims During COVID-19 and Economic Support Measures in the U.S," Working Paper series 22-07, Rimini Centre for Economic Analysis.
  15. Jolian McHardy, 2022. "A multi-operator differentiated transport network model," Working Papers 2022010, The University of Sheffield, Department of Economics.
  16. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2022. "A consumer surplus, welfare and profit enhancing strategy for improving urban transport networks," Working Papers 2022012, The University of Sheffield, Department of Economics.
  17. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Papers 2205.07579, arXiv.org, revised Nov 2022.
  18. Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022. "The risks of exiting too early the policy responses to the COVID-19 recession," LSE Research Online Documents on Economics 113327, London School of Economics and Political Science, LSE Library.
  19. Claudio Morana, 2022. "Euro area inflation and a new measure of core inflation," Working Papers 505, University of Milano-Bicocca, Department of Economics, revised Oct 2023.
  20. Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2022. "On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market," Working Papers 202302, Geary Institute, University College Dublin.
  21. Antonie, Luiza & Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2022. "Intergenerational mobility in a mid-Atlantic economy: Canada,1871-1901," LSE Research Online Documents on Economics 116602, London School of Economics and Political Science, LSE Library.

2021

  1. Susana Campos-Martins & David F. Hendry, 2021. "Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns," Economics Series Working Papers 948 JEL classification: C, University of Oxford, Department of Economics.
  2. Jennifer L. Castle & David F. Hendry, 2021. "Can the UK achieve net-zero greenhouse gas emissions by 2050?," Economics Series Working Papers 953 JEL classification: C, University of Oxford, Department of Economics.
  3. James A. Brander & Barbara J. Spencer, 2021. "Intellectual Property Infringement by Foreign Firms: Import Protection through the ITC or Court," NBER Working Papers 28496, National Bureau of Economic Research, Inc.
  4. Daniel Levy & Avichai Snir & Haipeng (Allan) Chen, 2021. "Stuck at Zero: Price Rigidity in a Runaway Inflation," Working Papers 2021-01, Bar-Ilan University, Department of Economics.
  5. Daniel Levy & Avichai Snir, 2021. "Stuck at Zero: Price Rigidity in a Runaway Inflation," Working Papers 2021-04, Bar-Ilan University, Department of Economics.
  6. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021. "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers 2021-05, McMaster University.
  7. Dimitriadou, Athanasia & Agrapetidou, Anna & Gogas, Periklis & Papadimitriou, Theophilos, 2021. "Credit Rating Agencies: Evolution or Extinction?," DUTH Research Papers in Economics 9-2021, Democritus University of Thrace, Department of Economics.
  8. Pagano, Marco & mengoli, stefano & Pattitoni, Pierpaolo, 2021. "The Geography of Investor Attention," CEPR Discussion Papers 16747, C.E.P.R. Discussion Papers.
  9. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does it Matter where you Search? Twitter versus Traditional News Media," Discussion Paper Series 2021_04, Department of Economics, University of Macedonia, revised Feb 2021.
  10. Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2021. "Effectiveness of Government Policies in Response to the COVID-19 Outbreak," Discussion Paper Series 2021_05, Department of Economics, University of Macedonia, revised Feb 2021.
  11. Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  12. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021. "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers 21-017/III, Tinbergen Institute.
  13. A. Mantovi, 2021. "Bitcoin selection rule and foundational game theoretic representation of mining competition," Economics Department Working Papers 2021-EP02, Department of Economics, Parma University (Italy).
  14. Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
  15. Fraser Summerfield & Livio Di Matteo, 2021. "Influenza Pandemics and Macroeconomic Fluctuations in Recent Economic History," Working Papers 210002, Canadian Centre for Health Economics.

2020

  1. 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 2012.03854, arXiv.org, revised Jan 2022.
  2. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  3. David F. Hendry, 2020. "A Short History of Macro-econometric Modelling," Economics Papers 2020-W01, Economics Group, Nuffield College, University of Oxford.
  4. David F. Hendry, 2020. "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers 2020-W02, Economics Group, Nuffield College, University of Oxford.
  5. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Robust Discovery of Regression Models," Economics Papers 2020-W04, Economics Group, Nuffield College, University of Oxford.
  6. David F. Hendry & Felix Pretis, 2020. "Analyzing Differences between Scenarios," Economics Papers 2020-W05, Economics Group, Nuffield College, University of Oxford.
  7. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Short-term forecasting of the Coronavirus Pandemic - 2020-04-27," Economics Papers 2020-W06, Economics Group, Nuffield College, University of Oxford.
  8. Jennifer Castle & David Hendry, 2020. "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers 898, University of Oxford, Department of Economics.
  9. Jennifer Castle & Jurgen Doornik & David Hendry, 2020. "Modelling Non-stationary 'Big Data'," Economics Series Working Papers 905, University of Oxford, Department of Economics.
  10. Lancia, Francesco & Russo, Alessia & Worrall, Tim S, 2020. "Optimal Sustainable Intergenerational Insurance," CEPR Discussion Papers 15540, C.E.P.R. Discussion Papers.
  11. Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers 2020-01, Bar-Ilan University, Department of Economics.
  12. Alberto Bucci & Lorenzo Carbonari & Pedro Mazeda Gil & Giovanni Trovato, 2020. "Economic Growth and Innovation Complexity: An Empirical Estimation of a Hidden Markov Model," CEIS Research Paper 483, Tor Vergata University, CEIS, revised 12 Nov 2021.
  13. Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
  14. Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay, 2020. "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Post-Print hal-02512423, HAL.
  15. Deniz Erdemlioglu & Nikola Gradojevic, 2020. "Heterogeneous investment horizons, risk regimes, and realized jumps," Post-Print hal-02995997, HAL.
  16. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
  17. Marta Montinaro & Rupayan Pal & Marcella Scrimitore, 2020. "Per unit and ad valorem royalties in a patent licensing game," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-014, Indira Gandhi Institute of Development Research, Mumbai, India.
  18. Giuranno, Michele G. & Scrimitore, Marcella & Stamatopoulos, Giorgos, 2020. "Subsidy policies and vertical integration in times of crisis: Can two virtues produce an evil?," MPRA Paper 104413, University Library of Munich, Germany.
  19. Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Essex Finance Centre Working Papers 27361, University of Essex, Essex Business School.
  20. Bakas, Dimitrios & Triantafyllou, Athanasios, 2020. "Commodity Price Volatility and the Economic Uncertainty of Pandemics," Essex Finance Centre Working Papers 27364, University of Essex, Essex Business School.
  21. Donatella Baiardi & Claudio Morana, 2020. "Climate change awareness: Empirical evidence for the European Union," Working Papers 426, University of Milano-Bicocca, Department of Economics, revised Feb 2021.
  22. Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
  23. Miana Plesca & Fraser Summerfield, 2020. "Has mismatch got us down? Skills and productivity in Canada," Working Paper series 20-02, Rimini Centre for Economic Analysis.

2019

  1. Jennifer L. Castle & Jurgen A. Doornik & David Hendry, 2019. "Some forecasting principles from the M4 competition," Economics Papers 2019-W01, Economics Group, Nuffield College, University of Oxford.
  2. Daniel Levy, 2019. "Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity," Working Papers 2019-01, Bar-Ilan University, Department of Economics.
  3. Daniel Levy & Andrew T. Young, 2019. "Promise, Trust and Betrayal: Costs of Breaching an Implicit Contract," Working Papers 2019-04, Bar-Ilan University, Department of Economics.
  4. Daniel Levy & Avichai Snir, 2019. "If You Think 9-Ending Prices Are Low, Think Again," Working Papers 2019-06, Bar-Ilan University, Department of Economics.
  5. Daniel Levy & Mark Bergen, 2019. "Pricing Better," Working Papers 2019-07, Bar-Ilan University, Department of Economics.
    • Ray, Sourav & Wang, Li & Levy, Daniel & Bergen, Mark, 2019. "Pricing Better," EconStor Preprints 201843, ZBW - Leibniz Information Centre for Economics.
    • Ray, Sourav & Wang, Li & Levy, Daniel & Bergen, Mark, 2019. "Pricing Better," MPRA Paper 95654, University Library of Munich, Germany.
    • Ray, Sourav & Wang, Li & Levy, Daniel & Bergen, Mark, 2019. "Pricing Better," MPRA Paper 95596, University Library of Munich, Germany.
    • Daniel Levy & Sourav Ray & Li Wang & Mark Bergen, 2019. "Pricing Better," Working Papers 008-19 JEL Codes: M31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
    • Sourav Ray & Li Wang & Daniel Levy & Mark Bergen, 2019. "Pricing Better," Working Paper series 19-16, Rimini Centre for Economic Analysis.
  6. Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
  7. Alberto Bucci & Lorenzo Carbonari & Monia Ranalli & Giovanni Trovato, 2019. "Health and Development," CEIS Research Paper 470, Tor Vergata University, CEIS, revised 24 Mar 2021.
  8. Gogas, Periklis & Papadimitriou, Theophilos & Sofianos, Emmanouil, 2019. "Money Neutrality, Monetary Aggregates and Machine Learning," DUTH Research Papers in Economics 4-2016, Democritus University of Thrace, Department of Economics.
  9. Riccardo Ferretti & Pierpaolo Pattitoni & Alex Castelli, 2019. "Security-voting structure and equity financing in the Banking Sector: ‘One Head-One Vote’ versus ‘One Share-One Vote’," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0074, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  10. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019. "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series 2019_08, Department of Economics, University of Macedonia, revised Nov 2019.
  11. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2019. "Non-performing loans and sovereign credit ratings," Working Paper series 19-13, Rimini Centre for Economic Analysis.
  12. Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019. "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 19-025/III, Tinbergen Institute.
  13. Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
  14. Giuranno, Michele G. & Scrimitore, Marcella & Stamatopoulos, Giorgos, 2019. "Managerial accountability under yardstick competition," MPRA Paper 92867, University Library of Munich, Germany.
  15. Giuranno, Michele G. & Scrimitore, Marcella & Stamatopoulos, Giorgos, 2019. "Vertical Integration under an Optimal Tax Policy: a Consumer Surplus Detrimental Result," ETA: Economic Theory and Applications 294195, Fondazione Eni Enrico Mattei (FEEM).
  16. Marcella Scrimitore, 2019. "Endogenizing managerial delegation: A new result under Nash bargaining and network effects," EERI Research Paper Series EERI RP 2019/15, Economics and Econometrics Research Institute (EERI), Brussels.
  17. A. Mantovi, 2019. "Information insensitivity, collateral flows and the logic of financial stability," Economics Department Working Papers 2019-EP01, Department of Economics, Parma University (Italy).
  18. Harald Kinateder & Vassilios G. Papavassiliou, 2019. "Sovereign bond return prediction with realized higher moments," Open Access publications 10197/11286, Research Repository, University College Dublin.
  19. Conall O'Sullivan & Vassilios G. Papavassiliou, 2019. "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications 10197/9299, Research Repository, University College Dublin.
  20. Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2019. "Occupational income scores and immigrant assimilation. Evidence from the Canadian census," LSE Research Online Documents on Economics 100334, London School of Economics and Political Science, LSE Library.

2018

  1. Jennifer Castle & Jurgen Doornik & David Hendry, 2018. "Selecting a Model for Forecasting," Economics Series Working Papers 861, University of Oxford, Department of Economics.
  2. Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  3. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
  4. Bruce E. Hansen & Jeffrey S. Racine, 2018. "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers 2018-09, McMaster University.
  5. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.
  6. Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2018. "Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change," Working Paper Series in Economics 113, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  7. Clerides, Sofronis & Antoniades, Alexis & Xu, Mingzhi, 2018. "Micro-responses to shocks: Pricing, promotion, and entry," CEPR Discussion Papers 13281, C.E.P.R. Discussion Papers.
  8. Periklis Gogas & Theofilos Papadimitriou & Dimitrios Karagkiozis, 2018. "The Fama 3 and Fama 5 factor models under a machine learning framework," Working Paper series 18-05, Rimini Centre for Economic Analysis.
  9. Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
  10. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2018. "Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets," Working Paper series 18-42, Rimini Centre for Economic Analysis.
  11. Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
  12. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
  13. Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018. "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers 18-063/III, Tinbergen Institute.
  14. Andrea Mantovi, 2018. "The monetary dimension of arbitrage. A brief note," Working Paper series 18-27, Rimini Centre for Economic Analysis, revised Oct 2018.
  15. Dimitrios Bakas & Athanasios Triantafyllou, 2018. "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics 2018/02, Economics, Nottingham Business School, Nottingham Trent University.
  16. Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
  17. Claudio, Morana, 2018. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers 382, University of Milano-Bicocca, Department of Economics, revised 04 Jun 2018.
  18. John Leventides & Kalliopi Loukaki & Vassilios Papavassiliou, 2018. "Simulating financial contagion dynamics in random interbank networks," Working Paper series 18-34, Rimini Centre for Economic Analysis.
  19. Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2018. "Occupational income scores and immigration assimilation. Evidence from the Canadian census," Economic History Working Papers 91317, London School of Economics and Political Science, Department of Economic History.
  20. Grogan, Louise & Summerfield, Fraser, 2018. "Government Transfers, Work and Wellbeing: Evidence from the Russian Old-Age Pension," IZA Discussion Papers 11961, Institute of Labor Economics (IZA).
  21. Livio Di Matteo & Fraser Summerfield, 2018. "The Shifting Scully Curve: International Evidence from 1870 to 2013," Working Paper series 18-01, Rimini Centre for Economic Analysis.

2017

  1. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
  2. Neil R. Ericsson & David F. Hendry & Stedman B. Hood, 2017. "Milton Friedman and Data Adjustment," IFDP Notes 2017-05-15, Board of Governors of the Federal Reserve System (U.S.).
  3. James Duffy & David Hendry, 2017. "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers 818, University of Oxford, Department of Economics.
  4. David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
  5. Keith Head & Barbara J. Spencer, 2017. "Oligopoly in International Trade: Rise, Fall and Resurgence," NBER Working Papers 23720, National Bureau of Economic Research, Inc.
  6. Courty, Pascal & Engineer, Merwan, 2017. "A Pure Hedonic Theory of Utility and Status: Unhappy but Effcient Invidious Comparisons," CEPR Discussion Papers 12478, C.E.P.R. Discussion Papers.
  7. Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," CESifo Working Paper Series 6354, CESifo.
  8. Tim Worrall & Alessia Russo & Francesco Lancia, 2017. "Sustainable Intergenerational Insurance," 2017 Meeting Papers 319, Society for Economic Dynamics.
  9. Haipeng (Allan) Chen & Daniel Levy & Avichai Snir, 2017. "End of 9-Endings and Price Perceptions," Working Papers 2017-02, Bar-Ilan University, Department of Economics.
  10. Avichai Snir & Daniel Levy & Haipeng Allan Chen, 2017. "End of 9-endings, price recall, and price perceptions," Post-Print hal-02387743, HAL.
  11. Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  12. Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017. "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers 2017-01, McMaster University.
  13. Jeffrey Racine, 2017. "Energy, Economics & Replication," Department of Economics Working Papers 2017-02, McMaster University.
  14. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017. "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers 2017-14, McMaster University.
  15. Alberto BUCCI & Lorenzo CARBONARI & Giovanni TROVATO, 2017. "Variety, Competition, and Population in Economic Growth: Theory and Empirics," Departmental Working Papers 2017-06, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Baldanzi, Annarita & Bucci, Alberto & Prettner, Klaus, 2017. "Children's health, human capital accumulation, and R&D-based economic growth," Hohenheim Discussion Papers in Business, Economics and Social Sciences 01-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  17. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  18. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers 201737, University of Pretoria, Department of Economics.
  19. Orlov, Dmitry & Zryumov, Pavel & Skrzypacz, Andrzej, 2017. "Design of Macro-prudential Stress Tests," Research Papers 3548, Stanford University, Graduate School of Business.
  20. Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
  21. Li, Zhuo & Panza, Laura & Song, Yong, 2017. "The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models," MPRA Paper 80953, University Library of Munich, Germany.
  22. Joshua C C Chan & Yong Song, 2017. "Measuring inflation expectations uncertainty using high-frequency data," CAMA Working Papers 2017-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  23. Cyrine Ben-Hafaïedh & Alessandra Micozzi & Pierpaolo Pattitoni, 2017. "Academic spin-offs’ entrepreneurial teams and performance: a subgroups approach," Post-Print hal-01744886, HAL.
  24. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2017. "An assessment of the inflation targeting experience," Bank of Estonia Working Papers wp2017-11, Bank of Estonia, revised 09 Nov 2017.
  25. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2017. "Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone," Working Paper series 17-21, Rimini Centre for Economic Analysis.
  26. Jolian McHardy & Anita Ratcliffe, 2017. "Identity conflict: A framework and empirical investigation," Working Papers 2017006, The University of Sheffield, Department of Economics.
  27. Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay, 2017. "Informativeness of trade size in foreign exchange markets," Post-Print hal-01745281, HAL.
  28. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper 2017/11, Norges Bank.
  29. Alessandra Chirco & Marcella Scrimitore, 2017. "Privatization in an International Mixed Oligopoly: the Role of Product Differentiation under Price Competition," EERI Research Paper Series EERI RP 2017/06, Economics and Econometrics Research Institute (EERI), Brussels.
  30. Luciano Fanti & Marcella Scrimitore, 2017. "Hiring a manager or not? When asymmetric equilibria arise under outsourcing to a rival," Discussion Papers 2017/220, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  31. Luciano Fanti & Marcella Scrimitore, 2017. "The endogeneous choice of delegation in a duopoly with outsourcing to the rival," Discussion Papers 2017/219, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  32. Luciano Fanti & Marcella Scrimitore, 2017. "How to compete? Cournot vs. Bertrand in a vertical structure with an integrated input supplier," Discussion Papers 2017/221, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  33. A. Mantovi & G. Tagliavini, 2017. "Liquidity cognition and limits of arbitrage," Economics Department Working Papers 2017-EP01, Department of Economics, Parma University (Italy).
  34. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," NBS Discussion Papers in Economics 2017/06, Economics, Nottingham Business School, Nottingham Trent University.
  35. Dimitrios Bakas & Yousef Makhlouf, 2017. "Can the Insider-Outsider Theory Explain Unemployment Hysteresis in OECD Countries?," NBS Discussion Papers in Economics 2017/07, Economics, Nottingham Business School, Nottingham Trent University.
  36. Morana, Claudio & Sbrana, Giacomo, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways 253732, Fondazione Eni Enrico Mattei (FEEM).
  37. Simona Cicognani & Martina Cioni & Marco Savioli, 2017. "Conditions at work: how actual and expected working conditions drive perception," Working Paper series 17-17, Rimini Centre for Economic Analysis.
  38. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios & Hammoudeh, Shawkat, 2017. "The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries," MPRA Paper 79019, University Library of Munich, Germany, revised 07 May 2017.
  39. Eleftherios Goulas & Athina Zervoyianni, 2017. "Active labour-market policies and output growth - is there a causal relationship?," Working Paper series 17-20, Rimini Centre for Economic Analysis.
  40. Eleftherios Goulas & Athina Zervoyianni, 2017. "Government-sponsored labour-market training and output growth - cyclical, structural and globalization influences," Working Paper series 17-19, Rimini Centre for Economic Analysis.
  41. Eleftherios Goulas & Christos Kallandranis & Athina Zervoyianni, 2017. "Voting behavior and the economy: evidence from Greece," Working Paper series 17-18, Rimini Centre for Economic Analysis.

2016

  1. David Hendry, 2016. "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers 778, University of Oxford, Department of Economics.
  2. Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
  3. David Hendry & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
  4. David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
  5. David Hendry & Grayham E. Mizon, 2016. "Improving the Teaching of Econometrics," Economics Series Working Papers 785, University of Oxford, Department of Economics.
  6. Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
  7. Pierre M. PICARD & Tim WORRALL, 2016. "Is a policy of free movement of workers sustainable?," LIDAM Reprints CORE 2817, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Benjamin, Dwayne & Brandt, Loren & McCaig, Brian, 2016. "Growth with Equity: Income Inequality in Vietnam, 2002–14," IZA Discussion Papers 10392, Institute of Labor Economics (IZA).
  9. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
  10. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
  11. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
  12. Alberto Bucci & Philip Ushchev, 2016. "Specialization vs Competition: An Anatomy of Increasing Returns to Scale," HSE Working papers WP BRP 134/EC/2016, National Research University Higher School of Economics.
  13. Alberto BUCCI & Simone MARSIGLIO, 2016. "Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics," Departmental Working Papers 2016-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  14. Annarita BALDANZI & Alberto BUCCI & Klaus PRETTNER, 2016. "The Effects of Health Investments on Human Capital and R&D-Driven Economic Growth," Departmental Working Papers 2016-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  15. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
  16. Orlov, Dmitry & Skrzypacz, Andrzej & Zryumov, Pavel, 2016. "Persuading the Regular to Wait," Research Papers 3406, Stanford University, Graduate School of Business.
  17. Sannikov, Yuliy & Skrzypacz, Andrzej, 2016. "Dynamic Trading: Price Inertia and Front-Running," Research Papers 3487, Stanford University, Graduate School of Business.
  18. R. Ferretti & P. Pattitoni & R. Patuelli, 2016. "Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers," Working Papers wp1071, Dipartimento Scienze Economiche, Universita' di Bologna.
  19. E. M. Cervellati & P. Pattitoni & M. Savioli, 2016. "Cognitive Biases and Entrepreneurial Under-Diversification," Working Papers wp1076, Dipartimento Scienze Economiche, Universita' di Bologna.
  20. Michael Ellington & Chris Florackis & Costas Milas, 2016. "Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR," Working Paper series 16-28, Rimini Centre for Economic Analysis.
  21. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
  22. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
  23. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers 16-099/III, Tinbergen Institute.
  24. Rupayan Pal & Marcella Scrimitore, 2016. "Tacit collusion and market concentration under network effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-010, Indira Gandhi Institute of Development Research, Mumbai, India.
  25. A. Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Economics Department Working Papers 2016-EP01, Department of Economics, Parma University (Italy).
  26. A. Mantovi, 2016. "Stochastic and path dependence effects in the diffusion of ideas," Economics Department Working Papers 2016-EP02, Department of Economics, Parma University (Italy).
  27. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2016. "On the Significance of Labor Reallocation for European Unemployment: Evidence from a Panel of 15 Countries," Working Paper series 16-01, Rimini Centre for Economic Analysis.
  28. Morana, Claudio, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy 232925, Fondazione Eni Enrico Mattei (FEEM).
  29. Claudio Morana, 2016. "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers 155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  30. M. Savioli & R. Patuelli, 2016. "Social capital, institutions and policymaking," Working Papers wp1070, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. S. Cicognani & M. Cioni & M. Savioli, 2016. "The secret to job satisfaction is low expectations: How perceived working conditions differ from actual ones," Working Papers wp1083, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. Giuliana Birindelli & Paola Ferretti & Marco Savioli, 2016. "Basel 3: Does One Size Really Fit All Banks' Business Models?," Working Paper series 16-20, Rimini Centre for Economic Analysis.
  33. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "A comment on 'Cross-border merger, vertical structure, and spatial competition'," Working Paper series 16-14, Rimini Centre for Economic Analysis, revised Aug 2016.
  34. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Open Access publications 10197/8092, Research Repository, University College Dublin.
  35. Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2016. "Reverse assimilation? Immigrants in the Canadian labour market during the Great Depression," LSE Research Online Documents on Economics 101584, London School of Economics and Political Science, LSE Library.
  36. Fraser Summerfield, 2016. "Local Labor Markets and Theft: New Evidence from Canada," Working Paper series 16-07, Rimini Centre for Economic Analysis.
  37. Fraser Summerfield, 2016. "Matching Skill and Tasks: Cyclical Fluctuations in the Overqualification of New Hires," Working Paper series 16-08, Rimini Centre for Economic Analysis.

2015

  1. James A. Brander & Barbara J. Spencer, 2015. "Endogenous Horizontal Product Differentiation under Bertrand and Cournot Competition: Revisiting the Bertrand Paradox," NBER Working Papers 20966, National Bureau of Economic Research, Inc.
  2. James A. Brander & Barbara J. Spencer, 2015. "Intra-Industry Trade with Bertrand and Cournot Oligopoly: The Role of Endogenous Horizontal Product Differentiation," NBER Working Papers 21008, National Bureau of Economic Research, Inc.
  3. Pierre M. Picard & Tim Worrall, 2015. "Currency Areas and Voluntary Transfers," DEM Discussion Paper Series 15-12, Department of Economics at the University of Luxembourg.
  4. Jeffrey S. Racine, 2015. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers 2015-02, McMaster University.
  5. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015. "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers 2015-03, McMaster University.
  6. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
  7. Alberto BUCCI & Vladimir MATVEENKO, 2015. "Horizontal Differentiation and Economic Growth under Non–Homotheticity," Departmental Working Papers 2015-24, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  8. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach," MPRA Paper 67223, University Library of Munich, Germany.
  9. Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2015. "Income Inequality: A State-by-State Complex Network Analysis," Working Papers 201534, University of Pretoria, Department of Economics.
  10. Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers 201548, University of Pretoria, Department of Economics.
  11. Sarantitis, Georgios & Papadimitriou, Theophilos & Gogas, Periklis, 2015. "A Network Analysis of the United Kingdom’s Consumer Price Index," DUTH Research Papers in Economics 1-2016, Democritus University of Thrace, Department of Economics.
  12. William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015. "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers 1986, Cowles Foundation for Research in Economics, Yale University.
  13. Marinovic, Ivan & Skrzypacz, Andrzej & Varas, Felipe, 2015. "Dynamic Certification and Reputation for Quality," Research Papers 3371, Stanford University, Graduate School of Business.
  14. Cyrine Ben-­-Hafaïedh & Alessandra Micozzi & Pierpaolo Pattitoni, 2015. "Academic Spinoffs New Venture Teams and Performance: Insights from Faultline Theory," Working Papers 1503, c.MET-05 - Centro Interuniversitario di Economia Applicata alle Politiche per L'industria, lo Sviluppo locale e l'Internazionalizzazione, revised Dec 2014.
  15. Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas, 2015. "The effectiveness of insider trading regulations: The case of the Italian tender offers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0057, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  16. De Santis, Roberto A. & Legrenzi, Gabriella & Milas, Costas, 2015. "Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds," Working Paper Series 1858, European Central Bank.
  17. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015. "Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone," Discussion Paper Series 2015_04, Department of Economics, University of Macedonia, revised Sep 2015.
  18. Michael Dietrich & Jackie Krafft & Jolian McHardy, 2015. "Real Firms, Transaction Costs and Firm Development: A Suggested Formalisation," GREDEG Working Papers 2015-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  19. Ben van Hout & Jolian McHardy & Aki Tsuchiya, 2015. "Patent Purchase as a Policy for Pharmaceuticals," Working Papers 2015007, The University of Sheffield, Department of Economics.
  20. Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  21. Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders' arrival in foreign exchange markets: Does geography matter?," Post-Print hal-01563055, HAL.
  22. Antonio Giangreco & Nikola Gradojevic & Camillo Lento, 2015. "High-Frequency Technical Trading," Post-Print hal-03273743, HAL.
  23. Nikola Gradojevic, 2015. "Multi-criteria Classification for Pricing European Options," Working Paper series 15-13, Rimini Centre for Economic Analysis.
  24. Nikola Gradojevic & Marko Caric, 2015. "Predicting Systemic Risk with Entropic Indicators," Working Paper series 15-14, Rimini Centre for Economic Analysis.
  25. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015. "The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Tinbergen Institute Discussion Papers 15-042/III, Tinbergen Institute, revised 04 Jul 2017.
  26. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
  27. A. Mantovi & A. Schianchi, 2015. "A Neo-Austrian perspective on the value of growth prospects," Economics Department Working Papers 2015-EP01, Department of Economics, Parma University (Italy).
  28. Fabio C. Bagliano & Claudio Morana, 2015. "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks 424, Collegio Carlo Alberto.
  29. Donatella Baiardi & Claudio Morana, 2015. "Financial deepening and income distribution inequality in the euro area," CeRP Working Papers 153, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  30. Claudio, Morana, 2015. "Model Averaging by Stacking," Working Papers 310, University of Milano-Bicocca, Department of Economics, revised 29 Oct 2015.
  31. Claudio, Morana, 2015. "Semiparametric Estimation of Multivariate GARCH Models," Working Papers 317, University of Milano-Bicocca, Department of Economics, revised 10 Dec 2015.
  32. M. Castellani & L. Fanelli & M. Savioli, 2015. "Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?," Working Papers wp1013, Dipartimento Scienze Economiche, Universita' di Bologna.
  33. M. Savioli & L. Zirulia, 2015. "Add-on pricing: theory and evidence from the cruise industry," Working Papers wp1026, Dipartimento Scienze Economiche, Universita' di Bologna.
  34. Gianluigi Pelloni & Marco Savioli, 2015. "Why is Italy doing so badly?," Professional Reports 15-01, Rimini Centre for Economic Analysis.

2014

  1. Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
  2. David Hendry & Jurgen A. Doornik, 2014. "Statistical Model Selection with 'Big Data'," Economics Series Working Papers 735, University of Oxford, Department of Economics.
  3. Jonathan Thomas & Tim Worrall, 2014. "Dynamic Relational Contracts under Complete Information," Edinburgh School of Economics Discussion Paper Series 253, Edinburgh School of Economics, University of Edinburgh.
  4. Snir, Avichai & Levy, Daniel, 2014. "Economic Growth in the Potterian Economy," MPRA Paper 60088, University Library of Munich, Germany.
  5. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
  6. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
  7. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014. "US Inflation Dynamics on Long Range Data," Working Papers 201452, University of Pretoria, Department of Economics.
  8. Periklis Gogas & Theophilos Papadimitriou & Maria-Artemis Matthaiou, 2014. "A Novel Banking Supervision Method using the Minimum Dominating Set," Working Paper series 29_14, Rimini Centre for Economic Analysis.
  9. Theophilos Papadimitriou & Periklis Gogas & Maria Matthaiou & Efthymia Chrysanthidou, 2014. "Yield curve and Recession Forecasting in a Machine Learning Framework," Working Paper series 32_14, Rimini Centre for Economic Analysis.
  10. Theophilos Papadimitriou & Periklis Gogas & Georgios-Antonios Sarantitis, 2014. "European Business Cycle Synchronization: a Complex Network Perspective," Working Paper series 33_14, Rimini Centre for Economic Analysis.
  11. Theophilos Papadimitriou & Periklis Gogas & Georgios-Antonios Sarantitis, 2014. "Convergence of European Business Cycles: A Complex Networks Approach," Working Paper series 35_14, Rimini Centre for Economic Analysis.
  12. Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas & Konstantinos Diamantaras, 2014. "Market Sentiment and Exchange Rate Directional Forecasting," Working Paper series 37_14, Rimini Centre for Economic Analysis.
  13. Papadimitriou, Theophilos & Gogas, Periklis & Sarantitis, Georgios, 2014. "Analyzing the co-movements of the US Gross State Product Growth with the use of the Minimum Dominating Set," DUTH Research Papers in Economics 3-2014, Democritus University of Thrace, Department of Economics.
  14. Papadimitriou, Theophilos & Gogas, Periklis & Sarantitis, Georgios, 2014. "Convergence of European Business Cycles: Evidence from a Graph Theory-based Model," DUTH Research Papers in Economics 5-2014, Democritus University of Thrace, Department of Economics.
  15. Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis, 2014. "A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set," DUTH Research Papers in Economics 7-2014, Democritus University of Thrace, Department of Economics.
  16. Jonathan Levin & Andrzej Skrzypacz, 2014. "Are Dynamic Vickrey Auctions Practical?: Properties of the Combinatorial Clock Auction," NBER Working Papers 20487, National Bureau of Economic Research, Inc.
  17. A H Ahmad & Christopher Martin & Costas Milas, 2014. "The Policy Window: The Impact of Financial Stress in the UK," Department of Economics Working Papers 17/14, University of Bath, Department of Economics.
  18. Alessandro Flamini & Costas Milas, 2014. "Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication," DEM Working Papers Series 080, University of Pavia, Department of Economics and Management.
  19. Costas Milas, 2014. "Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013," Working Paper series 13_14, Rimini Centre for Economic Analysis.
  20. Michael Ellington & Costas Milas, 2014. "Global liquidity, money growth and UK inflation," Working Paper series 21_14, Rimini Centre for Economic Analysis.
  21. Brown, Sarah & Gray, Daniel & McHardy, Jolian & Taylor, Karl, 2014. "Employee Trust and Workplace Performance," IZA Discussion Papers 8284, Institute of Labor Economics (IZA).
  22. Michele Bernini & Georgios Efthyvoulou & Ian Gregory-Smith & Jolian McHardy & Antonio Navas, 2014. "Interlocking Directorships and Patenting Coordination," Working Papers 2014016, The University of Sheffield, Department of Economics.
  23. Nikola Gradojevic, 2014. "Informativeness of the Trade Size in an Electronic Foreign Exchange Market," Working Papers 2014-ACF-02, IESEG School of Management.
  24. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
  25. Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.
  26. Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014. "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers 14-119/III, Tinbergen Institute, revised 14 Sep 2014.
  27. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
  28. A. Mantovi, 2014. "On luxury and equilibrium," Economics Department Working Papers 2014-EP02, Department of Economics, Parma University (Italy).
  29. Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
  30. Gianluigi Pelloni & Marco Savioli, 2014. "From Rags to Riches back to Rags? The Slow Economic Decline of a Successful Nation: Italy 1950–2013," Professional Reports 01_14, Rimini Centre for Economic Analysis.
  31. Gianluigi Pelloni & Marco Savioli, 2014. "Why is Italy doing so badly after doing so well?," Professional Reports 02_14, Rimini Centre for Economic Analysis.
  32. Summerfield, Fraser, 2014. "Labor Market Conditions, Skill Requirements and Education Mismatch," CLSSRN working papers clsrn_admin-2014-19, Vancouver School of Economics, revised 28 Apr 2014.

2013

  1. David F. Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.
  2. David Hendry & Felix Pretis, 2013. "Some Fallacies in Econometric Modelling of Climate Change," Economics Series Working Papers 643, University of Oxford, Department of Economics.
  3. Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
  4. David Hendry & Jurgen A. Doornik & Felix Pretis, 2013. "Step-indicator Saturation," Economics Series Working Papers 658, University of Oxford, Department of Economics.
  5. Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
  6. Andrew T. Young & Matthew J. Higgins & Daniel Levy, 2013. "Heterogeneous Convergence," Working Papers 2013-04, Bar-Ilan University, Department of Economics.
  7. Levy, Daniel & Snir, Avichai, 2013. "Shrinking Goods," MPRA Paper 46040, University Library of Munich, Germany.
  8. Levy, Daniel, 2013. "Discussion of "Local News Online: Aggregators, Geo-Targeting and the Market for Local News" by George, L. and C. Hogendorn," MPRA Paper 50584, University Library of Munich, Germany.
  9. Levy, Daniel, 2013. "Discussion of "Change at the Checkout: Tracing the Impact of a Process Innovation" by Emek Basker," MPRA Paper 52605, University Library of Munich, Germany.
  10. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
  11. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
  12. Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.
  13. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
  14. Jeffrey S. Racine, 2013. "Mixed Data Kernel Copulas," Department of Economics Working Papers 2013-12, McMaster University.
  15. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Department of Economics Working Papers 2013-14, McMaster University.
  16. Sofronis Clerides & Peter Davis & Antonis Michis, 2013. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Working Paper series 41_13, Rimini Centre for Economic Analysis.
  17. Sofronis Clerides & Manthos D. Delis & Sotirios Kokas, 2013. "A new data set on competition in national banking markets," University of Cyprus Working Papers in Economics 08-2013, University of Cyprus Department of Economics.
  18. Ioannis Praggidis & Periklis Gogas & Vasilios Plakandaras & Theophilos Papadimitriou, 2013. "Fiscal shocks and asymmetric effects: a comparative analysis," Papers 1312.2693, arXiv.org.
  19. Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak, 2013. "Complex Networks and Banking Systems Supervision," Working Papers Series 306, Central Bank of Brazil, Research Department.
  20. Ioannis Pragidis & Periklis Gogas & Benjamin Tabak, 2013. "Asymmetric Effects of Monetary Policy in the U.S. and Brazil," Working Papers Series 340, Central Bank of Brazil, Research Department.
  21. Gogas, Periklis & Pragidis, Ioannis, 2013. "Asymmetric Fiscal Policy Shocks," MPRA Paper 46680, University Library of Munich, Germany.
  22. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach," Working Paper series 04_13, Rimini Centre for Economic Analysis.
  23. Periklis Gogas, 2013. "Business Cycle Synchronization in the European Union: The Effect of the Common Currency," Working Paper series 18_13, Rimini Centre for Economic Analysis.
  24. Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013. "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," Working Paper series 59_13, Rimini Centre for Economic Analysis.
  25. Periklis Gogas & Theophilos Papadimitriou & Anna Agrapetidou, 2013. "Forecasting Bank Credit Ratings," Working Paper series 60_13, Rimini Centre for Economic Analysis.
  26. Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios, 2013. "Public Debt and Private Consumption in OECD countries," DUTH Research Papers in Economics 1-2013, Democritus University of Thrace, Department of Economics, revised 20 Feb 2014.
  27. Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios, 2013. "Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection," DUTH Research Papers in Economics 2-2013, Democritus University of Thrace, Department of Economics.
  28. Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios, 2013. "Forecasting daily and monthly exchange rates with machine learning techniques," DUTH Research Papers in Economics 3-2013, Democritus University of Thrace, Department of Economics, revised 07 Apr 2015.
  29. Johannes Horner & Andrzej Skrzypacz, 2013. "Selling Information," Levine's Working Paper Archive 786969000000000680, David K. Levine.
  30. Fuchs, William & Skrzypacz, Andrzej, 2013. "Costs and Benefits of Dynamic Trading in a Lemons Market," Research Papers 2133, Stanford University, Graduate School of Business.
  31. Enrico Maria Cervellati & Pierpaolo Pattitoni & Marco Savioli, 2013. "Entrepreneurial Under-Diversification: Over Optimism and Overconfidence," Working Paper series 09_13, Rimini Centre for Economic Analysis, revised May 2016.
  32. Gabriella Deborah Legrenzi & Costas Milas, 2013. "Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds," CESifo Working Paper Series 4385, CESifo.
  33. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2013. "Tweets, Google trends and sovereign spreads in the GIIPS," LSE Research Online Documents on Economics 54405, London School of Economics and Political Science, LSE Library.
  34. Nikola Gradojevic, 2013. "Foreign exchange customers and dealers: Who’s driving whom?," Working Papers 2013-FIN-03, IESEG School of Management.
  35. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  36. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  37. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
  38. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.
  39. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
  40. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
  41. Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013. "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014.
  42. Corrado Benassi & Marcella Scrimitore, 2013. "Income Distribution in Network Markets," Working Paper series 13_13, Rimini Centre for Economic Analysis.
  43. Alessandra Chirco & Caterina Colombo & Marcella Scrimitore, 2013. "Organizational Structure and the Choice of Price vs. Quantity in a Mixed Duopoly," Working Paper series 27_13, Rimini Centre for Economic Analysis.
  44. A. Mantovi, 2013. "Mapping completely proper rationality," Economics Department Working Papers 2013-EP01, Department of Economics, Parma University (Italy).
  45. A. Mantovi, 2013. "On the geometry of luxury," Economics Department Working Papers 2013-EP02, Department of Economics, Parma University (Italy).
  46. A. Mantovi, 2013. "Differential duality," Economics Department Working Papers 2013-EP05, Department of Economics, Parma University (Italy).
  47. D. Bakas & T. Panagiotidis & G. Pelloni, 2013. "Regional and Sectoral Evidence of the Macroeconomic Effects of Labor Reallocation: A Panel Data Analysis," Working Papers wp902, Dipartimento Scienze Economiche, Universita' di Bologna.
  48. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2013. "Labor Reallocation: Panel Evidence from U.S. States," Working Paper series 26_13, Rimini Centre for Economic Analysis.
  49. Claudio Morana, 2013. "New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil," CeRP Working Papers 137, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  50. Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers 138, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  51. Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  52. Chicchi, Federico & Savioli, Marco & Turrini, Mauro, 2013. "Soggettività intermittenti. Un’inchiesta sulla scomposizione del lavoro nell’ambito del loisir [Intermittent subjectivities. An inquiry on decomposition of labour in the sector of leisure]," MPRA Paper 63372, University Library of Munich, Germany.
  53. Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013. "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper series 33_13, Rimini Centre for Economic Analysis, revised Jan 2014.
  54. Eleftherios Goulas & Athina Zervoyianni, 2013. "The Growth-Crime Relationship: Are There any Asymmetries?," Working Paper series 54_13, Rimini Centre for Economic Analysis.
  55. Eleftherios Goulas & Athina Zervoyianni, 2013. "Growth, Deficits and Uncertainty: Theoretical Aspects and Empirical Evidence," Working Paper series 53_13, Rimini Centre for Economic Analysis.
  56. Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2013. "Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes," Working Paper series 03_13, Rimini Centre for Economic Analysis.

2012

  1. David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.
  2. David Hendry & Soren Johansen, 2012. "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers 598, University of Oxford, Department of Economics.
  3. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
  4. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012. "Mis-specification Testing: Non-Invariance of Expectations Models of Inflation," Working Paper series 50_12, Rimini Centre for Economic Analysis.
  5. Robert C. Feenstra & Chang Hong & Hong Ma & Barbara J. Spencer, 2012. "Contractual Versus Non-Contractual Trade: The Role of Institutions in China," NBER Working Papers 17728, National Bureau of Economic Research, Inc.
  6. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series 29_12, Rimini Centre for Economic Analysis.
  7. Dwayne Benjamin & Loren Brandt & Brian McCaig & Nguyen Le Hoa, 2012. "Evaluating the impact of a targeted land distribution program: Evidence from Vietnam," Working Papers tecipa-461, University of Toronto, Department of Economics.
  8. Christophe Bontemps & Michel Simioni & Jeffrey Racine, 2012. "Nonparametric vs parametric binary choice models," Post-Print hal-02748773, HAL.
  9. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012. "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers 2012-06, McMaster University.
  10. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
  11. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
  12. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
  13. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
  14. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
  15. Alberto BUCCI, 2012. "Public capital, private capital, and economic growth," Departmental Working Papers 2012-008, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Alberto BUCCI, 2012. "Public capital, private capital, and economic growth," Departmental Working Papers 2012-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  17. Adamos Adamou & Sofronis Clerides & Theodoros Zachariadis, 2012. "Trade-offs in CO2-Oriented Vehicle Tax Reforms: A Case Study of Greece," Working Paper series 33_12, Rimini Centre for Economic Analysis.
  18. Adamos Adamou & Sofronis Clerides & Theodoros Zachariadis, 2012. "Assessment of CO2-Oriented Vehicle Tax Reforms: A Case Study of Greece," University of Cyprus Working Papers in Economics 04-2012, University of Cyprus Department of Economics.
  19. Gogas, Periklis & Mourmouris, Ioannis & Papadimitriou, Theophilos, 2012. "Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline," DUTH Research Papers in Economics 1-2012, Democritus University of Thrace, Department of Economics.
  20. Chrysanthidou, Efthimia & Gogas, Periklis & Papadimitriou, Theophilos, 2012. "Optimum Currency Areas within the US and Canada a Data Analysis Approach," DUTH Research Papers in Economics 4-2012, Democritus University of Thrace, Department of Economics.
  21. Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis, 2012. "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics 5-2012, Democritus University of Thrace, Department of Economics.
  22. Guttman, Ilan & Kremer, Ilan & Skrzypacz, Andrzej, 2012. "Not Only What but Also When: A Theory of Dynamic Voluntary Disclosure," Research Papers 2102, Stanford University, Graduate School of Business.
  23. Bowen, T. Renee & Kreps, David M. & Skrzypacz, Andrzej, 2012. "Rules with Discretion and Local Information," Research Papers 2117, Stanford University, Graduate School of Business.
  24. Peter Cramton & Evan Kwerel & Gregory Rosston & Andrzej Skrzypacz, 2012. "Using Spectrum Auctions to Enhance Competition in Wireless Services," Papers of Peter Cramton 11ckrs, University of Maryland, Department of Economics - Peter Cramton, revised 2012.
  25. Song, Yong & Shi, Shuping, 2012. "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper 36455, University Library of Munich, Germany.
  26. Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
  27. Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series 28_12, Rimini Centre for Economic Analysis.
  28. M. Castellani & P. Pattitoni & R. Patuelli, 2012. "Event Clustering and Abnormal Returns: Reassessing the Informational Value of Bets," Working Papers wp817, Dipartimento Scienze Economiche, Universita' di Bologna.
  29. Gabriella Deborah Legrenzi & Costas Milas, 2012. "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," CESifo Working Paper Series 4001, CESifo.
  30. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers 2/12, University of Bath, Department of Economics.
  31. Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012. "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series 65_12, Rimini Centre for Economic Analysis.
  32. Tapan Biswas & Jolian McHardy, 2012. "Secrecy Versus Patents: Process Innovations and the Role of Uncertainty," Working Paper series 18_12, Rimini Centre for Economic Analysis.
  33. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2012. "The Stackelberg Model as a Partial Solution to the Problem of Pricing in a Network," Working Paper series 19_12, Rimini Centre for Economic Analysis.
  34. Sarah Brown & Jolian McHardy & Karl Taylor, 2012. "On Modelling the Social Interaction of Couples," Working Papers 2012001, The University of Sheffield, Department of Economics.
  35. Dragan Kukolj & Nikola Gradojevic & Camillo Lento, 2012. "Improving Non-Parametric Option Pricing during the Financial Crisis," Working Paper series 35_12, Rimini Centre for Economic Analysis.
  36. Michael Hinton & Thomas Barbiero, 2012. "Is Protection Good or Bad for Growth? Lessons from Canada's Cotton Textile Mills," Working Papers 036, Ryerson University, Department of Economics, revised Oct 2012.
  37. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  38. Rodney W. Strachan & Herman K. van Dijk, 2012. "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers 2012-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  39. Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012. "The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation," Tinbergen Institute Discussion Papers 12-096/III, Tinbergen Institute.
  40. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
  41. Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.
  42. Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012. "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers 12-026/4, Tinbergen Institute.
  43. Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
  44. Marcella Scrimitore, 2012. "Quantity Competition vs. Price Competition under Optimal Subsidy in a Mixed Duopoly," EERI Research Paper Series EERI_RP_2012_15, Economics and Econometrics Research Institute (EERI), Brussels.
  45. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers 146, Bank of Greece.
  46. Morana, Claudio, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets 121723, Fondazione Eni Enrico Mattei (FEEM).
  47. Morana, Claudio, 2012. "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets 127423, Fondazione Eni Enrico Mattei (FEEM).
  48. Fabio Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," CeRP Working Papers 128, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  49. Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007-? financial crisis," Working Paper Series 1437, European Central Bank.
  50. Eleftherios Goulas & Athina Zervoyianni, 2012. "Growth, Deficits and Uncertainty in a Panel of 28 Countries," Working Paper series 52_12, Rimini Centre for Economic Analysis.
  51. Eleftherios Goulas & Athina Zervoyianni, 2012. "Economic Growth and Crime: Does Uncertainty Matter?," Working Paper series 51_12, Rimini Centre for Economic Analysis.

2011

  1. David F. Hendry & Søren Johansen, 2011. "The Properties of Model Selection when Retaining Theory Variables," CREATES Research Papers 2011-36, Department of Economics and Business Economics, Aarhus University.
  2. Jennifer Castle & David Hendry, 2011. "A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations," Economics Series Working Papers 523, University of Oxford, Department of Economics.
  3. Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
  4. David Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Economics Series Working Papers 529, University of Oxford, Department of Economics.
  5. David Hendry, 2011. "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers 530, University of Oxford, Department of Economics.
  6. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
  7. Jennifer Castle & David Hendry, 2011. "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers 538, University of Oxford, Department of Economics.
  8. David Hendry & Grayham E. Mizon, 2011. "An Open-model Forecast-error Taxonomy," Economics Series Working Papers 552, University of Oxford, Department of Economics.
  9. David Hendry & Felix Pretis, 2011. "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers 584, University of Oxford, Department of Economics.
  10. PICARD, Pierre M. & WORRALL, Tim, 2011. "Sustainable migration policies," LIDAM Discussion Papers CORE 2011040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Tim S Worrall & Jonathan P Thomas, 2011. "Risk Sharing in Dynamic Relational Contracts," 2011 Meeting Papers 236, Society for Economic Dynamics.
  12. Avichai Snir & Daniel Levy, 2011. "Shrinking Goods and Sticky Prices: Theory and Evidence," Working Papers 2011-03, Bar-Ilan University, Department of Economics.
  13. Alberto Bucci, 2011. "Product-Variety, Population, Competition, and Growth," DEGIT Conference Papers c016_006, DEGIT, Dynamics, Economic Growth, and International Trade.
  14. Adamou, Adamos & Clerides, Sofronis & Zachariadis, Theodoros, 2011. "Designing Carbon Taxation Schemes for Automobiles: A Simulation Exercise for Germany," Climate Change and Sustainable Development 120047, Fondazione Eni Enrico Mattei (FEEM).
  15. M. Bigoni & M. Casari & A. Skrzypacz & G. Spagnolo, 2011. "Time Horizon and Cooperation in Continuous Time," Working Papers wp796, Dipartimento Scienze Economiche, Universita' di Bologna.
  16. Andrzej Skrzypacz & Simon Board, 2011. "Revenue Management with Forward-Looking Buyers," 2011 Meeting Papers 87, Society for Economic Dynamics.
  17. Yong Song, 2011. "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers tecipa-427, University of Toronto, Department of Economics.
  18. Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni, 2011. "Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0024, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  19. Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni, 2011. "Tribal Art Market. Signs and Signals," Working Paper series 02_11, Rimini Centre for Economic Analysis, revised Feb 2012.
  20. Pierpaolo Pattitoni & Marco Savioli, 2011. "Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality," Working Paper series 07_11, Rimini Centre for Economic Analysis.
  21. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2011. "Fee Structure, Financing, and Investment Decisions: The Case of REITs," Working Paper series 30_11, Rimini Centre for Economic Analysis.
  22. Gabriella Deborah Legrenzi & Costas Milas, 2011. "Debt Sustainability and Financial Crises: Evidence from the GIIPS," CESifo Working Paper Series 3594, CESifo.
  23. Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series 14_11, Rimini Centre for Economic Analysis.
  24. Sarah Brown & Andy Dickerson & Jolian Mchardy & Karl Taylor, 2011. "Gambling and credit: an individual and household level analysis for the UK," Post-Print hal-00720581, HAL.
  25. Brown, Sarah & McHardy, Jolian & McNabb, Robert & Taylor, Karl, 2011. "Workplace Performance, Worker Commitment and Loyalty," IZA Discussion Papers 5447, Institute of Labor Economics (IZA).
  26. Brown, Sarah & McHardy, Jolian & Taylor, Karl, 2011. "Intergenerational Analysis of Social Interaction," IZA Discussion Papers 5621, Institute of Labor Economics (IZA).
  27. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2011. "Network Interconnectivity with Regulation and Competition," Working Papers 2011020, The University of Sheffield, Department of Economics.
  28. Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  29. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
  30. Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers 11-131/4, Tinbergen Institute.
  31. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
  32. Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011. "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers 11-004/4, Tinbergen Institute.
  33. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
  34. Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
  35. Corrado Benassi & Alessandra Chirco & Marcella Scrimitore, 2011. "Optimal Manipulation Rules in a Mixed Duopoly," Working Paper series 43_11, Rimini Centre for Economic Analysis.
  36. Scrimitore, Marcella, 2011. "Profitability in Cournot and Bertrand Mixed Markets under Endogenous Objectives," MPRA Paper 35643, University Library of Munich, Germany.
  37. A. Mantovi, 2011. "Dividends, sustainability and relevance," Economics Department Working Papers 2011-EP03, Department of Economics, Parma University (Italy).
  38. Fabio C. Bagliano & Claudio Morana, 2011. "Macro-finance interactions in the US: A global perspective," Working papers 23, Former Department of Economics and Public Finance "G. Prato", University of Torino.
  39. Martina Cioni & Marco savioli, 2011. "Accidents and illnesses at the workplace Evidence from Italy," Department of Economics University of Siena 608, Department of Economics, University of Siena.

2010

  1. Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
  2. Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David, 2010. "Testing the Invariance of Expectations Models of Inflation," Memorandum 21/2010, Oslo University, Department of Economics.
  3. Jennifer Castle & David Hendry, 2010. "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers 471, University of Oxford, Department of Economics.
  4. Jennifer Castle & David Hendry, 2010. "Automatic Selection for Non-linear Models," Economics Series Working Papers 473, University of Oxford, Department of Economics.
  5. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
  6. David Hendry & Grayham E. Mizon, 2010. "Econometric Modelling of Changing Time Series," Economics Series Working Papers 475, University of Oxford, Department of Economics.
  7. David Hendry & Carlos Santos, 2010. "An Automatic Test of Super Exogeneity," Economics Series Working Papers 476, University of Oxford, Department of Economics.
  8. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
  9. David Hendry, 2010. "Climate Change: Lessons for our Future from the Distant Past," Economics Series Working Papers 485, University of Oxford, Department of Economics.
  10. David Hendry & Grayham E. Mizon, 2010. "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers 497, University of Oxford, Department of Economics.
  11. David Hendry & Jennifer L. Castle, 2010. "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers 509, University of Oxford, Department of Economics.
  12. David F Hendry, 2010. "Research And The Academic: A Tale Of Two Cultures," Economics Discussion / Working Papers 10-01, The University of Western Australia, Department of Economics.
  13. Merwan Engineer & Ian King, 2010. "Maximizing Human Development," Department of Economics - Working Papers Series 1111, The University of Melbourne.
  14. Merwan Engineer & Nilanjana Roy & Sari Fink, 2010. "Healthy Human Development Indices," Department Discussion Papers 1001, Department of Economics, University of Victoria.
  15. J. Thomas & T. Worrall, 2010. "Income Fluctuations and Asymmetric Information: An Example of the Repeated Principal Agent Problem," Levine's Working Paper Archive 2077, David K. Levine.
  16. Jonathan P Thomas & Tim Worrall, 2010. "Dynamic Relational Contracts with Credit Constraints," Economics Discussion Paper Series 1009, Economics, The University of Manchester.
  17. Daniel Levy & Dongwon Lee & Haipeng (Allan) Chen & Robert J. Kauffman & Mark Bergen, 2010. "Price Points and Price Rigidity," Working Papers 2010-21, Bar-Ilan University, Department of Economics.
  18. Daniel Levy & Frank Smets, 2010. "Price Setting and Price Adjustment in Some European Union Countries: Introduction to the Special Issue," Working Papers 2010-22, Bar-Ilan University, Department of Economics.
  19. Benjamin, Dwayne & Brandt, Loren & Giles, John, 2010. "Did higher inequality impede growth in rural China ?," Policy Research Working Paper Series 5483, The World Bank.
  20. davis, peter & Clerides, Sofronis & Michis, Antonis, 2010. "The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries," CEPR Discussion Papers 8041, C.E.P.R. Discussion Papers.
  21. Courty, Pascal & Clerides, Sofronis, 2010. "Sales, Quantity Surcharge, and Consumer Inattention," CEPR Discussion Papers 8115, C.E.P.R. Discussion Papers.
  22. Periklis Gogas & Ioannis Pragidis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers 1005.1326, arXiv.org.
  23. Gogas, Periklis & Pragkidis, Ioannis, 2010. "The interest rate spread as a forecasting tool of greek industrial production," MPRA Paper 22148, University Library of Munich, Germany.
  24. Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
  25. Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
  26. Gogas, Periklis, 2010. "Asynchronous Business Cycles in the E.U.: the Effect of the Common Currency," DUTH Research Papers in Economics 4-2010, Democritus University of Thrace, Department of Economics.
  27. John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
  28. Angelo Melino & Michael Parkin, 2010. "Greater Transparency Needed," e-briefs 102, C.D. Howe Institute.
  29. Angelo Melino, 2010. "Canadian Monetary Policy: Lessons from the Crisis," Professional Reports 04_10, Rimini Centre for Economic Analysis.
  30. Gabriella Deborah Legrenzi & Costas Milas, 2010. "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series 2926, CESifo.
  31. Christopher Martin & C Milas, 2010. "Financial Stability and Monetary Policy," Department of Economics Working Papers 05/10, University of Bath, Department of Economics.
  32. Brown, Sarah & Dickerson, Andy & McHardy, Jolian & Taylor, Karl, 2010. "Gambling and the Use of Credit: An Individual and Household Level Analysis," IZA Discussion Papers 4804, Institute of Labor Economics (IZA).
  33. Dietrich, Michael & McHardy, Jolian & Sharma, Abhijit, 2010. "Firm corruption in the presence of an auditor," MPRA Paper 24784, University Library of Munich, Germany.
  34. Tapan Biswas & Jolian McHardy, 2010. "Strategic behaviour of firms in a duopoly and the impact of extending the patenting period," Working Papers 2010014, The University of Sheffield, Department of Economics.
  35. Markus Jochmann, 2010. "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Working Papers 1001, University of Strathclyde Business School, Department of Economics.
  36. Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.
  37. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
  38. David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010. "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers 10-059/4, Tinbergen Institute.
  39. Chirco, Alessandra & Colombo, Caterina & Scrimitore, Marcella, 2010. "Quantity Competition, Endogenous Motives and Behavioral Heterogeneity," MPRA Paper 24165, University Library of Munich, Germany.
  40. Scrimitore, Marcella, 2010. "Managerial Incentives and Stackelberg Equilibria in Oligopoly," MPRA Paper 24245, University Library of Munich, Germany.
  41. Alessandra Chirco & Marcella Scrimitore, 2010. "Price Competition in International Mixed Oligopolies," Working Paper series 48_10, Rimini Centre for Economic Analysis.
  42. Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a money market perspective," CeRP Working Papers 102, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  43. Fabio Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," CeRP Working Papers 103, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  44. Fabio Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers 99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  45. Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
  46. Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
  47. Pietravalle, Lorenzo & Savioli, Marco, 2010. "Todo el mundo es país. Rapporto col proprio lavoro e percezione della discriminazione nella popolazione immigrata ["Todo el mundo es país". Immigrant population relationship with work and," MPRA Paper 63374, University Library of Munich, Germany.

2009

  1. Pierre M. Picard & Tim Worrall, 2009. "Currency Unions and International Assistance," DEM Discussion Paper Series 09-01, Department of Economics at the University of Luxembourg.
  2. Baker, Michael & Benjamin, Dwayne & Fan, Elliot, 2009. "Public Policy and the Economic Wellbeing of Elderly Immigrants," CLSSRN working papers clsrn_admin-2009-69, Vancouver School of Economics, revised 28 Dec 2009.
  3. Dwayne Benjamin & Loren Brandt & Barbara Coelli & Brian McCaig & Le-Hoa Nguyen & Tuan Nguyen, 2009. "Crop Output in Vietnam, 1992 to 2006," World Bank Publications - Reports 28099, The World Bank Group.
  4. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009. "Nonparametric vs parametric binary choice models: An empirical investigation," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49286, Agricultural and Applied Economics Association.
  5. Alberto Bucci & Massimo Florio & Davide La Torre, 2009. "Transitional Dynamics in a Growth Model with Government Spending, Technological Progress and Population Change," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1082, Universitá degli Studi di Milano.
  6. Alberto Bucci & Chiara Del Bo, 2009. "On the interaction between public investment and private capital in economic growth," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1092, Universitá degli Studi di Milano.
  7. Alberto Bucci, 2009. "Population, Innovation, Competition and Growth with and without Human Capital Investment," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1095, Universitá degli Studi di Milano.
  8. Alberto Bucci & Luca Guerrini, 2009. "Transitional Dynamics in the Solow-Swan Growth Model with AK Technology and Logistic Population Change," DEGIT Conference Papers c014_020, DEGIT, Dynamics, Economic Growth, and International Trade.
  9. Alberto BUCCI & Giovanna SEGRE, 2009. "Human and cultural capital complementarities and externalities in economic growth," Departmental Working Papers 2009-005, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  10. Alberto BUCCI & Massimo FLORIO & Davide LA TORRE, 2009. "Transitional dynamics in a growth model with government spending, technological progress and population change," Departmental Working Papers 2009-038, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  11. Alberto BUCCI & Chiara DEL BO, 2009. "On the interaction between public investment and private capital in economic growth," Departmental Working Papers 2009-044, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  12. Alberto BUCCI, 2009. "Population, innovation, competition and growth with and without human capital investment," Departmental Working Papers 2009-046, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  13. Alberto BUCCI & Giovanna SEGRE, 2009. "Human and cultural capital complementarities and externalities in economic growth," Departmental Working Papers 2009-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  14. Adamos Adamou & Sofronis Clerides, 2009. "Prospects and Limits of Tourism-Led Growth: The International Evidence," Working Paper series 41_09, Rimini Centre for Economic Analysis.
  15. Gogas, Periklis & Kothroulas, George, 2009. "Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency," MPRA Paper 13909, University Library of Munich, Germany.
  16. Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
  17. Liu, Qingmin & Skrzypacz, Andrzej, 2009. "Limited Records and Reputation," Research Papers 2030, Stanford University, Graduate School of Business.
  18. Joseph E. Harrington, Jr. & Andrzej Skrzypacz, 2009. "Private Monitoring and Communication in Cartels: Explaining Recent Collusive Practices," Economics Working Paper Archive 555, The Johns Hopkins University,Department of Economics.
  19. Andrzej Skrzypacz & William Fuchs, 2009. "Bargaining with Deadlines," 2009 Meeting Papers 159, Society for Economic Dynamics.
  20. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.
  21. Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni, 2009. "Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia," Working Paper series 37_09, Rimini Centre for Economic Analysis, revised Feb 2010.
  22. Christopher Martin & C Milas, 2009. "Causes of the Financial Crisis: An Assessment using UK Data," Department of Economics Working Papers 18/09, University of Bath, Department of Economics.
  23. Christopher Martin & C Milas, 2009. "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers 1/09, University of Bath, Department of Economics.
  24. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
  25. Costas Milas & Gabriella Legrenzi, 2009. "A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint," 2009 Meeting Papers 1261, Society for Economic Dynamics.
  26. Alessandro Flamini & Costas Milas, 2009. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series 38_09, Rimini Centre for Economic Analysis.
  27. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2009. "On the Problem of Network Monopoly," Working Papers 2009003, The University of Sheffield, Department of Economics, revised Mar 2009.
  28. Tim James & Jolian McHardy, 2009. "An Elasticity Measure of Welfare Loss in Symmetric Oligopoly," Working Papers 2009013, The University of Sheffield, Department of Economics, revised Jun 2009.
  29. Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
  30. Markus Jochmann, 2009. "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Papers 0923, University of Strathclyde Business School, Department of Economics.
  31. Markus Jochmann & Gary Koop & Simon M. Potter, 2009. "Modeling the Dynamics of Inflation Compensation," Working Paper series 15_09, Rimini Centre for Economic Analysis.
  32. Ramazan Gencay & Nikola Gradojevic, 2009. "Informed Trading in an Electronic Foreign Exchange Market," Working Paper series 24_09, Rimini Centre for Economic Analysis.
  33. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper series 25_09, Rimini Centre for Economic Analysis.
  34. Nikola Gradojevic & Ramazan Gençay, 2009. "Overnight Interest Rates and Aggregate Market Expectations," Working Paper series 26_09, Rimini Centre for Economic Analysis.
  35. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
  36. Ramazan Gencay & Nikola Gradojevic, 2009. "Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence," Working Paper series 28_09, Rimini Centre for Economic Analysis.
  37. Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper series 30_09, Rimini Centre for Economic Analysis.
  38. Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj, 2009. "Option Pricing with Modular Neural Networks," Working Paper series 32_09, Rimini Centre for Economic Analysis.
  39. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
  40. David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009. "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute.
  41. Arco van Oord & Martin Martens & Herman K. van Dijk, 2009. "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers 09-011/4, Tinbergen Institute.
  42. Chirco, Alessandra & Colombo, Caterina & Scrimitore, Marcella, 2009. "Competition and the Strategic Choice of Managerial Incentives: the Relative Performance Case," MPRA Paper 19540, University Library of Munich, Germany.
  43. A. Mantovi, 2009. "Long run value stabilization in a real options perspective," Economics Department Working Papers 2009-EP01, Department of Economics, Parma University (Italy).
  44. Fabio Bagliano & Claudio Morana, 2009. "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," CeRP Working Papers 81, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  45. Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research.
  46. Savioli, Marco, 2009. "Il tirocinio per gli studenti di Economia di Rimini: matching di volontà reciproche? [Internship for economics students in Rimini: a match of mutual interests?]," MPRA Paper 63373, University Library of Munich, Germany.
  47. Fraser Summerfield, 2009. "Help or Hindrance: Temporary Help Agencies and the United States Transitory Workforce," Working Papers 0911, University of Guelph, Department of Economics and Finance.

2008

  1. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008. "Model Selection when there are Multiple Breaks," Economics Series Working Papers 407, University of Oxford, Department of Economics.
  2. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
  3. Jennifer Castle & David Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics.
  4. Robert W. Dimand & Barbara J. Spencer, 2008. "Trevor Swan And The Neoclassical Growth Model," NBER Working Papers 13950, National Bureau of Economic Research, Inc.
  5. Merwan Engineer & Ian King & Nilanjana Roy, 2008. "The Human Development Index as a Criterion for Optimal Planning," Department of Economics - Working Papers Series 1041, The University of Melbourne.
  6. Matthew J. Higgins & Andrew T. Young & Daniel Levy, 2008. "Federal, State, and Local Governments:Evaluating their Separate Roles in US Growth," Working Papers 2008-02, Bar-Ilan University, Department of Economics.
  7. Daniel Levy & Haipeng Allan Chen & Sourav Ray & Mark Bergen, 2008. "Asymmetric price adjustment in the small," Post-Print hal-02387498, HAL.
  8. Matthew J Higgins & Andrew T Young & Daniel Levy, 2008. "Robust correlates of county-level growth in the United States," Post-Print hal-02387733, HAL.
  9. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
  10. Alberto BUCCI, 2008. "Population in factor accumulation-based growth," Departmental Working Papers 2008-017, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  11. Alberto BUCCI, 2008. "Scale effects, saving and factor shares in a human capital-based growth model with physical capital accumulation," Departmental Working Papers 2008-029, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  12. Alberto BUCCI & Herb E. KUNZE & Davide LA TORRE, 2008. "Parameter identification, population and economic growth in an extended Lucas and Uzawa-type two sector model," Departmental Working Papers 2008-034, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  13. Alberto BUCCI & Cinzia COLAPINTO & Martin FORSTER & Davide LA TORRE, 2008. "On human capital and economic growth with random technology shocks," Departmental Working Papers 2008-036, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  14. Alberto BUCCI & Luca GUERRINI, 2008. "Transitional dynamics in the Solow-Swan growth model with AK technology and logistic population change," Departmental Working Papers 2008-044, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  15. Alberto BUCCI, 2008. "Population in factor accumulation-based growth," Departmental Working Papers 2008-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Alberto BUCCI, 2008. "Scale effects, saving and factor shares in a human capital-based growth model with physical capital accumulation," Departmental Working Papers 2008-29, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  17. Alberto BUCCI & Herb E. KUNZE & Davide LA TORRE, 2008. "Parameter identification, population and economic growth in an extended Lucas and Uzawa-type two sector model," Departmental Working Papers 2008-34, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  18. Alberto BUCCI & Cinzia COLAPINTO & Martin FORSTER & Davide LA TORRE, 2008. "On human capital and economic growth with random technology shocks," Departmental Working Papers 2008-36, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  19. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008. "Smooth Transition Models in Price Transmission," Working Paper series 04_08, Rimini Centre for Economic Analysis.
  20. Gruber, Stefan & Marattin, Luigi, 2008. "Taxation, infrastructure, and endogenous trade costs in New Economic Geography," MPRA Paper 1068, University Library of Munich, Germany.
  21. Tapan Biswas & Jo McHardy & Michael Nolan, 2008. "Inter-regional Migration: The UK experience," Working Papers 2008003, The University of Sheffield, Department of Economics, revised Feb 2008.
  22. Markus Jochmann & Gary Koop & Rodney W. Strachan, 2008. "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper series 19_08, Rimini Centre for Economic Analysis.
  23. Nikola Gradojevic & Christopher J. Neely, 2008. "The dynamic interaction of order flows and the CAD/USD exchange rate," Working Papers 2008-006, Federal Reserve Bank of St. Louis.
  24. Grandi, Silvia, 2008. "L’Unione Europea ed i rapporti con i paesi vicini: lo sviluppo della Politica europea di vicinato [The European Union and the relationship with its neighbours: the development of the European Neigh," MPRA Paper 9591, University Library of Munich, Germany.
  25. David, D. & Hoogerheide, L.F. & van Dijk, H.K., 2008. "The AdMit Package," Econometric Institute Research Papers EI 2008-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008.
  28. Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute.
  29. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.
  30. Mohamad Khaled & Herman van Dijk, 2008. "Distributional Dynamics using Quartic-based State-Space models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00318144, HAL.
  31. David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008.
  32. Cassola, Nuno & Morana, Claudio, 2008. "Modelling short-term interest rate spreads in the euro money market," Working Paper Series 982, European Central Bank.
  33. Claudio Morana, 2008. "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series 10-2008, ICER - International Centre for Economic Research.
  34. Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
  35. Claudio Morana, 2008. "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series 15-2008, ICER - International Centre for Economic Research.
  36. Athina Zervoyianni, 2008. "Convergence Of Shocks And Trade In The Enlarged European Union," Working Paper series 15_08, Rimini Centre for Economic Analysis.

2007

  1. Søren Johansen & David F. Hendry & Carlos Santos, 2007. "Selecting a Regression Saturated by Indicators," CREATES Research Papers 2007-36, Department of Economics and Business Economics, Aarhus University.
  2. David Hendry & Carlos Santos, 2007. "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers) 11, Católica Porto Business School, Universidade Católica Portuguesa.
  3. Jennifer Castle & David Hendry, 2007. "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers 309, University of Oxford, Department of Economics.
  4. Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics.
  5. Weichun Chen & Merwan Engineer & Ian King, 2007. "Choosing Longevity with Overlapping Generations," Department of Economics - Working Papers Series 1002, The University of Melbourne.
  6. Jonathan Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," CESifo Working Paper Series 2109, CESifo.
  7. PICARD, Pierre M. & WORRALL, Tim, 2007. "Currency areas and international assistance," LIDAM Discussion Papers CORE 2007052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Nicholas Vasilakos & Gauthier Lanot & Tim Worrall, 2007. "Evaluating the Performance of UK Research in Economics," Keele Economics Research Papers KERP 2007/10, Centre for Economic Research, Keele University.
  9. Jonathan P Thomas & Tim Worrall, 2007. "Dynamic Relational Contracts with Consumption Constraints," Keele Economics Research Papers KERP 2007/16, Centre for Economic Research, Keele University.
  10. Daniel Levy, 2007. "Price rigidity and flexibility: new empirical evidence - Introduction to the Special Issue," Post-Print hal-02387441, HAL.
  11. Georg Müller & Mark Bergen & Shantanu Dutta & Daniel Levy, 2007. "Non-price rigidity and cost of adjustment," Post-Print hal-02387449, HAL.
  12. Daniel Levy, 2007. "Price adjustment under the table: Evidence on efficiency-enhancing corruption," Post-Print hal-02387458, HAL.
  13. Levy, Daniel C. & Chen, Haipeng (Allan) & Ray, Sourav & Bergen, Mark, 2007. "Asymmetric Price Adjustment in the Small," Kiel Working Papers 1356, Kiel Institute for the World Economy (IfW Kiel).
  14. Young, Andrew & Higgins, Matthew & Levy, Daniel, 2007. "Black Populations and Economic Growth: An Extreme Bounds Analysis of Mississippi County-Level Data," MPRA Paper 1646, University Library of Munich, Germany.
  15. Levy, Daniel, 2007. "Price Rigidity and Flexibility: Recent Theoretical Developments," MPRA Paper 2761, University Library of Munich, Germany.
  16. Levy, Daniel, 2007. "Price Rigidity and Flexibility: New Empirical Evidence," MPRA Paper 2762, University Library of Munich, Germany.
  17. Levy, Daniel, 2007. "Discussion of "Lumpy Price Adjustments: A Microeconometric Analysis" by Dhyne, et al. (2007)," MPRA Paper 3047, University Library of Munich, Germany.
  18. Higgins, Matthew & Young, Andrew & Levy, Daniel, 2007. "Robust Correlates of County-Level Growth in the U.S," MPRA Paper 3088, University Library of Munich, Germany.
  19. Levy, Daniel, 2007. "Discussion of "Inflation and Relative Price Asymmetry" by Ratfai, A," MPRA Paper 3236, University Library of Munich, Germany.
  20. Sangui Wang & Dwayne Benjamin & Loren Brandt & John Giles & Yingxing Li & Yun Li, 2007. "Inequality and Poverty in China during Reform," Working Papers PMMA 2007-07, PEP-PMMA.
  21. Alberto Bucci, 2007. "Population Growth in a Model of Economic Growth with Human Capital Accumulation and Horizontal R&D," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1049, Universitá degli Studi di Milano.
  22. Alberto BUCCI & Davide LA TORRE, 2007. "Population and economic growth with human and physical capital investments," Departmental Working Papers 2007-045, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  23. Alberto BUCCI & Davide LA TORRE, 2007. "Population and economic growth with human and physical capital investments," Departmental Working Papers 2007-45, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  24. Christopher Phelan & Andrzej Skrzypacz, 2007. "Private Monitoring with Infinite Histories," NajEcon Working Paper Reviews 843644000000000079, www.najecon.org.
  25. Peter Cramton & Andrzej Skrzypacz & Robert Wilson, 2007. "The 700 MHz Spectrum Auction: An Opportunity to Protect Competition In a Consolidating Industry," Papers of Peter Cramton 07c700mhz, University of Maryland, Department of Economics - Peter Cramton, revised 2007.
  26. Peter Cramton & Andrzej Skrzypacz & Robert Wilson, 2007. "Economic Comments on the Design of the 700 MHz Spectrum Auction," Papers of Peter Cramton 07d700mhz, University of Maryland, Department of Economics - Peter Cramton, revised 2007.
  27. Peter Cramton & Andrzej Skrzypacz & Simon Wilkie & Robert Wilson, 2007. "Economist Letter to NTIA on 700 MHz Spectrum Auction," Papers of Peter Cramton 07el700mhz, University of Maryland, Department of Economics - Peter Cramton, revised 2007.
  28. Peter Cramton & Gregory Rosston & Andrzej Skrzypacz & Robert Wilson, 2007. "Comments on the FCC’s Proposed Competitive Bidding Procedures for Auction 73," Papers of Peter Cramton 07fcc700mhz, University of Maryland, Department of Economics - Peter Cramton, revised 2007.
  29. Peter Cramton & Andrzej Skrzypacz & Robert Wilson, 2007. "Revenues in the 700 MHz Spectrum Auction," Papers of Peter Cramton 07rev700, University of Maryland, Department of Economics - Peter Cramton, revised 2007.
  30. Andrzej Skrzypacz & William Fuchs, 2007. "Bargaining with Arrival of New Traders," 2007 Meeting Papers 186, Society for Economic Dynamics.
  31. Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University.
  32. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2007. "Dynamics in the European Petroleum Markets," Keele Economics Research Papers KERP 2007/04, Centre for Economic Research, Keele University.
  33. Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University.
  34. Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University.
  35. Ram Kharel & Chris Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to Asset Prices," Money Macro and Finance (MMF) Research Group Conference 2006 153, Money Macro and Finance Research Group.
  36. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
  37. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2007. "Network regulation using an agent," Working Papers 2007004, The University of Sheffield, Department of Economics, revised Feb 2007.
  38. Zabbini, Enza & Grandi, Silvia & Dallari, Fiorella, 2007. "Relative remote rural areas (RRRA)in developed regions: an analysis of the Emilia-Romagna region to support policy decision making," MPRA Paper 4661, University Library of Munich, Germany.
  39. HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007. "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. Hoogerheide, L.F. & van Dijk, H.K., 2007. "Note on neural network sampling for Bayesian inference of mixture processes," Econometric Institute Research Papers EI 2007-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  41. Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007. "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  42. Fabio C. Bagliano & Claudio Morana, 2007. "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks 40, Collegio Carlo Alberto.
  43. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series 793, European Central Bank.
  44. Claudio Morana, 2007. "On the macroeconomic causes of exchange rates volatility," ICER Working Papers 8-2007, ICER - International Centre for Economic Research.
  45. Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
  46. Richard T. Baillie & Claudio Morana, 2007. "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series 11-2007, ICER - International Centre for Economic Research.
  47. Claudio Morana, 2007. "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series 6-2007, ICER - International Centre for Economic Research.

2006

  1. Hendry, David & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  2. Merwan H. Engineer & Ming Kang & Eric Roth & Linda Welling, 2006. "Overlapping Generations Models of an Age-Group Society: The Rendille of Northern Kenya," 2006 Meeting Papers 248, Society for Economic Dynamics.
  3. Daniel Levy, 2006. "Price Rigidity and Flexibility: Recent Theoretical Developments (Introduction to the Special Issue)," Working Papers 2006-02, Bar-Ilan University, Department of Economics.
  4. Andrew T. Young & Matthew J. Higgins & Daniel Levy, 2006. "Sigma Convergence Versus Beta Convergence: Evidence from U.S. County-Level Data (revised version)," Working Papers 2006-1, Bar-Ilan University, Department of Economics.
  5. Mark J. Zbaracki & Mark Bergen & Daniel Levy, 2006. "The Anatomy of a Price Cut: Discovering Organizational Sources of the Costs of Price Adjustment," Working Papers 2006-3, Bar-Ilan University, Department of Economics.
  6. Georg Muller & Mark Bergen & Shantanu Dutta & Daniel Levy, 2006. "Holiday Non-Price Rigidity and Cost of Adjustment," Working Papers 2006-4, Bar-Ilan University, Department of Economics.
  7. Matthew J Higgins & Daniel Levy & Andrew T Young, 2006. "Growth and Convergence across the United States: Evidence from County-Level Data," Post-Print hal-02387008, HAL.
  8. Dwayne Benjamin & Loren Brandt & John Giles, 2006. "Inequality and Growth in Rural China: Does Higher Inequality Impede Growth?," Working Papers tecipa-237, University of Toronto, Department of Economics.
  9. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
  10. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
  11. Maasoumi, Esfandiar & Racine, Jeff, 2006. "Growth And Convergence: A Profile Of Distribution Dynamics And Mobility," Departmental Working Papers 0605, Southern Methodist University, Department of Economics.
  12. Alberto Bucci & Carmelo Parello, 2006. "Horizontal Innovation-Based Growth and Product Market Competition," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1032, Universitá degli Studi di Milano.
  13. Stengos, Thanasis & Clerides, Sofronis, 2006. "Love thy Neighbour, Love thy Kin: Strategy and Bias in the Eurovision Song Contest," CEPR Discussion Papers 5732, C.E.P.R. Discussion Papers.
  14. Sofronis Clerides & Thanasis Stengos, 2006. "Love thy Neighbor, Love thy Kin: Voting Biases in the Eurovision Song Contest," University of Cyprus Working Papers in Economics 1-2006, University of Cyprus Department of Economics.
  15. Sofronis Clerides & Theodoros Zachariadis, 2006. "Are standards Effective in Improving Automobile Fuel Economy?," University of Cyprus Working Papers in Economics 6-2006, University of Cyprus Department of Economics.
  16. Sofronis Clerides & Panos Pashardes & Alexandros Polycarpou, 2006. "RAE Ratings and Research Quality: The Case of Economics Departments," University of Cyprus Working Papers in Economics 7-2006, University of Cyprus Department of Economics.
  17. Matthew Mitchell & Andy Skrzypacz, 2006. "Market Structure and the Direction of Technological Change," 2006 Meeting Papers 422, Society for Economic Dynamics.
  18. Christopher Phelan & Andrzej Skrzypacz, 2006. "Sequential Equilibria with Infinite Histories," 2006 Meeting Papers 484, Society for Economic Dynamics.
  19. Yuliy Sannikov & Andrzej Skrzypacz, 2006. "The role of information in repeated games with frequent actions," 2006 Meeting Papers 871, Society for Economic Dynamics.
  20. J. Konieczny, A. Skrzpacz, 2006. "Search, Costly Price Adjustment and the Frequency of Price Changes - Theory and Evidence," Working Papers eg0054, Wilfrid Laurier University, Department of Economics, revised 2006.
  21. Angelo Melino, 2006. "Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium," Working Papers tecipa-256, University of Toronto, Department of Economics.
  22. Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
  23. Christopher Martin & Costas Milas, 2006. "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers KERP 2006/09, Centre for Economic Research, Keele University.
  24. Gabriella Legrenzi & Costas Milas, 2006. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," Keele Economics Research Papers KERP 2006/16, Centre for Economic Research, Keele University.
  25. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
  26. Grandi, Silvia & Sala, Anna Maria, 2006. "Il turismo crocieristico: sfide ed opportunità di sviluppo dei territori costieri. Il caso caraibico delle Piccole Antille [Cruise Tourism: challenges and opportunities for coastal regional develop," MPRA Paper 4660, University Library of Munich, Germany.
  27. Rodney W. Strachan & Herman K. van Dijk, 2006. "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics 06/5, Division of Economics, School of Business, University of Leicester.
  28. L.F. Hoogerheide & H.K. van Dijk, 2006. "Modelling option prices using neural networks," Computing in Economics and Finance 2006 78, Society for Computational Economics.
  29. van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006. ""Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004," Econometric Institute Research Papers EI 2006-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006. ""Rotterdam econometrics": publications of the econometric institute 1956-2005," Econometric Institute Research Papers EI 2006-00, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Cornelisse, P.A. & van Dijk, H.K., 2006. "Jan Tinbergen (1903-1994)," Econometric Institute Research Papers EI 2006-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Hoogerheide, L.F. & van Dijk, H.K., 2006. "A reconsideration of the Angrist-Krueger analysis on returns to education," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
  36. Fabio C. Bagliano & Claudio Morana, 2006. "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks 28, Collegio Carlo Alberto.
  37. Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks 32, Collegio Carlo Alberto.
  38. Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
  39. Claudio Morana, 2006. "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers 25-2006, ICER - International Centre for Economic Research.
  40. Claudio Morana, 2006. "The End of the Japanese Stagnation: an Assessment of the Policy Solutions," ICER Working Papers 27-2006, ICER - International Centre for Economic Research.
  41. Andrea Beltratti & Claudio Morana, 2006. "Comovements in International Stock Markets," ICER Working Papers 3-2006, ICER - International Centre for Economic Research.
  42. Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
  43. Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
  44. Marco Savioli, 2006. "Le esternalità di rete," Department of Economics University of Siena 472, Department of Economics, University of Siena.

2005

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
  2. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
  3. Barbara J. Spencer, 2005. "International Outsourcing and Incomplete Contracts," NBER Working Papers 11418, National Bureau of Economic Research, Inc.
  4. Robert C. Feenstra & Barbara J. Spencer, 2005. "Contractual Versus Generic Outsourcing: The Role of Proximity," NBER Working Papers 11885, National Bureau of Economic Research, Inc.
  5. Georg Müller & Mark Bergen & Shantanu Dutta & Daniel Levy, 2005. "Private Label Price Rigidity during Holiday Periods," Working Papers 2005-01, Bar-Ilan University, Department of Economics.
  6. Sourav Ray & Haipeng (Allan) Chen & Mark Bergen & Daniel Levy, 2005. "Asymmetric Wholesale Pricing: Theory and Evidence," Working Papers 2005-02, Bar-Ilan University, Department of Economics.
  7. Mark Zbaracki & Mark Bergen & Daniel Levy & Mark Ritson, 2005. "Beyond the Cost of Price Adjustment: Investments in Pricing Capital," Working Papers 2005-03, Bar-Ilan University, Department of Economics.
  8. Andrew T. Young & Daniel Levy, 2005. "Explicit Evidence on an Implicit Contract," Working Papers 2005-04, Bar-Ilan University, Department of Economics.
  9. Avichai Snir & Daniel Levy, 2005. "Popular Perceptions and Political Economy in the Contrived World of Harry Potter," Working Papers 2005-05, Bar-Ilan University, Department of Economics.
  10. Harold Fried & Daniel Levy, 2005. "Beans as a Medium of Exchange," General Economics and Teaching 0505001, University Library of Munich, Germany.
  11. Mark Ritson & Mark Zbaracki & Shantanu Dutta & Daniel Levy & Mark Bergen, 2005. "The Three Capitals of Pricing – Human, Systems and Social Capital," Macroeconomics 0505014, University Library of Munich, Germany.
  12. Dwayne Benjamin & Loren Brandt & John Giles & Sangui Wang, 2005. "Income Inequality During China's Economic Transition," Working Papers tecipa-238, University of Toronto, Department of Economics.
  13. Alberto Bucci, 2005. "Product Market Competition, R&D Effort and Economic Growth," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1011, Universitá degli Studi di Milano.
  14. Hadjiyiannis, Costas & Clerides, Sofronis, 2005. "Trade-Inducing Quality Standards for Used Durables," CEPR Discussion Papers 4838, C.E.P.R. Discussion Papers.
  15. Clerides, Sofronis, 2005. "Gains From Trade in Used Goods: Evidence from the Global Market for Automobiles," CEPR Discussion Papers 4859, C.E.P.R. Discussion Papers.
  16. Pashardes, Panos & Clerides, Sofronis & Nearchou, Paris, 2005. "Intermediaries as Bundlers, Traders and Quality Assessors: The Case of UK Tour Operators," CEPR Discussion Papers 5038, C.E.P.R. Discussion Papers.
  17. Christos Cabolis & Sofronis Clerides & Ioannis Ioannou & Daniel Senft, 2005. "A Textbook Example of International Price Discrimination," University of Cyprus Working Papers in Economics 3-2005, University of Cyprus Department of Economics.
  18. Gogas, Periklis & Serletis, Apostolos, 2005. "The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics," MPRA Paper 1464, University Library of Munich, Germany.
  19. Skrzypacz, Andrzej & Mitchell, Matthew F., 2005. "Network Externalities and Long-Run Market Shares," Research Papers 1879, Stanford University, Graduate School of Business.
  20. Skrzypacz, Andrzej & Harrington, Joseph E., 2005. "Collusion under Monitoring of Sales," Research Papers 1885, Stanford University, Graduate School of Business.
  21. Skrzypacz, Andrzej & Sannikov, Yuliy, 2005. "Impossibility of Collusion under Imperfect Monitoring with Flexible Production," Research Papers 1887, Stanford University, Graduate School of Business.
  22. Andrzej Skrzypacz & Jerzy D. Konieczny, 2005. "Search, Costly Price Adjustment and the Frequency of Price Changes – Theory and Evidence," 2005 Meeting Papers 782, Society for Economic Dynamics.
  23. Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
  24. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
  25. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
  26. Christopher Martin & Costas Milas, 2005. "The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US," Keele Economics Research Papers KERP 2006/15, Centre for Economic Research, Keele University, revised Aug 2006.
  27. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, University Library of Munich, Germany.
  28. Peter Egger & Stefan Gruber & Mario Larch & Michael Pfaffermayr, 2005. "Knowledge-Capital Meets New Economic Geography," CESifo Working Paper Series 1432, CESifo.
  29. Jolian McHardy & Steve Trotter, 2005. "Airport Deregulation and Airline Competition," Working Papers 2005003, The University of Sheffield, Department of Economics, revised Jan 2005.
  30. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2005. "On the Economics of Integrated Ticketing," Working Papers 2005006, The University of Sheffield, Department of Economics, revised Jun 2005.
  31. Callegati Enrico & Grandi Silvia, 2005. "Cluster dynamics and innovation in SMEs: the role of culture," EBLA Working Papers 200503, University of Turin.
  32. Rodney W. Strachan & Herman K. van Dijk, 2005. "Improper priors with well defined Bayes Factors," Discussion Papers in Economics 05/4, Division of Economics, School of Business, University of Leicester.
  33. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005. "Trends and cycles in economic time series: A Bayesian approach," Econometric Institute Research Papers EI 2005-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Strachan, R.W. & van Dijk, H.K., 2005. "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers EI 2005-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.

2004

  1. David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings 27, Econometric Society.
  2. Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  3. David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
  4. David F. Hendry, 2004. "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers 2004-W14, Economics Group, Nuffield College, University of Oxford.
  5. Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004. "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers 2004-W16, Economics Group, Nuffield College, University of Oxford.
  6. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
  7. Merwan H. Engineer & Linda Welling, 2004. "Overlapping Generations Models and Graded Age-Set Societies," Department Discussion Papers 0401, Department of Economics, University of Victoria.
  8. Andrew T. Young & Daniel Levy & Matthew J. Higgins, 2004. "Many Types of Human Capital and Many Roles in U.S. Growth: Evidence from County-Level Educational Attainment Data," Working Papers 2004-05, Bar-Ilan University, Department of Economics.
  9. Mark Bergen & Daniel Levy & Sourav Ray & Paul H. Rubin & Benjamin Zeliger, 2004. "When Little Things Mean a Lot: On the Inefficiency of Item Pricing Laws," Working Papers 2004-06, Bar-Ilan University, Department of Economics.
  10. Daniel Levy & Haipeng (Allan) Chen & Sourav Ray & Mark Bergen, 2004. "Asymmetric Price Adjustment in the Small: An Implication of Rational Inattention," Working Papers 2004-08, Bar-Ilan University, Department of Economics.
  11. Andrew T. Young & Matthew J. Higgins & Daniel Levy, 2004. "Heterogeneity in Convergence Rates and Income Determination across U.S. States: Evidence from County-Level Data," Working Papers 2004-1, Bar-Ilan University, Department of Economics.
  12. Daniel Levy & Andrew T. Young, 2004. ""The Real Thing:" Nominal Price Rigidity of the Nickel Coke, 1886-1959," Working Papers 2004-2, Bar-Ilan University, Department of Economics.
  13. Levy, Daniel, 2004. "Discussion of "The Pricing Behavior of Firms in the Euro Area: New Survey Evidence," by Fabiani, S., et al. (2004)," MPRA Paper 3048, University Library of Munich, Germany.
  14. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004. "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers KERP 2004/09, Centre for Economic Research, Keele University.
  15. James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.
  16. Alberto BUCCI, 2004. "Human capital, product market power and economic growth," Departmental Working Papers 2004-021, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  17. Alberto BUCCI, 2004. "Economic growth in an enlarged Europe: the human capital and R&D dimensions," Departmental Working Papers 2004-022, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  18. Alberto BUCCI, 2004. "An inverted-U relationship between product market competition and growth in an extended Romerian model," Departmental Working Papers 2004-026, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  19. Alberto BUCCI, 2004. "Human capital, product market power and economic growth," Departmental Working Papers 2004-21, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  20. Alberto BUCCI, 2004. "Economic growth in an enlarged Europe: the human capital and R&D dimensions," Departmental Working Papers 2004-22, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  21. Alberto BUCCI, 2004. "An inverted-U relationship between product market competition and growth in an extended Romerian model," Departmental Working Papers 2004-26, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  22. Sofronis Clerides & Paris Nearchou & Panos Pashardes, 2004. "Intermediaries as Quality Assessors in Markets with Asymmetric," University of Cyprus Working Papers in Economics 3-2004, University of Cyprus Department of Economics.
  23. Economides, Nicholas & Mitchell, Matthew & Skrzypacz, Andrzej, 2004. "Dynamic Oligopoly with Network Effects," Santa Cruz Department of Economics, Working Paper Series qt3z59c4p7, Department of Economics, UC Santa Cruz.
  24. Andrzej Skrzypacz, 2004. "Ratings, certifications and grades: dynamic signaling and market breakdown," Theory workshop papers 121473000000000010, UCLA Department of Economics.
  25. Andrzej Skrzypacz & Peter M. DeMarzo & Ilan Kremer, 2004. "Bidding with Securities: Auctions and Security Design," Econometric Society 2004 North American Winter Meetings 637, Econometric Society.
  26. Nicholas Economides & Andrzej Skrzypacz, 2004. "Standards Coalitions Formation and Market Structure in Network Industries," Microeconomics 0407008, University Library of Munich, Germany.
  27. Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  28. Legrenzi, G. & Milas, C., 2004. "Non-linear adjustments in fiscal policy," Working Papers 04/06, Department of Economics, City University London.
  29. Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
  30. Tapan Biswas & Jolian McHardy, 2004. "Measuring the Balance of Intra-Regional Trade," Working Papers 2004005, The University of Sheffield, Department of Economics, revised Jun 2004.
  31. Bianchi, Andrea & Grandi, Silvia & Guglielmetti, Paolo, 2004. "How to chose innovation policies to foster SMEs growth. A region - industry - firm type approach," MPRA Paper 9161, University Library of Munich, Germany.
  32. Rodney W. Strachan & Herman K. van Dijk, 2004. "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University.
  33. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
  34. Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University.
  35. Herman K. van Dijk & Andrew Harvey & Thomas Trimbur, 2004. "Cyclical components in economic time series: A Bayesian approach," Econometric Society 2004 Australasian Meetings 105, Econometric Society.
  36. Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University.
  37. van Dijk, H.K., 2004. "Twentieth century shocks, trends and cycles in industrialized nations," Econometric Institute Research Papers EI 2004-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  38. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004. "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers EI 2004-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  39. Strachan, R.W. & van Dijk, H.K., 2004. "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2004-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004. "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers EI 2004-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  41. Morana, Claudio, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank.
  42. Morana, Claudio, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank.
  43. Claudio Morana, 2004. "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers 29-2004, ICER - International Centre for Economic Research.
  44. Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.

2003

  1. Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society.
  2. David F. Hendry & Hans-Martin Krolzig, 2003. "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford.
  3. Elizabeth W. Croft & Barbara J. Spencer, 2003. "Fees and Surcharging in automatic teller machine networks: Non-bank ATM providers versus large banks," NBER Working Papers 9883, National Bureau of Economic Research, Inc.
  4. Daniel Levy, 2003. "Is the Feldstein-Horioka Puzzle Really a Puzzle?," Working Papers 2003-02, Bar-Ilan University, Department of Economics.
  5. Matthew Higgins & Daniel Levy & Andrew T. Young, 2003. "Growth and Convergence across the US: Evidence from County-Level Data," Working Papers 2003-03, Bar-Ilan University, Department of Economics.
  6. Andrew T. Young & Matthew J. Higgins & Daniel Levy, 2003. "Sigma Convergence Versus Beta Convergence: Evidence from U.S. County-Level Data," Working Papers 2003-06, Bar-Ilan University, Department of Economics.
  7. Mark Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2003. "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," Working Papers 2003-07, Bar-Ilan University, Department of Economics.
  8. Mark Bergen & Shantanu Dutta & Daniel Levy & Mark Ritson & Mark Zbaracki, 2003. "Shattering the Myth of Costless Price Changes: Emerging Perspectives on Dynamic Pricing," Working Papers 2003-09, Bar-Ilan University, Department of Economics.
  9. Mark Bergen & Shantanu Dutta & Daniel Levy & Mark Ritson & Mark Zbaracki, 2003. "Shattering the Myth of Costless Price Changes," Post-Print hal-02386514, HAL.
  10. Dwayne Benjamin & Loren Brandt & Jia-Zhueng Fan, 2003. "Ceaseless Toil? Health and Labor Supply of the Elderly in Rural China," Working Papers benjamin-03-01, University of Toronto, Department of Economics.
  11. Dwayne Benjamin & Loren Brandt & John Giles, 2003. "The Evolution of Income Inequality in Rural China," Working Papers benjamin-04-01, University of Toronto, Department of Economics.
  12. Maasoumi, Esfandiar & Racine Jeff, 2003. "A Robust Entropy-Based Test for Asymmetry," Departmental Working Papers 0508, Southern Methodist University, Department of Economics.
  13. Alberto Bucci & Massimiliano Bratti, 2003. "Effetti di complementarietà, accumulazione di capitale umano e crescita economica: teoria e risultati empirici," Departmental Working Papers 2003-007, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  14. Alberto Bucci, 2003. "R&D, imperfect competition and growth with human capital accumulation," Departmental Working Papers 2003-011, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  15. Alberto Bucci & Massimiliano Bratti, 2003. "Effetti di complementarietà, accumulazione di capitale umano e crescita economica: teoria e risultati empirici," Departmental Working Papers 2003-07, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Alberto Bucci, 2003. "R&D, imperfect competition and growth with human capital accumulation," Departmental Working Papers 2003-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  17. Nicholas Economides & Andrzej Skrzypacz, 2003. "Standards Coalitions Formation and Market Structure in Network Securities," Working Papers 03-08, New York University, Leonard N. Stern School of Business, Department of Economics.
  18. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics.
  19. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  20. Madsen, J. B. & Milas, C., 2003. "The price-dividend relationship in inflationary and deflationary regimes," Working Papers 03/05, Department of Economics, City University London.
  21. Milas, C., 2003. "Non-linear multivariate adjustment of the UK real exchange rate," Working Papers 03/08, Department of Economics, City University London.
  22. Markus Jochmann & Roberto Leon-Gonzalez, 2003. "Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach," Working Papers 2003005, The University of Sheffield, Department of Economics, revised Oct 2003.
  23. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2003. "Neural network approximations to posterior densities: an analytical approach," Econometric Institute Research Papers EI 2003-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Kleijn, R.H. & van Dijk, H.K., 2003. "Bayes model averaging of cyclical decompositions in economic time series," Econometric Institute Research Papers EI 2003-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Strachan, R.W. & van Dijk, H.K., 2003. "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Research Papers EI 2003-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Marcella Scrimitore, 2003. "Symmetric and Asymmetric Equilibria in a Spatial Duopoly," ERSA conference papers ersa03p194, European Regional Science Association.
  29. Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.

2002

  1. Keith Head & John Ries & Barbara J. Spencer, 2002. "Vertical Networks and US Auto Parts Exports: Is Japan Different?," NBER Working Papers 9162, National Bureau of Economic Research, Inc.
  2. Jonathan P. Thomas & Tim Worrall, 2002. "Gift-Giving, Quasi-Credit and Reciprocity," CESifo Working Paper Series 687, CESifo.
  3. Jonathan Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Edinburgh School of Economics Discussion Paper Series 95, Edinburgh School of Economics, University of Edinburgh.
  4. Jonathan P Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public vs Private Provision," Keele Economics Research Papers KERP 2002/20, Centre for Economic Research, Keele University.
  5. Robert Barsky & Mark Bergen & Shantanu Dutta & Daniel Levy, 2002. "What Can the Price Gap between Branded and Private Label Products Tell Us about Markups?," Working Papers 2002-02, Bar-Ilan University, Department of Economics.
  6. Daniel Levy & Georg Müller & Shantanu Dutta & Mark Bergen, 2002. "Holiday Price Rigidity and Cost of Price Adjustment," Working Papers 2002-03, Bar-Ilan University, Department of Economics.
  7. Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Working Papers 2002-09, Bar-Ilan University, Department of Economics.
  8. Shantanu Dutta & Mark Bergen & Daniel Levy, 2002. "Price Flexibility in Channels of Distribution: Evidence from Scanner Data," Working Papers 2002-10, Bar-Ilan University, Department of Economics.
  9. Daniel Levy, 2002. "Cointegration in Frequency Domain," Working Papers 2002-12, Bar-Ilan University, Department of Economics.
  10. Daniel Levy & Hashem Dezhbakhsh, 2002. "On the Typical Spectral Shape of an Economic Variable," Working Papers 2002-16, Bar-Ilan University, Department of Economics.
  11. Daniel Levy & Hashem Dezhbakhsh, 2002. "International Evidence on Output Fluctuation and Shock Persistence," Working Papers 2002-17, Bar-Ilan University, Department of Economics.
  12. Dwayne Benjamin & Loren Brandt, 2002. "Agriculture and Income Distribution in Rural Vietnam under Economic Reforms: A Tale of Two Regions," Working Papers benjamin-02-01, University of Toronto, Department of Economics.
  13. Alberto BUCCI, 2002. "Market Power, Human Capital and Growth," LIDAM Discussion Papers IRES 2002012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  14. Alberto Bucci & Daniele Checchi, 2002. "Crescita e disuguaglianza dei redditi a livello mondiale," Departmental Working Papers 2002-004, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  15. Alberto Bucci, 2002. "Potere di mercato ed innovazione tecnologica nei recenti modelli di crescita endogena con concorrenza imperfetta," Departmental Working Papers 2002-005, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Alberto Bucci, 2002. "When Romer meets Lucas: On human capital, imperfect competition and growth," Departmental Working Papers 2002-006, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  17. Alberto Bucci & Daniele Checchi, 2002. "Crescita e disuguaglianza dei redditi a livello mondiale," Departmental Working Papers 2002-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  18. Alberto Bucci, 2002. "Potere di mercato ed innovazione tecnologica nei recenti modelli di crescita endogena con concorrenza imperfetta," Departmental Working Papers 2002-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  19. Alberto Bucci, 2002. "When Romer meets Lucas: On human capital, imperfect competition and growth," Departmental Working Papers 2002-06, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  20. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  21. Ilias Lekkos & Costas Milas, 2002. "Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach," Economics and Finance Discussion Papers 02-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  22. Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  23. Martin, Christopher & Costas Milas, 2002. "Modelling Monetary Policy: Inflation Targeting in Practice," Royal Economic Society Annual Conference 2002 137, Royal Economic Society.
  24. Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002. "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002 248, Society for Computational Economics.
  25. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.
  26. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002. "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers EI 2002-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2002. "Cyclical components in economic time series," Econometric Institute Research Papers EI 2002-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2002-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Cassola, Nuno & Morana, Claudio, 2002. "Monetary policy and the stock market in the euro area," Working Paper Series 119, European Central Bank.

2001

  1. Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
  2. David Hendry & Michael P. Clements, 2001. "Pooling of Forecasts," Economics Papers 2002-W9, Economics Group, Nuffield College, University of Oxford.
  3. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
  4. David Hendry & Grayham E. Mizon, 2001. "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers 2002-W12, Economics Group, Nuffield College, University of Oxford.
  5. Larry D. Qiu & Barbara J. Spencer, 2001. "Keiretsu and Relationship-Specific Investment: Implications for Market-Opening Trade Policy," NBER Working Papers 8279, National Bureau of Economic Research, Inc.
  6. Merwan Engineer & Linda Welling, 2001. "Overlapping Generations Models of Graded Age-Group Societies: Economics Meets Ethnography," Department Discussion Papers 0102, Department of Economics, University of Victoria.
  7. Spiros Bougheas & Tim Worrall, 2001. "Cost Padding in Regulated Monopolies," Keele Department of Economics Discussion Papers (1995-2001) 2001/07, Department of Economics, Keele University, revised Nov 2001.
  8. Racine, J & Hyndman, R.J., 2001. "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers 10/01, Monash University, Department of Econometrics and Business Statistics.
  9. Alberto Bucci, 2001. "Human capital and technology in growth," Departmental Working Papers 2001-018, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  10. Alberto Bucci, 2001. "Human capital and technology in growth," Departmental Working Papers 2001-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  11. Hopenhayn, Hugo A. & Skrzypacz, Andrzej, 2001. "Tacit Collusion in Repeated Auctions," Research Papers 1698r2, Stanford University, Graduate School of Business.
  12. Jesús Otero & Costas Milas, 2001. "Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach," CeNDEF Workshop Papers, January 2001 PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
  14. Hoogerheide, L.F. & van Dijk, H.K., 2001. "Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration," Econometric Institute Research Papers EI 2001-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Kleijn, R.H. & van Dijk, H.K., 2001. "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Research Papers EI 2001-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2000

  1. David Hendry, 2000. "A General Forecast-error Taxonomy," Econometric Society World Congress 2000 Contributed Papers 0608, Econometric Society.
  2. Beyer, A. & Doornik, J.A. & Hendry, D.F., 2000. "Constructing Historical Euro-Zone Data," Economics Working Papers eco2000/10, European University Institute.
  3. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics.
  4. David Hendry, 2000. "Forecast Failure, Expectations Formation, and the Lucas Critique," Economics Papers 2002-W8, Economics Group, Nuffield College, University of Oxford.
  5. David Hendry, 2000. "Modelling UK Inflation over the Long Run," Economics Series Working Papers 2, University of Oxford, Department of Economics.
  6. David Hendry & Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers 3, University of Oxford, Department of Economics.
  7. David Hendry & Jurgen Doornik, 2000. "Constructing Historical Euro-Zone Data," Economics Series Working Papers 4, University of Oxford, Department of Economics.
  8. Dongsheng Zhou & Barbara J. Spencer & Ilan Vertinsky, 2000. "Strategic Trade Policy with Endogenous Choice of Quality and Asymmetric Costs," NBER Working Papers 7536, National Bureau of Economic Research, Inc.
  9. Barbara J. Spencer & Larry D. Qiu, 2000. "Keiretsu and Relationship-Specific Investment: A Barrier to Trade?," NBER Working Papers 7572, National Bureau of Economic Research, Inc.
  10. Tim Worrall, 2000. "Time Consistency and Intergenerational Risk Sharing," Keele Department of Economics Discussion Papers (1995-2001) 2000/17, Department of Economics, Keele University, revised Dec 2000.
  11. Daniel Levy, 2000. "Investment–Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," Post-Print hal-02385594, HAL.
  12. Dwayne Benjamin & Loren Brandt & Paul Glewwe & Li Guo, 2000. "Markets, Human Capital, and Inequality: Evidence from Rural China," Working Papers benjamin-00-01, University of Toronto, Department of Economics.
  13. Dwayne Benjamin & Loren Brandt, 2000. "Property Rights, Labor Markets, and Efficiency in a Transition Economy: The Case of Rural China," Working Papers benjamin-00-02, University of Toronto, Department of Economics.
  14. Jeff Racine, 2000. "Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data," Econometric Society World Congress 2000 Contributed Papers 0713, Econometric Society.
  15. Alberto BUCCI, 2000. "On Scale Effects, Market Power and Growth when Human and Technological Capital are Complements," Working Papers 134, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  16. Alberto BUCCI & H. Cagri SAGLAM, 2000. "Growth Maximizing Patent Lifetime," Working Papers 138, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  17. Alberto BUCCI & Fabio FIORILLO & Stefano STAFFOLANI, 2000. "Can Market Power influence Employment, Wage Inequality and Growth?," Working Papers 141, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  18. Jerzy D. Konieczny & Andrzej Skrzypacz, 2000. "Learning, Search and Arbitrage - Evidence from a Natural Experiment," Econometric Society World Congress 2000 Contributed Papers 1131, Econometric Society.
  19. Jerzy D. Konieczny & Andrzej Skrzypacz, 2000. "Inflation and Price Setting in a Natural Experiment," Econometric Society World Congress 2000 Contributed Papers 1132, Econometric Society.
  20. Jesus Otero & Costas Milas, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)," Borradores de Investigación 3232, Universidad del Rosario.
  21. McHardy, J.P., 2000. "Complementary Monopoly and Welfare Loss," Papers 272, Universite de Nantes - Economie Internationale et de l'Entreprise.
  22. McHardy, J.P., 2000. "The Importance of Demand Complementarities in the Calculation of Dead-Weight Welfare Losses," Papers 273, Universite de Nantes - Economie Internationale et de l'Entreprise.
  23. McHardy, J.P., 2000. "Miscalculations of Monopoly and Oligopoly Welfare Losses with Linear Demand," Papers 274, Universite de Nantes - Economie Internationale et de l'Entreprise.
  24. Nikola Gradojevic & Jing Yang, 2000. "The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables," Staff Working Papers 00-23, Bank of Canada.
  25. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society.
  26. K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
  27. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000. "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers EI 2000-20/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Kaashoek, J.F. & van Dijk, H.K., 2000. "Neural networks as econometric tool," Econometric Institute Research Papers EI 2000-31/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 36, European Central Bank.

1999

  1. Shantanu Dutta & Mark Bergen & Daniel Levy & Robert Venable, 1999. "Menu Costs, Posted Prices, and Multiproduct Retailers," Post-Print hal-02385591, HAL.
  2. Alberto BUCCI, 1999. "Horizontal innovation, market power and growth," Working Papers 120, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Skrzypacz, A. & Hopenhayn, H., 1999. "Bidding Rings in Repeated Auctions," RCER Working Papers 463, University of Rochester - Center for Economic Research (RCER).
  4. Michael Baker & Angelo Melino, 1999. "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study," Working Papers melino-99-01, University of Toronto, Department of Economics.
  5. Milas, Costas & Otero, Jesus G., 1999. "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers 269250, University of Warwick - Department of Economics.
  6. Kaashoek, J.F. & van Dijk, H.K., 1999. "Neural network analysis of varying trends in real exchange rates," Econometric Institute Research Papers EI 9915-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Terui, N. & van Dijk, H.K., 1999. "Combined forecasts from linear and nonlinear time series models," Econometric Institute Research Papers EI 9949-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1998

  1. Clements, Michael P. & Hendry, David F., 1998. "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers 268798, University of Warwick - Department of Economics.
  2. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
  3. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1998. "Mutual Insurance, Individual Savings and Limited Commitment," Keele Department of Economics Discussion Papers (1995-2001) 98/14, Department of Economics, Keele University.
  4. Tim Worrall, 1998. "Risk-Sharing in Village Economies," Keele Department of Economics Discussion Papers (1995-2001) 98/15, Department of Economics, Keele University.
  5. Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Post-Print hal-02385586, HAL.
  6. Dwayne Benjamin & Loren Brandt & Scott Rozelle, 1998. "Aging, Well-Being, And Social Security In Rural North China," Working Papers benjamin-98-01, University of Toronto, Department of Economics.
  7. Bucci, Alberto, 1998. "Market Power and Growth in a Schumpeterian Framework of Innovation," LIDAM Discussion Papers IRES 1998024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Serletis, A. & Gogas, P., 1998. "The North American Natural Gas Liquids Markets are Chaotic," Papers 98-10, Calgary - Department of Economics.
  9. Otero, Jesus G. & Milas, Costas, 1998. "Modelling The Behaviour Of The Spot Prices Of Various Types Of Coffee," Economic Research Papers 269244, University of Warwick - Department of Economics.
  10. Kaashoek, J.F. & van Dijk, H.K., 1998. "A simple strategy to prune neural networks with an application to economic time series," Econometric Institute Research Papers EI 9854, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998. "Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces," Econometric Institute Research Papers EI 9822, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1997

  1. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997. "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers 596, Board of Governors of the Federal Reserve System (U.S.).
  2. Ligon, Ethan & Thomas, Jonathan & Worrall, Tim, 1997. "Informal Insurance Arrangements in Village Economies," CUDARE Working Papers 198657, University of California, Berkeley, Department of Agricultural and Resource Economics.
  3. Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997. "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," Post-Print hal-02382825, HAL.
  4. Serletis, A. & Gogas, P., 1997. "Chaos in East European Black-Market Exchange Rates," Papers 9708, Calgary - Department of Economics.
  5. Gogas, Periklis, 1997. "On the construction of cersonal, corporate and effective overall marginal tax rates for Canada (1977-1992)," MPRA Paper 1465, University Library of Munich, Germany.
  6. Kleibergen, F.R. & van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1996

  1. Clements, Michael P. & Hendry, David F., 1996. "Multi-Step Estimation For Forecasting," Economic Research Papers 268696, University of Warwick - Department of Economics.
  2. Hendry, D-F & Mizon, G-E, 1996. "The Influence of A. W. H. Phillips on Econometrics," Economics Working Papers eco96/03, European University Institute.
  3. Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
  4. Jota Ishikawa & Barbara J. Spencer, 1996. "Rent-Shifting Export Subsidies with an Imported Intermediate Product," NBER Working Papers 5458, National Bureau of Economic Research, Inc.
  5. Barbara J. Spencer, 1996. "Quota Licenses for Imported Capital Equipment: Could Bureaucrats Ever DoBetter than the Market?," NBER Working Papers 5695, National Bureau of Economic Research, Inc.
  6. BAUWENS, L. & POLASEK, W. & van DIJK, H. K., 1996. "Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics," LIDAM Reprints CORE 1232, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1995

  1. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Economics Papers 7., Economics Group, Nuffield College, University of Oxford.
  2. Daniel Levy, 1995. "Investment-saving comovement under endogenous fiscal policy," Post-Print hal-02382789, HAL.
  3. Daniel Levy, 1995. "Capital Stock Depreciation, Tax Rules, and Composition of Aggregate Investment," Post-Print hal-02382794, HAL.

1994

  1. Rebecca A Emerson & David Hendry, 1994. "An evaluation of forecasting using leading indicators," Economics Papers 5., Economics Group, Nuffield College, University of Oxford.
  2. Ruth R. Raubitschek & Barbara J. Spencer, 1994. "High-Cost Domestic Joint Ventures and International Competition: Do Domestic Firms Gain?," NBER Working Papers 4804, National Bureau of Economic Research, Inc.
  3. Hashem Dezhbakhsh & Daniel Levy, 1994. "Periodic properties of interpolated time series," Post-Print hal-02382750, HAL.
  4. Daniel Levy & Haiwei Chen, 1994. "Estimates Of The Aggregate Quarterly Capital Stock For The Post-War U.S. Economy," Post-Print hal-02382769, HAL.
  5. Daniel Levy, 1994. "Output, Capital, and Labor in the Short, and Long-Run," Post-Print hal-02382783, HAL.

1993

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers 440, Board of Governors of the Federal Reserve System (U.S.).
  2. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).
  3. Angelini, P. & Hendry, D.F. & Rinaldi, R., 1993. "An Econometric Analysis of Money Demand in Italy," Papers 219, Banca Italia - Servizio di Studi.
  4. Daniel Levy & Mark Bergen, 1993. "Simulating A Multiproduct Barter Exchange Economy," Post-Print hal-02382710, HAL.
  5. Larry G. Epstein & Angelo Melino, 1993. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," NBER Working Papers 4524, National Bureau of Economic Research, Inc.

1992

  1. Clements, M.P. & Hendry, D., 1992. "On the Limitations of Comparing Mean Square Forecast Errors," Economics Series Working Papers 99138, University of Oxford, Department of Economics.
  2. Clements, M.P. & Hendry, D.F., 1992. "Forecasting in Cointegrated Systems," Economics Series Working Papers 99139, University of Oxford, Department of Economics.
  3. Esteban, J. & Engineer, M. & Sakovics, J., 1992. "Costly Transfer Institutions and the Core in an Overlapping Generations Models," UFAE and IAE Working Papers 181.92, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  4. Engineer, M. & Bernhardt, D., 1992. "Endogenous Transfer Institutions in Overlapping Generations," Working Papers 1992-07, University of Guelph, Department of Economics and Finance.
  5. Racine, J. & Rilstone, P., 1992. "The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification," Papers 9204, Laval - Recherche en Politique Economique.

1991

  1. Luigi Ermini & David F. Hendry, 1991. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Working Papers 199111, University of Hawaii at Manoa, Department of Economics.
  2. Dowrick, Steve & Spencer, Barbara J., 1991. "LABOUR-SAVING INNOVATION: UNION ATTITUDES UNDER OLIGOPOLISTIC COMPETITION: or Are Unions Luddites?," Economic Research Papers 268494, University of Warwick - Department of Economics.
  3. Dowrick, S. & Spencer, B.J., 1991. "Labour-Saving Innovation: Union Attitudes Under Oligopolistic Competition or Unions Luddites?," The Warwick Economics Research Paper Series (TWERPS) 374, University of Warwick, Department of Economics.
  4. Engineer, M. & Bernhardt, D., 1991. "Adverse Selection , Money and Barter," Working Papers 1991-9, University of Guelph, Department of Economics and Finance.
  5. Levy, D., 1991. "Output, Capital, And Labor In The Short And Long Run: Evidence From Spectral Analysis," Papers 90-91-07, California Irvine - School of Social Sciences.
  6. Racine, J., 1991. "A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients," Papers 91-10, York (Canada) - Department of Economics.
  7. Racine, J., 1991. "An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean," Papers 91-9, York (Canada) - Department of Economics.
  8. Peter C. Schotman & Herman K. van Dijk, 1991. "On Bayesian routes to unit roots," Discussion Paper / Institute for Empirical Macroeconomics 43, Federal Reserve Bank of Minneapolis.

1990

  1. Neil R. Ericsson & David F. Hendry, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
  2. Engle, R. & Hendry, D., 1990. "Testing Super Exogeneity And Invariance In Regression Models," Economics Series Working Papers 99100, University of Oxford, Department of Economics.
  3. Favero, C. & Hendry, D., 1990. "Testing The Lucas Critique: A Review," Economics Series Working Papers 99101, University of Oxford, Department of Economics.
  4. Hendry, D.F. & Mizon, G.E., 1990. "Evaluating Dynamic Econometric Models By Encompassing The Var," Economics Series Working Papers 99102, University of Oxford, Department of Economics.
  5. Thomas, Jonathan & Worrall, Tim, 1990. "Foreign Direct Investment And The Risk Of Expropriation," Economic Research Papers 268376, University of Warwick - Department of Economics.
  6. Thomas, Jonathan P. & Worrall, Tim, 1990. "Foreign direct investment and the risk of expropriation," Kiel Working Papers 411, Kiel Institute for the World Economy (IfW Kiel).
  7. Levy, D., 1990. "Investment-Saving Comovement, Capital Mobility, And Fiscal Policy," Papers 90-91-04, California Irvine - School of Social Sciences.
  8. Schotman, P. & van Dijk, H. K., 1990. "Posterior Analysis Of Possibly Integrated Time Series With An Application To Real Gnp," Econometric Institute Archives 272482, Erasmus University Rotterdam.

1989

  1. Neil R. Ericsson & David F. Hendry, 1989. "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers 354, Board of Governors of the Federal Reserve System (U.S.).
  2. Neil R. Ericsson & David F. Hendry, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).
  3. Barbara J. Spencer & Ronald W. Jones, 1989. "Vertical Foreclosure and International Trade Policy," NBER Working Papers 2920, National Bureau of Economic Research, Inc.
  4. Barbara J. Spencer & Ronald W. Jones, 1989. "Trade and Protection in Vertically Related Markets," NBER Working Papers 3023, National Bureau of Economic Research, Inc.
  5. James A. Brander & Barbara J. Spencer, 1989. "Trade Adjustment Assistance: Welfare and Incentive Effects of Payments to Displaced Workers," NBER Working Papers 3071, National Bureau of Economic Research, Inc.
  6. Merwan Engineer & Dan Bernhardt, 1989. "Barter and Money, and the Optimality of Legal Restrictions," Working Paper 765, Economics Department, Queen's University.
  7. Levy, D., 1989. "Aggregate Output, Capital, And Labor In The Post-War U.S. Economy," Papers 89-2, California Irvine - School of Social Sciences.
  8. Racine, J.S., 1989. "The Semiparametric Approach To The Estimation Of Systems Of Equations Models In The Presence Of Heteroskedasticity Of Unknown Form," Papers 89-13, York (Canada) - Department of Economics.
  9. Racine, J.S., 1989. "Semiparametric Estimation In The Presence Of Heteroskedasticity Of Unknown Form," Papers 89-14, York (Canada) - Department of Economics.
  10. Schotman, P. & van Dijk, H. K., 1989. "A Bayesian Analysis Of The Unit Root Hypothesis," Econometric Institute Archives 272385, Erasmus University Rotterdam.
  11. Schotman P. & van Dijk, H. K., 1989. "A Bayesian Analysis Of The Unit Root In Real Exchange Rates," Econometric Institute Archives 272390, Erasmus University Rotterdam.

1988

  1. Barbara J. Spencer, 1988. "Capital Subsidies and Countervailing Duties in Oligopolistic Industries," NBER Working Papers 2519, National Bureau of Economic Research, Inc.
  2. Jones, R.W. & Spencer, B.J., 1988. "Raw Materials, Processing Activities And Protectionism," RCER Working Papers 156, University of Rochester - Center for Economic Research (RCER).
  3. Worrall, Tim, 1988. "Debt with potential repudiation," Discussion Papers, Series II 69, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  4. Stuart A Gabriel & Daniel Levy, 1988. "Expectations, information, and migration: the case of the West Bank and Gaza," Post-Print hal-02382418, HAL.
  5. Benjamin, D., 1988. "Household Conposition And Labor Demand: A Test Of Rural Labor Market Efficiency," Papers 140, Princeton, Woodrow Wilson School - Public and International Affairs.
  6. Deaton, A. & Benjamin, D., 1988. "The Living Standards Survey And Price Policy Reform - A Study Of Cocoa And Coffee Production In Cote D'Ivoire," Papers 44, World Bank - Living Standards Measurement.
  7. Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988. "Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods," Papers m8804, Southern California - Department of Economics.

1987

  1. Hendry, D.F. & Richard, J.-F., 1987. "Recent developments in the theory of encompassing," LIDAM Discussion Papers CORE 1987022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
  3. Thomas, Jonathan P. & Worrall, Timothy, 1987. "Income transfers to LDC's under asymmetric information: A two country model," Discussion Papers, Series II 38, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  4. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc.
  5. VAN DIJK, Herman K., 1987. "Some advances in Bayesian estimations methods using Monte Carlo Integration," LIDAM Reprints CORE 783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1986

  1. James A. Brander & Barbara J. Spencer, 1986. "International Oligopoly and Asymmetric Labour Market Institutions," NBER Working Papers 2038, National Bureau of Economic Research, Inc.
  2. Dan Usher & Merwan Engineer, 1986. "The Distribution of Income in a Despotic Society," Working Paper 653, Economics Department, Queen's University.
  3. Merwan Engineer, 1986. "Taxes, Public Goods and the Ruling Class," Working Paper 672, Economics Department, Queen's University.
  4. Angelo Melino, 1986. "The Term Structure of Interest Rates: Evidence and Theory," NBER Working Papers 1828, National Bureau of Economic Research, Inc.
  5. van DIJK, H.K., 1986. "A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters," LIDAM Discussion Papers CORE 1986050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. van Dijk, H. K. & Hop, J. P. & Louter, A. S., 1986. "An Algorithm For The Computation Of Posterior Moments And Densities Using Simple Importance Sampling," Econometric Institute Archives 272354, Erasmus University Rotterdam.

1985

  1. Hendry, David F & Mizon, Grayham Ernest, 1985. "Procrustean Econometrics: Stretching and Squeezing Data," CEPR Discussion Papers 68, C.E.P.R. Discussion Papers.
  2. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
  3. Neil R. Ericsson & David F. Hendry, 1985. "Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 270, Board of Governors of the Federal Reserve System (U.S.).
  4. Sanford J. Grossman & Angelo Melino & Robert J. Shiller, 1985. "Estimating the Continuous Time Consumption Based Asset Pricing Model," NBER Working Papers 1643, National Bureau of Economic Research, Inc.
  5. Kooiman, Peter & van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood Diagnostics And Bayesian Analysis Of A Micro-Economic Disequilibrium Model For Retail Services," Econometric Institute Archives 272289, Erasmus University Rotterdam.
  6. van Dijk, H. K. & Kloek, T. & Boender, C. G. E., 1985. "Posterior Moments Computed By Mixed Integration," Econometric Institute Archives 272291, Erasmus University Rotterdam.

1984

  1. James A. Brander & Barbara J. Spencer, 1984. "Export Subsidies and International Market Share Rivalry," NBER Working Papers 1464, National Bureau of Economic Research, Inc.
  2. Olivier J. Blanchard & Angelo Melino, 1984. "Cyclical Behavior of Prices and Quantities in the Automobile Market," NBER Working Papers 1325, National Bureau of Economic Research, Inc.

1983

  1. HENDRY, David F. & RICHARD, Jean-François, 1983. "The econometric analysis of economic time series," LIDAM Reprints CORE 531, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Barbara J. Spencer & James A. Brander, 1983. "International R & D Rivalry and Industrial Strategy," Boston College Working Papers in Economics 118, Boston College Department of Economics.
  3. James A. Brander & Barbara J. Spencer, 1983. "Trade Warfare: Tariffs and Cartels," NBER Working Papers 1193, National Bureau of Economic Research, Inc.
  4. van Dijk, H. K. & Kloek, T., 1983. "Experiments With Some Alternatives For Simple Importance Sampling In Monte Carlo Integration," Econometric Institute Archives 272281, Erasmus University Rotterdam.

1982

  1. Barbara J. Spencer & James A. Brander, 1982. "Second Best Pricing of Publically Produced Inputs: The Case of Downstream Imperfect Competition," Working Paper 512, Economics Department, Queen's University.
  2. Barbara J. Spencer & James A. Brander, 1982. "Strategic Commitment with R&D: The Symmetric Case," Working Paper 516, Economics Department, Queen's University.
  3. Barbara J. Spencer & James A. Brander, 1982. "Tariff Protection and Imperfect Competition," Working Paper 517, Economics Department, Queen's University.
  4. van Dijk, H. K. & Kloek, T., 1982. "Monte Carlo Analysis Of Skew Posterior Distributions: An Illustrative Econometric Example," Econometric Institute Archives 272268, Erasmus University Rotterdam.
  5. van Dijk, H. K. & Kloek, T., 1982. "Posterior Moments Of The Klein-Goldberger Model," Econometric Institute Archives 272269, Erasmus University Rotterdam.

1980

  1. Brander, James A. & Spencer, Barbara, 1980. "Tariffs and the Extraction of Foreign Monopoly Rents Under Potential Entry," Queen's Institute for Economic Research Discussion Papers 275189, Queen's University - Department of Economics.
  2. van Dijk, H. K. & Kloek, T., 1980. "Further Experience In Bayesian Analysis Using Monte Carlo Integration," Econometric Institute Archives 272261, Erasmus University Rotterdam.

1979

  1. Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois, 1979. "Exogeneity," Economic Research Papers 269060, University of Warwick - Department of Economics.
    • Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
  2. Barbara Spencer, 1979. "Outside Information and the Degree of Monopoly Power of a Public Bureau," Working Paper 361, Economics Department, Queen's University.

1978

  1. van Dijk, H. K. & Kloek, T., 1978. "Posterior Analysis Of Klein'S Model," Econometric Institute Archives 272173, Erasmus University Rotterdam.

1976

  1. Kloek, T. & van Dijk, H. K., 1976. "BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo," Econometric Institute Archives 272139, Erasmus University Rotterdam.
  2. van Dijk, H. K. & Kloek, T., 1976. "PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach," Econometric Institute Archives 272131, Erasmus University Rotterdam.

1975

  1. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation for Research in Economics, Yale University.
  2. David F. Hendry, 1975. "The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems," Cowles Foundation Discussion Papers 399, Cowles Foundation for Research in Economics, Yale University.
  3. David F. Hendry & Frank Srba, 1975. "A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems," Cowles Foundation Discussion Papers 400, Cowles Foundation for Research in Economics, Yale University.
  4. Kloek, T. & van Dijk, H. K., 1975. "BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo," Econometric Institute Archives 272074, Erasmus University Rotterdam.

Undated

  1. Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F., "undated". "Beyer-Doornik-Hendry," Instructional Stata datasets for econometrics bdh, Boston College Department of Economics.
  2. Jurgen A. Doornik & David F. Hendry & Neil Shephard, "undated". "Computationally-intensive Econometrics using a Distributed Matrix-programming Language," Economics Papers 2001-W22, Economics Group, Nuffield College, University of Oxford.
  3. . Luigi Ermini & David Hendry, "undated". "Log income versus linear income: an application of the encompassing principl," Economics Papers W6, Economics Group, Nuffield College, University of Oxford.
  4. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, "undated". "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford.
  5. Sofronis Clerides & Saul Lach & James Tybout, "undated". "Is \"Learning-by-Exporting\" Important? Micro-dynamic Evidence from Colombia, Mexico, and Morocco," Finance and Economics Discussion Series 1996-30, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
  6. Apostolos Serletis & Periklis Gogas, "undated". "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Working Papers 2013-02, Department of Economics, University of Calgary.
  7. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.

Journal articles

2024

  1. David F. Hendry, 2024. "A Brief History of General‐to‐specific Modelling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 1-20, February.
  2. McHardy, Jolian, 2024. "Platform business models and strategic price interaction," Transportation Research Part B: Methodological, Elsevier, vol. 182(C).
  3. Nikola Gradojevic & Dragan Kukolj, 2024. "Unlocking the black box: Non-parametric option pricing before and during COVID-19," Annals of Operations Research, Springer, vol. 334(1), pages 59-82, March.
  4. Morana, Claudio, 2024. "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
  5. O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024. "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
  6. Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024. "On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1877-1895, April.

2023

  1. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023. "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 31-51.
  2. Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023. "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, vol. 126(C).
  3. Hendry, David F. & Pretis, Felix, 2023. "Analysing differences between scenarios," International Journal of Forecasting, Elsevier, vol. 39(2), pages 754-771.
  4. Brander, James A. & Spencer, Barbara J., 2023. "Intellectual property infringement by foreign firms: Import protection through the ITC or court," Journal of International Economics, Elsevier, vol. 140(C).
  5. Jonathan Thomas & Tim Worrall, 2023. "Self-Enforcing Wage Contracts Redux," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 179(3-4), pages 441-469.
  6. Sourav Ray & Avichai Snir & Daniel Levy, 2023. "Retail pricing format and rigidity of regular prices," Economica, London School of Economics and Political Science, vol. 90(360), pages 1173-1203, October.
  7. Alberto Bucci & Davide La Torre & Danilo Liuzzi & Simone Marsiglio, 2023. "A network‐based economic growth model with endogenous migration and poverty traps," Metroeconomica, Wiley Blackwell, vol. 74(4), pages 833-857, November.
  8. Boikos, Spyridon & Bucci, Alberto & Sequeira, Tiago Neves, 2023. "May human capital rescue the Empty Planet?," Economics Letters, Elsevier, vol. 232(C).
  9. Bucci, Alberto, 2023. "Can a negative population growth rate sustain a positive economic growth rate in the long run?," Mathematical Social Sciences, Elsevier, vol. 122(C), pages 17-28.
  10. Alexis Antoniades & Sofronis Clerides & Mingzhi Xu, 2023. "Micro‐responses to shocks: pricing, promotion, and entry," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(3), pages 584-615, July.
  11. Antoniades, Alexis & Clerides, Sofronis & Xu, Mingzhi, 2023. "Multi-product firm price and variety response to firm-specific cost shocks," International Journal of Industrial Organization, Elsevier, vol. 90(C).
  12. Sofronis Clerides & Pascal Courty & Yupei Ma, 2023. "Store expensiveness and consumer saving: Insights from a new decomposition of price dispersion," Quantitative Marketing and Economics (QME), Springer, vol. 21(1), pages 65-94, March.
  13. Periklis Gogas & Theophilos Papadimitriou, 2023. "Machine Learning in Renewable Energy," Energies, MDPI, vol. 16(5), pages 1-3, February.
  14. Monica Alexiadou & Emmanouil Sofianos & Periklis Gogas & Theophilos Papadimitriou, 2023. "Cryptocurrencies and Long-Range Trends," IJFS, MDPI, vol. 11(1), pages 1-17, February.
  15. Thomas Poufinas & Periklis Gogas & Theophilos Papadimitriou & Emmanouil Zaganidis, 2023. "Machine Learning in Forecasting Motor Insurance Claims," Risks, MDPI, vol. 11(9), pages 1-19, September.
  16. Francesco Angelini & Massimiliano Castellani & Pierpaolo Pattitoni, 2023. "You can’t export that! Export ban for modern and contemporary Italian art," European Journal of Law and Economics, Springer, vol. 56(3), pages 533-557, December.
  17. Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2023. "COVID-19 anti-contagion policies and economic support measures in the USA," Oxford Economic Papers, Oxford University Press, vol. 75(3), pages 613-630.
  18. Rakesh K. Bissoondeeal & Jane M. Binner & Costas Milas, 2023. "Brexit and coronavirus: financial perspectives and future prospects," The European Journal of Finance, Taylor & Francis Journals, vol. 29(16), pages 1825-1834, November.
  19. Michael Ellington & Marcin Michalski & Costas Milas, 2023. "Of votes and viruses: the UK economy and economic policy uncertainty," The European Journal of Finance, Taylor & Francis Journals, vol. 29(16), pages 1849-1865, November.
  20. McHardy, Jolian & Reynolds, Michael & Trotter, Stephen, 2023. "A consumer surplus, welfare and profit enhancing strategy for improving urban public transport networks," Regional Science and Urban Economics, Elsevier, vol. 100(C).
  21. Gradojevic, Nikola & Kukolj, Dragan & Adcock, Robert & Djakovic, Vladimir, 2023. "Forecasting Bitcoin with technical analysis: A not-so-random forest?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 1-17.
  22. Dimitrios Bakas & Ioanna Konstantakopoulou & Athanasios Triantafyllou, 2023. "Commodity price uncertainty and international trade," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 50(4), pages 1453-1481.
  23. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
  24. Muhammad Shahbaz & Vassilios G. Papavassiliou & Amine Lahiani & David Roubaud, 2023. "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2620-2634, July.
  25. Miana Plesca & Fraser Summerfield, 2023. "The Productivity Benefits of Overeducation," Journal of Human Capital, University of Chicago Press, vol. 17(4), pages 463-502.

2022

  1. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2022. "Short-term forecasting of the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(2), pages 453-466.
  2. 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, vol. 38(3), pages 705-871.
    • 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 2012.03854, arXiv.org, revised Jan 2022.
  3. James A. Brander & Barbara J. Spencer, 2022. "Differentiated Entry or “Me-Too” Entry in Bertrand and Cournot Oligopoly," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 60(1), pages 1-27, February.
  4. Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
  5. Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 financial crisis: Slow to see, fast to act," Journal of Financial Stability, Elsevier, vol. 60(C).
  6. Snir, Avichai & (Allan) Chen, Haipeng & Levy, Daniel, 2022. "Zero-ending prices, cognitive convenience, and price rigidity," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 519-542.
  7. Daniel Levy & Avichai Snir, 2022. "Potterian economics," Oxford Open Economics, Oxford University Press, vol. 1, pages 1-32.
  8. Bergen, Mark & Bergen, Thomas & Levy, Daniel & Semenov, Rose, 2022. "3 Lessons from Hyperinflationary Periods," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
  9. Boikos, Spyridon & Bucci, Alberto & Stengos, Thanasis, 2022. "Leisure and innovation in horizontal R&D-based growth," Economic Modelling, Elsevier, vol. 107(C).
  10. Alberto Bucci, 2022. "P. Aghion, C. Antonin, S. Bunel, The power of creative destruction: Economic upheaval and the wealth of nations," Journal of Economics, Springer, vol. 135(3), pages 299-306, April.
  11. Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
  12. Periklis Gogas & Theophilos Papadimitriou, 2022. "Emerging Trends in Energy Economics," Energies, MDPI, vol. 15(14), pages 1-2, July.
  13. Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou, 2022. "Forecasting Bitcoin Spikes: A GARCH-SVM Approach," Forecasting, MDPI, vol. 4(4), pages 1-15, September.
  14. Theophilos Papadimitriou & Periklis Gogas & Fotios Gkatzoglou, 2022. "The Convergence Evolution in Europe from a Complex Networks Perspective," JRFM, MDPI, vol. 15(10), pages 1-14, October.
  15. Periklis Gogas & Theophilos Papadimitriou & Maria-Artemis Matthaiou, 2022. "Supervision of Banking Networks Using the Multivariate Threshold-Minimum Dominating Set (mT-MDS)," JRFM, MDPI, vol. 15(6), pages 1-13, June.
  16. Emmanouil Sofianos & Periklis Gogas & Theophilos Papadimitriou, 2022. "Mind the gap: forecasting euro-area output gaps with machine learning," Applied Economics Letters, Taylor & Francis Journals, vol. 29(19), pages 1824-1828, November.
  17. Theophilos Papadimitriou & Periklis Gogas & Anna Agrapetidou, 2022. "The resilience of the U.S. banking system," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2819-2835, July.
  18. Periklis Gogas & Theophilos Papadimitriou & Emmanouil Sofianos, 2022. "Forecasting unemployment in the euro area with machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 551-566, April.
  19. Alice Monti & Pierpaolo Pattitoni & Barbara Petracci & Otto Randl, 2022. "Does corporate social responsibility impact equity risk? International evidence," Review of Quantitative Finance and Accounting, Springer, vol. 59(3), pages 825-855, October.
  20. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2022. "Unemployment claims during COVID-19 and economic support measures in the U.S," Economic Modelling, Elsevier, vol. 113(C).
  21. Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2022. "Effectiveness of government policies in response to the first COVID-19 outbreak," PLOS Global Public Health, Public Library of Science, vol. 2(4), pages 1-19, April.
  22. Camillo Lento & Nikola Gradojevic, 2022. "The Profitability of Technical Analysis during the COVID-19 Market Meltdown," JRFM, MDPI, vol. 15(5), pages 1-19, April.
  23. Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022. "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, vol. 50(C).
  24. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is Climate Change Time-Reversible?," Econometrics, MDPI, vol. 10(4), pages 1-18, December.
  25. Giuliana Birindelli & Paola Ferretti & Giovanni Ferri & Marco Savioli, 2022. "Regulatory reform and banking diversity: reassessing Basel 3," Annals of Finance, Springer, vol. 18(4), pages 429-456, December.
  26. Antonie, Luiza & Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2022. "Intergenerational Mobility in a Mid-Atlantic Economy: Canada, 1871–1901," The Journal of Economic History, Cambridge University Press, vol. 82(4), pages 1003-1029, December.
  27. Fraser Summerfield, 2022. "Economic conditions, task shares, and overqualification [Changes in unemployment and wage inequality: an alternative theory and some evidence]," Oxford Economic Papers, Oxford University Press, vol. 74(1), pages 40-61.

2021

  1. Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry, 2021. "Modeling and forecasting the COVID‐19 pandemic time‐series data," Social Science Quarterly, Southwestern Social Science Association, vol. 102(5), pages 2070-2087, September.
  2. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 19-43, April.
  3. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
  4. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics," Econometrics, MDPI, vol. 10(1), pages 1-21, December.
  5. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Selecting a Model for Forecasting," Econometrics, MDPI, vol. 9(3), pages 1-35, June.
  6. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Forecasting Principles from Experience with Forecasting Competitions," Forecasting, MDPI, vol. 3(1), pages 1-28, February.
  7. Brander, James A. & Spencer, Barbara J., 2021. "Patent assertion entities and the courts: Injunctive or fee-based relief?," International Review of Law and Economics, Elsevier, vol. 65(C).
  8. Snir, Avichai & Chen, Haipeng (Allan) & Levy, Daniel, 2021. "Stuck at zero: Price rigidity in a runaway inflation," Economics Letters, Elsevier, vol. 204(C).
  9. Avichai Snir & Daniel Levy, 2021. "If You Think 9-Ending Prices Are Low, Think Again," Journal of the Association for Consumer Research, University of Chicago Press, vol. 6(1), pages 33-47.
  10. Daniel Levy & Andrew T. Young, 2021. "Promise, trust, and betrayal: Costs of breaching an implicit contract," Southern Economic Journal, John Wiley & Sons, vol. 87(3), pages 1031-1051, January.
  11. Baldanzi, Annarita & Bucci, Alberto & Prettner, Klaus, 2021. "Children’S Health, Human Capital Accumulation, And R&D-Based Economic Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 25(3), pages 651-668, April.
  12. Bucci, Alberto & Cozzi, Guido, 2021. "Introduction To The Macroeconomic Dynamics Special Issue On: Growth In The Aftermath Of The Financial Crisis: Theories, Policies, And Sources Of Sustainable Development," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1145-1154, July.
  13. Bucci, Alberto & Carbonari, Lorenzo & Trovato, Giovanni, 2021. "Variety, Competition, And Population In Economic Growth: Theory And Empirics," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1303-1330, July.
  14. Bucci, Alberto & Carbonari, Lorenzo & Gil, Pedro Mazeda & Trovato, Giovanni, 2021. "Economic growth and innovation complexity: An empirical estimation of a Hidden Markov Model," Economic Modelling, Elsevier, vol. 98(C), pages 86-99.
  15. Alberto Bucci & Philip Ushchev, 2021. "Specialization versus competition: an anatomy of increasing returns to scale," Journal of Economic Geography, Oxford University Press, vol. 21(3), pages 461-486.
  16. Wilson Cruz Vieira & Alberto Bucci & Simone Marsiglio, 2021. "Welfare and Convergence Speed in the Ramsey Model Under Two Classes of Gorman Preferences," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 37-58, March.
  17. Alberto Bucci & Lorenzo Carbonari & Monia Ranalli & Giovanni Trovato, 2021. "Health and economic development: evidence from non-OECD countries," Applied Economics, Taylor & Francis Journals, vol. 53(55), pages 6348-6375, November.
  18. Adamos Adamou & Sofronis Clerides, 2021. "The evolution of car ownership in Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 15(1), pages 1-15, June.
  19. Dimitrios Mouchtaris & Emmanouil Sofianos & Periklis Gogas & Theophilos Papadimitriou, 2021. "Forecasting Natural Gas Spot Prices with Machine Learning," Energies, MDPI, vol. 14(18), pages 1-13, September.
  20. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou, 2021. "Gold Against the Machine," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 5-28, January.
  21. Periklis Gogas & Theophilos Papadimitriou, 2021. "Machine Learning in Economics and Finance," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 1-4, January.
  22. Anna Agrapetidou & Paulos Charonyktakis & Periklis Gogas & Theophilos Papadimitriou & Ioannis Tsamardinos, 2021. "An AutoML application to forecasting bank failures," Applied Economics Letters, Taylor & Francis Journals, vol. 28(1), pages 5-9, January.
  23. Rosston, Gregory L. & Skrzypacz, Andrzej, 2021. "Reclaiming spectrum from incumbents in inefficiently allocated bands: Transaction costs, competition, and flexibility," Telecommunications Policy, Elsevier, vol. 45(7).
  24. Michele Meoli & Alessandra Micozzi & Pierpaolo Pattitoni, 2021. "One Swallow Does Not Make a Summer: Graduates and Entrepreneurial Activity," L'industria, Società editrice il Mulino, issue 4, pages 749-770.
  25. Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli, 2021. "Insider Trading and the Market Abuse Directive: Are Voluntary and Mandatory Takeover Bids Different?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 461-485, November.
  26. Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
  27. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does It Matter Where You Search? Twitter versus Traditional News Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1757-1795, October.
  28. Michele Bernini & Georgios Efthyvoulou & Ian Gregory-Smith & Jolian McHardy & Antonio Navas, 2021. "Interlocking directorships and patenting coordination," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 30(4), pages 382-411, May.
  29. Gradojevic, Nikola & Tsiakas, Ilias, 2021. "Volatility cascades in cryptocurrency trading," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 252-265.
  30. Camillo Lento & Nikola Gradojevic, 2021. "S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown," JRFM, MDPI, vol. 14(7), pages 1-13, July.
  31. Nikola Gradojevic, 2021. "Brexit and foreign exchange market expectations: Could it have been predicted?," Annals of Operations Research, Springer, vol. 297(1), pages 167-189, February.
  32. Deniz Erdemlioglu & Nikola Gradojevic, 2021. "Heterogeneous investment horizons, risk regimes, and realized jumps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 617-643, January.
  33. Baiardi, Donatella & Morana, Claudio, 2021. "Climate change awareness: Empirical evidence for the European Union," Energy Economics, Elsevier, vol. 96(C).
  34. Kinateder, Harald & Papavassiliou, Vassilios G., 2021. "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, vol. 38(C).
  35. Papavassiliou, Vassilios G. & Kinateder, Harald, 2021. "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  36. Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz, 2021. "Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(4), pages 795-819, December.

2020

  1. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2020. "Card forecasts for M4," International Journal of Forecasting, Elsevier, vol. 36(1), pages 129-134.
  2. Castle, Jennifer L. & Hendry, David F., 2020. "Climate Econometrics: An Overview," Foundations and Trends(R) in Econometrics, now publishers, vol. 10(3-4), pages 145-322, August.
  3. Picard, Pierre M. & Worrall, Tim, 2020. "Currency areas and voluntary transfers," Journal of International Economics, Elsevier, vol. 127(C).
  4. Levy, Daniel & Snir, Avichai & Gotler, Alex & Chen, Haipeng (Allan), 2020. "Not all price endings are created equal: Price points and asymmetric price rigidity," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 33-49.
  5. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020. "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
  6. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2020. "Kernel smoothed probability mass functions for ordered datatypes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(3), pages 563-586, July.
  7. Jeffrey S. Racine & Ingrid Van Keilegom, 2020. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
  8. Bucci, Alberto & Marsiglio, Simone & Prettner, Catherine, 2020. "On The (Nonmonotonic) Relation Between Economic Growth And Finance," Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 93-112, January.
  9. Alberto Bucci & Klaus Prettner, 2020. "Endogenous education and the reversal in the relationship between fertility and economic growth," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 1025-1068, July.
  10. Sofronis Clerides & Sotiria Charalambous, 2020. "Fuel price pass-through in Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 14(1), pages 27-40, June.
  11. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Efterpi Doumpa & Maria Stefanidou, 2020. "Forecasting Credit Ratings of EU Banks," IJFS, MDPI, vol. 8(3), pages 1-15, August.
  12. Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou, 2020. "Forecasting S&P 500 spikes: an SVM approach," Digital Finance, Springer, vol. 2(3), pages 241-258, December.
  13. Felipe Varas & Iván Marinovic & Andrzej Skrzypacz, 2020. "Random Inspections and Periodic Reviews: Optimal Dynamic Monitoring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(6), pages 2893-2937.
  14. Dmitry Orlov & Andrzej Skrzypacz & Pavel Zryumov, 2020. "Persuading the Principal to Wait," Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2542-2578.
  15. Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020. "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 150-166.
  16. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020. "A mixed frequency approach for stock returns and valuation ratios," Economics Letters, Elsevier, vol. 187(C).
  17. Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2020. "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Economic Modelling, Elsevier, vol. 85(C), pages 57-73.
  18. Ivana Brkić & Nikola Gradojević & Svetlana Ignjatijević, 2020. "The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence," JRFM, MDPI, vol. 13(2), pages 1-13, February.
  19. Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
  20. David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2020. "Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14," Econometrics, MDPI, vol. 8(1), pages 1-1, February.
  21. Giuranno Michele G. & Scrimitore Marcella & Stamatopoulos Giorgos, 2020. "Managerial Accountability Under Yardstick Competition," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 20(2), pages 1-4, June.
  22. Bakas, Dimitrios & Kostis, Pantelis & Petrakis, Panagiotis, 2020. "Culture and labour productivity: An empirical investigation," Economic Modelling, Elsevier, vol. 85(C), pages 233-243.
  23. Bakas, Dimitrios & Triantafyllou, Athanasios, 2020. "Commodity price volatility and the economic uncertainty of pandemics," Economics Letters, Elsevier, vol. 193(C).
  24. Bakas, Dimitrios & Mendieta-Muñoz, Ivan, 2020. "Financial crises and economic recovery: Cross-country heterogeneity and cross-sectional dependence," Economics Letters, Elsevier, vol. 195(C).
  25. Dimitrios Bakas & Karen Jackson & Georgios Magkonis, 2020. "Trade (Dis)integration: The Sudden Death of NAFTA," Open Economies Review, Springer, vol. 31(4), pages 931-943, September.
  26. Dimitrios Bakas & Yousef Makhlouf, 2020. "Can the insider–outsider theory explain unemployment hysteresis in OECD countries?," Oxford Economic Papers, Oxford University Press, vol. 72(1), pages 149-163.
  27. Marco Savioli & Lorenzo Zirulia, 2020. "Does add-on presence always lead to lower baseline prices? Theory and evidence," Journal of Economics, Springer, vol. 129(2), pages 143-172, March.
  28. Manuela Presutti & Marco Savioli & Vincenza Odorici, 2020. "Strategic orientation of hotels: Evidence from a contingent approach," Tourism Economics, , vol. 26(7), pages 1212-1230, November.
  29. Bailey Ashton Adie & Martin Falk & Marco Savioli, 2020. "Overtourism as a perceived threat to cultural heritage in Europe," Current Issues in Tourism, Taylor & Francis Journals, vol. 23(14), pages 1737-1741, July.
  30. O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020. "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 114(C).
  31. W. D. McCausland & F. Summerfield & I. Theodossiou, 2020. "The Effect of Industry-Level Aggregate Demand on Earnings: Evidence from the US," Journal of Labor Research, Springer, vol. 41(1), pages 102-127, June.
  32. Livio Di Matteo & Fraser Summerfield, 2020. "The shifting Scully curve: international evidence from 1871 to 2016," Applied Economics, Taylor & Francis Journals, vol. 52(39), pages 4263-4283, August.

2019

  1. Engineer, Merwan H. & Schure, Paul & Vo, Dan H., 2019. "Hide and seek search: Why angels hide and entrepreneurs seek," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 523-540.
  2. Pascal Courty & Merwan Engineer, 2019. "A pure hedonic theory of utility and status: Unhappy but efficient invidious comparisons," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 21(4), pages 601-621, August.
  3. Bougheas, Spiros & Worrall, Tim, 2019. "Portfolio sales and signaling," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 182-191.
  4. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2019. "Information measures of kernel estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(1), pages 47-68, January.
  5. Alberto Bucci & Simone Marsiglio, 2019. "Financial development and economic growth: long‐run equilibrium and transitional dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(3), pages 331-359, July.
  6. Bucci, Alberto & La Torre, Davide & Liuzzi, Danilo & Marsiglio, Simone, 2019. "Financial contagion and economic development: An epidemiological approach," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 211-228.
  7. Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2019. "Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change," Journal of Macroeconomics, Elsevier, vol. 62(C).
  8. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
  9. Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis, 2019. "Forecasting transportation demand for the U.S. market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 126(C), pages 195-214.
  10. Peter M. DeMarzo & Ilan Kremer & Andrzej Skrzypacz, 2019. "Test Design and Minimum Standards," American Economic Review, American Economic Association, vol. 109(6), pages 2173-2207, June.
  11. William Fuchs & Andrzej Skrzypacz, 2019. "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 105-127, July.
  12. Riccardo Ferretti & Pierpaolo Pattitoni & Alex Castelli, 2019. "Security-voting structure and equity financing in the banking sector: ‘one head-one vote’ versus ‘one share-one vote’," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(4), pages 1063-1097, December.
  13. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019. "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 301-314.
  14. Ellington, Michael & Milas, Costas, 2019. "Global liquidity, money growth and UK inflation," Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
  15. Adcock, Robert & Gradojevic, Nikola, 2019. "Non-fundamental, non-parametric Bitcoin forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  16. Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019. "Forecast density combinations of dynamic models and data driven portfolio strategies," Journal of Econometrics, Elsevier, vol. 210(1), pages 170-186.
  17. Luciano Fanti & Marcella Scrimitore, 2019. "How to Compete? Cournot versus Bertrand in a Vertical Structure with an Integrated Input Supplier," Southern Economic Journal, John Wiley & Sons, vol. 85(3), pages 796-820, January.
  18. Mantovi, Andrea & Schianchi, Augusto, 2019. "A game-theoretic traverse analysis: Price competition and strategic investment," Structural Change and Economic Dynamics, Elsevier, vol. 49(C), pages 301-311.
  19. Dimitrios Bakas & Georgios Chortareas, 2019. "Inflation Dynamics And The Output‐Inflation Trade‐Off: International Panel Data Evidence," Economic Inquiry, Western Economic Association International, vol. 57(4), pages 2110-2124, October.
  20. Bakas, Dimitrios & Triantafyllou, Athanasios, 2019. "Volatility forecasting in commodity markets using macro uncertainty," Energy Economics, Elsevier, vol. 81(C), pages 79-94.
  21. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2019. "Volatility and growth: a not so straightforward relationship," Oxford Economic Papers, Oxford University Press, vol. 71(4), pages 874-907.
  22. Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
  23. Morana, Claudio, 2019. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, vol. 12(C), pages 42-65.
  24. Giuliana Birindelli & Antonia Patrizia Iannuzzi & Marco Savioli, 2019. "The impact of women leaders on environmental performance: Evidence on gender diversity in banks," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(6), pages 1485-1499, November.
  25. Kinateder, Harald & Papavassiliou, Vassilios G., 2019. "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 53-73.
  26. Leventides, John & Loukaki, Kalliopi & Papavassiliou, Vassilios G., 2019. "Simulating financial contagion dynamics in random interbank networks," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 500-525.
  27. Fraser Summerfield, 2019. "Local Labour Markets and Theft: New Evidence from Canada," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 146-177, February.
  28. Inwood, Kris & Minns, Chris & Summerfield, Fraser, 2019. "Occupational income scores and immigrant assimilation. Evidence from the Canadian census," Explorations in Economic History, Elsevier, vol. 72(C), pages 114-122.
  29. Louise Grogan & Fraser Summerfield, 2019. "Government Transfers, Work, and Wellbeing: Evidence from the Russian Old-Age Pension," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(4), pages 1247-1292, October.

2018

  1. Hendry, David F., 2018. "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, vol. 34(1), pages 119-135.
  2. David F Hendry & John N J Muellbauer, 2018. "The future of macroeconomics: macro theory and models at the Bank of England," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 287-328.
  3. Foss, Sergey & Shneer, Vsevolod & Thomas, Jonathan P. & Worrall, Tim, 2018. "Stochastic stability of monotone economies in regenerative environments," Journal of Economic Theory, Elsevier, vol. 173(C), pages 334-360.
  4. Thomas, Jonathan P. & Worrall, Tim, 2018. "Dynamic relational contracts under complete information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.
  5. Dwayne Benjamin & Loren Brandt & Brian McCaig & Nguyen Hoa, 2018. "Program participation in a targeted land distribution program and household outcomes: evidence from Vietnam," Review of Economics of the Household, Springer, vol. 16(1), pages 41-74, March.
  6. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
  7. In Choi & Steve Cook & Marc S. Paolella & Jeffrey S. Racine, 2018. "Econometrics Best Paper Award 2018," Econometrics, MDPI, vol. 6(3), pages 1-2, August.
  8. J. P. Florens & J. S. Racine & S. Centorrino, 2018. "Nonparametric instrumental variable derivative estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(2), pages 368-391, April.
  9. Gogas, Periklis & Papadimitriou, Theophilos & Agrapetidou, Anna, 2018. "Forecasting bank failures and stress testing: A machine learning approach," International Journal of Forecasting, Elsevier, vol. 34(3), pages 440-455.
  10. Gogas, Periklis & Pragidis, Ioannis & Tabak, Benjamin M., 2018. "Asymmetric effects of monetary policy in the U.S and Brazil," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
  11. Athanasia Dimitriadou & Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras, 2018. "Oil Market Efficiency under a Machine Learning Perspective," Forecasting, MDPI, vol. 1(1), pages 1-12, October.
  12. Georgios Antonios Sarantitis & Theophilos Papadimitriou & Periklis Gogas, 2018. "A Network Analysis of the United Kingdom’s Consumer Price Index," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 173-193, February.
  13. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018. "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, vol. 25(14), pages 1029-1033, August.
  14. Iván Marinovic & Andrzej Skrzypacz & Felipe Varas, 2018. "Dynamic Certification and Reputation for Quality," American Economic Journal: Microeconomics, American Economic Association, vol. 10(2), pages 58-82, May.
  15. John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
  16. Massimiliano Castellani & Pierpaolo Pattitoni & Antonello Eugenio Scorcu, 2018. "On the relationship between reserve prices and low estimates in art auctions," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(1), pages 45-56, February.
  17. Cyrine Ben-Hafaïedh & Alessandra Micozzi & Pierpaolo Pattitoni, 2018. "Academic spin-offs’ entrepreneurial teams and performance: a subgroups approach," The Journal of Technology Transfer, Springer, vol. 43(3), pages 714-733, June.
  18. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
  19. Colombo, Stefano & Scrimitore, Marcella, 2018. "Managerial delegation under capacity commitment: A tale of two sources," Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 149-161.
  20. Bakas, Dimitrios & Triantafyllou, Athanasios, 2018. "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 96-111.
  21. Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
  22. Giuliana Birindelli & Stefano Dell’Atti & Antonia Patrizia Iannuzzi & Marco Savioli, 2018. "Composition and Activity of the Board of Directors: Impact on ESG Performance in the Banking System," Sustainability, MDPI, vol. 10(12), pages 1-20, December.
  23. Goulas, Eleftherios & Zervoyianni, Athina, 2018. "Active labour-market policies and output growth: Is there a causal relationship?," Economic Modelling, Elsevier, vol. 73(C), pages 1-14.

2017

  1. Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
  2. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, vol. 5(3), pages 1-27, September.
  3. James A. Duffy & David F. Hendry, 2017. "The impact of integrated measurement errors on modeling long-run macroeconomic time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 568-587, October.
  4. Keith Head & Barbara J. Spencer, 2017. "Oligopoly in international trade: Rise, fall and resurgence," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1414-1444, December.
  5. Snir, Avichai & Levy, Daniel & Chen, Haipeng (Allan), 2017. "End of 9-endings, price recall, and price perceptions," Economics Letters, Elsevier, vol. 155(C), pages 157-163.
  6. Dwayne Benjamin & Loren Brandt & Brian McCaig, 2017. "Growth with equity: income inequality in Vietnam, 2002–14," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(1), pages 25-46, March.
  7. Samuele CENTORRINO & Jeffrey S. RACINE, 2017. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295.
  8. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
  9. Nicholas M. Kiefer & Jeffrey S. Racine, 2017. "The smooth colonel and the reverend find common ground," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 241-256, March.
  10. Cong Li & Hongjun Li & Jeffrey S. Racine, 2017. "Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 970-987, October.
  11. Alberto Bucci & Xavier Raurich, 2017. "Population and Economic Growth Under Different Growth Engines," German Economic Review, Verein für Socialpolitik, vol. 18(2), pages 182-211, May.
  12. Alberto Bucci & Vladimir Matveenko, 2017. "Horizontal differentiation and economic growth under non-CES aggregate production function," Journal of Economics, Springer, vol. 120(1), pages 1-29, January.
  13. Sofronis Clerides & Pascal Courty, 2017. "Sales, Quantity Surcharge, and Consumer Inattention," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 357-370, May.
  14. Gogas, Periklis & Gupta, Rangan & Miller, Stephen M. & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2017. "Income inequality: A complex network analysis of US states," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 423-437.
  15. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017. "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(2), pages 109-121, March.
  16. Susan Athey & Andrzej Skrzypacz, 2017. "Yuliy Sannikov: Winner of the 2016 Clark Medal," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 237-256, Spring.
  17. Dong-Hyuk Kim & Yong Song & Huaxin Xu, 2017. "A fast estimation procedure for discrete choice random coefficients demand model," Applied Economics, Taylor & Francis Journals, vol. 49(58), pages 5849-5855, December.
  18. Ellington, Michael & Florackis, Chris & Milas, Costas, 2017. "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 93-117.
  19. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2017. "Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 39-71.
  20. Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2017. "Informativeness of trade size in foreign exchange markets," Economics Letters, Elsevier, vol. 150(C), pages 27-33.
  21. Nikola Gradojevic & Marko Caric, 2017. "Predicting Systemic Risk with Entropic Indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 16-25, January.
  22. Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017. "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i01).
  23. Kontoghiorghes, Erricos & Van Dijk, Herman K. & Colubi, Ana, 2017. "Econometrics and Statistics," Econometrics and Statistics, Elsevier, vol. 1(C), pages 1-1.
  24. Corrado Benassi & Marcella Scrimitore, 2017. "Income Distribution in Network Markets," Journal of Industry, Competition and Trade, Springer, vol. 17(3), pages 251-271, September.
  25. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2017. "Regional And Sectoral Evidence Of The Macroeconomic Effects Of Labor Reallocation: A Panel Data Analysis," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 501-526, January.
  26. Morana, Claudio, 2017. "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
  27. Fabio C. Bagliano & Claudio Morana, 2017. "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, vol. 49(49), pages 4946-4969, October.
  28. Claudio Morana, 2017. "The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 919-935, December.
  29. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017. "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, vol. 65(C), pages 183-193.
  30. Fraser Summerfield & Ioannis Theodossiou, 2017. "The Effects Of Macroeconomic Conditions At Graduation On Overeducation," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1370-1387, July.

2016

  1. Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016. "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 403-429, July.
  2. Jurgen A. Doornik & David F. Hendry, 2016. "Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 360-365, June.
  3. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
  4. Pierre M. Picard & Tim Worrall, 2016. "Is a Policy of Free Movement of Workers Sustainable?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(4), pages 718-754, October.
  5. Steven F. Koch & Jeffrey S. Racine, 2016. "Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 927-950, October.
  6. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.
  7. James Bugden & Robert Waschik & Iain Fraser & Jeffrey S. Racine, 2016. "Parametric and non-parametric analysis of tax changes," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 18(5), pages 533-549.
  8. Sofronis Clerides & Charalampos Karagiannakis, 2016. "Recent trends in the Cypriot electronic communications sector," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 10(1), pages 27-55, June.
  9. Stephanie Theodotou & Sofronis Clerides, 2016. "Integrating and Assessing Economic Evidence under Cyprus Competition Law: Case Comment on the Cyprus Commission for the Protection of Competition Decision No. 42/2014," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 10(2), pages 111-125, December.
  10. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2016. "International business cycle synchronization since the 1870s: Evidence from a novel network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 286-296.
  11. Gogas, Periklis & Papadimitriou, Theophilos & Matthaiou, Maria-Artemis, 2016. "Bank supervision using the Threshold-Minimum Dominating Set," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 23-35.
  12. Theophilos Papadimitriou & Periklis Gogas & Georgios Sarantitis, 2016. "Convergence of European Business Cycles: A Complex Networks Approach," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 97-119, February.
  13. Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2016. "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach," Bulletin of Applied Economics, Risk Market Journals, vol. 3(2), pages 9-29.
  14. Jonathan Levin & Andrzej Skrzypacz, 2016. "Properties of the Combinatorial Clock Auction," American Economic Review, American Economic Association, vol. 106(9), pages 2528-2551, September.
  15. Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016. "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, vol. 11(3), September.
  16. Simon Board & Andrzej Skrzypacz, 2016. "Revenue Management with Forward-Looking Buyers," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 1046-1087.
  17. Johannes Hörner & Andrzej Skrzypacz, 2016. "Selling Information," Journal of Political Economy, University of Chicago Press, vol. 124(6), pages 1515-1562.
  18. Shuping Shi & Yong Song, 2016. "Identifying Speculative Bubbles Using an Infinite Hidden Markov Model," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 159-184.
  19. Michael Dietrich & Jolian McHardy & Abhijit Sharma, 2016. "Firm Corruption in the Presence of an Auditor," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 8(2), pages 97-124, December.
  20. Gradojevic Nikola, 2016. "Multi-criteria classification for pricing European options," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 123-139, April.
  21. Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Computational Complexity and Parallelization in Bayesian Econometric Analysis," Econometrics, MDPI, vol. 4(1), pages 1-3, February.
  22. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
  23. David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, vol. 4(1), pages 1-19, March.
  24. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  25. Pal, Rupayan & Scrimitore, Marcella, 2016. "Tacit collusion and market concentration under network effects," Economics Letters, Elsevier, vol. 145(C), pages 266-269.
  26. Andrea Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Journal of Economics, Springer, vol. 119(2), pages 147-169, October.
  27. Bakas, Dimitrios & Panagiotidis, Theodore & Pelloni, Gianluigi, 2016. "On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 229-240.
  28. Baiardi, Donatella & Morana, Claudio, 2016. "The financial Kuznets curve: Evidence for the euro area," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 265-269.
  29. Martina Cioni & Marco Savioli, 2016. "Safety at the workplace: accidents and illnesses," Work, Employment & Society, British Sociological Association, vol. 30(5), pages 858-875, October.
  30. Vassilios G. Papavassiliou, 2016. "Allowing For Jump Measurements In Volatility: A High-Frequency Financial Data Analysis Of Individual Stocks," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 124-132, April.
  31. Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G., 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Economics Letters, Elsevier, vol. 148(C), pages 53-54.
  32. Kris Inwood & Chris Minns & Fraser Summerfield, 2016. "Reverse assimilation? Immigrants in the Canadian labour market during the Great Depression," European Review of Economic History, European Historical Economics Society, vol. 20(3), pages 299-321.
  33. Goulas, Eleftherios & Zervoyianni, Athina, 2016. "IMF-lending programs and suicide mortality," Social Science & Medicine, Elsevier, vol. 153(C), pages 44-53.

2015

  1. Hendry, David F. & Johansen, Søren, 2015. "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, vol. 31(1), pages 93-114, February.
  2. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015. "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, vol. 31(1), pages 99-112.
  3. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, vol. 3(2), pages 1-25, April.
  4. Brander, James A. & Spencer, Barbara J., 2015. "Intra-industry trade with Bertrand and Cournot oligopoly: The role of endogenous horizontal product differentiation," Research in Economics, Elsevier, vol. 69(2), pages 157-165.
  5. GC Harcourt & Karen A Mumford & Barbara Spencer & Bruce Chapman & Maria Racionero, 2015. "Steven Dowrick 7 May 1953–3 August 2013: tributes," The Economic and Labour Relations Review, , vol. 26(4), pages 681-684, December.
  6. Hall, Peter G. & Racine, Jeffrey S., 2015. "Infinite order cross-validated local polynomial regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 510-525.
  7. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
  8. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.
  9. Manisha Chakrabarty & Amita Majumder & Jeffrey Racine, 2015. "Household budget-share distributions and welfare implications: an application of multivariate distributional statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2754-2768, December.
  10. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
  11. Alberto Bucci, 2015. "Product Proliferation, Population, and Economic Growth," Journal of Human Capital, University of Chicago Press, vol. 9(2), pages 170-197.
  12. Sofronis Clerides & Peter Davis & Antonis Michis, 2015. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 829-851, July.
  13. Periklis Gogas & Theophilos Papadimitriou & Efthymia Chrysanthidou, 2015. "Yield Curve Point Triplets in Recession Forecasting," International Finance, Wiley Blackwell, vol. 18(2), pages 207-226, June.
  14. Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  15. Pragidis, Ioannis & Gogas, Periklis & Plakandaras, Vasilios & Papadimitriou, Theophilos, 2015. "Fiscal shocks and asymmetric effects: A comparative analysis," The Journal of Economic Asymmetries, Elsevier, vol. 12(1), pages 22-33.
  16. Periklis Gogas & Ioannis Pragidis, 2015. "Are there asymmetries in fiscal policy shocks?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 303-321, May.
  17. Periklis Gogas & Theophilos Papadimitriou & Maria Matthaiou & Efthymia Chrysanthidou, 2015. "Yield Curve and Recession Forecasting in a Machine Learning Framework," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 635-645, April.
  18. Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis & Diamantaras, Konstantinos, 2015. "Market sentiment and exchange rate directional forecasting," Algorithmic Finance, IOS Press, vol. 4(1-2), pages 69-79.
  19. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015. "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, vol. 47(36), pages 3874-3890, August.
  20. Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2015. "Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 560-573, November.
  21. Andrzej Skrzypacz & Juuso Toikka, 2015. "Mechanisms for Repeated Trade," American Economic Journal: Microeconomics, American Economic Association, vol. 7(4), pages 252-293, November.
  22. Phelan, Christopher & Skrzypacz, Andrzej, 2015. "Recall and private monitoring," Games and Economic Behavior, Elsevier, vol. 90(C), pages 162-170.
  23. Fuchs, William & Skrzypacz, Andrzej, 2015. "Government interventions in a dynamic market with adverse selection," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 371-406.
  24. Matthew Mitchell & Andrzej Skrzypacz, 2015. "A Theory of Market Pioneers, Dynamic Capabilities, and Industry Evolution," Management Science, INFORMS, vol. 61(7), pages 1598-1614, July.
  25. Maria Bigoni & Marco Casari & Andrzej Skrzypacz & Giancarlo Spagnolo, 2015. "Time Horizon and Cooperation in Continuous Time," Econometrica, Econometric Society, vol. 83, pages 587-616, March.
  26. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2015. "“Hit and Run” and “Revolving Doors”: evidence from the Italian stock market," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 285-301, May.
  27. Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
  28. Massimiliano Castellani & Pierpaolo Pattitoni & Laura Vici, 2015. "Pricing Visitor Preferences for Temporary Art Exhibitions," Tourism Economics, , vol. 21(1), pages 83-103, February.
  29. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015. "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, vol. 136(C), pages 118-124.
  30. Flamini, Alessandro & Milas, Costas, 2015. "Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications," Journal of Financial Stability, Elsevier, vol. 16(C), pages 89-105.
  31. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015. "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 406-432.
  32. Brown, Sarah & Gray, Daniel & McHardy, Jolian & Taylor, Karl, 2015. "Employee trust and workplace performance," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 361-378.
  33. Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  34. Markus Jochmann, 2015. "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 537-558, May.
  35. Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  36. Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders’ arrival in foreign exchange markets: Does geography matter?," Empirical Economics, Springer, vol. 49(4), pages 1431-1462, December.
  37. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  38. Gianluigi Pelloni & Marco Savioli, 2015. "Why Is Italy Doing So Badly?," Economic Affairs, Wiley Blackwell, vol. 35(3), pages 349-365, October.
  39. Vassilios G. Papavassiliou, 2015. "Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3382-3394, July.
  40. Goulas, Eleftherios & Zervoyianni, Athina, 2015. "Economic growth and crime: Is there an asymmetric relationship?," Economic Modelling, Elsevier, vol. 49(C), pages 286-295.

2014

  1. Castle, Jennifer L. & Hendry, David F., 2014. "Model selection in under-specified equations facing breaks," Journal of Econometrics, Elsevier, vol. 178(P2), pages 286-293.
  2. Hendry, David F. & Mizon, Grayham E., 2014. "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
  3. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014. "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 553-574, August.
  4. Andrew T. Young & Daniel Levy, 2014. "Explicit Evidence of an Implicit Contract," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 30(4), pages 804-832.
  5. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Journal of African Development, African Finance and Economic Association (AFEA), vol. 16(1), pages 1-35.
  6. Alberto Bucci & Pier Luigi Sacco & Giovanna Segre, 2014. "Smart endogenous growth: cultural capital and the creative use of skills," International Journal of Manpower, Emerald Group Publishing Limited, vol. 35(1/2), pages 33-55, May.
  7. Alberto Bucci, 2014. "Population, competition, innovation, and economic growth with and without human capital investment," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 61(1), pages 61-84, April.
  8. Sofronis Clerides, 2014. "The Collapse of the Cypriot Banking System: A Bird’s Eye View," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 8(2), pages 3-35, December.
  9. Adamos Adamou & Sofronis Clerides & Theodoros Zachariadis, 2014. "Welfare Implications of Car Feebates: A Simulation Analysis," Economic Journal, Royal Economic Society, vol. 124(578), pages 420-443, August.
  10. Papadimitriou, Theophilos & Gogas, Periklis & Stathakis, Efthimios, 2014. "Forecasting energy markets using support vector machines," Energy Economics, Elsevier, vol. 44(C), pages 135-142.
  11. Gogas, Periklis & Plakandaras, Vasilios & Papadimitriou, Theophilos, 2014. "Public debt and private consumption in OECD countries," The Journal of Economic Asymmetries, Elsevier, vol. 11(C), pages 1-7.
  12. Periklis Gogas & Theophilos Papadimitriou & Anna Agrapetidou, 2014. "Forecasting bank credit ratings," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(2), pages 195-209, March.
  13. Apostolos Serletis & Periklis Gogas, 2014. "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 229-241, February.
  14. Ilan Guttman & Ilan Kremer & Andrzej Skrzypacz, 2014. "Not Only What but Also When: A Theory of Dynamic Voluntary Disclosure," American Economic Review, American Economic Association, vol. 104(8), pages 2400-2420, August.
  15. Liu, Qingmin & Skrzypacz, Andrzej, 2014. "Limited records and reputation bubbles," Journal of Economic Theory, Elsevier, vol. 151(C), pages 2-29.
  16. Maheu, John M. & Song, Yong, 2014. "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
  17. Yong Song, 2014. "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 825-842, August.
  18. Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo, 2014. "Predictability, trading rule profitability and learning in currency markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 117-129.
  19. Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni, 2014. "Market reaction to second-hand news: inside the attention-grabbing hypothesis," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1108-1121, April.
  20. Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014. "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 210-229.
  21. Brown, Sarah & McHardy, Jolian & Taylor, Karl, 2014. "Intergenerational analysis of social interaction and social skills: An analysis of U.S. and U.K. panel data," Economics of Education Review, Elsevier, vol. 40(C), pages 43-54.
  22. Gradojevic, Nikola, 2014. "Foreign exchange customers and dealers: Who’s driving whom?," Finance Research Letters, Elsevier, vol. 11(3), pages 213-218.
  23. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
  24. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
  25. Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
  26. Fabio Canova & Frank Schorfheide & Herman van Dijk, 2014. "Introduction To Recent Advances In Methods And Applications For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1029-1030, November.
  27. Corrado Benassi & Alessandra Chirco & Marcella Scrimitore, 2014. "Optimal manipulation rules in a mixed oligopoly," Journal of Economics, Springer, vol. 112(1), pages 61-84, May.
  28. Scrimitore, Marcella, 2014. "Quantity competition vs. price competition under optimal subsidy in a mixed oligopoly," Economic Modelling, Elsevier, vol. 42(C), pages 166-176.
  29. Marcella Scrimitore, 2014. "Profitability under Commitment in Cournot and Bertrand Mixed Markets," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 170(4), pages 684-703, December.
  30. Alessandra Chirco & Caterina Colombo & Marcella Scrimitore, 2014. "Organizational Structure and the Choice of Price versus Quantity in a Mixed Duopoly," The Japanese Economic Review, Japanese Economic Association, vol. 65(4), pages 521-542, December.
  31. Andrea Mantovi, 2014. "On Luxury and Equilibrium," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 6(2), pages 87-118, December.
  32. Bakas, Dimitrios & Papapetrou, Evangelia, 2014. "Unemployment in Greece: Evidence from Greek regions using panel unit root tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 551-562.
  33. Dimitrios Bakas & Evangelia Papapetrou, 2014. "Unemployment by Gender: Evidence from EU Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(1), pages 103-111, February.
  34. Morana, Claudio, 2014. "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 64-79.
  35. Bagliano, Fabio C. & Morana, Claudio, 2014. "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, vol. 30(C), pages 377-392.
  36. Papavassiliou, Vassilios G., 2014. "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, vol. 76(C), pages 133-139.
  37. Vassilios G. Papavassiliou, 2014. "Equity market integration: the new emerging economy of Montenegro," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 13(3), pages 291-306, August.
  38. Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2014. "Does central bank independence really matter? Re-assessing the role of the independence of monetary policy-makers in macroeconomic outcomes," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 8(4), pages 427-473.

2013

  1. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013. "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 6-22, February.
  2. David F. Hendry, 2013. "Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220'," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 523-525, November.
  3. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
  4. Feenstra, Robert C. & Hong, Chang & Ma, Hong & Spencer, Barbara J., 2013. "Contractual versus non-contractual trade: The role of institutions in China," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 281-294.
  5. Engineer, Merwan H. & Schure, Paul & Gillis, Mark, 2013. "A positive analysis of deposit insurance provision: Regulatory competition among European Union countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 530-544.
  6. Merwan Engineer & Ian King, 2013. "Maximizing human development," Canadian Journal of Economics, Canadian Economics Association, vol. 46(2), pages 497-525, May.
  7. Young, Andrew T. & Higgins, Matthew J. & Levy, Daniel, 2013. "Heterogeneous convergence," Economics Letters, Elsevier, vol. 120(2), pages 238-241.
  8. Cong, Li & Racine, Jeffrey S., 2013. "A Smooth Nonparametric Conditional Density Test For Categorical Responses," Econometric Theory, Cambridge University Press, vol. 29(3), pages 629-641, June.
  9. Qi Li & Juan Lin & Jeffrey S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 57-65, January.
  10. QI Li & Desheng Ouyang & Jeffrey S. Racine, 2013. "Categorical semiparametric varying‐coefficient models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 551-579, June.
  11. Bucci, Alberto, 2013. "Returns to specialization, competition, population, and growth," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2023-2040.
  12. Boikos, Spyridon & Bucci, Alberto & Stengos, Thanasis, 2013. "Non-monotonicity of fertility in human capital accumulation and economic growth," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 44-59.
  13. Alberto Bucci, 2013. "Agénor, Pierre-Richard: Public capital, growth and welfare. Analytical foundations for public policy," Journal of Economics, Springer, vol. 110(3), pages 297-301, November.
  14. Adamos Adamou & Sofronis Clerides, 2013. "Tax Reform in the Cypriot Road Transport Sector," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 7(1), pages 87-114, June.
  15. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
  16. Papadimitriou, Theophilos & Gogas, Periklis & Tabak, Benjamin M., 2013. "Complex networks and banking systems supervision," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4429-4434.
  17. Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras & John C. Mourmouris, 2013. "Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 3(1/2), pages 83-90.
  18. Apostolos Serletis & Khandokar Istiak & Periklis Gogas, 2013. "Interest Rates, Leverage, and Money," Open Economies Review, Springer, vol. 24(1), pages 51-78, February.
  19. Periklis Gogas, 2013. "Business cycle synchronisation in the European Union: The effect of the common currency," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(1), pages 1-14.
  20. William Fuchs & Andrzej Skrzypacz, 2013. "Bargaining with Deadlines and Private Information," American Economic Journal: Microeconomics, American Economic Association, vol. 5(4), pages 219-243, November.
  21. Skrzypacz, Andrzej, 2013. "Auctions with contingent payments — An overview," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 666-675.
  22. Fuchs, William & Skrzypacz, Andrzej, 2013. "Bridging the gap: Bargaining with interdependent values," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1226-1236.
  23. T. Renee Bowen & David M. Kreps & Andrzej Skrzypacz, 2013. "Rules with Discretion and Local Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(3), pages 1273-1320.
  24. Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo, 2013. "Reconsidering psychic return in art investments," Economics Letters, Elsevier, vol. 118(2), pages 351-354.
  25. Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013. "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, vol. 27(1), pages 12-27.
  26. Pierpaolo Pattitoni & Barbara Petracci & Marco Savioli & Lorenza Zirulia, 2013. "La scelta imprenditoriale: un approccio finanziario," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(3), pages 71-91.
  27. Pattitoni & Barbara Petracci & Massimo Spisni, 2013. "Insider trading and blackout periods: evidence from Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1625-1629, December.
  28. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2013. "NAV discount in REITs: the role of expert assessors," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 194-198, February.
  29. Legrenzi, Gabriella & Milas, Costas, 2013. "Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds," Economics Letters, Elsevier, vol. 121(3), pages 384-389.
  30. Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, vol. 9(4), pages 654-661.
  31. McHardy, Jolian & Reynolds, Michael & Trotter, Stephen, 2013. "Network interconnectivity with competition and regulation," Transportation Research Part A: Policy and Practice, Elsevier, vol. 47(C), pages 97-110.
  32. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
  33. Markus Jochmann, 2013. "What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care," Computational Statistics, Springer, vol. 28(5), pages 1947-1964, October.
  34. Gençay, Ramazan & Gradojevic, Nikola, 2013. "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, vol. 33(C), pages 86-93.
  35. Gradojevic, Nikola & Gençay, Ramazan, 2013. "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 578-586.
  36. Nikola Gradojević & Eldin Dobardžić, 2013. "Causality between Regional Stock Markets: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 633-647.
  37. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
  38. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
  39. Scrimitore, Marcella, 2013. "Price or quantity? The strategic choice of subsidized firms in a mixed duopoly," Economics Letters, Elsevier, vol. 118(2), pages 337-341.
  40. Alessandra Chirco & Caterina Colombo & Marcella Scrimitore, 2013. "Quantity competition, endogenous motives and behavioral heterogeneity," Theory and Decision, Springer, vol. 74(1), pages 55-74, January.
  41. Marcella Scrimitore, 2013. "Private And Social Gains In Delegation And Sequential Games With Heterogeneous Firms," Manchester School, University of Manchester, vol. 81(4), pages 493-517, July.
  42. Chirco, Alessandra & Scrimitore, Marcella, 2013. "Choosing price or quantity? The role of delegation and network externalities," Economics Letters, Elsevier, vol. 121(3), pages 482-486.
  43. Andrea Mantovi, 2013. "On the commutativity of expansion and substitution effects," Journal of Economics, Springer, vol. 110(1), pages 83-105, September.
  44. Evangelia Papapetrou & Dimitrios Bakas, 2013. "The Greek labour market during the crisis: unemployment, employment and labour force participation," Economic Bulletin, Bank of Greece, issue 38, pages 65-83, November.
  45. Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  46. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
  47. Papavassiliou, Vassilios G., 2013. "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 184-197.
  48. Goulas, Eleftherios & Zervoyianni, Athina, 2013. "Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 380-392.
  49. Eleftherios Goulas & Athina Zervoyianni, 2013. "Economic growth and crime: does uncertainty matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 420-427, March.

2012

  1. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
  2. Bougheas, Spiros & Worrall, Tim, 2012. "Cost padding in regulated monopolies," International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 331-341.
  3. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
  4. Jeffrey S. Racine, 2012. "RStudio: A Platform‐Independent IDE for R and Sweave," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 167-172, January.
  5. Kwabena Gyimah‐Brempong & Jeffrey S. Racine & Anthony Gyapong, 2012. "Aid and economic growth: Sensitivity analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(1), pages 17-33, January.
  6. Bucci, Alberto & Florio, Massimo & La Torre, Davide, 2012. "Government spending and growth in second-best economies," Economic Modelling, Elsevier, vol. 29(3), pages 654-663.
  7. Alberto Bucci & Chiara Del Bo, 2012. "On the interaction between public and private capital in economic growth," Journal of Economics, Springer, vol. 106(2), pages 133-152, June.
  8. Alberto Bucci, 2012. "Public Capital, Private Capital and Economic Growth," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 120(2), pages 149-180.
  9. Sofronis Clerides & Thanasis Stengos, 2012. "Love thy Neighbour, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 15(1), pages 22-44, Summer.
  10. Tryfonas Christodoulou & Sofronis Clerides, 2012. "Emissions-Based Vehicle Tax Reform for Cyprus: A Simulation Analysis," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 6(1), pages 3-20, June.
  11. Sofronis Clerides, 2012. "Competition, Productivity and Competitiveness: Theory, Evidence, and an Agenda for Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 6(2), pages 81-88, December.
  12. Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
  13. Periklis Gogas & Ioannis Pragidis, 2012. "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 226-237, January.
  14. Christopher Phelan & Andrzej Skrzypacz, 2012. "Beliefs and Private Monitoring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1637-1660.
  15. John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.
  16. Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni, 2012. "Tribal art market: signs and signals," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 36(4), pages 289-308, November.
  17. Enrico Maria Cervellati & Pino Fattori & Pierpaolo Pattitoni, 2012. "Caratteristiche socio-demografiche e «trading» degli investitori individuali: nuove evidenze sul caso italiano," Analisi Giuridica dell'Economia, Società editrice il Mulino, issue 1, pages 149-166.
  18. Massimiliano Castellani & Pierpaolo Pattitoni & Antonello Eugenio Scorcu, 2012. "Visual artist price heterogeneity," Economics and Business Letters, Oviedo University Press, vol. 1(3), pages 16-22.
  19. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2012. "REIT modified duration and convexity," Economics and Business Letters, Oviedo University Press, vol. 1(3), pages 1-7.
  20. Gabriella Legrenzi & Costas Milas, 2012. "Nonlinearities And The Sustainability Of The Government'S Intertemporal Budget Constraint," Economic Inquiry, Western Economic Association International, vol. 50(4), pages 988-999, October.
  21. Gabriella Legrenzi & Costas Milas, 2012. "Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS," Economics Bulletin, AccessEcon, vol. 32(3), pages 2586-2593.
  22. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
  23. Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 750-764, WINTER.
  24. Jolian McHardy & Michael Reynolds & Stephen Trotter, 2012. "On the problem of network monopoly," Theory and Decision, Springer, vol. 73(2), pages 223-248, August.
  25. Sarah Brown & Andrew Dickerson & Jolian McHardy & Karl Taylor, 2012. "Gambling and credit: an individual and household level analysis for the UK," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4639-4650, December.
  26. Gradojevic, Nikola, 2012. "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, vol. 115(1), pages 73-76.
  27. Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012. "A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation," Journal of Econometrics, Elsevier, vol. 171(2), pages 101-120.
  28. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  29. Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.
  30. Baillie, Richard T. & Morana, Claudio, 2012. "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, vol. 29(6), pages 2451-2459.
  31. Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
  32. Bagliano, Fabio C. & Morana, Claudio, 2012. "The Great Recession: US dynamics and spillovers to the world economy," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 1-13.
  33. Claudio Morana, 2012. "Real Oil Prices since the 1990s," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.
  34. Martina Cioni & Marco Savioli, 2012. "Sicurezza sul lavoro e rapporti di lavoro in Italia," Economia & lavoro, Carocci editore, issue 1, pages 105-105.
  35. Vassilios G. Papavassiliou, 2012. "The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 41(3), pages 173-182, November.

2011

  1. Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  2. Hendry David F & Mizon Grayham E, 2011. "Econometric Modelling of Time Series with Outlying Observations," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-26, February.
  3. Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
  4. Hendry, David F., 2011. "On adding over-identifying instrumental variables to simultaneous equations," Economics Letters, Elsevier, vol. 111(1), pages 68-70, April.
  5. David F. Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(46), October.
  6. Daniel Levy & Dongwon Lee & Haipeng (Allan) Chen & Robert J. Kauffman & Mark Bergen, 2011. "Price Points and Price Rigidity," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1417-1431, November.
  7. Dwayne Benjamin & Loren Brandt & John Giles, 2011. "Did Higher Inequality Impede Growth in Rural China?," Economic Journal, Royal Economic Society, vol. 121(557), pages 1281-1309, December.
  8. Zhijie Zhang & Dongmei Chen & Wenbao Liu & Jeffrey S Racine & SengHuat Ong & Yue Chen & Genming Zhao & Qingwu Jiang, 2011. "Nonparametric Evaluation of Dynamic Disease Risk: A Spatio-Temporal Kernel Approach," PLOS ONE, Public Library of Science, vol. 6(3), pages 1-8, March.
  9. Bucci, Alberto & Segre, Giovanna, 2011. "Culture and human capital in a two-sector endogenous growth model," Research in Economics, Elsevier, vol. 65(4), pages 279-293, December.
  10. A. Bucci & C. Colapinto & M. Forster & D. La Torre, 2011. "Stochastic technology shocks in an extended Uzawa–Lucas model: closed-form solution and long-run dynamics," Journal of Economics, Springer, vol. 103(1), pages 83-99, May.
  11. Sofronis Clerides & Panos Pashardes & Alexandros Polycarpou, 2011. "Peer Review vs Metric‐based Assessment: Testing for Bias in the RAE Ratings of UK Economics Departments," Economica, London School of Economics and Political Science, vol. 78(311), pages 565-583, July.
  12. Joseph E. Harrington & Andrzej Skrzypacz, 2011. "Private Monitoring and Communication in Cartels: Explaining Recent Collusive Practices," American Economic Review, American Economic Association, vol. 101(6), pages 2425-2449, October.
  13. Peter Cramton & Evan Kwerel & Gregory Rosston & Andrzej Skrzypacz, 2011. "Using Spectrum Auctions to Enhance Competition in Wireless Services," Journal of Law and Economics, University of Chicago Press, vol. 54(S4), pages 167-188.
  14. Pattitoni, Pierpaolo & Savioli, Marco, 2011. "Investment choices: Indivisible non-marketable assets and suboptimal solutions," Economic Modelling, Elsevier, vol. 28(6), pages 2387-2394.
  15. Enrico Maria Cervellati & Pino Fattori & Pierpaolo Pattitoni, 2011. "Individual investor behaviour: evidence from the clients of a small credit cooperative bank," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 191-207.
  16. Angelo Melino, 2011. "Moving Monetary Policy Forward: Why Small Steps - and a Lower Inflation Target - Make Sense for the Bank of Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 319, January.
  17. Flamini Alessandro & Milas Costas, 2011. "Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-43, March.
  18. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2011. "Price Transmission in the EU Wholesale Petroleum Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 165-172, January.
  19. Sarah Brown & Jolian McHardy & Robert McNabb & Karl Taylor, 2011. "Workplace Performance, Worker Commitment, and Loyalty," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 20(3), pages 925-955, September.
  20. Nikola Gradojevic & Dragan Kukolj & Ramazan Gencay, 2011. "Clustering and Classification in Option Pricing," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 3(2), pages 109-128, October.
  21. Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 30-33, September.
  22. Marcella Scrimitore, 2011. "Spatial Discrimination, Product Substitutability And Welfare," Bulletin of Economic Research, Wiley Blackwell, vol. 63(3), pages 231-242, July.
  23. Alessandra Chirco & Marcella Scrimitore & Caterina Colombo, 2011. "Competition And The Strategic Choice Of Managerial Incentives: The Relative Performance Case," Metroeconomica, Wiley Blackwell, vol. 62(4), pages 533-547, November.
  24. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011. "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 577-587.

2010

  1. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010. "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
  2. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  3. Jennifer L. Castle & David F. Hendry, 2010. "Nowcasting from disaggregates in the face of location shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 200-214.
  4. David F. Hendry, 2010. "Professor Sir Clive W.J. Granger and Cointegration," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 162-168, spring.
  5. Merwan Engineer & Nilanjana Roy & Sari Fink, 2010. "“Healthy” Human Development Indices," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 99(1), pages 61-80, October.
  6. Daniel Levy & Haipeng (Allan) Chen & Georg Müller & Shantanu Dutta & Mark Bergen, 2010. "Holiday Price Rigidity and Cost of Price Adjustment," Economica, London School of Economics and Political Science, vol. 77(305), pages 172-198, January.
  7. Matthew J. Higgins & Andrew T. Young & Daniel Levy, 2010. "Robust correlates of county-level growth in the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 293-296, February.
  8. Daniel Levy & Frank Smets, 2010. "Price setting and price adjustment in some European Union Countries: introduction to the special issue," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 63-66.
  9. Snir, Avichai & Levy, Daniel, 2010. "Economic Growth in the Potterian Economy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 211-236.
  10. Levy, Daniel & Smets, Frank, 2010. "Price Setting and Price Adjustment in Some European Union Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 31(2‐3 (Spec), pages 63-66.
  11. Higgins, Matthew J. & Young, Andrew T. & Levy, Daniel, 2010. "Robust Correlates of County-Level Growth in the U.S," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(3), pages 293-296.
  12. Li, Qi & Racine, Jeffrey S., 2010. "Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1607-1637, December.
  13. Kwabena Gyimah-Brempong & Jeffrey Racine, 2010. "Aid and investment in LDCs: A robust approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(2), pages 319-349.
  14. Alberto Bucci, 2010. "Population in Factor Accumulation-based Growth," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 33-68.
  15. Sofronis Clerides, 2010. "Retail Fuel Price Response to Oil Price Shocks in EU Countries," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 4(1), pages 25-45, June.
  16. Adamos Adamou & Sofronis Clerides, 2010. "Prospects and Limits of Tourism-Led Growth: The International Evidence," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(3), pages 287-303, September.
  17. Periklis Gogas & Apostolos Serletis, 2010. "Forecast evaluation in daily commodities futures markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(2), pages 155-168.
  18. Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010. "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
  19. William Fuchs & Andrzej Skrzypacz, 2010. "Bargaining with Arrival of New Traders," American Economic Review, American Economic Association, vol. 100(3), pages 802-836, June.
  20. Yuliy Sannikov & Andrzej Skrzypacz, 2010. "The Role of Information in Repeated Games With Frequent Actions," Econometrica, Econometric Society, vol. 78(3), pages 847-882, May.
  21. Angelo Melino, 2010. "Measuring the cost of economic fluctuations with preferences that rationalize the equity premium," Canadian Journal of Economics, Canadian Economics Association, vol. 43(2), pages 405-422, May.
  22. Christopher Martin & Costas Milas, 2010. "Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data," International Finance, Wiley Blackwell, vol. 13(3), pages 443-459, December.
  23. Christopher Martin & Costas Milas, 2010. "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, vol. 78(2), pages 110-125, March.
  24. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010. "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
  25. Christopher Martin & Costas Milas, 2010. "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 119-144, September.
  26. Stefan Gruber & Anna Soci, 2010. "Agglomeration, Agriculture, and the Perspective of the Periphery," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 43-72.
  27. Stefan Gruber & Luigi Marattin, 2010. "Taxation, infrastructure and endogenous trade costs in new economic geography," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 203-222, March.
  28. Stefan Gruber, 2010. "To Migrate or to Commute?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(1), pages 110-134, January.
  29. Jochmann, Markus & Koop, Gary & Potter, Simon M., 2010. "Modeling the dynamics of inflation compensation," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 157-167, January.
  30. Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010. "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, vol. 26(2), pages 326-347, April.
  31. Gençay, Ramazan & Gradojevic, Nikola, 2010. "Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 270-282, March.
  32. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010. "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
  33. Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320.
  34. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
  35. Hoogerheide, Lennart & van Dijk, Herman K., 2010. "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.
  36. Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010. "The Fifth Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2359-2359, November.
  37. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
  38. Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
  39. Fabio Bagliano & Claudio Morana, 2010. "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2327-2345.

2009

  1. Hendry David, 2009. "Comment on "Excessive Ambitions" (by Jon Elster)," Capitalism and Society, De Gruyter, vol. 4(2), pages 1-21, October.
  2. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2009. "Nowcasting is not Just Contemporaneous Forecasting," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 71-89, October.
  3. Castle, Jennifer L. & Hendry, David F., 2009. "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 5-28, March.
  4. David F. Hendry & M. Hashem Pesaran, 2009. "In memory of Clive Granger: an advisory board member of the journal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 871-873.
  5. Robert W. Dimand & Barbara J. Spencer, 2009. "Trevor Swan and the Neoclassical Growth Model," History of Political Economy, Duke University Press, vol. 41(5), pages 107-126, Supplemen.
  6. Matthew Higgins & Andrew Young & Daniel Levy, 2009. "Federal, state, and local governments: evaluating their separate roles in US growth," Public Choice, Springer, vol. 139(3), pages 493-507, June.
  7. Levy, Daniel, 2009. "Price Adjustment under the Table," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 17-34.
  8. 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, vol. 27(2), pages 206-223.
  9. Ouyang, Desheng & Li, Qi & Racine, Jeffrey S., 2009. "Nonparametric Estimation Of Regression Functions With Discrete Regressors," Econometric Theory, Cambridge University Press, vol. 25(1), pages 1-42, February.
  10. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
  11. Evan Meredith & Jeffrey S. Racine, 2009. "Towards reproducible econometric research: the Sweave framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 366-374, March.
  12. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.
  13. Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
  14. Cong Li & Desheng Ouyang & Jeffrey Racine, 2009. "Nonparametric regression with weakly dependent data: the discrete and continuous regressor case," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(6), pages 697-711.
  15. Bucci Alberto & Guerrini Luca, 2009. "Transitional Dynamics in the Solow-Swan Growth Model with AK Technology and Logistic Population Change," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-17, December.
  16. Bucci, Alberto & Parello, Carmelo Pierpaolo, 2009. "Horizontal innovation-based growth and product market competition," Economic Modelling, Elsevier, vol. 26(1), pages 213-221, January.
  17. Alberto Bucci & Davide Torre, 2009. "Population and economic growth with human and physical capital investments," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(1), pages 17-27, March.
  18. Alberto Bucci, 2009. "Scale Effects, Savings and Factor Shares in a Human Capital-based Growth Model with Physical Capital Accumulation," International Economic Journal, Taylor & Francis Journals, vol. 23(3), pages 291-307.
  19. Louis N. Christofides & Sofronis Clerides & Costas Hadjiyiannis & Michael S. Michael & Marios Stephanides, 2009. "The Impact of Immigration on Unemployment, Labour Force Participation and Part-time Employment in Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 3(1), pages 51-84, June.
  20. Adamos Adamou & Sofronis Clerides, 2009. "Tourism, Development and Growth: International Evidence and Lessons for Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 3(2), pages 3-22, December.
  21. Sofronis Clerides & George Kassinis, 2009. "Modeling the diffusion of strategies: an application to exporting," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 18(3), pages 415-434, June.
  22. Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M., 2009. "Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 50-57, March.
  23. Periklis Gogas & Apostolos Serletis, 2009. "Forecasting in inefficient commodity markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(4), pages 383-392, September.
  24. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2009. "Opportunity cost of capital for entrepreneurs: An empirical analysis for Italy," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 443-472.
  25. Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
  26. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
  27. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009. "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, vol. 25(2), pages 215-217.
  28. Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
  29. Koichi Yoshimine & Thomas Barbiero, 2009. "Trade in Capital Goods and International Co-movements of Macroeconomic Variables," Open Economies Review, Springer, vol. 20(1), pages 113-122, February.
  30. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.
  31. Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009. "Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i03).
  32. Scrimitore, Marcella, 2009. "R.D. Blair and F. La Fontaine, The Economics of Franchising , Cambridge University Press, New York (2005) ISBN 0521772524 (350Â +Â ix pp., index, Price: $50.00)," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 431-434, May.
  33. Caterina Colombo & Alessandra Chirco & Marcella Scrimitore, 2009. "Strategic delegation and market competitiveness," Economics Bulletin, AccessEcon, vol. 29(3), pages 1708-1716.
  34. Baillie, Richard T. & Morana, Claudio, 2009. "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1577-1592, August.
  35. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  36. Morana, Claudio, 2009. "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 328-350.
  37. Morana, Claudio, 2009. "Medium-term macroeconomic determinants of exchange rate volatility," Journal of Financial Transformation, Capco Institute, vol. 25, pages 55-64.
  38. Claudio Morana, 2009. "An omnibus noise filter," Computational Statistics, Springer, vol. 24(3), pages 459-479, August.
  39. Athina Zervoyianni & Athanasios Anastasiou, 2009. "Convergence of shocks and trade in the enlarged European Union," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 18(1), pages 79-114.

2008

  1. David F. Hendry & Massimiliano Marcellino & Chiara Monfardini, 2008. "Foreword," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 711-714, December.
  2. David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon, 2008. "Guest Editors’ Introduction to Special Issue on Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 715-719, December.
  3. Luigi Ermini & David F. Hendry, 2008. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 807-827, December.
  4. Aris Spanos & David F. Hendry & J. James Reade, 2008. "Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 829-847, December.
  5. Clements Michael P. & Hendry David F., 2008. "Economic Forecasting in a Changing World," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-20, October.
  6. Hendry, David F. & Reade, J. James, 2008. "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, vol. 24(1), pages 22-28.
  7. Carlos Santos & David Hendry & Soren Johansen, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 317-335, April.
  8. Merwan Engineer & Ian King & Nilanjana Roy, 2008. "The human development index as a criterion for optimal planning," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 1(2), pages 172-192, September.
  9. Chen Weichun & Engineer Merwan H & King Ian P, 2008. "Choosing Longevity with Overlapping Generations: To Be or Not to Be in Diamond's Model," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-39, February.
  10. Chen, Haipeng (Allan) & Levy, Daniel & Ray, Sourav & Bergen, Mark, 2008. "Asymmetric price adjustment in the small," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 728-737, May.
  11. Andrew T. Young & Matthew J. Higgins & Daniel Levy, 2008. "Sigma Convergence versus Beta Convergence: Evidence from U.S. County-Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 1083-1093, August.
  12. Mark Bergen & Daniel Levy & Sourav Ray & Paul H. Rubin & Benjamin Zeliger, 2008. "When Little Things Mean a Lot: On the Inefficiency of Item-Pricing Laws," Journal of Law and Economics, University of Chicago Press, vol. 51(2), pages 209-250, May.
  13. 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, vol. 98(2), pages 357-362, May.
  14. Li, Qi & Racine, Jeffrey S, 2008. "Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 423-434.
  15. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.
  16. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
  17. Racine, Jeffrey S., 2008. "Nonparametric Econometrics: A Primer," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(1), pages 1-88, March.
  18. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
  19. Bucci, Alberto, 2008. "Population growth in a model of economic growth with human capital accumulation and horizontal R&D," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 1124-1147, September.
  20. Alberto Bucci, 2008. "Competition and R&D investment in human capital-driven growth," Politica economica, Società editrice il Mulino, issue 2, pages 235-265.
  21. Clerides, Sofronis & Zachariadis, Theodoros, 2008. "The effect of standards and fuel prices on automobile fuel economy: An international analysis," Energy Economics, Elsevier, vol. 30(5), pages 2657-2672, September.
  22. Clerides, Sofronis & Nearchou, Paris & Pashardes, Panos, 2008. "Intermediaries as quality assessors: Tour operators in the travel industry," International Journal of Industrial Organization, Elsevier, vol. 26(1), pages 372-392, January.
  23. Clerides, Sofronis & Hadjiyiannis, Costas, 2008. "Quality standards for used durables: An indirect subsidy?," Journal of International Economics, Elsevier, vol. 75(2), pages 268-282, July.
  24. Clerides, Sofronis, 2008. "Gains from trade in used goods: Evidence from automobiles," Journal of International Economics, Elsevier, vol. 76(2), pages 322-336, December.
  25. Enrico Maria Cervellati & Antonio Carlo Francesco Della Bina & Pierpaolo Pattitoni & Roberto Tasca, 2008. "Accuratezza e ottimismo nelle stime degli utili per azione. Evidenze per il mercato azionario italiano," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 113-140.
  26. Angelo Melino & Nash Peerbocus, 2008. "High Frequency Export and Price Responses in the Ontario Electricity Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 35-52.
  27. Milas, Costas & Rothman, Philip, 2008. "Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts," International Journal of Forecasting, Elsevier, vol. 24(1), pages 101-121.
  28. Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July.
  29. Morana, Claudio & Beltratti, Andrea, 2008. "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 31-45, February.
  30. Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
  31. Claudio Morana, 2008. "International stock markets comovements: the role of economic and financial integration," Empirical Economics, Springer, vol. 35(2), pages 333-359, September.
  32. Fabio Bagliano & Claudio Morana, 2008. "Factor vector autoregressive estimation: a new approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 15-23, June.

2007

  1. Hendry, David F. & Massmann, Michael, 2007. "Co-Breaking: Recent Advances and a Synopsis of the Literature," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 33-51, January.
  2. Jonathan P. Thomas & Tim Worrall, 2007. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(1), pages 151-181, February.
  3. Jonathan P. Thomas & Tim Worrall, 2007. "Limited Commitment Models Of The Labour Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 750-773, November.
  4. Levy, Daniel, 2007. "Price adjustment under the table: Evidence on efficiency-enhancing corruption," European Journal of Political Economy, Elsevier, vol. 23(2), pages 423-447, June.
  5. Daniel Levy, 2007. "Price rigidity and flexibility: recent theoretical developments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 523-530.
  6. Daniel Levy, 2007. "Price rigidity and flexibility: new empirical evidence," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 639-647.
  7. Georg Müller & Mark Bergen & Shantanu Dutta & Daniel Levy, 2007. "Non-price rigidity and cost of adjustment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 817-832.
  8. Levy, Daniel, 2007. "Price Rigidity and Flexibility: Recent Theoretical Developments - Introduction to the Special Issue," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(6 (Specia), pages 523-530.
  9. Levy, Daniel, 2007. "Price Rigidity and Flexibility: New Empirical Evidence - Introduction to the Special Issue," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(7 (Specia), pages 639-647.
  10. Müller, Georg & Bergen, Mark & Dutta, Shantanu & Levy, Daniel, 2007. "Holiday Non-Price Rigidity and Cost of Adjustment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(7 (Specia), pages 817-832.
  11. Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
  12. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
  13. Racine, Jeffrey S. & Maasoumi, Esfandiar, 2007. "A versatile and robust metric entropy test of time-reversibility, and other hypotheses," Journal of Econometrics, Elsevier, vol. 138(2), pages 547-567, June.
  14. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
  15. Peter Hall & Qi Li & Jeffrey S. Racine, 2007. "Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 784-789, November.
  16. Cabolis, Christos & Clerides, Sofronis & Ioannou, Ioannis & Senft, Daniel, 2007. "A textbook example of international price discrimination," Economics Letters, Elsevier, vol. 95(1), pages 91-95, April.
  17. Louis N. Christofides & Sofronis Clerides & Costas Hadjiyiannis & Michel S. Michael, 2007. "The Impact of Foreign Workers on the Labour Market of Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 1(2), pages 37-49, December.
  18. Sofronis Clerides & Nicoletta Pashourtidou, 2007. "Tourism in Cyprus: Recent Trends and Lessons from the Tourist Satisfaction Survey," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 1(2), pages 51-72, December.
  19. Apostolos Serletis & Periklis Gogas, 2007. "The Feldstein‐Horioka puzzle in an ARIMA framework," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 34(3), pages 194-210, August.
  20. Yuliy Sannikov & Andrzej Skrzypacz, 2007. "Impossibility of Collusion under Imperfect Monitoring with Flexible Production," American Economic Review, American Economic Association, vol. 97(5), pages 1794-1823, December.
  21. Joseph E. Harrington Jr. & Andrzej Skrzypacz, 2007. "Collusion under monitoring of sales," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 314-331, June.
  22. Kremer, Ilan & Skrzypacz, Andrzej, 2007. "Dynamic signaling and market breakdown," Journal of Economic Theory, Elsevier, vol. 133(1), pages 58-82, March.
  23. Peerbocus, Nash & Melino, Angelo, 2007. "Export Demand Response in the Ontario Electricity Market," The Electricity Journal, Elsevier, vol. 20(9), pages 55-64, November.
  24. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
  25. Peter Egger & Stefan Gruber & Mario Larch & Michael Pfaffermayr, 2007. "Knowledge–capital meets new economic geography," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(4), pages 857-875, December.
  26. Biswas, Tapan & McHardy, Jolian, 2007. "On the incentives to increase input efficiency under monopoly trade unions," Journal of Economic Behavior & Organization, Elsevier, vol. 62(4), pages 657-669, April.
  27. Tapan Biswas & Jolian Mchardy, 2007. "Asking Price and Price Discounts: The Strategy of Selling an Asset Under Price Uncertainty," Theory and Decision, Springer, vol. 62(3), pages 281-301, May.
  28. Gradojevic, Nikola, 2007. "Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 557-574, February.
  29. Gradojevic, Nikola, 2007. "The microstructure of the Canada/U.S. dollar exchange rate: A robustness test," Economics Letters, Elsevier, vol. 94(3), pages 426-432, March.
  30. Gary Koop & Herman K. van Dijk, 2007. "Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 107-112.
  31. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July.
  32. Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.
  33. Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
  34. Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007. "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.
  35. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April.
  36. Franses, Philip Hans & van Dijk, Herman K., 2007. "Progress and challenges in econometrics," Journal of Econometrics, Elsevier, vol. 138(1), pages 1-2, May.
  37. E. Van Kleef & J. R. Houghton & A. Krystallis & U. Pfenning & G. Rowe & H. Van Dijk & I. A. Van der Lans & L. J. Frewer, 2007. "Consumer Evaluations of Food Risk Management Quality in Europe," Risk Analysis, John Wiley & Sons, vol. 27(6), pages 1565-1580, December.
  38. Alessandra Chirco & Marcella Scrimitore & Corrado Benassi, 2007. "Spatial Discrimination with Quantity Competition and High Transportation Costs: a Note," Economics Bulletin, AccessEcon, vol. 12(1), pages 1-7.
  39. Augusto Schianchi & Andrea Mantovi, 2007. "Venture Capital, R&D and Incentives: Analytic Approach," L'industria, Società editrice il Mulino, issue 2, pages 335-354.
  40. Morana, Claudio, 2007. "Multivariate modelling of long memory processes with common components," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 919-934, October.
  41. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
  42. Andrea Beltratti & Claudio Morana, 2007. "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 99-104.
  43. Claudio Morana, 2007. "A structural common factor approach to core inflation estimation and forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 163-169.
  44. Claudio Morana & Fabio Cesare Bagliano, 2007. "Inflation and monetary dynamics in the USA: a quantity-theory approach," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 229-244.

2006

  1. Hendry, David F., 2006. "Robustifying forecasts from equilibrium-correction systems," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 399-426.
  2. Hendry, David F., 2006. "A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology"," Regional Science and Urban Economics, Elsevier, vol. 36(2), pages 309-312, March.
  3. Carlos Santos & David Hendry, 2006. "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.
  4. Sourav Ray & Haipeng (Allan) Chen & Mark E. Bergen & Daniel Levy, 2006. "Asymmetric Wholesale Pricing: Theory and Evidence," Marketing Science, INFORMS, vol. 25(2), pages 131-154, 03-04.
  5. Georg Muller & Mark Bergen & Shantanu Dutta & Daniel Levy, 2006. "Private label price rigidity during holiday periods," Applied Economics Letters, Taylor & Francis Journals, vol. 13(1), pages 57-62.
  6. Matthew J. Higgins & Daniel Levy & Andrew T. Young, 2006. "Growth and Convergence across the United States: Evidence from County-Level Data," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 671-681, November.
  7. Racine, Jeffrey S. & Ker, Alan P., 2006. "Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(1), pages 1-13, April.
  8. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006. "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1221-1243, November.
  9. Jeff Racine, 2006. "gnuplot 4.0: a portable interactive plotting utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 133-141.
  10. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.
  11. Jeffery Racine & Jeffrey Hart & Qi Li, 2006. "Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 523-544.
  12. Matthew Mitchell & Andrzej Skrzypacz, 2006. "Network externalities and long-run market shares," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 621-648, November.
  13. Milas Costas & Legrenzi Gabriella, 2006. "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-34, March.
  14. Milas, Costas, 2006. "Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford Univers," International Journal of Forecasting, Elsevier, vol. 22(1), pages 198-199.
  15. Jolian Mchardy, 2006. "Complementary Monopoly And Welfare: Is Splitting Up So Bad?," Manchester School, University of Manchester, vol. 74(3), pages 334-349, June.
  16. McHardy, Jolian & Trotter, Stephen, 2006. "Competition and deregulation: Do air passengers get the benefits?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(1), pages 74-93, January.
  17. Jing Yang & Nikola Gradojevic, 2006. "Non-linear, non-parametric, non-fundamental exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 227-245.
  18. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.
  19. H. K. Van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006. "‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 85-111, May.
  20. Marcella SCRIMITORE, 2006. "Exogenous and Endogenous Set-up Costs in Markets with Customized Products," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 114(4), pages 597-612.
  21. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
  22. Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
  23. Claudio Morana, 2006. "The price stability oriented monetary policy of the ECB: an assessment," Applied Economics, Taylor & Francis Journals, vol. 38(17), pages 2007-2020.
  24. Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.

2005

  1. David F. Hendry & Carlos Santos, 2005. "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October.
  2. Michael P. Clements & David F. Hendry, 2005. "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
  3. Michael P. Clements & David F. Hendry, 2005. "Evaluating a Model by Forecast Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 931-956, December.
  4. Granger, Clive W.J. & Hendry, David F., 2005. "A Dialogue Concerning A New Instrument For Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 21(1), pages 278-297, February.
  5. David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
  6. Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
  7. Barbara Spencer, 2005. "International outsourcing and incomplete contracts," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1107-1135, November.
  8. Benjamin, Dwayne & Brandt, Loren & Giles, John, 2005. "The Evolution of Income Inequality in Rural China," Economic Development and Cultural Change, University of Chicago Press, vol. 53(4), pages 769-824, July.
  9. Alberto Bucci, 2005. "La crescita economica in un'Europa allargata: il ruolo di capitale umano e R&S," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2005(4).
  10. Alberto Bucci, 2005. "An Inverted-U Relationship between Product Market Competition and Growth in an Extended Romerian Model," Rivista di Politica Economica, SIPI Spa, vol. 95(5), pages 177-206, September.
  11. Peter M. DeMarzo & Ilan Kremer & Andrzej Skrzypacz, 2005. "Bidding with Securities: Auctions and Security Design," American Economic Review, American Economic Association, vol. 95(4), pages 936-959, September.
  12. Yossi Feinberg & Andrzej Skrzypacz, 2005. "Uncertainty about Uncertainty and Delay in Bargaining," Econometrica, Econometric Society, vol. 73(1), pages 69-91, January.
  13. Konieczny, Jerzy D. & Skrzypacz, Andrzej, 2005. "Inflation and price setting in a natural experiment," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 621-632, April.
  14. Madsen, Jakob B. & Milas, Costas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, vol. 2(4), pages 260-269, December.
  15. Michael Arghyrou & Christopher Martin & Costas Milas, 2005. "Non-linear inflationary dynamics: evidence from the UK," Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January.
  16. Tapan Biswas & Jolian McHardy, 2005. "Measuring the balance of intra-regional migration," Applied Economics, Taylor & Francis Journals, vol. 37(19), pages 2221-2230.
  17. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005. "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150.
  18. Morana, Claudio, 2005. "Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 165-175.
  19. Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.

2004

  1. David F. Hendry & Hans‐Martin Krolzig, 2004. "We Ran One Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
  2. David F. Hendry, 2004. "The Nobel Memorial Prize for Clive W. J. Granger," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 187-213, June.
  3. David F. Hendry & Michael P. Clements, 2004. "Pooling of forecasts," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 1-31, June.
  4. Keith Head & John Ries & Barbara J. Spencer, 2004. "Vertical Networks and US Auto Parts Exports: Is Japan Different?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 13(1), pages 37-67, March.
  5. Merwan H. Engineer & Linda Welling, 2004. "Overlapping Generations Models and Graded Age-Set Societies," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 160(3), pages 454-476, September.
  6. Mark J. Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," The Review of Economics and Statistics, MIT Press, vol. 86(2), pages 514-533, May.
  7. Levy, Daniel, 2004. "Is the Feldstein-Horioka Puzzle Really a Puzzle?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 49-66.
  8. Levy, Daniel & Young, Andrew T., 2004. ""The Real Thing:" Nominal Price Rigidity of the Nickel Coke, 1886-1959," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(4 (Specia), pages 765-799.
  9. Peter Hall & Jeff Racine & Qi Li, 2004. "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1015-1026, December.
  10. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
  11. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.
  12. Racine, Jeff & Li, Qi, 2004. "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, vol. 119(1), pages 99-130, March.
  13. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.
  14. Massimiliano Bratti & Alberto Bucci & Eros Moretti, 2004. "Dinamica demografica, capitale umano e crescita economica: dalla teoria all'evidenza empirica," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 187-224.
  15. Sofronis K. Clerides, 2004. "Price Discrimination with Differentiated Products: Definition and Identification," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 402-412, July.
  16. Serletis, Apostolos & Gogas, Periklis, 2004. "Long-horizon regression tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1961-1985, August.
  17. Skrzypacz, Andrzej & Hopenhayn, Hugo, 2004. "Tacit collusion in repeated auctions," Journal of Economic Theory, Elsevier, vol. 114(1), pages 153-169, January.
  18. Skrzypacz, Andrzej & Hopenhayn, Hugo, 2004. "Corrigendum to "Tacit collusion in repeated auctions" [J. Econ. Theory 114 (2004) 153-169]," Journal of Economic Theory, Elsevier, vol. 114(2), pages 370-371, February.
  19. Lekkos, Ilias & Milas, Costas, 2004. "Time-varying excess returns on UK government bonds: A non-linear approach," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 45-62, January.
  20. Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
  21. Ilias Lekkos & Costas Milas, 2004. "Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(3), pages 221-250, March.
  22. Tapan Biswas & Jolian McHardy, 2004. "Aspects of International Labour Mobility in Southern EU Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 2(1), pages 67-83.
  23. Markus Jochmann & Roberto León‐González, 2004. "Estimating the demand for health care with panel data: a semiparametric Bayesian approach," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 1003-1014, October.
  24. Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004. "Recent advances in Bayesian econometrics," Journal of Econometrics, Elsevier, vol. 123(2), pages 197-199, December.
  25. H.K. van Dijk, 2004. "Twentieth Century Shocks, Trends and Cycles in Industrialized Nations," De Economist, Springer, vol. 152(2), pages 211-232, June.
  26. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
  27. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
  28. Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
  29. Cassola, Nuno & Morana, Claudio, 2004. "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
  30. Claudio Morana, 2004. "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(2), pages 139-160, November.
  31. Claudio Morana & John W. Sawkins, 2004. "Stock market volatility of regulated industries: an empirical assessment," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 3(3), pages 189-204, December.
  32. Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
  33. Claudio Morana, 2004. "Some frequency domain properties of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 891-894.

2003

  1. Niels Haldrup & David F. Hendry & Herman K. van Dijk, 2003. "Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 681-688, December.
  2. Julia Campos & David F. Hendry & Hans‐Martin Krolzig, 2003. "Consistent Model Selection by an Automatic Gets Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 803-819, December.
  3. Hendry, David F., 2003. "J. Denis Sargan And The Origins Of Lse Econometric Methodology," Econometric Theory, Cambridge University Press, vol. 19(3), pages 457-480, June.
  4. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
  5. Bergen, Mark & Ritson, Mark & Dutta, Shantanu & Levy, Daniel & Zbaracki, Mark, 2003. "Shattering the Myth of Costless Price Changes," European Management Journal, Elsevier, vol. 21(6), pages 663-669, December.
  6. Levy, Daniel & Dezhbakhsh, Hashem, 2003. "International evidence on output fluctuation and shock persistence," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1499-1530, October.
  7. Daniel Levy & Hashem Dezhbakhsh, 2003. "On the typical spectral shape of an economic variable," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 417-423.
  8. Barsky, Robert & Bergen, Mark & Dutta, Shantanu & Levy, Daniel, 2003. "What Can the Price Gap between Branded and Private Label Products Tell Us about Markups?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 165-288.
  9. Li, Qi & Racine, Jeff, 2003. "Nonparametric estimation of distributions with categorical and continuous data," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 266-292, August.
  10. Alberto Bucci & Fabio Fiorillo & Stefano Staffolani, 2003. "Can Market Power Influence Employment, Wage Inequality and Growth?," Metroeconomica, Wiley Blackwell, vol. 54(2‐3), pages 129-160, May.
  11. Alberto Bucci, 2003. "R&D, Imperfect Competition and Growth with Human Capital Accumulation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(4), pages 417-439, September.
  12. Alberto Bucci, 2003. "Market Power and Aggregate Economic Growth in Models with Endogenous Technological Change," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 241-291, October.
  13. Alberto Bucci & Daniele Checchi, 2003. "Crescita e disuguaglianza nei redditi a livello mondiale," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 57-96.
  14. Alberto Bucci & Massimiliano Castellani & Paolo Figini, 2003. "L’investimento in sponsorizzazione delle imprese: un’analisi economica in termini statici e dinamici," Rivista di Politica Economica, SIPI Spa, vol. 93(3), pages 183-224, May-June.
  15. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 806-830, October.
  16. Milas, Costas & Otero, Jesus, 2003. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, vol. 20(1), pages 165-179, January.
  17. Biswas, Tapan & McHardy, Jolian P., 2003. "The long-run effect of a wage policy on employment," Journal of Policy Modeling, Elsevier, vol. 25(3), pages 267-273, April.
  18. Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-563, October.
  19. Rodney W. Strachan & Herman K. van Dijk, 2003. "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 863-876, December.
  20. Morana Claudio, 2003. "Erratum," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-3, May.
  21. Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
  22. Claudio Morana, 2003. "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 171-210, October.
  23. Fabio C. Bagliano & Claudio Morana, 2003. "A common trends model of UK core inflation," Empirical Economics, Springer, vol. 28(1), pages 157-172, January.

2002

  1. David F. Hendry, 2002. "Forecast Failure, Expectations Formation and the Lucas Critique," Annals of Economics and Statistics, GENES, issue 67-68, pages 21-40.
  2. David F. Hendry, 2002. "Applied Econometrics without Sinning," Journal of Economic Surveys, Wiley Blackwell, vol. 16(4), pages 591-604, September.
  3. Michael P. Clements & David F. Hendry, 2002. "Modelling methodology and forecast failure," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 319-344, June.
  4. Zhou, Dongsheng & Spencer, Barbara J. & Vertinsky, Ilan, 2002. "Strategic trade policy with endogenous choice of quality and asymmetric costs," Journal of International Economics, Elsevier, vol. 56(1), pages 205-232, January.
  5. Qiu, Larry D. & Spencer, Barbara J., 2002. "Keiretsu and relationship-specific investment: implications for market-opening trade policy," Journal of International Economics, Elsevier, vol. 58(1), pages 49-79, October.
  6. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2002. "Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 209-244.
  7. Jonathan P. Thomas & Timothy Worrall, 2002. "Gift-giving, Quasi-credit and Reciprocity," Rationality and Society, , vol. 14(3), pages 308-352, August.
  8. D. Levy, 2002. "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(3), pages 333-339, May.
  9. Dutta, Shantanu & Bergen, Mark & Levy, Daniel, 2002. "Price flexibility in channels of distribution: Evidence from scanner data," Journal of Economic Dynamics and Control, Elsevier, vol. 26(11), pages 1845-1900, September.
  10. Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 197-220, February.
  11. Dutta, Shantanu & Bergen, Mark & Levy, Daniel & Ritson, Mark & Zbaracki, Mark, 2002. "Pricing as a Strategic Capability," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 43(3 (April ), pages 61-66.
  12. Dwayne Benjamin & Loren Brandt, 2002. "Property rights, labour markets, and efficiency in a transition economy: the case of rural China," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 689-716, November.
  13. Jeff Racine, 2002. "Generalized Semiparametric Binary Prediction," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 117-134, May.
  14. Racine, Jeff, 2002. "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 293-302, August.
  15. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
  16. Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189.
  17. Clerides, Sofronis K., 2002. "Book value: intertemporal pricing and quality discrimination in the US market for books," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1385-1408, December.
  18. Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
  19. Gabriella Legrenzi & Costas Milas, 2002. "The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(4), pages 435-449, August.
  20. Gabriella Legrenzi & Costas Milas, 2002. "A Multivariate Approach to the Growth of Governments," Public Finance Review, , vol. 30(1), pages 56-76, January.
  21. Costas Milas & Jesus Otero, 2002. "Smooth transition vector error correction models for the spot prices of coffee," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 925-928.
  22. Kaashoek, Johan F & van Dijk, Herman K, 2002. "Neural Network Pruning Applied to Real Exchange Rate Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 559-577, December.
  23. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.
  24. Corrado Benassi & Alessandra Chirco & Marcella Scrimitore, 2002. "Income concentration and market demand," Oxford Economic Papers, Oxford University Press, vol. 54(4), pages 584-596, October.
  25. Morana Claudio, 2002. "Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-40, November.
  26. Morana, Claudio & Beltratti, Andrea, 2002. "The effects of the introduction of the euro on the volatility of European stock markets," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 2047-2064, October.
  27. Morana, Claudio, 2002. "An empirical investigation of long-run growth in the UK," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 49-70, March.
  28. Morana, Claudio & Sawkins, John W, 2002. "Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry," Journal of Regulatory Economics, Springer, vol. 22(2), pages 185-204, September.
  29. C. Morana, 2002. "IGARCH effects: an interpretation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 745-748.
  30. Fabio Bagliano & Roberto Golinelli & Claudio Morana, 2002. "Core inflation in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 353-357.

2001

  1. Clements, Michael P. & Hendry, David F., 2001. "An Historical Perspective on Forecast Errors," National Institute Economic Review, National Institute of Economic and Social Research, vol. 177, pages 100-112, July.
  2. Beyer, Andreas & Doornik, Jurgen A & Hendry, David F, 2001. "Constructing Historical Euro-Zone Data," Economic Journal, Royal Economic Society, vol. 111(469), pages 102-121, February.
  3. Michael P. Clements & David F.Hendry, 2001. "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-19.
  4. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
  5. Hendry, David F., 2001. "Achievements and challenges in econometric methodology," Journal of Econometrics, Elsevier, vol. 100(1), pages 7-10, January.
  6. David F. Hendry & M. Hashem Pesaran, 2001. "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 197-202.
  7. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 255-275.
  8. Spencer, Barbara J & Qiu, Larry D, 2001. "Keiretsu and Relationship-Specific Investment: A Barrier to Trade?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 871-901, November.
  9. Merwan Engineer & Shouyong Shi, 2001. "Bargains, Barter and Money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 188-209, January.
  10. Racine, Jeffrey, 2001. "On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 380-382, July.
  11. Alberto Bucci, 2001. "Horizontal Innovation, Market Power And Growth," International Economic Journal, Taylor & Francis Journals, vol. 17(1), pages 57-82.
  12. Melino, Angelo, 2001. "Estimation of a rational expectations model of the term structure," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 639-668, December.
  13. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, vol. 18(4), pages 625-641, December.
  14. Ilias Lekkos & Costas Milas, 2001. "Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(8), pages 737-768, August.
  15. Tapan Biswas & Jolian McHardy, 2001. "On the intensity and balance of intra-European migration," International Economic Journal, Taylor & Francis Journals, vol. 18(4), pages 505-520.
  16. Andrea Beltratti & Claudio Morana, 2001. "Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(2), pages 205-234, July.
  17. Morana, Claudio, 2001. "A semiparametric approach to short-term oil price forecasting," Energy Economics, Elsevier, vol. 23(3), pages 325-338, May.
  18. Agiomirgianakis, George & Zervoyianni, Athina, 2001. "Macroeconomic equilibrium with illegal immigration," Economic Modelling, Elsevier, vol. 18(2), pages 181-202, April.
  19. Agiomirgianakis, George M. & Zervoyianni, Athina, 2001. "Economic growth, international labour mobility, and unanticipated non-monetary shocks," Journal of Policy Modeling, Elsevier, vol. 23(1), pages 1-16, January.
  20. Agiomirgianakis, George & Zervoyianni, Athina, 2001. "Globalization of labor markets and macroeconomic equilibrium," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 109-133.

2000

  1. David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 1-42.
  2. David F. Hendry & Ross Williams, 2000. "Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 113-115, June.
  3. Andreas Beyer & Jurgen A. Doornik & David F. Hendry, 2000. "Reconstructing Aggregate Euro‐zone Data," Journal of Common Market Studies, Wiley Blackwell, vol. 38(4), pages 613-624, November.
  4. Hendry, David F., 2000. "On detectable and non-detectable structural change," Structural Change and Economic Dynamics, Elsevier, vol. 11(1-2), pages 45-65, July.
  5. Hendry, David F & Mizon, Grayham E, 2000. "Reformulating Empirical Macroeconomic Modelling," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 16(4), pages 138-159, Winter.
  6. Engineer, Merwan, 2000. "Currency transactions costs and competing fiat currencies," Journal of International Economics, Elsevier, vol. 52(1), pages 113-136, October.
  7. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000. "Mutual Insurance, Individual Savings and Limited Commitment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 216-246, April.
  8. Daniel Levy, 2000. "Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 100-137, January.
  9. Racine, Jeff, 2000. "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, vol. 99(1), pages 39-61, November.
  10. J. Racine, 2000. "The Cygwin tools: a GNU toolkit for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 331-341.
  11. Baker, Michael & Melino, Angelo, 2000. "Duration dependence and nonparametric heterogeneity: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 96(2), pages 357-393, June.
  12. Costas Milas, 2000. "Employment, output and political business cycle effects in the Greek non-tradable sector," Applied Economics, Taylor & Francis Journals, vol. 32(2), pages 123-133.
  13. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.
  14. John Geweke & John Rust & Herman K. Van Dijk, 2000. "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546.
  15. Claudio Morana, 2000. "Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(1), pages 72-93, February.
  16. Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 349-362, December.
  17. Morana, Claudio & Sawkins, John W, 2000. "Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review," Journal of Regulatory Economics, Springer, vol. 17(1), pages 87-100, January.

1999

  1. David F. Hendry & Hans-Martin Krolzig, 1999. "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 202-219.
  2. David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21.
  3. Michael P. Clements & David F. Hendry, 1999. "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 123-160.
  4. Ishikawa, Jota & Spencer, Barbara J., 1999. "Rent-shifting export subsidies with an imported intermediate product," Journal of International Economics, Elsevier, vol. 48(2), pages 199-232, August.
  5. Engineer, Merwan & Welling, Linda, 1999. "Human capital, true love, and gender roles: is sex destiny?," Journal of Economic Behavior & Organization, Elsevier, vol. 40(2), pages 155-178, October.
  6. Dutta, Shantanu, et al, 1999. "Menu Costs, Posted Prices, and Multiproduct Retailers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(4), pages 683-703, November.
  7. Loren Brandt & Dwayne Benjamin, 1999. "Markets and Inequality in Rural China: Parallels with the Past," American Economic Review, American Economic Association, vol. 89(2), pages 292-295, May.
  8. Baker, Michael & Benjamin, Dwayne & Stanger, Shuchita, 1999. "The Highs and Lows of the Minimum Wage Effect: A Time-Series Cross-Section Study of the Canadian Law," Journal of Labor Economics, University of Chicago Press, vol. 17(2), pages 318-350, April.
  9. Baker, Michael & Benjamin, Dwayne, 1999. "Early Retirement Provisions and the Labor Force Behavior of Older Men: Evidence from Canada," Journal of Labor Economics, University of Chicago Press, vol. 17(4), pages 724-756, October.
  10. Baker, Michael & Benjamin, Dwayne, 1999. "How do retirement tests affect the labour supply of older men?," Journal of Public Economics, Elsevier, vol. 71(1), pages 27-51, January.
  11. Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 83-103.
  12. Milas, Costas, 1999. "Labor Market Decisions and Greek Manufacturing Competitiveness," Journal of Policy Modeling, Elsevier, vol. 21(4), pages 505-513, July.
  13. Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.
  14. H. K. Van Dijk, 1999. "Some remarks on the simulation revolution in bayesian econometric inference," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 105-112.
  15. Beltratti, Andrea & Morana, Claudio, 1999. "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 431-455, December.
  16. Fabio C. Bagliano & Claudio Morana, 1999. "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(3-4), pages 301-328, December.

1998

  1. Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998. "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-387, October.
  2. Jurgen A. Doornik & David F. Hendry & Bent Nielsen, 1998. "Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 533-572, December.
  3. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998. "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
  4. David F. Hendry & Neil Shephard, 1998. "Foreword by the Editors," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 1-1.
  5. Clements, Michael P. & Hendry, David F., 1998. "Forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 14(1), pages 111-131, March.
  6. Grayham E. Mizon & David F. Hendry, 1998. "Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK," Empirical Economics, Springer, vol. 23(3), pages 267-294.
  7. David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998. "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, vol. 23(3), pages 401-415.
  8. Engineer, Merwan & Shouying Shi, 1998. "Asymmetry, imperfectly transferable utility, and the role of fiat money in improving terms of trade," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 153-183, February.
  9. Carpenter, Robert E & Levy, Daniel, 1998. "Seasonal Cycles, Business Cycles, and the Comovement of Inventory Investment and Output," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(3), pages 331-346, August.
  10. Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 81-120.
  11. Sofronis K. Clerides & Saul Lach & James R. Tybout, 1998. "Is Learning by Exporting Important? Micro-Dynamic Evidence from Colombia, Mexico, and Morocco," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(3), pages 903-947.
  12. Milas, Costas, 1998. "Long-run structural estimation of labour market equations with an application to Greece1," Economic Modelling, Elsevier, vol. 16(1), pages 149-161, January.
  13. Costas Milas, 1998. "Demand for Greek imports using multivariate cointegration techniques," Applied Economics, Taylor & Francis Journals, vol. 30(11), pages 1483-1492.
  14. Paapaa, Richard & van Dijk, Herman K., 1998. "Distribution and mobility of wealth of nations," European Economic Review, Elsevier, vol. 42(7), pages 1269-1293, July.
  15. Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
  16. Claudio Morana, 1998. "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 57(3-4), pages 325-358, December.

1997

  1. David F. Hendry & Jurgen A. Doornik, 1997. "The Implications for Econometric Modelling of Forecast Failure," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(4), pages 437-461, September.
  2. Desai, Meghnad J & Hendry, David F & Mizon, Grayham E, 1997. "John Denis Sargan," Economic Journal, Royal Economic Society, vol. 107(443), pages 1121-1125, July.
  3. Hendry, David F, 1997. "The Econometrics of Macroeconomic Forecasting," Economic Journal, Royal Economic Society, vol. 107(444), pages 1330-1357, September.
  4. Hendry, David F., 1997. "On congruent econometric relations : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 163-190, December.
  5. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
  6. Spencer, Barbara J., 1997. "Quota licenses for imported capital equipment: Could bureaucrats ever do better than the market?," Journal of International Economics, Elsevier, vol. 43(1-2), pages 1-27, August.
  7. Engineer, Merwan & Esteban, Joan & Sakovics, Jozsef, 1997. "Costly transfer institutions and the core in an overlapping generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 32(2), pages 287-300, February.
  8. Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997. "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(3), pages 791-824.
  9. Baker, Michael & Benjamin, Dwayne, 1997. "The Role of the Family in Immigrants' Labor-Market Activity: An Evaluation of Alternative Explanations," American Economic Review, American Economic Association, vol. 87(4), pages 705-727, September.
  10. Benjamin, Dwayne & Brandt, Loren, 1997. "Land, Factor Markets, and Inequality in Rural China: Historical Evidence," Explorations in Economic History, Elsevier, vol. 34(4), pages 460-494, October.
  11. Benjamin, Dwayne, 1997. "Agricultural Instability in China, 1931–1991: Weather; Technology, and Institutions. By Y. Y. Kueh. Oxford: Clarendon Press, 1995, Pp. xxv, 387. $75.00," The Journal of Economic History, Cambridge University Press, vol. 57(1), pages 228-229, March.
  12. Racine, Jeff, 1997. "Consistent Significance Testing for Nonparametric Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 369-378, July.
  13. Racine, Jeff, 1997. "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 169-179, March-Apr.
  14. Serletis, Apostolos & Gogas, Periklis, 1997. "Chaos in East European black market exchange rates," Research in Economics, Elsevier, vol. 51(4), pages 359-385, December.
  15. James, Tim & McHardy, Jolian, 1997. "Monopoly welfare losses and elasticity," Economics Letters, Elsevier, vol. 54(3), pages 251-252, July.
  16. Zervoyianni, Athina, 1997. "Monetary Policy Games and Coalitions in a Two-Country Model with Unionised Wage Setting," Oxford Economic Papers, Oxford University Press, vol. 49(1), pages 57-76, January.
  17. Terence Mills & Gianluigi Pelloni & Athina Zervoyianni, 1997. "Unemployment Fluctuations in the UK: 1958-92," Applied Economics Letters, Taylor & Francis Journals, vol. 4(4), pages 253-255.

1996

  1. David F. Hendry & Mary S. Morgan, 1996. "Obituary: Jan Tinbergen, 1903–94," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 159(3), pages 614-616, May.
  2. Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996. "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
  3. Clements, Michael P & Hendry, David F, 1996. "Multi-step Estimation for Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 657-684, November.
  4. Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François, 1996. "Encompassing and Specificity," Econometric Theory, Cambridge University Press, vol. 12(4), pages 620-656, October.
  5. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January.
  6. Clements, Michael P & Hendry, David F, 1996. "Intercept Corrections and Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 475-494, Sept.-Oct.
  7. Spencer, Barbara J & Raubitschek, Ruth S, 1996. "High-Cost Domestic Joint Ventures and International Competition: Do Domestic Firms Gain?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 315-340, May.
  8. Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K., 1996. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 75(1), pages 1-5, November.
  9. Zervoyianni, Athina, 1996. "Product-market openness and dynamic responses to exogenous shocks and policies in a two-country, two-goods model," International Review of Economics & Finance, Elsevier, vol. 5(3), pages 269-290.
  10. Mills, Terence C. & Pelloni, Gianluigi & Zervoyianni, Athina, 1996. "Cyclical unemployment and sectoral shifts: Further tests of the Lilien hypothesis for the UK," Economics Letters, Elsevier, vol. 52(1), pages 55-60, July.

1995

  1. Clements, Michael P & Hendry, David F, 1995. "Macro-economic Forecasting and Modelling," Economic Journal, Royal Economic Society, vol. 105(431), pages 1001-1013, July.
  2. Hendry, David F, 1995. "Econometrics and Business Cycle Empirics," Economic Journal, Royal Economic Society, vol. 105(433), pages 1622-1636, November.
  3. Clements, Michael P & Hendry, David F, 1995. "Forecasting in Cointegration Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 127-146, April-Jun.
  4. Daniel Levy, 1995. "Investment-saving comovement under endogenous fiscal policy," Open Economies Review, Springer, vol. 6(3), pages 237-254, July.
  5. Levy, Daniel, 1995. "Capital Stock Depreciation, Tax Rules, and Composition of Aggregate Investment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21(1), pages 45-65.
  6. Benjamin, Dwayne & Brandt, Loren, 1995. "Markets, Discrimination, and the Economic Contribution of Women in China: Historical Evidence," Economic Development and Cultural Change, University of Chicago Press, vol. 44(1), pages 63-104, October.
  7. Benjamin, Dwayne, 1995. "Can unobserved land quality explain the inverse productivity relationship?," Journal of Development Economics, Elsevier, vol. 46(1), pages 51-84, February.
  8. Michael Baker & Dwayne Benjamin, 1995. "The Receipt of Transfer Payments by Immigrants to Canada," Journal of Human Resources, University of Wisconsin Press, vol. 30(4), pages 650-676.
  9. Michael Baker & Dwayne Benjamin & Andree Desaulniers Cegep & Mary Grant, 1995. "The Distribution of the Male/Female Earnings Differential, 1970-1990," Canadian Journal of Economics, Canadian Economics Association, vol. 28(3), pages 479-501, August.
  10. Jeff Racine & Paul Rilstone, 1995. "The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification?," Canadian Journal of Economics, Canadian Economics Association, vol. 28(3), pages 502-531, August.
  11. Melino, Angelo & Turnbull, Stuart M., 1995. "Misspecification and the pricing and hedging of long-term foreign currency options," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 373-393, June.
  12. Larry G. Epstein & Angelo Melino, 1995. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(4), pages 597-618.
  13. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995. "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September.
  14. Mills, Terence C & Pelloni, Gianluigi & Zervoyianni, Athina, 1995. "Unemployment Fluctuations in the United States: Further Tests of the Sectoral-Shifts Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 294-304, May.

1994

  1. Hendry, David F & Doornik, Jurgen A, 1994. "Modelling Linear Dynamic Econometric Systems," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(1), pages 1-33, February.
  2. Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois, 1994. "Encompassing in stationary linear dynamic models," Journal of Econometrics, Elsevier, vol. 63(1), pages 245-270, July.
  3. Hendry, David F, 1994. "HUS Revisited," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 10(2), pages 86-106, Summer.
  4. David F. Hendry & Michael P. Clements, 1994. "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September.
  5. Brander, James A. & Spencer, Barbara J., 1994. "Trade adjustment assistance : Welfare and incentive effects of payments to displaced workers," Journal of International Economics, Elsevier, vol. 36(3-4), pages 239-261, May.
  6. Dowrick, Steve & Spencer, Barbara J, 1994. "Union Attitudes to Labor-Saving Innovation: When Are Unions Luddites?," Journal of Labor Economics, University of Chicago Press, vol. 12(2), pages 316-344, April.
  7. Engineer, Merwan, 1994. "Do Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch"' in the United States?: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 629-633, August.
  8. Dan Bernhardt & Merwan Engineer, 1994. "Rivalrous Money Supply among Overlapping Generations," Canadian Journal of Economics, Canadian Economics Association, vol. 27(2), pages 494-504, May.
  9. Hillier, Brian & Worrall, Tim, 1994. "The Welfare Implications of Costly Monitoring in Credit Market," Economic Journal, Royal Economic Society, vol. 104(423), pages 350-362, March.
  10. Jonathan Thomas & Tim Worrall, 1994. "Foreign Direct Investment and the Risk of Expropriation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 81-108.
  11. Daniel Levy & Haiwei Chen, 1994. "Estimates Of The Aggregate Quarterly Capital Stock For The Post‐War U.S. Economy," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 40(3), pages 317-349, September.
  12. Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series," Economics Letters, Elsevier, vol. 44(3), pages 221-228.
  13. Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series (Economics Letters 44, no. 3, 1994, pp. 221-228)," Economics Letters, Elsevier, vol. 46(2), pages 183-183, October.
  14. Levy, Daniel, 1994. "Output, Capital, and Labor in the Short, and Long-Run," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(4), pages 946-960.
  15. Baker, Michael & Benjamin, Dwayne, 1994. "The Performance of Immigrants in the Canadian Labor Market," Journal of Labor Economics, University of Chicago Press, vol. 12(3), pages 369-405, July.
  16. Kleibergen, Frank & van Dijk, Herman K., 1994. "Direct cointegration testing in error correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 61-103, July.
  17. Kleibergen, Frank & van Dijk, Herman K., 1994. "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August.
  18. Phillips, Peter C.B. & Van Dijk, Herman K., 1994. "Bayes Methods and Unit Roots," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August.

1993

  1. Hendry, David F & Starr, Ross M, 1993. "The Demand for M1 in the USA: A Reply," Economic Journal, Royal Economic Society, vol. 103(420), pages 1158-1169, September.
  2. Engle, Robert F. & Hendry, David F., 1993. "Testing superexogeneity and invariance in regression models," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March.
  3. Levy, Daniel & Bergen, Mark, 1993. "Simulating a Multiproduct Barter Exchange Economy," Economic Inquiry, Western Economic Association International, vol. 31(2), pages 314-321, April.
  4. Benjamin, Dwayne & Deaton, Angus, 1993. "Household Welfare and the Pricing of Cocoa and Coffee in Cote d'Ivoire: Lessons from the Living Standards Surveys," The World Bank Economic Review, World Bank, vol. 7(3), pages 293-318, September.
  5. Kleibergen, F & Van Dijk, H K, 1993. "Non-stationarity in GARCH Models: A Bayesian Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 41-61, Suppl. De.
  6. C. G. E. Boender & H. K. van Dijk, 1993. "Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 47(2), pages 127-151, June.

1992

  1. Banerjee, Anindya & Hendry, David F, 1992. "Testing Integration and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 225-255, August.
  2. Hendry, David F., 1992. "An econometric analysis of TV advertising expenditure in the United Kingdom," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 281-311, June.
  3. Yoshihisa Baba & David F. Hendry & Ross M. Starr, 1992. "The Demand for M1 in the U.S.A., 1960–1988," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(1), pages 25-61.
  4. Spencer, Barbara J. & Brander, James A., 1992. "Pre-commitment and flexibility : Applications to oligopoly theory," European Economic Review, Elsevier, vol. 36(8), pages 1601-1626, December.
  5. Spencer, Barbara J. & Jones, Ronald W., 1992. "Trade and protection in vertically related markets," Journal of International Economics, Elsevier, vol. 32(1-2), pages 31-55, February.
  6. Engineer, Merwan & Bernhardt, Dan, 1992. "Endogenous transfer institutions in overlapping generations," Journal of Monetary Economics, Elsevier, vol. 29(3), pages 445-474, June.
  7. Benjamin, Dwayne, 1992. "Household Composition, Labor Markets, and Labor Demand: Testing for Separation in Agricultural Household Models," Econometrica, Econometric Society, vol. 60(2), pages 287-322, March.
  8. Hop, J Peter & Van Dijk, Herman K, 1992. "SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(3), pages 183-220, August.
  9. Van Dijk, Herman K., 1992. "International conference on econometric inference using simulation techniques," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 287-287.
  10. Zervoyianni, Athina, 1992. "International macroeconomic interdependence, currency substitution, and price stickiness," Journal of Macroeconomics, Elsevier, vol. 14(1), pages 59-86.

1991

  1. Hendry, David F & Ericsson, Neil R, 1991. "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March.
  2. Hendry, David F, 1991. "Using PC-NAIVE in Teaching Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(2), pages 199-223, May.
  3. Hendry, David F., 1991. "The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw," European Economic Review, Elsevier, vol. 35(4), pages 764-767, May.
  4. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
  5. Barbara J. Spencer & Ronald W. Jones, 1991. "Vertical Foreclosure and International Trade Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(1), pages 153-170.
  6. Engineer, Merwan & Bernhardt, Dan, 1991. "Money, Barter, and the Optimality of Legal Restrictions," Journal of Political Economy, University of Chicago Press, vol. 99(4), pages 743-773, August.
  7. Angelo Melino & Stuart M. Turnbull, 1991. "The Pricing of Foreign Currency Options," Canadian Journal of Economics, Canadian Economics Association, vol. 24(2), pages 251-281, May.
  8. Schotman, Peter C & van Dijk, Herman K, 1991. "On Bayesian Routes to Unit Roots," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 387-401, Oct.-Dec..
  9. Schotman, Peter & van Dijk, Herman K., 1991. "A Bayesian analysis of the unit root in real exchange rates," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238.

1990

  1. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990. "An analogue model of phase-averaging procedures," Journal of Econometrics, Elsevier, vol. 43(3), pages 275-292, March.
  2. Worrall, Tim, 1990. "Debt with potential repudiation," European Economic Review, Elsevier, vol. 34(5), pages 1099-1109, July.
  3. Thomas, Jonathan & Worrall, Tim, 1990. "Income fluctuation and asymmetric information: An example of a repeated principal-agent problem," Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.
  4. Levy, Daniel, 1990. "Aggregate output, capital, and labor in the post-war U.S. economy," Economics Letters, Elsevier, vol. 33(1), pages 41-45, May.
  5. Gunderson, Morley & Melino, Angelo, 1990. "The Effects of Public Policy on Strike Duration," Journal of Labor Economics, University of Chicago Press, vol. 8(3), pages 295-316, July.
  6. Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May.
  7. Melino, Angelo & Turnbull, Stuart M., 1990. "Pricing foreign currency options with stochastic volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 239-265.
  8. Campbell, John Y. & Melino, Angelo, 1990. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 1-5.

1989

  1. Hendry, David F & Morgan, Mary S, 1989. "A Re-analysis of Confluence Analysis," Oxford Economic Papers, Oxford University Press, vol. 41(1), pages 35-52, January.
  2. Ronald W. Jones & Barbara J. Spencer, 1989. "Raw Materials, Processing Activities, and Protectionism," Canadian Journal of Economics, Canadian Economics Association, vol. 22(3), pages 469-486, August.
  3. Brander, James A & Spencer, Barbara J, 1989. "Moral Hazard and Limited Liability: Implications for the Theory of the Firm," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 833-849, November.
  4. Engineer, Merwan, 1989. "Bank runs and the suspension of deposit convertibility," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 443-454, November.
  5. Engineer, Merwan, 1989. "Taxes, Public Goods, and the Ruling Class: An Exploration of the Territory between Brennan and Buchanan's Leviathan and Conventional Public Finance," Public Finance = Finances publiques, , vol. 44(1), pages 19-30.

1988

  1. Hendry, David F., 1988. "Encompassing," National Institute Economic Review, National Institute of Economic and Social Research, vol. 125, pages 88-103, August.
  2. Hendry, David F & Neale, Adrian J, 1988. "Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment," Economic Journal, Royal Economic Society, vol. 98(392), pages 808-817, September.
  3. Hendry, David F. & Neale, Adrian J. & Srba, Frank, 1988. "Econometric analysis of small linear systems using PC-FIML," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 203-226.
  4. Hendry, David F, 1988. "The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics," Oxford Economic Papers, Oxford University Press, vol. 40(1), pages 132-149, March.
  5. Brander, James A. & Spencer, Barbara J., 1988. "Unionized oligopoly and international trade policy," Journal of International Economics, Elsevier, vol. 24(3-4), pages 217-234, May.
  6. Spencer, Barbara J., 1988. "Capital subsidies and countervailing duties in oligopolistic industries," Journal of International Economics, Elsevier, vol. 25(1-2), pages 45-69, August.
  7. Jonathan Thomas & Tim Worrall, 1988. "Self-Enforcing Wage Contracts," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 55(4), pages 541-554.
  8. Gabriel, Stuart A. & Levy, Daniel, 1988. "Expectations, Information, and Migration: The Case of the West Bank and Gaza," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(1), pages 1-13.
  9. Melino, Angelo, 1988. "The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-366.
  10. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.
  11. Zervoyianni, Athina, 1988. "Exchange Rate Overshooting, Currency Substitution and Monetary Policy," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(3), pages 247-267, September.

1987

  1. Brander, James A. & Spencer, Barbara J., 1987. "Foreign direct investment with unemployment and endogenous taxes and tariffs," Journal of International Economics, Elsevier, vol. 22(3-4), pages 257-279, May.
  2. D. Usher & M. Engineer, 1987. "The distribution of income in a despotic society," Public Choice, Springer, vol. 54(3), pages 261-276, August.
  3. Grossman, S J & Melino, Angelo & Shiller, Robert J, 1987. "Estimating the Continuous-Time Consumption-Based Asset-Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 315-327, July.
  4. Gunderson, Morley & Melino, Angelo, 1987. "Estimating Strike Effects in a General Model of Prices and Quantities," Journal of Labor Economics, University of Chicago Press, vol. 5(1), pages 1-19, January.
  5. Deaves, Richard & Melino, Angelo & Pesando, James E., 1987. "The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 393-404, May.

1986

  1. Hendry, David F, 1986. "Using PC-GIVE in Econometrics Teaching," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(1), pages 87-98, February.
  2. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-212, August.
  3. Yock Y. Chong & David F. Hendry, 1986. "Econometric Evaluation of Linear Macro-Economic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 671-690.
  4. Blanchard, Olivier J. & Melino, Angelo, 1986. "The cyclical behavior of prices and quantities: The case of the automobile market," Journal of Monetary Economics, Elsevier, vol. 17(3), pages 379-407, May.

1985

  1. Robert F. Engle & David F. Hendry & David Trumble, 1985. "Small-Sample Properties of ARCH Estimators and Tests," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 66-93, February.
  2. Hendry, David F, 1985. "Monetary Economic Myth and Econometric Reality," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 1(1), pages 72-84, Spring.
  3. Brander, James A & Spencer, Barbara J, 1985. "Tacit Collusion, Free Entry, and Welfare," Journal of Industrial Economics, Wiley Blackwell, vol. 33(3), pages 277-294, March.
  4. Brander, James A. & Spencer, Barbara J., 1985. "Export subsidies and international market share rivalry," Journal of International Economics, Elsevier, vol. 18(1-2), pages 83-100, February.
  5. Brander, James A & Spencer, Barbara J, 1985. "Ramsey Optimal Two Part Tariffs: The Case of Many Heterogeneous Groups," Public Finance = Finances publiques, , vol. 40(3), pages 335-346.
  6. Van Dijk, Herman K., 1985. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 1-2.
  7. Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148.
  8. Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E., 1985. "Posterior moments computed by mixed integration," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 3-18.

1984

  1. Anderson, Gordon J & Hendry, David F, 1984. "An Econometric Model of United Kingdom Building Societies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(3), pages 185-210, August.
  2. Brander, James A. & Spencer, Barbara J., 1984. "Trade warfare: Tariffs and cartels," Journal of International Economics, Elsevier, vol. 16(3-4), pages 227-242, May.

1983

  1. Hendry, David F & Marshall, Robert C, 1983. "On High and Low R2 Contributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 45(3), pages 313-316, August.
  2. Hendry, David F, 1983. "Econometric Modelling: The "Consumption Function" in Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 30(3), pages 193-220, November.
  3. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
  4. Hendry, David F, 1983. "On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 7(1), pages 69-75, March.
  5. Spencer, Barbara J. & Brander, James A., 1983. "Second best pricing of publicly produced inputs : The case of downstream imperfect competition," Journal of Public Economics, Elsevier, vol. 20(1), pages 113-119, February.
  6. Barbara J. Spencer & James A. Brander, 1983. "International R & D Rivalry and Industrial Strategy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(4), pages 707-722.
  7. James A. Brander & Barbara J. Spencer, 1983. "Strategic Commitment with R&D: The Symmetric Case," Bell Journal of Economics, The RAND Corporation, vol. 14(1), pages 225-235, Spring.

1982

  1. Hendry, David F., 1982. "A reply to Professors Maasoumi and Phillips," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 203-213, August.
  2. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October.
  3. Spencer, Barbara J., 1982. "Asymmetric information and excessive budgets in government bureaucracies : A principal and agent approach," Journal of Economic Behavior & Organization, Elsevier, vol. 3(2-3), pages 197-224.
  4. Angelo Melino, 1982. "Testing for Sample Selection Bias," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(1), pages 151-153.

1981

  1. Hendry, David F. & Richard, Jean-Francois, 1981. "Model formulation to simplify selection when specification is uncertain," Journal of Econometrics, Elsevier, vol. 16(1), pages 159-159, May.
  2. Davidson, James E. H. & Hendry, David F., 1981. "Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK," European Economic Review, Elsevier, vol. 16(1), pages 177-192.
  3. James A. Brander & Barbara J. Spencer, 1981. "Tariffs and the Extraction of Foreign Monopoly Rents under Potential Entry," Canadian Journal of Economics, Canadian Economics Association, vol. 14(3), pages 371-389, August.

1980

  1. Hendry, David F. & Srba, Frank, 1980. "Autoreg: a computer program library for dynamic econometric models with autoregressive errors," Journal of Econometrics, Elsevier, vol. 12(1), pages 85-102, January.
  2. Grayham E. Mizon & David F. Hendry, 1980. "An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 21-45.
  3. van Dijk, H. K. & Kloek, T., 1980. "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December.
  4. van Dijk, Herman K & Kloek, Teun, 1980. "Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes," Econometrica, Econometric Society, vol. 48(5), pages 1139-1148, July.

1979

  1. Hendry, David F., 1979. "The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 9(3), pages 295-314, February.

1978

  1. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-563, September.
  2. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
  3. Poirier, Dale J & Melino, Angelo, 1978. "A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions," Econometrica, Econometric Society, vol. 46(5), pages 1207-1209, September.
  4. Kloek, Teun & van Dijk, Herman K., 1978. "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August.
  5. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.

1977

  1. Hendry, David F & Srba, Frank, 1977. "The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems," Econometrica, Econometric Society, vol. 45(4), pages 969-990, May.

1976

  1. Hendry, David F., 1976. "The structure of simultaneous equations estimators," Journal of Econometrics, Elsevier, vol. 4(1), pages 51-88, February.
  2. Hendry, David F & Tremayne, Andrew R, 1976. "Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 463-471, June.

1974

  1. Hendry, David F, 1974. "Stochastic Specification in an Aggregate Demand Model of the United Kingdom," Econometrica, Econometric Society, vol. 42(3), pages 559-578, May.
  2. Hendry, David F. & Harrison, Robin W., 1974. "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares," Journal of Econometrics, Elsevier, vol. 2(2), pages 151-174, July.
  3. Hendry, David F, 1974. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 260-260, February.

1972

  1. D. F. Hendry & P. K. Trivedi, 1972. "Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 39(2), pages 117-145.

1971

  1. Hendry, D F, 1971. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(2), pages 257-272, June.

1966

  1. David F. Hendry, 1966. "Survey Of Student Income And Expenditure At Aberdeen University 1963-64 And 1964-65," Scottish Journal of Political Economy, Scottish Economic Society, vol. 13(3), pages 363-376, November.

Books

2023

  1. Daisy Chou & Conall O'Sullivan & Vassilios G Papavassiliou (ed.), 2023. "FinTech Research and Applications:Challenges and Opportunities," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0375.

2019

  1. Racine,Jeffrey S., 2019. "An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9781108483407.
  2. Alberto Bucci & Klaus Prettner & Alexia Prskawetz (ed.), 2019. "Human Capital and Economic Growth," Springer Books, Springer, number 978-3-030-21599-6, September.
  3. Silvia Grandi & Christian Sellar & Juvaria Jafri (ed.), 2019. "Geofinance between Political and Financial Geographies," Books, Edward Elgar Publishing, number 19106.

2014

  1. 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.

2013

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334.

2012

  1. Morten Balling & David T. Llewellyn & Athanasios Orphanides & Luc Coene & Andy Haldane & Richard Davies & Dramane Coulibaly & Hubert Kempf & Nicola Brink & Michael Kock & Amund Holmsen & Øistein Røisl, 2012. "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1 edited by Morten Balling & David T. Llewellyn, May.

2011

  1. Clements, Michael P. & Hendry, David F. (ed.), 2011. "The Oxford Handbook of Economic Forecasting," OUP Catalogue, Oxford University Press, number 9780195398649.
  2. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084.

2006

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2006. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521028684.
  2. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

2004

  1. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004. "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016.

2003

  1. David F. Hendry & Neil R. Ericsson (ed.), 2003. "Understanding Economic Forecasts," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262582422, December.

2001

  1. Michael P. Clements & David F. Hendry, 2001. "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262531895, December.

2000

  1. Hendry, David F., 2000. "Econometrics: Alchemy or Science?: Essays in Econometric Methodology," OUP Catalogue, Oxford University Press, number 9780198293545.
  2. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.

1998

  1. Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423.

1995

  1. Hendry,David F. & Morgan,Mary S., 1995. "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521380430.
  2. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.

1993

  1. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.

1990

  1. John Y. Campbell & Angelo Melino, 1990. "Econometric Methods and Financial Time Series," NBER Books, National Bureau of Economic Research, Inc, number camp90-1, May.

Chapters

2022

  1. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  2. William Fuchs & Andrzej Skrzypacz, 2022. "Dynamic Bargaining with Private Information," Springer Books, in: Emin Karagözoğlu & Kyle B. Hyndman (ed.), Bargaining, chapter 0, pages 61-86, Springer.

2021

  1. David F. Hendry & Bent Nielsen, 2021. "Oxford’s Contributions to Econometrics," Springer Books, in: Robert A. Cord (ed.), The Palgrave Companion to Oxford Economics, edition 1, chapter 1, pages 3-28, Springer.

2019

  1. David F. Hendry & Peter C. B. Phillips, 2019. "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, in: Robert A. Cord (ed.), The Palgrave Companion to LSE Economics, chapter 0, pages 667-695, Palgrave Macmillan.
  2. Silvia Grandi & Fabio M. Parenti, 2019. "Does Geography Matter in Finance? Frontiers, Polarizations, Alternatives and Power Dynamics for Financial Analysis," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 29, pages 767-788, World Scientific Publishing Co. Pte. Ltd..
  3. Christian Sellar & Silvia Grandi & Juvaria Jafri, 2019. "Geofinance/banking between political and financial geographies," Chapters, in: Silvia Grandi & Christian Sellar & Juvaria Jafri (ed.), Geofinance between Political and Financial Geographies, chapter 1, pages 15-29, Edward Elgar Publishing.
  4. Silvia Grandi, 2019. "The geography of International Financial Institutions: what can this tell us?," Chapters, in: Silvia Grandi & Christian Sellar & Juvaria Jafri (ed.), Geofinance between Political and Financial Geographies, chapter 2, pages 31-46, Edward Elgar Publishing.
  5. Conall O’ Sullivan & Vassilios G. Papavassiliou, 2019. "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 15, pages 361-400, World Scientific Publishing Co. Pte. Ltd..

2016

  1. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.
  2. Sofronis Clerides, 2016. "The Cyprus Crisis: Lessons, Challenges, Opportunities," World Scientific Book Chapters, in: Alexander Michaelides & Athanasios Orphanides (ed.), THE CYPRUS BAIL-IN POLICY LESSONS FROM THE CYPRUS ECONOMIC CRISIS, chapter 6, pages 211-224, World Scientific Publishing Co. Pte. Ltd..
  3. Alessandra Micozzi & Francesca Micozzi & Pierpaolo Pattitoni, 2016. "Fostering Female Entrepreneurship in Academic Spin-offs," International Studies in Entrepreneurship, in: David Audretsch & Erik Lehmann & Michele Meoli & Silvio Vismara (ed.), University Evolution, Entrepreneurial Activity and Regional Competitiveness, edition 127, chapter 0, pages 49-68, Springer.

2014

  1. Theophilos Papadimitriou & Periklis Gogas & Georgios Antonios Sarantitis, 2014. "European Business Cycle Synchronization: A Complex Network Perspective," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 265-275, Springer.
  2. Periklis Gogas & Theophilos Papadimitriou & Maria-Artemis Matthaiou, 2014. "A Novel Banking Supervision Method Using the Minimum Dominating Set," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 277-286, Springer.

2013

  1. David F. Hendry & Felix Pretis, 2013. "Anthropogenic influences on atmospheric CO2," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326, Edward Elgar Publishing.

2011

  1. Fabio C. Bagliano & Claudio Morana, 2011. "The Effects of the US Economic and Financial Crises on Euro Area Convergence," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7, Edward Elgar Publishing.

2010

  1. Barbara J. Spencer & Robert W. Dimand, 2010. "The Diagrams of the Solow-Swan Growth Model," Chapters, in: Mark Blaug & Peter Lloyd (ed.), Famous Figures and Diagrams in Economics, chapter 56, Edward Elgar Publishing.

2009

  1. David F. Hendry, 2009. "The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 1, pages 3-67, Palgrave Macmillan.
  2. Jeffrey S. Racine, 2009. "Nonparametric and semiparametric methods in R," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 335-375, Emerald Group Publishing Limited.

2008

  1. Michael P. Clements & David F. Hendry, 2008. "Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 3-39, Emerald Group Publishing Limited.
  2. Jennifer L. Castle & David F. Hendry, 2008. "Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 41-92, Emerald Group Publishing Limited.

2007

  1. David F. Hendry & Bent Nielsen, 2007. "The Bernoulli model, from Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach, Princeton University Press.
  2. David F. Hendry & Bent Nielsen, 2007. "Preface to Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach, Princeton University Press.
  3. Apostolos Serletis & Periklis Gogas, 2007. "The North American Natural Gas Liquids Markets are Chaotic," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 17, pages 225-244, World Scientific Publishing Co. Pte. Ltd..

2006

  1. Clements, Michael P. & Hendry, David F., 2006. "Forecasting with Breaks," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 12, pages 605-657, Elsevier.
  2. Qi Li & Jeffrey Scott Racine, 2006. "Density Estimation, from Nonparametric Econometrics: Theory and Practice," Introductory Chapters, in: Nonparametric Econometrics: Theory and Practice, Princeton University Press.

2005

  1. David F. Hendry, 2005. "Bridging the Gap: Linking Economics and Econometrics," Springer Books, in: Claude Diebolt & Catherine Kyrtsou (ed.), New Trends in Macroeconomics, pages 53-77, Springer.
  2. Alberto Bucci, 2005. "Human capital, product market power and economic growth," Chapters, in: Neri Salvadori & Renato Balducci (ed.), Innovation, Unemployment and Policy in the Theories of Growth and Distribution, chapter 1, Edward Elgar Publishing.
  3. Periklis Gogas & Apostolos Serletis, 2005. "Revenue Smoothing in an ARIMA Framework: Evidence from the United States," Springer Books, in: Claude Diebolt & Catherine Kyrtsou (ed.), New Trends in Macroeconomics, pages 79-88, Springer.

2004

  1. David F. Hendry, 2004. "Causality and Exogeneity in Non-stationary Economic Time Series," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 21-48, Emerald Group Publishing Limited.

2003

  1. Robert B. Barsky & Mark Bergen & Shantanu Dutta & Daniel Levy, 2003. "What Can the Price Gap between Branded and Private-Label Products Tell Us about Markups?," NBER Chapters, in: Scanner Data and Price Indexes, pages 165-225, National Bureau of Economic Research, Inc.

1988

  1. Barbara J. Spencer, 1988. "Countervailing Duty Laws and Subsidies to Imperfectly Competitive Industries," NBER Chapters, in: Issues in US-EC Trade Relations, pages 315-348, National Bureau of Economic Research, Inc.

1984

  1. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
  2. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100, Elsevier.

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