Research classified by Journal of Economic Literature (JEL) codes

2013

• Stavros Stavroyiannis & Leonidas Zarangas, 2013, "Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 2, pages 231-247.
• Rosen Nikolaev & Viktoria Stancheva, 2013, "The effect of foreign direct investment on unemployment in Bulgaria," Business & Management Compass, University of Economics Varna, issue 2, pages 14-24.
• Paul Elhorst & Solmaria Halleck Vega, 2013, "On spatial econometric models, spillover effects, and W," ERSA conference papers, European Regional Science Association, number ersa13p222, Nov.
• Prosper Dovonon, 2013, "Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1110-1137, November.
• Yafeng Wang & Brett Graham, 2013, "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Chen, Wenjuan & Bettendorf, Timo, 2013, "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80002.

2012

• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012, "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 192.
• Kufenko, Vadim, 2012, "Empirical analysis of regional economic performance in Russia: Human capital perspective," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung", University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk, number 38/2012.
• Zenhaeuserna, Patrick & Schneiderb, Yves, 2012, "Polynomics telecommunication regulation index 2012," 23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS), number 60399.
• Brunhart, Andreas, 2012, "Stock market's reactions to revelation of tax evasion: An empirical assessment," KOFL Working Papers, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz, number 9 [rev.].
• Wübker, Ansgar, 2012, "Explaining Variations in Breast Cancer Screening Across European Countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 370, DOI: 10.4419/86788425.
• Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012, "Considerations on partially identified regression models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-024.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-16, 04.
• Kiriya Kulkolkarn & Chotiwut Laophairoj, 2012, "Attributes Determining Condominium Prices in Bangkok (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 24-45, June.
• Jordaan, André C. & Eita, Joel H., 2012, "Determinants of South Africa's exports of leather products," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 51, issue 2, June, DOI: 10.22004/ag.econ.345069.
• Ogundari, Kolawole & Abdulai, Awudu, 2012, "A meta-analysis of the response of calorie demand to income changes," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 123287, DOI: 10.22004/ag.econ.123287.
• Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012, "Agricultural Banking and Early Warning Models for the Bank Failures of the Late 2000s Great Recession," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama, Southern Agricultural Economics Association, number 119656, DOI: 10.22004/ag.econ.119656.
• Paris, Quirino & Caracciolo, Francesco, 2012, "Quantity Versus Shares in Estimating Demand Systems," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 124575, DOI: 10.22004/ag.econ.124575.
• Mircea Gabriel Ciolpan & Jenica Popescu, 2012, "Econometric Analysis Regarding The Dependence Of The Futures Price, The Underlying Asset And The Robor," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 195-204.
• Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012, "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers, arXiv.org, number 1212.0442, Dec, revised Jun 2015.
• Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
• Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, Banco de España, number 1203, Feb.
• Yves Dominicy & Siegfried Hörmann & David Veredas & Hiroaki Ogata, 2012, "Marginal quantiles for stationary processes," Working Papers, Banco de España, number 1228, Jul.
• Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012, "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers, Banco de México, number 2012-07, Aug.
• Drobne Samo & Bogataj Marija & Lisec Anka, 2012, "Dynamics and local policy in labour commuting," Business Systems Research, Sciendo, volume 3, issue 2, pages 14-26, September, DOI: 10.2478/v10305-012-0009-x.
• Domić Alan, 2012, "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, volume 3, issue 2, pages 6-13, September, DOI: 10.2478/v10305-012-0008-y.
• Leonard C. Smith & Vimal Ranchhod, 2012, "Measuring The Impact Of Educational Interventions On The Academic Performance Of Academic Development Students In Second-Year Microeconomics," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 431-448, September, DOI: j.1813-6982.2011.01287.x.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Kline Patrick & Santos Andres, 2012, "A Score Based Approach to Wild Bootstrap Inference," Journal of Econometric Methods, De Gruyter, volume 1, issue 1, pages 23-41, August, DOI: 10.1515/2156-6674.1006.
• Charbel Bassil, 2012, "Interaction entre racines unitaires et ruptures structurelles," Revue économique, Presses de Sciences-Po, volume 63, issue 1, pages 93-128.
• Alethea Rea & William Rea & Marco Reale & Carl Scarrott, 2012, "A comparison of Spillover Effects before, during and after the 2008 Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/03, Feb.
• Kaplan, David M. & Sun, Yixiao, 2012, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt888657tp, Jan.
• Stefan Kipar, 2012, "Determinants of Firm Innovation - Evidence from German Panel Data," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 45, July.
• Thiess Büttner & Petra Enß & Fédéric Holm-Hadulla & Robert Schwager & Christiane Starbatty & Wiebke Webering, 2010, "Der kommunale Finanzausgleich in Mecklenburg-Vorpommern : langfristige Entwicklung und Reformperspektiven ; Teil I: Der vertikale Finanzausgleich ; Gutachten im Auftrag des Innenministeriums des Landes Mecklenburg-Vorpommern," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 45.
• László Mátyás & Cecilia Hornok & Daria Pus, 2012, "The Formulation and Estimation of Random Effects Panel Data Models of Trade," CEU Working Papers, Department of Economics, Central European University, number 2012_1, May, revised 25 Mar 2013.
• Jorge Miguel Lopo Gonçalves Andraz, 2012, "On the economic effects of public infrastructure investment: A survey of the international evidence," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_10.
• Prosper Dovonon & Eric Renault, 2012, "Testing for Common GARCH Factors," CIRANO Working Papers, CIRANO, number 2012s-34, Dec.
• Daiver Cardona Salgado, 2012, "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Castro, 2012, "Confidence sets for asset correlations in portfolio credit risk," Revista de Economía del Rosario, Universidad del Rosario.
• Dann Payares Ayola, 2012, "Estimación del potencial de valorización del suelo en Barranquilla en el periodo 2001-2011. Estimación de efectos fijos en datos de panel," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-26.
• Ricardo Chica & Oscar Guevara & Diana L�pez & Daniel Osorio, 2012, "Growth determinants in Latin America and East Asia: has globalization changed the engines of growth?," Coyuntura Económica, Fedesarrollo.
• WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012, "Total tourist arrival forecast: aggregation vs. disaggregation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012039, Oct.
• Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012, "Now-casting and the real-time data flow," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9112, Sep.
• Christan Francq & Jean-Michel Zakoian, 2012, "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers, Center for Research in Economics and Statistics, number 2012-17, Aug.
• Onatski, Alexei & Uhlig, Harald, 2012, "Unit Roots In White Noise," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 485-508, June.
• Frédéric Gaspart & Anne-Claire Thomas, 2012, "Does poverty trap rural Malagasy households?," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2012/07, Jul.
• Athina Economou & Christos Kollias, 2012, "Terrorism and Political Self-Placement in European Union Countries," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 73.
• MARR, Ana & AWAWORYI, Sefa, 2012, "Microfinance Social Performance:A Global Empirical Study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• ÇAGLAYAN, Ebru & UN, Turgut, 2012, "Heteroscedastic Probit Model: An Application Of Home Ownership In Turkey," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 2.
• Marta Bañbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012, "Now-Casting and the Real-Time Data Flow," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-026, Aug.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012, "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-046, Dec.
• Áureo de Paula & Xun Tang, 2012, "Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information," Econometrica, Econometric Society, volume 80, issue 1, pages 143-172, January, DOI: ECTA9216.
• Ismail O. FASANYA & Adegbemi B.O ONAKOYA, 2012, "Does Foreign Aid Accelerate Economic Growth? An Empirical Analysis for Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 423-431.
• Mehdi Abid & Maamar Sebri, 2012, "Energy Consumption-Economic Growth Nexus: Does the Level of Aggregation Matter?," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 2, pages 55-62.
• Bukhari M.S. Sillah & Hamad M.H. Al-Sheikh, 2012, "Income, Price, and Government Expenditure Elasticities of Oil in the Gulf Cooperation Council Countries," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 4, pages 333-341.
• Ulph, David & Selvaretnam, Geethanjali & Thampanishvong, Kannika, 2012, "Saving and Re-building Lives: an Analysis of the Determinants of Disaster Relief," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-47.
• Ching, Steve & Hsiao, Cheng & Wan, Shui Ki, 2012, "Impact of CEPA on the labor market of Hong Kong," China Economic Review, Elsevier, volume 23, issue 4, pages 975-981, DOI: 10.1016/j.chieco.2012.04.017.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012, "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 2, pages 345-361, DOI: 10.1016/j.csda.2011.07.006.
• Webel, Karsten, 2012, "Chaos in German stock returns — New evidence from the 0–1 test," Economics Letters, Elsevier, volume 115, issue 3, pages 487-489, DOI: 10.1016/j.econlet.2011.12.110.
• Ai, Chunrong & Meng, Meixia, 2012, "A root-N consistent estimator for some fixed-effects panel data sample selection models," Economics Letters, Elsevier, volume 116, issue 3, pages 411-413, DOI: 10.1016/j.econlet.2012.04.029.
• Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012, "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 367-381, DOI: 10.1016/j.jeconom.2012.02.003.
• Mendes, Beatriz Vaz de Melo & Marques, Daniel S., 2012, "Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 449-464, DOI: 10.1016/j.ememar.2012.07.005.
• Nazlioglu, Saban & Soytas, Ugur, 2012, "Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis," Energy Economics, Elsevier, volume 34, issue 4, pages 1098-1104, DOI: 10.1016/j.eneco.2011.09.008.
• Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L., 2012, "Econometric modeling and value-at-risk using the Pearson type-IV distribution," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 10-17, DOI: 10.1016/j.irfa.2012.02.003.
• Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2012, "Skew mixture models for loss distributions: A Bayesian approach," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 617-623, DOI: 10.1016/j.insmatheco.2012.08.002.
• Sheng, Xuguang & Thevenot, Maya, 2012, "A new measure of earnings forecast uncertainty," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 21-33, DOI: 10.1016/j.jacceco.2011.11.001.
• Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 377-396, DOI: 10.1016/j.jimonfin.2011.11.018.
• Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012, "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 211-220, DOI: 10.1016/j.regsciurbeco.2011.09.003.
• Awad, Ibrahim M., 2012, "Using econometric analysis of willingness-to-pay to investigate economic efficiency and equity of domestic water services in the West Bank," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 41, issue 5, pages 485-494, DOI: 10.1016/j.socec.2012.04.025.
• Marga Peeters & Loek Groot, 2012, "Demographic Pressure in the European Union," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_11, Jul.
• António Portugal Duarte & João Sousa Andrade, 2012, "The Portuguese Public Finances and the Spanish Horse," EcoMod2012, EcoMod, number 3718, Jul.
• Pincheira, Pablo & García, Álvaro, 2012, "En busca de un buen marco de referencia predictivo para la inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 313, pages 85-123, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Monalisa Sen & Anil K. Bera & Yu-Hsien Kao, 2012, "A Hausman Test for Spatial Regression Model," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029023.
• Dinghai Xu & Yuying Li, 2012, "Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 1, pages 22-43, March.
• Luisa Corrado & Roberta Distante, 2012, "Obesity is Contagious! Evidence from US Data," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, November.
• Christian Zimmermann, 2012, "Academic rankings with RePEc," Working Papers, Federal Reserve Bank of St. Louis, number 2012-023, DOI: 10.20955/wp.2012.023.
• �lexey Vedev & Yuri Danilov, 2012, "Russia's Financial Markets Development Forecast till 2020," Research Paper Series, Gaidar Institute for Economic Policy, issue 160P.
• João Sousa Andrade & António Portugal Duarte, 2012, "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-15, Oct.
• Timothy Halliday, 2012, "A Note on the Asymptotic Variance of Sample Roots," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201209, Jun.
• Dominique Guegan & Philippe de Peretti, 2012, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721327, Jul.
• Stéphane Goutte, 2012, "Conditional Markov regime switching model applied to economic modelling," Working Papers, HAL, number hal-00747479, Oct.
• Maican, Florin G., 2012, "From Boom to Bust and Back Again: A dynamic analysis of IT services," Working Papers in Economics, University of Gothenburg, Department of Economics, number 543, Sep.
• Mantalos, Panagiotis, 2012, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers, Örebro University, School of Business, number 2012:2, Feb.
• Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
• Antonina Modica-Milo & Juan Samuel Baixauli Soler & Susana Alvarez Diez, 2012, "Indicator Of Financial Health Proposal And Its Impact On Probability Of Default, Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Prediccion Del Fracaso Empresarial," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 3, pages 19-40.
• João Sousa Andrade & António Portugal Duarte, 2012, "The Importance of a Good Indicator for Global Exciess Demand," Book Chapters, Institute of Economic Sciences, chapter 1, in: Paulino Teixeira & António Portugal Duarte & Srdjan Redzepagic & Dejan Eric, "European Integration Process in Western Balkan Countries".
• Ozgur Omer ERSİN, 2012, "Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 319, pages 89-122.
• Brian Lucey & Charles Larkin, 2012, "London or New York: where and when does the gold price originate?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp410, Sep.
• Yannira Chávez & Paúl Medina, 2012, "Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 4, issue 2, pages 7-24, Diciembre.
• Felipe Andrés Lozano-Rojas, 2012, "Human Capital Contracts in Chile: An Exercise Based on Income Data on chilean HE Graduates," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 49, issue 2, pages 185-215, November.
• Paredes-Gómez, Angélica & Flores-Ortega, Miguel, 2012, "Análisis del comportamiento de la estructura de capital de empresas mexicanas del sector 7 siderúrgico en el periodo 2001-2011," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 36, pages 45-72, cuarto tr.
• Khandokar Mohammad Istiak, 2012, "Foreign Aid to Bangladesh: Some Iconoclastic Issues," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 331-343, January-J.
• R. Pace & Shuang Zhu, 2012, "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, volume 14, issue 1, pages 75-90, January, DOI: 10.1007/s10109-011-0155-7.
• Linda Gerkman, 2012, "Empirical spatial econometric modelling of small scale neighbourhood," Journal of Geographical Systems, Springer, volume 14, issue 3, pages 283-298, July, DOI: 10.1007/s10109-011-0147-7.
• Oliver Rutz & Randolph Bucklin, 2012, "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 231-257, June, DOI: 10.1007/s11129-011-9114-3.
• Eva Österbacka & Joachim Merz & Cathleen D. Zick, 2012, "Human capital investments in children –A comparative analysis of the role of parent-child shared time in selected countries," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 9, issue 1, pages 120-143, November.
• Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012, "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/12, May.
• Jan F. KIVIET & Milan PLEUS, 2012, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1208, Aug.
• Łukasz Lenart & Mateusz Pipień, 2012, "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers, Narodowy Bank Polski, number 107.
• John H. Cochrane, 2012, "Continuous-Time Linear Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18181, Jun.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 18391, Sep.
• Guido W. Imbens & Michal Kolesar, 2012, "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 18478, Oct.
• Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012, "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 1, issue 1, pages 42-53, January.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W04, Apr.
• Bent Nielsen & Andrew Whitby, 2012, "A Joint Chow Test for Structural Instability," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W07, Jun.
• David S. Lee & Alexandre Mas, 2012, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961--1999," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 1, pages 333-378.
• Teselios Delia & Vilcu Anca & Albici Mihaela, 2012, "Increasing the Efficiency of Decision-Making Process with the Help of Econometrics," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1211-1214, May.
• Pintilescu Carmen, 2012, "Modelling the Disposable Income for the North-East Region of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 301-304, Decembre.
• Albici Mihaela & Teselios Delia & ntonescu Eugenia, 2012, "Difference Test Between Two Environments - Econometric Method of Substantiating the Decision," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 574-578, Decembre.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-035, Sep.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2012, "The Impact Of Previous Job Experience On Employment Odds In Szczecin," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 4, pages 63-75, December, DOI: 10.12775/EQUIL.2012.027.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Okpara, Godwin Chigozie, 2012, "An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 36676, Feb, revised 14 Feb 2012.
• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012, "The formulation and estimation of random effects panel data models of trade," MPRA Paper, University Library of Munich, Germany, number 36789, Feb.
• Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
• Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.
• Kalantzis, Fotis & Sakellaris, Kostis, 2012, "Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices," MPRA Paper, University Library of Munich, Germany, number 37794, Apr.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Parrini, Alessandro, 2012, "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper, University Library of Munich, Germany, number 38544, Apr.
• Fan, Jianqing & Liao, Yuan, 2012, "Endogeneity in ultrahigh dimension," MPRA Paper, University Library of Munich, Germany, number 38698.
• Alvi, Mohsin, 2012, "The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]," MPRA Paper, University Library of Munich, Germany, number 39065, Jun.
• Lau, Evan & Hamzah, Siti Nur Zahara, 2012, "Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah," MPRA Paper, University Library of Munich, Germany, number 39297, May.
• Słoczyński, Tymon, 2012, "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 39524, Jun.
• Alvi, Mohsin, 2012, "Attitude Differentiates The Brand Selection (From the view of Generation Y people)," MPRA Paper, University Library of Munich, Germany, number 39592, Jun.
• Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella, 2012, "Skew mixture models for loss distributions: a Bayesian approach," MPRA Paper, University Library of Munich, Germany, number 39826.
• Doko Tchatoka, Firmin, 2012, "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper, University Library of Munich, Germany, number 40184, Jul.
• Bildirici, Melike & Ersin, Özgür, 2012, "Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models," MPRA Paper, University Library of Munich, Germany, number 40330, Jan, revised May 2012.
• Stasi, Antonio & Diotallevi, Francesco & Marchini, Andrea, 2012, "Strategie di prezzo e profittabilità nel mercato degli oli extra-vergine di oliva:un modello di analisi attraverso gli scanner data
  [Big And Small Producers, Private Label And Gdo’S Price Strategies For Extra-Virgin Olive Oil]," MPRA Paper, University Library of Munich, Germany, number 40449.
• Bildirici, Melike, 2012, "Economic Growth and Electricity Consumption in Africa and Asia: MS-VAR and MS-GRANGER Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 40515, Jan.
• Tanner, Reto & Bolduc, Denis, 2012, "The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs," MPRA Paper, University Library of Munich, Germany, number 41452, Jul.
• Leeb, Hannes & Pötscher, Benedikt M., 2012, "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper, University Library of Munich, Germany, number 41459.
• Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012, "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper, University Library of Munich, Germany, number 41486, Aug.
• Bai, Jushan & Liao, Yuan, 2012, "Efficient Estimation of Approximate Factor Models," MPRA Paper, University Library of Munich, Germany, number 41558, Sep.
• Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012, "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper, University Library of Munich, Germany, number 41872, Aug.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012, "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper, University Library of Munich, Germany, number 42062, Oct.
• Omay, Tolga, 2012, "The comparison of optimization algorithms on unit root testing with smooth transition," MPRA Paper, University Library of Munich, Germany, number 42129, Oct.
• Matkovskyy, Roman, 2012, "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper, University Library of Munich, Germany, number 42173, Apr.
• Bentes, Sonia R & Menezes, Rui, 2012, "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper, University Library of Munich, Germany, number 42193, Oct.
• Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012, "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper, University Library of Munich, Germany, number 42535, Oct.
• Iqbal, Javed & Mehmood, Sultan, 2012, "Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan," MPRA Paper, University Library of Munich, Germany, number 42910, Nov, revised 04 Dec 2012.
• Yousuf, Ahmed Sadek, 2012, "Assessing Impact of Health Oriented Aid on Infant Mortality Rates," MPRA Paper, University Library of Munich, Germany, number 43212, Oct, revised 10 Dec 2012.
• Ari, Yakup, 2012, "Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH," MPRA Paper, University Library of Munich, Germany, number 43330, May.
• Rimgailaite, Ramune, 2012, "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper, University Library of Munich, Germany, number 43451, Sep.
• Villa, Juan M., 2012, "Simplifying the estimation of difference in differences treatment effects with Stata," MPRA Paper, University Library of Munich, Germany, number 43943, Nov.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Matkovskyy, Roman, 2012, "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
  [Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregres," MPRA Paper, University Library of Munich, Germany, number 44717, Jan, revised Nov 2012.
• Matkovskyy, Roman, 2012, "Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
  [Forecasting Economic Development of Ukraine based on BVAR models with different priors]," MPRA Paper, University Library of Munich, Germany, number 44725, Jan, revised Nov 2012.
• Acevedo Rueda, Rafael Alexis & Mora Mora, José U. & Harmath Fernández, Pedro Alexander, 2012, "La brecha del producto y el producto potencial en Venezuela: una estimación SVAR
  [Output Gap and Potential GDP in Venezuela: A SVAR Estimation]," MPRA Paper, University Library of Munich, Germany, number 58691, revised 2013.
• Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria, 2012, "A non-linear Leontief–type input-output model," MPRA Paper, University Library of Munich, Germany, number 74447.
• Marco Battaglini & Uliana Makarov, 2012, "Cheap Talk with Multiple Audiences: an Experimental Analysis," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1417, Jul.
• Stephen Morris & Satoru Takahashi, 2012, "Games in Preference Form and Preference Rationalizability," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1420, Sep.
• Dilip Abreu & David Pearce & Ennio Stacchetti, 2012, "One-Sided Uncertainty And Delay In Reputational Bargaining," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1430, Oct.
• Marco Battaglini & Rohit Lamba, 2012, "Optimal Dynamic Contracting," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1431, Oct.
• Kassie, Menale & Jaleta, Moti & Shiferaw, Bekele & Mmbando, Frank & Muricho, Geoffrey, 2012, "Plot and Household-Level Determinants of Sustainable Agricultural Practices in Rural Tanzania," RFF Working Paper Series, Resources for the Future, number dp-12-02-efd, Jan.
• Martin Burda & John M. Maheu, 2012, "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 46_12, Jun.
• Andrey Aistov & Alexander Larin & Lyudmila Leonova, 2012, "Informal employment and happiness: Model with endogenous regressors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 26, issue 2, pages 17-36.
• Vladimir Habrov, 2012, "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 35-62.
• Sinem Pinar Gürel & Murad Tiryakioglu, 2012, "Seasonal Unit Root: An Application to Turkish Industrial Production Series," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-77.
• Bourbonnais, Régis & Maftei, Mara Magda, 2012, "The Contribution of Econometrics to the Management of the Enterprise," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 144-155, March.
• Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012, "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 83-103, December.
• Alexandrina-Ioana Scorbureanu & IOn Scorbureanu, 2012, "Neighborhood quality determinants. Empirical evidence from the American Housing Survey," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 3, issue 1, pages 153-161, July.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A015, Dec, revised Jun 2013.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A016, Dec.
• Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012, "The relationship between budgetary expenditure and economic growth in Poland," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 20, issue 1, pages 161-182, March, DOI: 10.1007/s10100-010-0186-z.
• Gregor Weiß, 2012, "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 1-32, January, DOI: 10.1007/s12197-009-9099-x.
• Stephanié Rossouw & Gail Pacheco, 2012, "Measuring Non-Economic Quality of Life on a Sub-National Level: A Case Study of New Zealand," Journal of Happiness Studies, Springer, volume 13, issue 3, pages 439-454, June, DOI: 10.1007/s10902-011-9272-8.
• Qian Chen & David Giles, 2012, "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, volume 53, issue 2, pages 409-426, May, DOI: 10.1007/s00362-010-0348-z.
• Ali Alichi & Rabah Arezki, 2012, "An alternative explanation for the resource curse: the income effect channel," Applied Economics, Taylor & Francis Journals, volume 44, issue 22, pages 2881-2894, August, DOI: 10.1080/00036846.2011.568400.
• Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesár, 2012, "Clustering, Spatial Correlations, and Randomization Inference," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 578-591, June, DOI: 10.1080/01621459.2012.682524.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2012, "Integer-valued L�vy processes and low latency financial econometrics," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 4, pages 587-605, January, DOI: 10.1080/14697688.2012.664935.
• André Jordaan & Joel Eita, 2012, "Determinants of South Africa's exports of leather products," Agrekon, Taylor & Francis Journals, volume 51, issue 2, pages 38-52, DOI: 10.1080/03031853.2012.695137.
• S. Boragan Aruoba & Cagri Sarikaya, 2012, "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1219.
• Albici Mihaela & Teselios Delia, 2012, "Verification Of Decisions Correctness Using Econometric Methods," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 248-254, November.