Research classified by Journal of Economic Literature (JEL) codes

2018

• Loann David Denis Desboulets, 2018, "A Review on Variable Selection in Regression Analysis," Post-Print, HAL, number hal-01954386, Nov, DOI: 10.3390/econometrics6040045.
• Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018, "Recent developments in macro-econometric modeling: theory and applications," Post-Print, HAL, number hal-01978664, May, DOI: 10.3390/econometrics6020025.
• Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Post-Print, HAL, number hal-01978673, Dec, DOI: 10.3390/econometrics6040042.
• Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Post-Print, HAL, number hal-01986526.
• Osicka, Ondrej & Guajardo, Mario & van Oost, Thibault, 2018, "Cooperative game-theoretic features of cost sharing in location-routing," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/11, Sep.
• Lillestøl, Jostein, 2018, "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/12, Sep.
• Stensholt, Eivind, 2018, "What is wrong with IRV?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/13, Oct.
• Mazur, Stepan & Otryakhin, Dmitry & Podolskij, Mark, 2018, "Estimation of the linear fractional stable motion," Working Papers, Örebro University, School of Business, number 2018:3, Feb.
• Chen-Tung Chen & Wei-Zhan Hung & Hui-Ling Cheng, 2018, "Applying Linguistic Cognitive Map Method to Deal with Multiple Criteria Decision-making Problems," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 2, pages 133-146, August.
• Mario Coccia, 2018, "Optimization in R&D intensity and tax on corporate profits for supporting labor productivity of nations," The Journal of Technology Transfer, Springer, volume 43, issue 3, pages 792-814, June, DOI: 10.1007/s10961-017-9572-1.
• Mario COCCIA, 2018, "Theorem of not independence of any technological innovation," Journal of Economics Bibliography, KSP Journals, volume 5, issue 1, pages 29-35, March.
• Joseph G. Eisenhauer, 2018, "Algebraic Optimization: Marginal Analysis without Calculus," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center, volume 18, issue 1, pages 16-27, Spring.
• Dinga Emil, 2018, "Genes, Memes, Semes in the Human Behaviour," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01-2.
• Dinga Emil, 2018, "Genes, Memes, Semes in the Human Behaviour," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018, "Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 1, pages 49-63, January, DOI: 10.1057/s41260-017-0060-9.
• André Martinez & Pavel Brazdil & Luís Trigo, 2018, "Analysis of Publications of FEP and their Affinities," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 599, Jan.
• Leiashvily, Paata, 2018, "Рождение Макроэкономического Порядка Из Микроэкономического Хаоса
  [The birth of a macroeconomic order from microeconomic chaos]," MPRA Paper, University Library of Munich, Germany, number 100431, Jul, revised 16 May 2019.
• Turner, Grant, 2018, "Establishing a comprehensive census of undergraduate economics curricula:Foundational and special requirements for major programs in the U.S," MPRA Paper, University Library of Munich, Germany, number 103235, May.
• Obregón, Carlos, 2018, "The reconstruction of capital theory: the true meaning of capital in a production function," MPRA Paper, University Library of Munich, Germany, number 84284, Jan.
• Bell, Peter, 2018, "Updating Probabilities for a Mineral Exploration Project," MPRA Paper, University Library of Munich, Germany, number 84457, Feb.
• Bell, Peter, 2018, "Simulation Framework for Economic Modeling of Mineral Resources," MPRA Paper, University Library of Munich, Germany, number 85075, Mar.
• Bell, Peter, 2018, "Dynamic Beta," MPRA Paper, University Library of Munich, Germany, number 86482, May.
• Bell, Peter Newton, 2018, "Evaluating the Kemess Stream sold by Centerra Gold in 2018," MPRA Paper, University Library of Munich, Germany, number 87014, May.
• Bell, Peter, 2018, "Mining Pipe-Shaped Ore Deposits," MPRA Paper, University Library of Munich, Germany, number 87283, Jun.
• Weinem, Michael, 2018, "The significance of faith proven by decision theory – Pascal's wager game is correct and refutes atheism completely," MPRA Paper, University Library of Munich, Germany, number 87458, Apr.
• Bell, Peter, 2018, "Valuation Simulation for a Net Smelter Return Royalty on a Mining Project," MPRA Paper, University Library of Munich, Germany, number 87683, Jul.
• Leiashvily, Paata, 2018, "Рождение Макроэкономического Порядка Из Микроэкономического Хаоса
  [The birth of a macroeconomic order from microeconomic chaos]," MPRA Paper, University Library of Munich, Germany, number 88364, Jul.
• Bell, Peter, 2018, "Funding Options from the Market," MPRA Paper, University Library of Munich, Germany, number 89360, Oct.
• Nakai, Miki & Pennoni, Fulvia, 2018, "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," MPRA Paper, University Library of Munich, Germany, number 89950, Nov.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Goswami, Mridu Prabal & Mitra, Manipushpak & Sen, Debapriya, 2018, "A characterization of lexicographic preferences," MPRA Paper, University Library of Munich, Germany, number 90552, Dec.
• Mariscal de Gante, Álvaro & Rodríguez, Víctor, 2018, "Tres teorías demográficas, las evidencias disponibles y el paso de la descripción del cómo al entendimiento del porqué: Una aplicación y una crítica de tres hipótesis poblacionales en base a los casos de España y de la India (1950-2020)
  [Three dem," MPRA Paper, University Library of Munich, Germany, number 94007, Dec, revised May 2019.
• Takashi Kato, 2018, "An optimal execution problem in the volume-dependent Almgren–Chriss model," Algorithmic Finance, IOS Press, volume 7, issue 1-2, pages 1-14.
• Farzad Alavi Fard & Armin Pourkhanali & Malick Sy, 2018, "A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process," Algorithmic Finance, IOS Press, volume 7, issue 1-2, pages 15-30.
• Raymond H. Chan & Kelvin K. Kan & Alfred K. Ma, 2018, "An integer programming based strategy for Asian-style futures arbitrage over the settlement period," Algorithmic Finance, IOS Press, volume 7, issue 1-2, pages 31-42.
• Dalila Boughaci & Abdullah A.K. Alkhawaldeh, 2018, "A new variable selection method applied to credit scoring," Algorithmic Finance, IOS Press, volume 7, issue 1-2, pages 43-52.
• Diego Aparicio & Marcos López de Prado, 2018, "How hard is it to pick the right model? MCS and backtest overfitting," Algorithmic Finance, IOS Press, volume 7, issue 1-2, pages 53-61.
• Vikram K. Srimurthy & Matthew Smalbach, 2018, "Allocation skew: Managers with conviction," Algorithmic Finance, IOS Press, volume 7, issue 3-4, pages 63-69.
• Gianluca Piero Maria Virgilio, 2018, "Absolute vs. relative speed in high-frequency trading," Algorithmic Finance, IOS Press, volume 7, issue 3-4, pages 71-86.
• Zura Kakushadze, 2018, "Cryptoasset factor models," Algorithmic Finance, IOS Press, volume 7, issue 3-4, pages 87-104.
• Dominic Wright & Luca Capriotti & Jacky Lee, 2018, "Machine learning and corporate bond trading," Algorithmic Finance, IOS Press, volume 7, issue 3-4, pages 105-110.
• Zeki Aya?, 2018, "Green Concept Evaluation through Fuzzy AHP-PROMETHEE II," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6509031, Jul.
• Mausumi Bose Bose, 2018, "Crossover Designs for drug development," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6710095, Oct.
• Chintan Joshi, 2018, "Comparative Analysis on effectiveness of classroom teaching and web-based teaching: Teaching Quantitative methods & Techniques," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7209244, Jun.
• Jana Kliestikova & Anna Krizanova & Maria Kovacova, 2018, "Old McDonald's had a brand?: How traditional brands lose their breath," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508681, Apr.
• Henryk D?wigo?, 2018, "Quantitative methods in the triangulation process," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508759, Apr.
• Shahariar Huda, 2018, "On sampling from a rectangular grid," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109622, Nov.
• Uttam Kumar Sarkar, 2018, "Inference under a new exponential-exponential loss capturing specified penalties for over- and under-estimation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109788, Nov.
• Saibal Chattopadhyay, 2018, "Adaptive estimation using records data under asymmetric loss, with applications," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109809, Nov.
• Karina Sachpazidu-Wójcicka, 2018, "Vertical and horizontal technology transfer and firm innovativeness (Poziomy i pionowy transfer technologii a innowacyjnosc przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 28, pages 140-153.
• Guido Kuersteiner & John Chao, 2018, "Ingmar Prucha’s contributions to economics and econometrics," Empirical Economics, Springer, volume 55, issue 1, pages 7-16, August, DOI: 10.1007/s00181-017-1328-0.
• Brendan Markey-Towler, 2018, "A formal psychological theory for evolutionary economics," Journal of Evolutionary Economics, Springer, volume 28, issue 4, pages 691-725, September, DOI: 10.1007/s00191-018-0566-4.
• Mario Coccia, 2018, "General properties of the evolution of research fields: a scientometric study of human microbiome, evolutionary robotics and astrobiology," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 2, pages 1265-1283, November, DOI: 10.1007/s11192-018-2902-8.
• Alona Zharova & Janine Tellinger-Rice & Wolfgang Karl Härdle, 2018, "How to measure the performance of a Collaborative Research Center," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 2, pages 1023-1040, November, DOI: 10.1007/s11192-018-2910-8.
• Qingliang Fan & Wei Zhong, 2018, "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 388-399, July, DOI: 10.1080/07350015.2016.1180991.
• Bill Gibson & Mark Setterfield, 2018, "Intermediation, Money Creation, and Keynesian Macrodynamics in Multi-agent Systems," Review of Political Economy, Taylor & Francis Journals, volume 30, issue 2, pages 154-171, April, DOI: 10.1080/09538259.2018.1458494.
• Yoram Halevy & Dotan Persitz & Lanny Zrill, 2018, "Parametric Recoverability of Preferences," Journal of Political Economy, University of Chicago Press, volume 126, issue 4, pages 1558-1593, DOI: 10.1086/697741.
• Abdelghani Maddi, 2018, "Analyse scientométrique de la crise économique," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2018-08, Nov.
• Georgi P. Dimitrov & Oleksiy S. Bychkov & Pavel S. Petrov, 2018, "One Approach for Analysis of Fuzzy Linear Hybrid Automata," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 234-240, November.
• Račić Željko V., 2018, "Fuzzification - Decision Making in Terms of Uncertainty," Economics, Sciendo, volume 6, issue 2, pages 87-94, December, DOI: 10.2478/eoik-2018-0022.
• Tominc Polona & Krajnc Maruša & Vivod Klavdija & Lynn Monty L. & Frešer Blaž, 2018, "Students’ Behavioral Intentions Regarding the Future Use of Quantitative Research Methods," Naše gospodarstvo/Our economy, Sciendo, volume 64, issue 2, pages 25-33, June, DOI: 10.2478/ngoe-2018-0009.
• Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018, "Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-001.
• Feng, Zheng-Hui & Lin, Lu & Zhu, Ruo-Qing & Zhu, Li-Xing, 2018, "Nonparametric Variable Selection and Its Application to Additive Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-002.
• Yang, Zihui & Zhou, Yinggang, 2018, "Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-003.
• Wagner, Stefan & Goossen, Martin C., 2018, "Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-007.
• Hryshchuk, Antanina & Lessmann, Stefan, 2018, "Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysis," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-009.
• Zharova, Alona & Tellinger-Rice, Janine & Härdle, Wolfgang Karl, 2018, "How to Measure a Performance of a Collaborative Research Centre," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-011.
• Lessmann, Stefan & Coussement, Kristof & De Bock, Koen W. & Haupt, Johannes, 2018, "Targeting customers for profit: An ensemble learning framework to support marketing decision making," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-012.
• Vomfell, Lara & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018, "Improving Crime Count Forecasts Using Twitter and Taxi Data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-013.
• Efimov, Kirill & Adamyan, Larisa & Spokoiny, Vladimir, 2018, "Adaptive Nonparametric Clustering," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-018.
• Davies, Laurie, 2018, "Lasso, knockoff and Gaussian covariates: a comparison," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-019.
• Chen, Haiqiang & Li, Yingxing & Lin, Ming & Zhu, Yanli, 2018, "A Regime Shift Model with Nonparametric Switching Mechanism," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-020.
• Naumov, A. & Spokoiny, V. & Ulyanovk, V., 2018, "Bootstrap Confidence Sets for Spectral Projectors of Sample Covariance," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-024.
• Ebert, Johannes & Spokoiny, Vladimir & Suvorikova, Alexandra, 2018, "Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-025.
• Götze, Friedrich & Naumov, Alexey & Spokoiny, Vladimir & Ulyanov, Vladimir, 2018, "Large ball probabilities, Gaussian comparison and anti-concentration," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-026.
• Silin, Igor & Spokoiny, Vladimir, 2018, "Bayesian inference for spectral projectors of covariance matrix," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-027.
• Koziuk, Andzhey & Spokoiny, Vladimir, 2018, "Toolbox: Gaussian comparison on Eucledian balls," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-028.
• Puchkin, Nikita & Spokoiny, Vladimir, 2018, "Pointwise adaptation via stagewise aggregation of local estimates for multiclass classification," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-029.
• Bachoc, Francois & Suvorikova, Alexandra & Loubes, Jean-Michel & Spokoiny, Vladimir, 2018, "Gaussian Process Forecast with multidimensional distributional entries," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-030.
• Koziuk, Andzhey & Spokoiny, Vladimir, 2018, "Instrumental variables regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-031.
• Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2018, "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-032.
• Packham, Natalie, 2018, "Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-033.
• Kalkbrener, Michael & Packham, Natalie, 2018, "Correlation Under Stress In Normal Variance Mixture Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-035.
• Packham, Natalie & Kalkbrener, Michael & Overbeck, Ludger, 2018, "Default probabilities and default correlations under stress," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-037.
• Yan, Ji Gao, 2018, "Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-040.
• Kuczmaszewska, Anna & Yan, Ji Gao, 2018, "On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-041.
• Yan, Ji Gao, 2018, "On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its Applications," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-042.
• Cai, Zongwu & Fang, Ying & Lin, Ming & Su, Jia, 2018, "Inferences for a Partially Varying Coefficient Model With Endogenous Regressors," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-047.
• Chen, Haiqiang & Li, Yingxing & Lin, Ming & Zhu, Yanli, 2018, "A Regime Shift Model with Nonparametric Switching Mechanism," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-048.
• Zhong, Wei & Liu, Xi & Ma, Shuangge, 2018, "Variable selection and direction estimation for single-index models via DC-TGDR method," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-050.
• Wang, Honglin & Yu, Fan & Zhou, Yinggang, 2018, "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-051.
• Fan, Qingliang & Zhong, Wei, 2018, "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-052.
• Pietsch, Andra-Selina & Lessmann, Stefan, 2018, "Topic Modeling for Analyzing Open-Ended Survey Responses," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-054.
• Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2018, "Trending Mixture Copula Models with Copula Selection," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-057.
• Yatracos, Yannis G., 2018, "Residual'S Influence Index (Rinfin), Bad Leverage And Unmasking In High Dimensional L2-Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-060.
• Yatracos, Yannis G., 2018, "PLUG-IN L2-UPPER ERROR BOUNDS IN DECONVOLUTION, FOR A MIXING DENSITY ESTIMATE IN Rd AND FOR ITS DERIVATIVES," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-061.
• Gubela, Robin & Bequé, Artem & Gebert, Fabian & Lessmann, Stefan, 2018, "Conversion uplift in e-commerce: A systematic benchmark of modeling strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-062.
• Born, Alexander & Kovachka, Nikoleta & Lessmann, Stefan & Seow, Hsin-Vonn, 2018, "Price Management in the Used-Car Market: An Evaluation of Survival Analysis," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-065.
• Zharova, Alona & Tellinger-Rice, Janine & Härdle, Wolfgang Karl, 2018, "How to measure a performance of a Collaborative Research Centre," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2018-001.

2017

• Jerzy Grobelny & Rafal Michalski, 2017, "Applying hidden Markov models to visual activity analysis for simple digital control panel operations," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/17/06, Jun, DOI: 10.1007/978-3-319-28555-9_15.
• Jerzy Grobelny & Rafal Michalski, 2017, "A novel version of simulated annealing based on linguistic patterns for solving facility layout problems," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/17/07, Jul, DOI: 10.1016/j.knosys.2017.03.001.
• Robert Faff & Searat Ali & Muhammad Atif & Matt Brenner & Hasibul Chowdhury & Leelyn Crudas & Alison Joubet & Ihtisham Malik & Lin Mi & Vinu Nagar & Tim Pullen & Manuel Siegrist & Steve Smythe & Jeff , 2017, "Fantasy Pitching," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 2, pages 360-379, June.
• Shim Jeungbo & Lee Seung-Hwan, 2017, "Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 11, issue 1, pages 1-29, January, DOI: 10.1515/apjri-2016-0021.
• Burda Michael C. & Seele Stefanie, 2017, "Das deutsche Arbeitsmarktwunder: Eine Bilanz," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 18, issue 3, pages 179-204, October, DOI: 10.1515/pwp-2017-0019.
• Momi Dahan, 2017, "Income Inequality in Israel: A Distinctive Evolution," CESifo Working Paper Series, CESifo, number 6542.
• SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017, "When Inequality Matters for Macro and Macro Matters for Inequality," CESifo Working Paper Series, CESifo, number 6581.
• David Imhof & Yavuz Karagök & SAMUEL RUTZ, 2017, "Screening for Bid-rigging. Does it Work?," Working Papers, CRESE, number 2017-09, Jun, DOI: https://doi.org/10.1093/joclec/nhy0.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2017, "A normalized value for information purchases," Working Papers, Center for Research in Economics and Statistics, number 2017-51, Jan.
• Carrasco, Marine & Kotchoni, Rachidi, 2017, "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, volume 33, issue 2, pages 479-526, April.
• Bodington, Jeffrey C., 2017, "Wine, Women, Men, and Type II Error," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 161-172, May.
• Bodington, Jeffrey, 2017, "Disentangling Wine Judges’ Consensus, Idiosyncratic, and Random Expressions of Quality or Preference," Journal of Wine Economics, Cambridge University Press, volume 12, issue 3, pages 267-281, August.
• Bodington, Jeffrey C., 2017, "The Distribution of Ratings Assigned to Blind Replicates," Journal of Wine Economics, Cambridge University Press, volume 12, issue 4, pages 363-369, November.
• Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, volume 120, issue C, pages 79-91, DOI: 10.1016/j.energy.2016.12.102.
• Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, volume 141, issue C, pages 12-19, DOI: 10.1016/j.energy.2017.09.055.
• Olkhov, Victor, 2017, "Quantitative wave model of macro-finance," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 143-150, DOI: 10.1016/j.irfa.2017.02.011.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017, "A normalized value for information purchases," Journal of Economic Theory, Elsevier, volume 170, issue C, pages 266-288, DOI: 10.1016/j.jet.2017.05.007.
• Imhof, David, 2017, "Econometric tests to detect bid-rigging cartels: does it work?," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 483, Jun.
• Imhof, David, 2017, "Simple Statistical Screens to Detect Bid Rigging," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 484, Jul.
• Andersson, Jonas & Lillestøl, Jostein, 2017, "Tre grupper skatteytere i søkelyset: Har de ulike kjennetegn?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/5, Mar.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
• Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers, Örebro University, School of Business, number 2017:5, Aug.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
• Ochsenfeld, Fabian, 2017, "The gender income gap and the role of family formation revisited : A replication of Bobbitt-Zeher (2007)," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 50, issue 1, pages 131-141, DOI: 10.1007/s12651-017-0225-5.
• Carlos Sáenz-Royo, 2017, "A plausible Decision Heuristics Model: Fallibility of human judgment as an endogenous problem," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/04.
• James Cicon, 2017, "Say it again Sam: the information content of corporate conference calls," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 57-81, January, DOI: 10.1007/s11156-015-0542-0.
• Gebhardt Heinz & Siemers Lars-H. R., 2017, "Die relative Steuerbelastung mittelständischer Kapitalgesellschaften: Evidenz von handelsbilanziellen Mikrodaten," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 66, issue 1, pages 1-35, April, DOI: 10.1515/zfwp-2017-0003.
• Daniela Mantovani, 2017, "Comparing redistributive efficiency of tax-benefit systems in Europe," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0155, Jul.
• Daniela Mantovani, 2017, "Comparing redistributive efficiency of tax-benefit systems in Europe," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0114, Jul.
• Brendan Markey-Towler, 2017, "I, Roboticus Oeconomicus The philosophy of mind in economics, and why it matters," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 41, issue 1, pages 203-237.
• Adam P. Balcerzak & Ilona Pietryka (ed.), 2017, "9th International Conference on Applied Economics Contemporary Issues in Economy, Torun, Poland, 22-23 June 2017," Books, Institute of Economic Research, number 16, edition 1.
• Adam P. Balcerzak & Ilona Pietryka (ed.), 2017, "Contemporary Issues in Economy. Proceedings of the International Conference on Applied Economics: Proceedings in Polish," Books, Institute of Economic Research, number 17, edition 1, DOI: 10.24136/eep.proc.2017.1.
• Adam P. Balcerzak & Michal Barnard Pietrzak (ed.), 2017, "Contemporary Issues in Economy. Proceedings of the International Conference on Applied Economics: Quantitative Methods," Books, Institute of Economic Research, number 21, edition 1, DOI: 10.24136/eep.proc.2017.5.
• Nadda, Vipin & Rafiq, Zaman & Tyagi, Pankaj, 2017, "Effectiveness and Challenges of Recruitment process outsourcing (RPO) in the Indian Hotel Sector," MPRA Paper, University Library of Munich, Germany, number 77164, Jan, revised 12 Feb 2017.
• Bell, Peter, 2017, "Introducing the Net Present Value Profile," MPRA Paper, University Library of Munich, Germany, number 79764, Jun.
• Bell, Peter, 2017, "Example of a Rising NPV Profile for a Mining Project," MPRA Paper, University Library of Munich, Germany, number 81353, Sep.
• Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2017, "Financial Inclusion and Economic Growth in WAEMU: A Multiscale Heterogeneity Panel Causality Approach," MPRA Paper, University Library of Munich, Germany, number 82251.
• Limani, Jeta & Bettinger, Régis & Dacorogna, Michel M, 2017, "On the diversification benefit of reinsurance portfolios," MPRA Paper, University Library of Munich, Germany, number 82466, Oct.
• Yang, Yingrui, 2017, "Sub-economic impulse and consciousness with quantum chromodynamic modeling," MPRA Paper, University Library of Munich, Germany, number 82921, Nov.
• Leiashvily, Paata, 2017, "The Relativity Theory of General Economic Equilibrium," MPRA Paper, University Library of Munich, Germany, number 83291, Sep.
• Freeman, Alan, 2017, "Introduction to Michel Husson's 'Value and price: a critique of neo-Ricardian claims'," MPRA Paper, University Library of Munich, Germany, number 89949, Sep, revised 10 Oct 2017.
• Asghar, Saima & Oino, Isaiah, 2017, "Leadership Styles and Job Satisfaction," MPRA Paper, University Library of Munich, Germany, number 91137, Oct, revised 15 Dec 2017.
• Wells, Julian, 2017, "Marx reads Quetelet: a preliminary report," MPRA Paper, University Library of Munich, Germany, number 98255, Sep.
• Svetlana Jesiļevska, 2017, "Data Quality Dimensions to Ensure Optimal Data Quality," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 89-103, March.
• Nuran Bayram & Mine Aydemir & Zuhal Yıldırım & Reyhan Leba Tansöker, 2017, "Confirmatory Factor Analysis on Tax Compliance Intentions, General Fairness, Procedural Fairness and Social Norms," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 749-758.
• Philip Maymin, 2017, "Editorial," Algorithmic Finance, IOS Press, volume 6, issue 1-2, pages 1-1.
• Joseph D. Haley, 2017, "Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process," Algorithmic Finance, IOS Press, volume 6, issue 1-2, pages 3-21.
• E.V. Korotkov & M.A. Korotkova, 2017, "Study of the periodicity in Euro-US Dollar exchange rates using local alignment and random matrices," Algorithmic Finance, IOS Press, volume 6, issue 1-2, pages 23-33.
• Luca Capriotti & Yupeng Jiang & Andrea Macrina, 2017, "AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks," Algorithmic Finance, IOS Press, volume 6, issue 1-2, pages 35-49.
• Mariana Rosa Montenegro & Pedro Henrique Melo Albuquerque, 2017, "Wealth management: Modeling the nonlinear dependence," Algorithmic Finance, IOS Press, volume 6, issue 1-2, pages 51-65.
• Matthew Dixon & Diego Klabjan & Jin Hoon Bang, 2017, "Classification-based financial markets prediction using deep neural networks," Algorithmic Finance, IOS Press, volume 6, issue 3-4, pages 67-77.
• Jitendra Aswani, 2017, "Impact of global financial crisis on network of Asian stock markets," Algorithmic Finance, IOS Press, volume 6, issue 3-4, pages 79-91.
• Evgeni B. Tarassov, 2017, "The Russian ETF puzzle and its possible reasons," Algorithmic Finance, IOS Press, volume 6, issue 3-4, pages 93-102.
• Jeffery A. Born & David H. Myers & William J. Clark, 2017, "Trump tweets and the efficient Market Hypothesis," Algorithmic Finance, IOS Press, volume 6, issue 3-4, pages 103-109.
• Gloria Gheno, 2017, "Causal analysis in marketing: a customer satisfaction problem," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808163, Oct.
• Christopher F. Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan, 2017, "A new approach to estimation of the R&D–innovation–productivity relationship," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 26, issue 1-2, pages 121-133, February, DOI: 10.1080/10438599.2016.1202515.
• Kleijnen, J.P.C. & Shi, Wen, 2017, "Sequential Probability Ration Tests : Conservative and Robust," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-001.
• DINGA, Emil, 2017, "On A Typology Of Inflation," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 18-29.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017, "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.
• Kadriu, Arbana & Abazi, Lejla, 2017, "A Comparison of Algorithms for Text Classification of Albanian News Articles," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2017), Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Dubrovnik, Croatia, 7-9 September 2017".
• Melzer, Awdesch & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2017, "Pricing Green Financial Products," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-020.
• Chen, Cathy Yi-Hsuan & Nasekin, Sergey, 2017, "The systemic risk of central SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-021.

2016

• Stanislav Dubykivskyi & Sergiy Holub, 2016, "Using Multilevel Modeling Techniques For Social And Economic Monitoring," CBU International Conference Proceedings, ISE Research Institute, volume 4, issue 0, pages 106-109, September, DOI: 10.12955/cbup.v4.750.
• Jerzy Grobelny & Rafal Michalski, 2016, "A concept of a flexible approach to the facilities layout problems in logistics systems," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/16/11, Nov, DOI: 10.1007/978-3-319-28555-9_15.
• Jerzy Grobelny & Rafal Michalski, 2016, "Experimental examination of facilities layout problems in logistics systems including objects with diverse sizes and shapes," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/16/12, Dec, DOI: 10.1007/978-3-319-28555-9_14.
• Shlomo Yitzhaki, 2016, "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 13-27, May.
• Artur Mitsel & Olga Rekundal, 2016, "Pension Capital Investment in the Context of a Private Pension Fund," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 112-125.
• SIMINICA Marian & CIRCIUMARU Daniel & CARSTINA Silviu-Valentin, 2016, "The Impact Of The Valuation Of Assets On The Company'S Profitability," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 2, pages 129-143, September.
• CRETU Raluca Florentina & STEFAN Petrica & CRETU Romeo Catalin, 2016, "Did The Danube Delta Pensions Managed To Overcome The Economic Crisis?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 2, pages 43-55, September.
• Levent Özbek, 2016, "Reflections and Comments on Randomness," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 3, issue 2, pages 28-33, DOI: 10.5455/Elet.2016.3.2.3.
• Gaël Callonnec & Gissela Landa Rivera & Paul Malliet & Aurélien Saussay & Frédéric Reynès, 2016, "Les propriétés dynamiques et de long terme du modèle ThreeME. Un cahier de variantes," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 5, pages 47-99.
• André Braz Golgher & Luccas Assis Attílio & Helder Lara Ferreira Filho, 2016, "Crash course em matemática para economistas," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 539, Jun.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Dietrich, Franz & List, Christian, 2016, "Reason-Based Choice And Context-Dependence: An Explanatory Framework," Economics and Philosophy, Cambridge University Press, volume 32, issue 2, pages 175-229, July.
• Vipin ARORA, 2016, "Consumer Credit, Oil Prices, and the U.S. Economy," Turkish Economic Review, EconSciences Journals, volume 3, issue 1, pages 122-142, March.
• Tai-Yuen HON, 2016, "The Relationship Between Consumption and Income," Journal of Economics Library, EconSciences Journals, volume 3, issue 1, pages 94-99, March.
• Yinghao LUO, 2016, "Nonlinear Trend and Purchasing Power Parity," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 490-497, September.
• Kjell HAUSKEN, 2016, "The Ranking of Researchers by Publications and Citations: Using RePEc Data," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 4, pages 530-558, December.
• Kratz, Marie & Lok, Y-H & McNeil, Alexander J., 2016, "Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1617, Nov.
• Robert Kollmann & Stefan Zeugner, 2016, "Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Control Variable: the Correct Formula," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-14, Mar.
• Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016, "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, volume 58, issue C, pages 283-292, DOI: 10.1016/j.econmod.2016.05.024.
• Haugom, Erik & Mydland, Ørjan & Pichler, Alois, 2016, "Long term oil prices," Energy Economics, Elsevier, volume 58, issue C, pages 84-94, DOI: 10.1016/j.eneco.2016.06.014.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, volume 19, issue C, pages 15-21, DOI: 10.1016/j.frl.2016.05.005.
• Siburg, Karl Friedrich & Stehling, Katharina & Stoimenov, Pavel A. & Weiß, Gregor N.F., 2016, "An order of asymmetry in copulas, and implications for risk management," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 241-247, DOI: 10.1016/j.insmatheco.2016.03.008.
• Graziella Bonanno, 2016, "Constant Market Share Analysis: A Note," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 1, pages 33-47.
• Graziella Bonanno, 2016, "Constant Market Share Analysis: A Note," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/07, Jan.
• Frank Lehrbass & Valentin Weinhold, 2016, "A rationalist explanation of Russian risk-taking," Economics of Peace and Security Journal, EPS Publishing, volume 11, issue 1, pages 5-11, April.