Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / C2: Single Equation Models; Single Variables
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / C4: Econometric and Statistical Methods: Special Topics
/ / C5: Econometric Modeling
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / C7: Game Theory and Bargaining Theory
/ / C8: Data Collection and Data Estimation Methodology; Computer Programs
/ / C9: Design of Experiments

2008

• Roberto S Mariano & Yiu-Kuen Tse (ed.), 2008, "Econometric Forecasting and High-Frequency Data Analysis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6664, ISBN: ARRAY(0x6269e988), March.
• Cheng-Few Lee (ed.), 2008, "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6741, ISBN: ARRAY(0x648753a8), March.
• Kenneth F. Wallis, 2008, "Forecast Uncertainty, Its Representation And Evaluation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Lawrence R. Klein & Suleyman Ozmucur, 2008, "The University Of Pennsylvania Models For High-Frequency Macroeconomic Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Philip Hans Franses, 2008, "Forecasting Seasonal Time Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Christian Gourieroux, 2008, "Car And Affine Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Manfred Deistler, 2008, "Multivariate Time Series Analysis And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Elettra Agliardi & Rainer Andergassen, 2008, "Collateral Constraints, Debt Management, and Investment Incentives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Paul Y. Kim & Chin W. Yang & Cindy Hsiao-Ping Peng & Ken Hung, 2008, "A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• William D. Brown Jr. & Erin A. Moore & Ray J. Pfeiffer Jr., 2008, "Evaluating the Robustness of MarketAnomaly Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• B. Brian Lee & Eric Press & B. Ben Choi, 2008, "Why is the Value Relevance of Earnings Lower for High-Tech Firms?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Vijay Jog & PengCheng Zhu, 2008, "Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ali F. Darrat & Shafiqur Rahman & Maosen Zhong, 2008, "Intraday Volume — Volatility Relation of the DOW: A Behavioral Interpretation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Sheen Liu & Chunchi Wu & Peter Huaiyu Chen, 2008, "The Pricing of Initial Public Offerings: An Option Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ming-Shiun Pan, 2008, "Determinants of Winner–Loser Effects in National Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Chun-Keung Hoi & Michael Lacina & Patricia L. Wollan, 2008, "Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Herbert E. Phillips, 2008, "Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Abu Taher Mollik, 2008, "Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia's Dividend Imputation Tax System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ke Peng & Shiyun Wang, 2008, "The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

2007

• Ramesh K S Rao & Eric C Stevens, 2007, "A Theory of the Firm's Cost of Capital:How Debt Affects the Firm's Risk, Value, Tax Rate and the Government's Tax Claim," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6204, ISBN: ARRAY(0x62a81960), March.
• Graham Kendall & Xin Yao & Siang Yew Chong, 2007, "The Iterated Prisoners' Dilemma:20 Years On," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6461, ISBN: ARRAY(0x635c7408), March.
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "The Iterated Prisoner's Dilemma: 20 Years On," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Iterated Prisoner's Dilemma and Evolutionary Game Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Learning IPD Strategies Through Co-evolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Iterated Prisoners' Dilemma 20 Years On".
• Jiawei Li, 2007, "How to Design a Strategy to Win an IPD Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Iterated Prisoners' Dilemma 20 Years On".
• Oscar Alonso & Fernando Niño, 2007, "An Immune Adaptive Agent for the Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Iterated Prisoners' Dilemma 20 Years On".
• Michael Filzmoser, 2007, "Exponential Smoothed Tit-for-Tat," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Iterated Prisoners' Dilemma 20 Years On".
• Philip Hingston & Dan Dyer & Luigi Barone & Tim French & Graham Kendall, 2007, "Opponent Modelling, Evolution, and the Iterated Prisoner ' s Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Iterated Prisoners' Dilemma 20 Years On".
• Wolfgang Slany & Wolfgang Kienreich, 2007, "On some winning strategies for the Iterated Prisoner's Dilemma or Mr. Nice Guy and the Cosa Nostra," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Iterated Prisoners' Dilemma 20 Years On".
• Alex Rogers & Rajdeep K. Dash & Sarvapali D. Ramchurn & Perukrishnen Vytelingum & Nicholas R. Jennings, 2007, "Error-Correcting Codes for Team Coordination within a Noisy Iterated Prisoner's Dilemma Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Iterated Prisoners' Dilemma 20 Years On".
• Tsz-Chiu Au & Dana Nau, 2007, "Is it Accidental or Intentional? A Symbolic Approach to the Noisy Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Iterated Prisoners' Dilemma 20 Years On".
• Ramazan Aktas & M. Mete Doganay, 2007, "Grouping Emerging Stock Markets Based on Market Data," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 2, pages 77-92.
• ., 2007, "Données individuelles et implications macroéconomiques," Bulletin de la Banque de France, Banque de France, issue 164, pages 79-85.
• Hern�n Rinc�n, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica, number 2721, Jan.
• Juan Jos� Echavarr�a & Enrique L�pez Enciso & Martha Misas, 2007, "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimaci�n a trav�s de un modelo SVEC," Borradores de Economia, Banco de la Republica, number 4389, Dec.
• Jose Eduardo G�mez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007, "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia, Banco de la Republica, number 4395, Dec.
• Hernán Rincón & �dgar Caicedo & Norberto Rodr�guez, 2007, "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 54, pages 90-121, DOI: 10.32468/Espe.5403.
• Thomas Vallée & Murat Yildizoglu, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00293929, Oct.
• Thomas Vallée & Murat Yildizoglu, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00293948, Jun.
• Murat Yildizoglu & Thomas Vallée, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00394413.
• Stephan Marette, 2007, "Minimum safety standard, consumer's information and competition," Post-Print, HAL, number hal-01172833, DOI: 10.1007/s11149-007-9036-x.
• Hartmann, Josef & Krug, Gerhard, 2007, "Verknüpfung von Befragungs- und Prozessdaten : Selektivität durch fehlende Zustimmung der Befragten?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200713.
• Stéphan Marette, 2007, "Minimum Safety Standard, Consumers' Information, and Competition, The," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 07-wp441, Feb.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.