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
2026
- Feng Yao & Manuel A. Hernandez, 2026, "When prices spike: Identifying excessive volatility in fertilizer markets," Working Papers, Department of Economics, West Virginia University, number 26-02, Jan.
- Boccard, Nicolas & Goetz, Renan, 2026, "Sharing rules and the promotion of energy communities: A normative comparative analysis," Energy, Elsevier, volume 344, issue C, DOI: 10.1016/j.energy.2026.140068.
2025
- Emiliano Alvarez & Juan Gabriel Brida & Gaston Cayssials & Verónica Segarra, 2025, "An Empirical Exploration of Population Dynamics and Economic Performance," Population and Economics, ARPHA Platform, volume 9, issue 3, pages 26-59, September, DOI: 10.3897/popecon.9.e127348.
- Omar Abdelrahman & David Chen & Cameron MacDonald & Adi Mordel & Guillaume Ouellet Leblanc, 2025, "Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool," Technical Reports, Bank of Canada, number 128, DOI: 10.34989/tr-128.
- Heng Chen & John Tsang, 2025, "Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey," Staff Working Papers, Bank of Canada, number 25-17, Jun, DOI: 10.34989/swp-2025-17.
- Appelbaum Elie, 2025, "The Dynamic Interactions of Hate, Violence and Economic Well-Being," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 31, issue 1, pages 21-56, DOI: 10.1515/peps-2024-0035.
- Younker, James, 2025, "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112137.
- Ventura, Francesco & James, J.R. & Caristi, Giuseppe & Barilla, David & Barba, Daniela, 2025, "From cooperative play to multi-critical decision: The Shapley Index and the Choquet Integral in comparison," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108816.
- Teutloff, Ole & Einsiedler, Johanna & Kässi, Otto & Braesemann, Fabian & Mishkin, Pamela & del Rio-Chanona, R. Maria, 2025, "Winners and losers of generative AI: Early Evidence of Shifts in Freelancer Demand," Journal of Economic Behavior & Organization, Elsevier, volume 235, issue C, DOI: 10.1016/j.jebo.2024.106845.
- Matilda Baret & Yannick Lucotte & Sessi Tokpavi, 2025, "Bridging the Gap: Estimating Scope 3 Emissions at Company’s Level," Working Papers, International Network for Economic Research - INFER, number 2025.12.
- Surova, K. & Aleskerov, F. & Solodkov, V. & Sukhov, M. & Chubarova, D., 2025, "Dynamic pattern-analysis of the behavior of Russian banks in the period 2017-2021," Journal of the New Economic Association, New Economic Association, volume 66, issue 1, pages 76-96, DOI: 10.31737/22212264_2025_1_76-96.
- Cormac Everard & Sabine Vuik & Aliénor Lerouge & Michele Cecchini, 2025, "Exploring the relationship between non-communicable diseases and depression," OECD Health Working Papers, OECD Publishing, number 178, May.
- Eva Jacob, 2025, "Combining Basic Income and Social Preferences: A Theoretical Basis for Laboratory Experiments," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 42, issue 2, pages 171-189, December, DOI: 10.1007/s41412-025-00152-1.
- Wulf Gaertner & Yi Li, 2025, "Exempting agents from any burden sharing: A lab-experimental study on the distribution of a monetary loss," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 23, issue 3, pages 857-879, September, DOI: 10.1007/s10888-025-09693-6.
2024
- Oscar Claveria, 2024, "“Redistribution and development in Latin America: A quantile regression approach”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202406, Dec, revised Dec 2024.
- Anna N. Litvinova & Ianina A. Roshchina, 2024, "Complementarity of Required Skills and their Mastering Impact in Vacancies without Work Experience Requirement," Population and Economics, ARPHA Platform, volume 8, issue 4, pages 37-63, December, DOI: 10.3897/popecon.8.e134348.
- Ma, Xiaochen & Pan, Yanchun & Zhang, Manzi & Ma, Jianhua & Yang, Wen, 2024, "Impact of carbon emission trading and renewable energy development policy on the sustainability of electricity market: A stackelberg game analysis," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107199.
- Wang, Guizhou & Hausken, Kjell, 2024, "Hard money and fiat money in an inflationary world," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102115.
- Bajra, Ujkan Q. & Ermir Rogova, & Avdiaj, Sefer, 2024, "Cryptocurrency blockchain and its carbon footprint: Anticipating future challenges," Technology in Society, Elsevier, volume 77, issue C, DOI: 10.1016/j.techsoc.2024.102571.
- John B. Guerard, 2024, "Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right," Working Papers, The George Washington University, The Center for Economic Research, number 2024-001, Jan, revised Feb 2024.
- Oscar Claveria, 2024, "Redistribution and development in Latin America: A quantile regression approach," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202417, Dec, revised Dec 2024.
- Mega METALIA & Dita Puspita Sari RAMDIAH, 2024, "The Effect Of Tax Avoidance And Dividend Policy On Firm Value With Managerial Ownership As A Moderating Variable," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 23, issue 1, pages 23-32.
- Kumar Arya & Sahoo Jyotirmayee & Sahoo Jyotsnarani & Nanda Subhashree & Debyani Devi, 2024, "Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility," Folia Oeconomica Stetinensia, Sciendo, volume 24, issue 1, pages 105-123, DOI: 10.2478/foli-2024-0007.
- Andrey Itkin (ed.), 2024, "Reviews in Modern Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13553, ISBN: ARRAY(0x64cd16d0), March.
- Archil Gulisashvili, 2024, "Multivariate Stochastic Volatility Models and Large Deviation Principles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
- Igor Halperin, 2024, "Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Nonlinear Market with Phase Transitions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
- Mengda Li & Charles-Albert Lehalle, 2024, "Mathematics of Embeddings: Spillover of Polarities over Financial Texts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
- Anatoly Schmidt & Xu Zhang, 2024, "Optimal ESG Portfolios: Which ESG Ratings to Use?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
- Liuren Wu, 2024, "Centrality of the Supply Chain Network," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
- Valerii Salov, 2024, "Are E-mini S&P 500 Futures Prices Random?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Andrey Itkin, "REVIEWS IN MODERN QUANTITATIVE FINANCE".
2023
- Canen, Nathan & Song, Kyungchul, 2023, "Synthetic Decomposition for Counterfactual Predictions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1466.
- David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x62927c08), March.
- M. S. Scholes, 2023, "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- P. Wilmott, 2023, "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- P. Carr & L. Wu & Y. Zhang, 2023, "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- D. Brigo, 2023, "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- M. Brenner, 2023, "VIX and Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- M. Musiela, 2023, "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- P. Glasserman & P. He, 2023, "Buy Rough, Sell Smooth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- J. Gatheral & T. Jaisson & M. Rosenbaum, 2023, "Volatility is Rough," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- L.C.G. Rogers, 2023, "Things We Think We Know," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- R. Lee, 2023, "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- P. Tankov, 2023, "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- J. Guyon, 2023, "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- J. Cao & J. Chen & J. Hull, 2023, "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- D. Dobi & M. Avellaneda, 2023, "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- D. Gershon, 2023, "A General Theory of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- A. Lipton, 2023, "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- B. Dupire, 2023, "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- D. Gatarek & J. Jabłecki, 2023, "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- N. El Karoui, 2023, "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- E. I. Ronn, 2023, "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- H. Li & Q. Wang, 2023, "Options Markets in China: The New Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- D. B. Madan, 2023, "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- P. Protter, 2023, "Insider Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
- Pavithra Manivannan & Geetika Palta & Susan Thomas & Bhargavi Zaveri-Shah, 2023, "Evaluating courts from a litigant's perspective: A project report," Working Papers, xKDR, number 29, Dec.
- Stanislav V. Spektor & Karina A. Ionkina, 2023, "Estimating the effects of legalizing drug e-commerce," Population and Economics, ARPHA Platform, volume 7, issue 1, pages 90-115, April, DOI: 10.3897/popecon.7.e96523.
- Debasis Neogi, 2023, "Does Sociological background influence the choice of Availing of Maternity Care facilities? A study on North-Eastern region of India using hybrid models of Multi-Criteria Decision Analysis," Population and Economics, ARPHA Platform, volume 7, issue 2, pages 94-114, July, DOI: 10.3897/popecon.7.e93819.
- Muhammad Islam & Farrukh Shehzad & Samrat Ray & Mirza Waseem Abbas, 2023, "Forecasting the population growth and wheat crop production in Pakistan with non-linear growth and ARIMA models," Population and Economics, ARPHA Platform, volume 7, issue 3, pages 172-187, December, DOI: 10.3897/popecon.7.e101500.
- Sabiou Inoua & Vernon Smith, 2023, "The Classical Theory of Supply and Demand," Papers, arXiv.org, number 2307.00413, Jul.
- Nathan Canen & Kyungchul Song, 2023, "Synthetic Decomposition for Counterfactual Predictions," Papers, arXiv.org, number 2307.05122, Jul, revised Jan 2025.
- Sayadi, Mohammad & Mamipour, Siab & Galavi, Maryam & Ghaed, Ebrahim, 2023, "Evaluating the Impact of Economic-Institutional-Energy Variables on the Ecological Footprint: The Application of the Panel Quantile Regression Model in Selected Countries of the MENA Region (in Persia," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, volume 28, issue 2, pages 115-154, September.
- Christopher Henry & Walter Engert & Alexandra Sutton-Lalani & Sebastian Hernandez & Darcey McVanel & Kim Huynh, 2023, "Unmet Payment Needs and a Central Bank Digital Currency," Discussion Papers, Bank of Canada, number 2023-15, Aug, DOI: 10.34989/sdp-2023-15.
- Nellie Zhang, 2023, "Simulating Intraday Transactions in the Canadian Retail Batch System," Staff Working Papers, Bank of Canada, number 23-1, Jan, DOI: 10.34989/swp-2023-1.
- Fritsche Ulrich & Spoerer Mark, 2023, "Introduction: Digital History," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 64, issue 1, pages 1-7, May, DOI: 10.1515/jbwg-2023-0001.
- Burchardt Jørgen, 2023, "Are Searches in OCR-generated Archives Trustworthy?: An Analysis of Digital Newspaper Archives," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 64, issue 1, pages 31-54, May, DOI: 10.1515/jbwg-2023-0003.
- Küsters Anselm, 2023, "Ordering ORDO: Capturing the Freiburg School’s Post-war Development through a Text Mining Analysis of its Yearbook (1948–2014)," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 64, issue 1, pages 55-109, May, DOI: 10.1515/jbwg-2023-0004.
- Bjoern Schulte-Tillmann & Mawuli Segnon & Timo Wiedemann, 2023, "A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10523, Jun.
- Skavysh, Vladimir & Priazhkina, Sofia & Guala, Diego & Bromley, Thomas R., 2023, "Quantum monte carlo for economics: Stress testing and macroeconomic deep learning," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104680.
- Vogelsang, Timo, 2023, "Leisure time, performance pay, and crowding-out," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111266.
- Braunsteins, Peter & Mandjes, Michel, 2023, "The Cramér-Lundberg model with a fluctuating number of clients," Insurance: Mathematics and Economics, Elsevier, volume 112, issue C, pages 1-22, DOI: 10.1016/j.insmatheco.2023.05.007.
- Eliasson, Gunnar, 2023, "Bringing markets back into economics," Journal of Economic Behavior & Organization, Elsevier, volume 216, issue C, pages 686-710, DOI: 10.1016/j.jebo.2023.10.001.
- Arnold Polanski & Mark Quement, 2023, "The battle of opinion: dynamic information revelation by ideological senders," International Journal of Game Theory, Springer;Game Theory Society, volume 52, issue 2, pages 463-483, June, DOI: 10.1007/s00182-022-00826-z.
- Khanin Semen & Kovalchuk Svitlana & Yakymova Nataliia & Harvat Olha & Taranych Andrii, 2023, "Modeling the Influence of Intellectual and Innovative Determinants on the Economic Systems’ Development in the Conditions of the Creative Economy Formation," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 45, issue 2, pages 133-141, June, DOI: 10.15544/mts.2023.14.
2022
- Tony Chernis & Taylor Webley, 2022, "Nowcasting Canadian GDP with Density Combinations," Discussion Papers, Bank of Canada, number 2022-12, May, DOI: 10.34989/sdp-2022-12.
- Walter Engert & Kim Huynh, 2022, "Cash, COVID-19 and the Prospects for a Canadian Digital Dollar," Discussion Papers, Bank of Canada, number 2022-17, Aug, DOI: 10.34989/sdp-2022-17.
- Francisco Rivadeneyra & Nellie Zhang, 2022, "Payment Coordination and Liquidity Efficiency in the New Canadian Wholesale Payments System," Discussion Papers, Bank of Canada, number 2022-3, Feb, DOI: 10.34989/sdp-2022-3.
- Heng Chen & Walter Engert & Kim Huynh & Daneal O’Habib & Joy Wu & Julia Zhu, 2022, "Cash and COVID-19: What happened in 2021," Discussion Papers, Bank of Canada, number 2022-8, Apr, DOI: 10.34989/sdp-2022-8.
- Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay, 2022, "Assessing Climate-Related Financial Risk: Guide to Implementation of Methods," Technical Reports, Bank of Canada, number 120, DOI: 10.34989/tr-120.
- Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022, "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers, Bank of Canada, number 22-51, Dec, DOI: 10.34989/swp-2022-51.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 107-140, July, DOI: 10.1515/jtse-2022-0002.
- Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
- Carmona, Pedro & Dwekat, Aladdin & Mardawi, Zeena, 2022, "No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101649.
- Luis Uzeda, 2022, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A003.
- Claudiu Tiberiu Albulescu & Camélia Turcu, 2022, "Productivity, financial performance, and corporate governance: evidence from Romanian R&D firms," Post-Print, HAL, number hal-03810531, Nov, DOI: 10.1080/00036846.2022.2056125.
- Claudiu Tiberiu Albulescu & Camélia Turcu, 2022, "Productivity, financial performance, and corporate governance: evidence from Romanian R&D firms," Applied Economics, Taylor & Francis Journals, volume 54, issue 51, pages 5956-5975, November, DOI: 10.1080/00036846.2022.2056125.
- Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
2021
- Goran Miladinov, 2021, "Impact of unemployment by sex and marriage rate on fertility decline: Estimates for Turkey and Greece using CCR model," Population and Economics, ARPHA Platform, volume 5, issue 3, pages 76-89, September, DOI: 10.3897/popecon.5.e69189.
- Vahit Ferhan BENLI & Feyzullah YETGIN, 2021, "Structuring Key Credit Risk Parameters for Regulated Electric and Gas Utilities under Alternative Moody’s Rating Methodologies: A Case Study for a Natural Gas Distribution Utility," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 2, pages 227-259.
- Schönhärl Korinna, 2021, "Steuerzahlverhalten quantifizieren: Die Entwicklung von Messmethoden und ihre politische Dimension am Beispiel von Günter Schmölders’ Erfassung der Steuermoral," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 62, issue 2, pages 473-503, November, DOI: 10.1515/jbwg-2021-0017.
- Haaland, Ingar & Roth, Christopher, 2021, "Beliefs About Racial Discrimination and Support for Pro-Black Policies," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 554.
- Uwe Dulleck & Andreas Löffler, 2021, "μ – σ Games," Games, MDPI, volume 12, issue 1, pages 1-12, January.
- Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlögl, 2021, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Risks, MDPI, volume 9, issue 1, pages 1-20, January.
- Françoise Forges & Jérôme Renault, 2021, "Strategic information transmission with sender's approval," Post-Print, HAL, number hal-02440627, DOI: 10.1007/s00182-021-00757-1.
- Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers, International Network for Economic Research - INFER, number 2021.01.
- João Jerónimo & José Assis de Azevedo & Pedro Neves & Maria João Thompson, 2021, "Interactions between Financial Constraints and Economic Growth," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2021.
- Kusum Mundra & Fernando Rios-Avila, 2021, "Using repeated cross-sectional data to examine the role of immigrant birth-country networks on unemployment duration: an application of Guell and Hu (2006) approach," Empirical Economics, Springer, volume 61, issue 1, pages 389-415, July, DOI: 10.1007/s00181-020-01855-x.
- Renault, Jérôme & Forges, Françoise, 2021, "Strategic information transmission with sender’s approval," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1216, May.
- Haaland, Ingar & Roth, Christopher, 2021, "Beliefs about racial discrimination and support for pro-black policies," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1339.
- Weber, Susanne Theresia & Wernitz, Frank, 2021, "Die Inhaltsanalyse nach Mayring als Auswertungsmethode für wissenschaftliche Interviews," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 6/2021.
2020
- Ayesha Haroon & Mumtaz Ahmed, 2020, "Change Management and Risk Assessment in IT Industry," Pakistan Journal of Economic Studies, Department of Economics, The Islamia University of Bahawalpur, Pakistan., volume 3, issue 2, pages 123-147, December.
- David L. Dickinson, 2020, "Deliberation enhances the confirmation bias in politics," Working Papers, Department of Economics, Appalachian State University, number 20-12.
- Oscar Claveria, 2020, "“Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 2012004, Sep, revised Sep 2020.
- Anna Denkowska & Stanis{l}aw Wanat, 2020, "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers, arXiv.org, number 2001.06567, Jan, revised Mar 2020.
- Marie-Hélène Felt & David Laferrière, 2020, "Sample Calibration of the Online CFM Survey," Technical Reports, Bank of Canada, number 118, DOI: 10.34989/tr-118.
- Mengheng Li & Ivan Mendieta‐Muñoz, 2020, "Are long‐run output growth rates falling?," Metroeconomica, Wiley Blackwell, volume 71, issue 1, pages 204-234, February, DOI: 10.1111/meca.12275.
- Fremdling Rainer & Stäglin Reiner, 2020, "Work Creation, Rearmament, Public and Private Investment in Germany 1933–1938: An Input-Output Analysis of their Impact on Employment and Production," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 61, issue 2, pages 429-457, November, DOI: 10.1515/jbwg-2020-0018.
- Sabiou M. Inoua & Vernon L. Smith, 2020, "The Classical Theory of Supply and Demand," Working Papers, Chapman University, Economic Science Institute, number 20-11.
- Sabiou M. Inoua & Vernon L. Smith, 2020, "Neoclassical Supply and Demand, Experiments, and the Classical Theory of Price Formation," Working Papers, Chapman University, Economic Science Institute, number 20-19.
- Tran, Tuyen Quang & Van Vu, Huong, 2020, "Wage earning differentials by field of study: Evidence from Vietnamese university graduates," International Journal of Educational Development, Elsevier, volume 78, issue C, DOI: 10.1016/j.ijedudev.2020.102271.
- Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
- Ku, Donggyun & Na, Sungyong & Kim, Jooyoung & Lee, Seungjae, 2020, "Interpretations of Downs–Thomson paradox with median bus lane operations," Research in Transportation Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.retrec.2020.100909.
- Willem THORBECKE, 2020, "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20068, Aug.
- Ali Mehrabani & Aman Ullah, 2020, "Improved Average Estimation in Seemingly Unrelated Regressions," Econometrics, MDPI, volume 8, issue 2, pages 1-22, April.
- Stefan Mittnik & Willi Semmler & Alexander Haider, 2020, "Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model," Econometrics, MDPI, volume 8, issue 3, pages 1-27, August.
- David L. Dickinson, 2020, "Deliberation Enhances the Confirmation Bias in Politics," Games, MDPI, volume 11, issue 4, pages 1-25, November.
- Willem Thorbecke, 2020, "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," JRFM, MDPI, volume 13, issue 10, pages 1-30, October.
- Sabiou M. Inoua, 2020, "News-Driven Expectations and Volatility Clustering," JRFM, MDPI, volume 13, issue 1, pages 1-14, January.
- Anna Denkowska & Stanisław Wanat, 2020, "A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector," Risks, MDPI, volume 8, issue 2, pages 1-22, April.
- Arianna Agosto & Paolo Giudici, 2020, "A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics," Risks, MDPI, volume 8, issue 3, pages 1-8, July.
- Oscar Claveria, 2020, "Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202012, Sep, revised Sep 2020.
- Axel Gautier & Ashwin Ittoo & Pieter Cleynenbreugel, 2020, "AI algorithms, price discrimination and collusion: a technological, economic and legal perspective," European Journal of Law and Economics, Springer, volume 50, issue 3, pages 405-435, December, DOI: 10.1007/s10657-020-09662-6.
- Claudiu ALBULESCU & Camélia TURCU, 2020, "Productivity, Financial Performance, and Corporate Governance: Evidence from Romanian R&D Firms," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2846.
- Dominique Guégan, 2020, "A Note on the Interpretability of Machine Learning Algorithms," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20012, Jul.
- Arianna Agosto & Paolo Giudici, 2020, "A Poisson autoregressive model to understand COVID-19 contagion dynamics," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 185, Mar.
- Hong Mao & Zhongkai Wen, 2020, "Optimal Decision on Dynamic Insurance Price and Investment Portfolio of an Insurer with Multi-dimensional Time-Varying Correlation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 29-51, March, DOI: 10.1007/s40953-019-00170-2.
- Ali Mehrabani & Aman Ullah, 2020, "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers, University of California at Riverside, Department of Economics, number 202013, Jan, revised Jun 2020.
- Dominique Guégan, 2020, "A Note on the Interpretability of Machine Learning Algorithms," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:20.
2019
- María del Valle Moyano Hidalgo, 2019, "Los determinantes de la protesta sindical en Argentina 2008-2016. Ciclo económico e influencia política," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4179, Nov.
- Chen, Cathy Yi-Hsuan & Hafner, Christian, 2019, "Sentiment-Induced Bubbles in the Cryptocurrency Market," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019053, Jan.
- Mohamed Khaled Al-Jafari* & Hatem Hatef Abdulkadhim Altaee, 2019, "Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model," The Journal of Social Sciences Research, Academic Research Publishing Group, volume 5, issue 2, pages 381-388, 02-2019.
- Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte, 2019, "Pricing options and computing implied volatilities using neural networks," Papers, arXiv.org, number 1901.08943, Jan, revised Apr 2019.
- Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
- Alex Garivaltis, 2019, "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers, arXiv.org, number 1904.06628, Apr, revised Aug 2019.
- Rick Bohte & Luca Rossini, 2019, "Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models," Papers, arXiv.org, number 1909.06599, Sep.
- Ingar Haaland & Christopher Roth, 2019, "Beliefs about Racial Discrimination and Support for Pro-Black Policies," CESifo Working Paper Series, CESifo, number 7828.
- Sabiou M. Inoua, 2019, "News-Driven Expectations and Volatility Clustering," Working Papers, Chapman University, Economic Science Institute, number 19-33.
- Gusarova, Svetlana, 2019, "Role of China in the development of trade and FDI cooperation with BRICS countries," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2019.01.010.
- Pham, Ngoc Anh, 2019, "Lorenz comparison between Increasing serial and Shapley value cost-sharing rules," Economics Letters, Elsevier, volume 179, issue C, pages 49-52, DOI: 10.1016/j.econlet.2019.03.015.
- Irakli Shalamberidze & Merab Akhobadze, 2019, "Web platform for "Smart City" data collection and analytics," Economia agro-alimentare, FrancoAngeli Editore, volume 21, issue 3, pages 847-854.
- Arthur Charpentier & Ndéné Ka & Stéphane Mussard & Oumar Hamady Ndiaye, 2019, "Gini Regressions and Heteroskedasticity," Econometrics, MDPI, volume 7, issue 1, pages 1-16, January.
- David H. Bernstein & Bent Nielsen, 2019, "Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient," Econometrics, MDPI, volume 7, issue 1, pages 1-24, January.
- Alex Garivaltis, 2019, "Game-Theoretic Optimal Portfolios for Jump Diffusions," Games, MDPI, volume 10, issue 1, pages 1-9, February.
- Jane Mpapalika & Christopher Malikane, 2019, "The Determinants of Sovereign Risk Premium in African Countries," JRFM, MDPI, volume 12, issue 1, pages 1-20, February.
- Cathy Yi-Hsuan Chen & Christian M. Hafner, 2019, "Sentiment-Induced Bubbles in the Cryptocurrency Market," JRFM, MDPI, volume 12, issue 2, pages 1-12, April.
- Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019, "Credit Scoring in SME Asset-Backed Securities: An Italian Case Study," JRFM, MDPI, volume 12, issue 2, pages 1-28, May.
- Rick Bohte & Luca Rossini, 2019, "Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models," JRFM, MDPI, volume 12, issue 3, pages 1-18, September.
- Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte, 2019, "Pricing Options and Computing Implied Volatilities using Neural Networks," Risks, MDPI, volume 7, issue 1, pages 1-22, February.
- Alex Garivaltis, 2019, "Nash Bargaining Over Margin Loans to Kelly Gamblers," Risks, MDPI, volume 7, issue 3, pages 1-14, August.
- Adriana Cardozo & Felicitas Nowak-Lehmann D. & Calvin Zebaze Djiofack, 2019, "Migration and Remittances in Haiti: Their Welfare Impact on Poor and Non-Poor Households," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 244, Oct.
- Arthur Charpentier & Ndéné Ka & Stéphane Mussard & Oumar Hamady Ndiaye, 2019, "Gini Regressions and Heteroskedasticity," Post-Print, HAL, number hal-02131746, Mar, DOI: 10.3390/econometrics7010004.
- Stefan Mittnik & Willi Semmler & Alexander Haider, 2019, "Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model," IMF Working Papers, International Monetary Fund, number 2019/145, Jul.
- Mengheng Li & Ivan Mendieta-Muñoz, 2019, "Are long-run output growth rates falling?," Working Papers, International Network for Economic Research - INFER, number 2019.07.
- Utpal Kumar De & Vitsosie Vupru, 2019, "Role of Neighborhood Socio-Cultural & Religious Homogeneity in Housing Choice at Dimapur Town, India," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 123-138, April-Jun.
- Jane Mpapalika & Christopher Malikane, 2019, "The determinants of sovereign risk premium in African countries," 2019 Papers, Job Market Papers, number pmp2, Sep.
- Christa Cuchiero & Josef Teichmann, 2019, "Markovian lifts of positive semidefinite affine Volterra-type processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 407-448, December, DOI: 10.1007/s10203-019-00268-5.
- Bertrand Crettez & Naila Hayek & Lisa Morhaim, 2019, "Growth and Insecure Private Property of Capital," Dynamic Games and Applications, Springer, volume 9, issue 4, pages 1042-1060, December, DOI: 10.1007/s13235-018-00294-9.
- Robin Hirt & Niklas Kühl & Gerhard Satzger, 2019, "Cognitive computing for customer profiling: meta classification for gender prediction," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 1, pages 93-106, March, DOI: 10.1007/s12525-019-00336-z.
- Kjell Hausken & John F. Moxnes, 2019, "Innovation, Development and National Indices," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 141, issue 3, pages 1165-1188, February, DOI: 10.1007/s11205-018-1873-8.
- Taratula Ruslana & Kovalyshyn Oleksandra & Ryzhok Zoriana & Malakhova Svitlana, 2019, "Application of Mathematical Modelling for Optimization of Land-Use Management," Real Estate Management and Valuation, Sciendo, volume 27, issue 3, pages 59-68, September, DOI: 10.2478/remav-2019-0025.
- Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019, "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 262.
2018
- Tatjana Dahlhaus & Kristina Hess & Abeer Reza, 2018, "International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 545-563, March, DOI: 10.1111/jmcb.12470.
- Vrins, Frédéric, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018005, Jan.
- József Móczár, 2018, "János Kornai, and Neoclassical versus Institutional Economics," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue supplemen, pages 73-83, January.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018, "Spurious seasonality detection: a non-parametric test proposal," Papers, arXiv.org, number 1801.07941, Jan.
- Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Papers, arXiv.org, number 1810.09112, Oct.
- Alex Garivaltis, 2018, "Game-Theoretic Optimal Portfolios for Jump Diffusions," Papers, arXiv.org, number 1812.04603, Dec, revised Oct 2022.
- Taylor Webley, 2018, "Fundamental Drivers of Existing Home Sales in Canada," Discussion Papers, Bank of Canada, number 18-16, DOI: 10.34989/sdp-2018-16.
- Cameron MacDonald & Virginie Traclet, 2018, "The Framework for Risk Identification and Assessment," Technical Reports, Bank of Canada, number 113, DOI: 10.34989/tr-113.
- Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
- Marie-Hélène Felt, 2018, "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers, Bank of Canada, number 18-29, DOI: 10.34989/swp-2018-29.
- Jonathan Lachaine, 2018, "Applying the Wage-Common to Canadian Provinces," Staff Analytical Notes, Bank of Canada, number 2018-16, DOI: 10.34989/san-2018-16.
- Dany Brouillette & Jonathan Lachaine & Benoit Vincent, 2018, "Wages: Measurement and Key Drivers," Staff Analytical Notes, Bank of Canada, number 2018-2, DOI: 10.34989/san-2018-2.
- Bruno Feunou & Rodrigo Sekkel & Morvan Nongni Donfack, 2018, "Does US or Canadian Macro News Drive Canadian Bond Yields?," Staff Analytical Notes, Bank of Canada, number 2018-38, DOI: 10.34989/san-2018-38.
- Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
- Daniel Volker & Neubert Magnus & Orban Agnes, 2018, "Fictional Expectations and the Global Media in the Greek Debt Crisis: A Topic Modeling Approach," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 59, issue 2, pages 525-566, May, DOI: 10.1515/jbwg-2018-0018.
- Frédéric Vrins, 2018, "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2980, Jan, DOI: https://doi.org/10.3390/risks603006.
- Yukai Yang & Luc Bauwens, 2018, "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2985, Jan, DOI: https://doi.org/10.3390/econometric.
- Saha, Debalina & Bhattacharya, Rabindra N., 2018, "An analysis of elasticity of electricity demand in West Bengal, India: Some policy lessons learnt," Energy Policy, Elsevier, volume 114, issue C, pages 591-597, DOI: 10.1016/j.enpol.2017.12.035.
- Russell Davidson, 2018, "Statistical Inference on the Canadian Middle Class," Econometrics, MDPI, volume 6, issue 1, pages 1-18, March.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018, "Spurious Seasonality Detection: A Non-Parametric Test Proposal," Econometrics, MDPI, volume 6, issue 1, pages 1-15, January.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018, "Recent Developments in Macro-Econometric Modeling: Theory and Applications," Econometrics, MDPI, volume 6, issue 2, pages 1-5, May.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018, "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, volume 6, issue 2, pages 1-39, May.
- Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Econometrics, MDPI, volume 6, issue 4, pages 1-3, October.
- Loann David Denis Desboulets, 2018, "A Review on Variable Selection in Regression Analysis," Econometrics, MDPI, volume 6, issue 4, pages 1-27, November.
- Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering," Econometrics, MDPI, volume 6, issue 4, pages 1-22, December.
- Emanuela Migliaccio & Thierry Verdier, 2018, "On the Spatial Diffusion of Cooperation with Endogenous Matching Institutions," Games, MDPI, volume 9, issue 3, pages 1-27, August.
- Ernesto Reuben & Sigrid Suetens, 2018, "Instrumental Reciprocity as an Error," Games, MDPI, volume 9, issue 3, pages 1-9, September.
- Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018, "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," JRFM, MDPI, volume 11, issue 1, pages 1-14, March.
- Reda Aboutajdine & Pierre Picard, 2018, "Preliminary Investigations for Better Monitoring: Learning in Repeated Insurance Audits," Risks, MDPI, volume 6, issue 1, pages 1-22, February.
- Frédéric Vrins, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, volume 6, issue 3, pages 1-13, June.
- Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018, "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Risks, MDPI, volume 6, issue 3, pages 1-17, September.
- Russell Davidson, 2018, "Statistical Inference on the Canadian Middle Class," Post-Print, HAL, number hal-01793196, Mar, DOI: 10.3390/econometrics6010014.
- Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Post-Print, HAL, number hal-01840598, Jun, DOI: 10.3390/econometrics6020029.
- Loann David Denis Desboulets, 2018, "A Review on Variable Selection in Regression Analysis," Post-Print, HAL, number hal-01954386, Nov, DOI: 10.3390/econometrics6040045.
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