Research classified by Journal of Economic Literature (JEL) codes

2010

• Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010, "Biases in approximating log production," MPRA Paper, University Library of Munich, Germany, number 27527.
• Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010, "Computing and estimating information matrices of weak arma models," MPRA Paper, University Library of Munich, Germany, number 27685.
• Bayraci, Selcuk & UNAL, GAZANFER, 2010, "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper, University Library of Munich, Germany, number 28091, Nov.
• CHATTI, Mohamed Ali & KABLAN, Sandrine & YOUSFI, Ouidad, 2010, "Activity diversification and performance of Islamic banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 28348, Jan.
• Sebastian, Orzeł & Agnieszka, Wyłomańska, 2010, "Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times," MPRA Paper, University Library of Munich, Germany, number 28593.
• Pulok, Mohammad Habibullah, 2010, "The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model," MPRA Paper, University Library of Munich, Germany, number 28755, Sep.
• Polishchuk, Leonid & Borisova, Ekaterina, 2010, "Performance assessment of Russian homeowners associations : The importance of being social," MPRA Paper, University Library of Munich, Germany, number 28785, Jul.
• Ari, Yakup & Unal, Gazanfer, 2010, "Continuous Modeling of Foreign Exchange Rate of USD versus TRY," MPRA Paper, University Library of Munich, Germany, number 29241.
• Makhankov, V. G. & Aguero-Granados, M. A., 2010, "Quantifying Flexibility Real Options Calculus," MPRA Paper, University Library of Munich, Germany, number 29795, Jul, revised 22 Mar 2011.
• Bayraci, Selcuk, 2010, "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper, University Library of Munich, Germany, number 30839, Jan, revised 10 May 2011.
• Mohamed Hassan, Hisham, 2010, "Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality," MPRA Paper, University Library of Munich, Germany, number 31442, May.
• Besso, Christophe Raoul, 2010, "Phillips Curve, case study in Cameroon: evaluation of fundamental assumptions," MPRA Paper, University Library of Munich, Germany, number 35614, Nov, revised 28 Dec 2011.
• Odusanya, Ibrahim Abidemi & Atanda, Akinwande AbdulMaliq, 2010, "Analysis of inflation and its determinants in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35837.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010, "A Non-Parametric Approach to Spatial Causality," MPRA Paper, University Library of Munich, Germany, number 36768.
• Fan, Yanqin & Park, Sang Soo, 2010, "Confidence sets for some partially identified parameters," MPRA Paper, University Library of Munich, Germany, number 37149.
• Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
• Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour, 2010, "Bootstrapping realized multivariate volatility measures," MPRA Paper, University Library of Munich, Germany, number 40123, Jul.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
• Makiela, Kamil, 2010, "State Level Efficiency Measures for Healthcare Systems," MPRA Paper, University Library of Munich, Germany, number 62172, Jan.
• Ondřej Vojáček & Iva Pecáková, 2010, "Comparison of Discrete Choice Models for Economic Environmental Research," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 35-53, DOI: 10.18267/j.pep.363.
• Rafael Dix-Carneiro, 2010, "Trade Liberalization and Labor Market Dynamics," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1273, Nov.
• Marco Gonzalez-Navarro & Climent Quintana-Domeque, 2010, "Street Pavement: Results from an Infrastructure Experiment in Mexico," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 1247, Jul.
• Moritz Meyer-ter-Vehn & Stephen Morris, 2010, "The Robustness of Robust Implementation," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1252, Jun.
• Yilmaz Kocer, 2010, "Endogenous Learning with Bounded Memory," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1290, Nov.
• Leandro Gorno, 2010, "Additive representation for preferences over menus in finite choice settings," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1292, Dec.
• Paulo Natenzon, 2010, "Subjective Ambiguity and Preference for Flexibility," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1265, Sep.
• Adam Meirowitz & Kristopher W. Ramsay, 2010, "Investment and Bargaining," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1266, Sep.
• Angus Deaton, 2010, "Instruments, randomization, and learning about development," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies., number 1224, Mar.
• Simona Monteleone, 2010, "Underground economy: Irregular employment in Italy from 1980 to 2009," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 8_2010, Dec.
• Xun Tang & Aureo de Paula, 2010, "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," 2010 Meeting Papers, Society for Economic Dynamics, number 1087.
• Mohamed Ali Houfi & Ghassen El Montasser, 2010, "Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 36, pages 15-51, June.
• Kassie, Menale & Shiferaw, Bekele & Muricho, Geoffrey, 2010, "Adoption and Impact of Improved Groundnut Varieties on Rural Poverty: Evidence from Rural Uganda," RFF Working Paper Series, Resources for the Future, number dp-10-11-efd, May.
• Jinyong Hahn & Geert Ridder, 2010, "The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 575, Sep.
• Ekaterina I. Borisova & Anatoly Peresetsky & Leonid Polishchuk, 2010, "Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 20, issue 4, pages 75-101.
• Vladimir Mkhitaryan & Vladimir Shishov & Andrey Kozlov, 2010, "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 91-100.
• Wonho Song, 2010, "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 2, pages 79-109, DOI: 10.11644/KIEP.JEAI.2010.14.2.219.
• Javier Aliaga Lordemann & Horacio Villegas Quino & Daniel Leguía, 2010, "Deforestación en Bolivia: Una Aproximación Espacial," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 17/2010, Dec.
• Dimitriu, Maria Caracota & Savu, Blessy Mathew, 2010, "Econometric Analysis Of Efficiency In The Indian Manufacturing Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 182-197, March.
• Andrei, Tudorel & Lefter, Viorel & Oancea, Bogdan & Stancu, Stelian, 2010, "A Comparative Study of Some Features of Higher Education in Romania, Bulgaria and Hungary," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 280-294, July.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Joshua D. Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers, German Data Forum (RatSWD), number 142.
• Thomas Siedler & Bettina Sonnenberg, 2010, "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers, German Data Forum (RatSWD), number 146.
• Shruti Tripathi & Vikash Gautam, 2010, "Road Transport Infrastructure and Economic Growth in India," Journal of Infrastructure Development, India Development Foundation, volume 2, issue 2, pages 135-151, December, DOI: 10.1177/097493061100200204.
• Praveen Sinha, 2010, "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, volume 38, issue 2, pages 347-360, April, DOI: 10.1007/s00181-009-0269-7.
• Nunzio Cappuccio & Diego Lubian, 2010, "The fragility of the KPSS stationarity test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 2, pages 237-253, June, DOI: 10.1007/s10260-010-0130-3.
• Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010, "Estimating Value At Risk Var Using Tivex Pot Models," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 2, pages 152-170.
• J. Paul Dunne & Ron Smith, 2010, "Military Expenditure And Granger Causality: A Critical Review," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 5-6, pages 427-441, DOI: 10.1080/10242694.2010.501185.
• ANCELOT Lydie, 2010, "Equité du plaider coupable : une analyse économétrique dans trois tribunaux de grande instance français," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2010-09.
• Robin Hogarth & Emre Soyer, 2010, "Econometrics and decision making: Effects of presentation mode," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1204, Feb.
• J Paul Dunne & Ron P. Smith, 2010, "Military Expenditure and Granger Causality: A Critical Review," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1007, Jun.
• Silvia Centanni & Marco Minozzo, 2010, "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers, University of Verona, Department of Economics, number 22/2010, Dec.
• Dinghai Xu & Yuying Li, 2010, "Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach," Working Papers, University of Waterloo, Department of Economics, number 1002, May, revised May 2010.
• Dinghai Xu, 2010, "A Threshold Stochastic Volatility Model with Realized Volatility," Working Papers, University of Waterloo, Department of Economics, number 1003, May, revised May 2010.
• Krzysztof Kontek, 2010, "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 43, May.
• Shinichi Ichimura & Lawrence R Klein (ed.), 2010, "Macroeconometric Modeling of Japan," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7010, ISBN: ARRAY(0x619c41c0), September.
• Hui Ying Sng, 2010, "Economic Growth and Transition:Econometric Analysis of Lim's S-Curve Hypothesis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7570, ISBN: ARRAY(0x6030ade8), September.

2009

• Houssou, Nazaire & Zeller, Manfred, 2009, "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51454, DOI: 10.22004/ag.econ.51454.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Targeting the poor and smallholder farmers: empirical evidence from Malawi," Research in Development Economics and Policy (Discussion Paper Series), Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics, number 57988, DOI: 10.22004/ag.econ.57988.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009, "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers, Yale University, Economic Growth Center, number 47107, Jan, DOI: 10.22004/ag.econ.47107.
• Asli EKMEKCI & Murat KASIMOGLU & Mirela CRISTEA, 2009, "The analysis of localized competition among organizations and a research in banking sector," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 81-90, May.
• Francq, Christian & Zakoïan, Jean-Michel, 2009, "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 313-324.
• Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009, "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 417-427.
• Lee, David S. & Mas, Alexandre, 2009, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt1j93n8gj, Jan.
• Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2009, "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," CESifo Working Paper Series, CESifo, number 2877.
• Felipe Lozano R., 2009, "Evaluating An Alternative To Finance Higher Education: Human Capital Contracts In Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Gustavo Solórzano Andrade & Iván Rivadeneyra Camino & Luis Ángel Guamán Lazo, 2009, "Cambio estructural en la competitividad ecuatoriana después de la dolarización," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• Chichilnisky, Graciela, 2009, "The Limits Of Econometrics: Nonparametric Estimation In Hilbert Spaces," Econometric Theory, Cambridge University Press, volume 25, issue 4, pages 1070-1086, August.
• Razvan STEFANESCU & Ramona DUMITRIU, 2009, "Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 255-270.
• Ken Yamada, 2009, "Labor Supply Responses to the 1990s Japanese Tax Reforms," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 23047, Jan.
• Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009, "Constructing structural VAR models with conditional independence graphs," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2910-2916, DOI: 10.1016/j.matcom.2008.11.013.
• Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009, "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 811-828, August.
• Yanqin Fan & Sang Soo Park, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025004.
• Eva Ryšavá & Elisa Galeotti, 2009, "Determinants of FDI in Czech Manufacturing Industries between 2000-2006," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/17, Apr, revised Apr 2009.
• Matteo Modena, 2009, "An Empirical Investigation of the Lucas Hypothesis: the Yield Curve and Non Linearity in the Money-Output Relationship," Working Papers, Business School - Economics, University of Glasgow, number 2010_15, May, revised Jun 2010.
• Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009, "Behavioral Econometrics for Psychologists," Working Papers, Copenhagen Business School, Department of Economics, number 04-2009, Apr.
• Andersen, Steffen & Harrison, Glenn W. & Hole, Arne Risa & Rutström, Elisabet E., 2009, "Non-Linear Mixed Logit and the Characterization of Individual Heterogeneity," Working Papers, Copenhagen Business School, Department of Economics, number 06-2009, Jun.
• Andersen, Steffen & Fountain, John & Harrison, Glenn W. & Rutström, Elisabet E., 2009, "Estmating Aversion to Uncertainty," Working Papers, Copenhagen Business School, Department of Economics, number 07-2009, Jul.
• Martinsson, Gustav, 2009, "Finance and R&D Investments - is there a debt overhang effect on R&D investments?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 174, Mar.
• Almasri, Abdullah, 2009, "Applying Wavelet Variance on Swedish Wind Speed Data," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:13, Sep.
• Almasri, Abdullah, 2009, "Testing the Periodicity on the Swedish Varve Data," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:14, Oct.
• Wooldridge, Jeffrey M. & Imbens, Guido, 2009, "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles, Harvard University Department of Economics, number 3043416.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009, "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-037, Mar.
• Elena Biewen & Gerd Ronning & Martin Rosemann, 2009, "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 53, Sep.
• Denny Permatasari & Nur Iriawan, 2009, "Pemodelan Kurva Imbal Hasil Obligasi Korporasi Rating Aa Dan A Dengan Nelson Siegel Svensson Dan Cubic Spline Smoothing," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 4, pages 293-322, April, DOI: https://doi.org/10.21098/bemp.v11i4.
• Erich Battistin & Andrew Chesher, 2009, "Treatment effect estimation with covariate measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/09, Sep.
• Ali Alichi & Mr. Rabah Arezki, 2009, "An Alternative Explanation for the Resource Curse: The Income Effect Channel," IMF Working Papers, International Monetary Fund, number 2009/112, May.
• Guimaraes, Paulo & Portugal, Pedro, 2009, "A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3935, Jan.
• Contini, Bruno, 2009, "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4035, Feb.
• Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009, "Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit," Journal of Statistical Software, Foundation for Open Access Statistics, volume 29, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Antonio Páez, 2009, "Recent research in spatial real estate hedonic analysis," Journal of Geographical Systems, Springer, volume 11, issue 4, pages 311-316, December, DOI: 10.1007/s10109-009-0103-y.
• Alexandra Schmidt & Ajax Moreira & Steven Helfand & Thais Fonseca, 2009, "Spatial stochastic frontier models: accounting for unobserved local determinants of inefficiency," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 101-112, April, DOI: 10.1007/s11123-008-0122-6.
• Stephen Hall & Sahar S. Qaqeesh, 2009, "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/18, Sep.
• Abdul Ghafoor & Khalid Mustafa & Khalid Mushtaq & Abedullah, 2009, "Cointegration and Causality: An Application to Major Mango Markets in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 14, issue 1, pages 85-113, Jan-Jun.
• Eduardo Fé-Rodríguez & Richard Hofler, 2009, "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series, Economics, The University of Manchester, number 0916.
• Dennis W. Carlton, 2009, "Why We Need to Measure the Effect of Merger Policy and How to Do It," NBER Working Papers, National Bureau of Economic Research, Inc, number 14719, Feb.
• Jean-Pierre H. Dubé & Jeremy T. Fox & Che-Lin Su, 2009, "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14991, May.
• Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009, "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers, National Bureau of Economic Research, Inc, number 15210, Aug.
• Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W12, Oct.
• Gareth D. Myles, 2009, "Economic Growth and the Role of Taxation - Aggregate Data," OECD Economics Department Working Papers, OECD Publishing, number 714, Jul, DOI: 10.1787/222781828316.
• Gareth D. Myles, 2009, "Economic Growth and the Role of Taxation - Disaggregate Data," OECD Economics Department Working Papers, OECD Publishing, number 715, Jul, DOI: 10.1787/222775817802.
• Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
• Kosuke Oya, 2009, "Bias-Corrected Realized Variance under Dependent Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-39, Nov.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375, March.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375.
• Simon Wren-Lewis, 2009, "Internal Consistency, Nominal Inertia and the Microfoundation of Macroeconomics," Economics Series Working Papers, University of Oxford, Department of Economics, number 450, Sep.
• Gaurav Nayyar, 2009, "The Demand for Services in India. A Mirror Image of Engel's Law for Food?," Economics Series Working Papers, University of Oxford, Department of Economics, number 451, Sep.
• Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 458, Oct.
• Neil Shephard & Thomas Flury, 2009, "Learning and filtering via simulation: smoothly jittered particle filters," Economics Series Working Papers, University of Oxford, Department of Economics, number 469, Dec.
• Kyungchul Song, 2009, "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-036, Sep.
• Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009, "Measuring market risk using extreme value theory," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 91-121, December.
• Renfro, Charles G, 2009, "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper, University Library of Munich, Germany, number 13102, Jan, revised 01 Jan 2009.
• Povh, Martin & Fleten, Stein-Erik, 2009, "Modeling long-term electricity forward prices," MPRA Paper, University Library of Munich, Germany, number 13162, Jan.
• Onatski, Alexei & Uhlig, Harald, 2009, "Unit Roots in White Noise," MPRA Paper, University Library of Munich, Germany, number 14057, Mar.
• Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009, "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper, University Library of Munich, Germany, number 14388, Mar.
• Li, Jia, 2009, "Finance-growth Nexus in China: A Channel Decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 14409, Mar.
• Pereira, Vítor, 2009, "Factores explicativos do crescimento do PIB português
  [Explanatory factors of GDP growth Portuguese]," MPRA Paper, University Library of Munich, Germany, number 14531.
• Onour, Ibrahim, 2009, "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper, University Library of Munich, Germany, number 14937, Apr.
• Onour, Ibrahim, 2009, "Financial Integration of North Africa Stock Markets," MPRA Paper, University Library of Munich, Germany, number 14938, Apr.
• Mynbaev, Kairat, 2009, "OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version," MPRA Paper, University Library of Munich, Germany, number 15153, May.
• Obinyeluaku, Moses & Viegi, Nicola, 2009, "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper, University Library of Munich, Germany, number 15372, May.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 15396, May.
• Gan, Jumwu, 2009, "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper, University Library of Munich, Germany, number 15596, May.
• Aguirregabiria, Victor, 2009, "Econometric Issues and Methods in the Estimation of Production Functions," MPRA Paper, University Library of Munich, Germany, number 15973, Jun.
• Aguirregabiria, Victor, 2009, "Some Notes on Sample Selection Models," MPRA Paper, University Library of Munich, Germany, number 15974, May.
• Olayeni, Olaolu Richard, 2009, "A small open economy model for Nigeria: a BVAR-DSGE approach," MPRA Paper, University Library of Munich, Germany, number 16180, Jun.
• Kristoufek, Ladislav, 2009, "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper, University Library of Munich, Germany, number 16424, Jul.
• Asghar, Zahid, 2009, "ELG hypothesis is valid for India: An Evidence from Structural Causality," MPRA Paper, University Library of Munich, Germany, number 16429, Jul.
• Kristoufek, Ladislav, 2009, "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper, University Library of Munich, Germany, number 16446, Jul.
• Hussain, Karrar, 2009, "Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan," MPRA Paper, University Library of Munich, Germany, number 16486, Aug.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.
• Nickl, Richard & Pötscher, Benedikt M., 2009, "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper, University Library of Munich, Germany, number 16608, Mar.
• Harin, Alexander, 2009, "Разрывы В Шкале Вероятностей. Расчет Величин Разрывов
  [Ruptures in the probability scale. Calculation of ruptures’ values]," MPRA Paper, University Library of Munich, Germany, number 16663, Aug.
• Izhar, Ahmad & Tariq, Masood, 2009, "Impact of Institutional Credit on Aggregate Agricultural Production in India during Post Reform Period," MPRA Paper, University Library of Munich, Germany, number 17075, Aug.
• Arezki, Rabah & Alichi, Ali, 2009, "An Alternative Explanation for the Resource Curse: The Income Effect Channel," MPRA Paper, University Library of Munich, Germany, number 17130, May.
• Caner, Mehmet & Sandler Morrill, Melinda, 2009, "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper, University Library of Munich, Germany, number 17689, Oct.
• Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009, "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper, University Library of Munich, Germany, number 17715.
• Alia, Didier & Chassem Tchatchum, Nacisse Palissy, 2009, "Commerce, finance et croissance économique au Cameroun
  [Commerce, finance and economics growth in Cameroun]," MPRA Paper, University Library of Munich, Germany, number 17737, Feb.
• Hamrita, Mohamed Essaied & Ben Abdallah, Nidhal & Ben Ammou, Samir, 2009, "The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price," MPRA Paper, University Library of Munich, Germany, number 18424, Oct.
• Mohammed, Shehu Tijjani, 2009, "Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 18452, Nov.
• Onour, Ibrahim, 2009, "Rational bubbles and volatility persistence in India stock market," MPRA Paper, University Library of Munich, Germany, number 18545, Nov.
• Skribans, Valerijs, 2009, "Влияние Трудовой Эмиграции На Рынок Труда В Латвии
  [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper, University Library of Munich, Germany, number 18771, Oct.
• Boubacar Mainassara, Yacouba, 2009, "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 18990, Dec.
• Skribans, Valerijs, 2009, "Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku
  [Influence of the Crisis and 2009 Tax Policy Changes on the Latvian Economy]," MPRA Paper, University Library of Munich, Germany, number 19141.
• Pacifico, Daniele, 2009, "Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata," MPRA Paper, University Library of Munich, Germany, number 19578, Nov.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009, "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper, University Library of Munich, Germany, number 19963.
• Skribans, Valerijs, 2009, "Būvniecības nozares prognozēšanas modelis
  [Construction branch forecasting model]," MPRA Paper, University Library of Munich, Germany, number 20393, revised 2009.
• Mapa, Dennis S & Sandoval, Monica Flerida B & Yap, David Joseph Emmanuel B, 2009, "Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter," MPRA Paper, University Library of Munich, Germany, number 20681, Jan.
• Pavlyuk, Dmitry, 2009, "Statistical Analysis of the Relationship between Public Transport Accessibility and Flat Prices in Riga," MPRA Paper, University Library of Munich, Germany, number 20921, Aug.
• Mapa, Dennis S. & Suaiso, Oliver Q., 2009, "Measuring market risk using extreme value theory," MPRA Paper, University Library of Munich, Germany, number 21246, Dec.
• Wang, Yafeng & Graham, Brett, 2009, "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper, University Library of Munich, Germany, number 21331, Dec.
• Khan, Zahid & Asghar, Zahid, 2009, "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper, University Library of Munich, Germany, number 22091, Dec, revised 10 Apr 2010.
• Balcombe, Kelvin, 2009, "The Nature and Determinants of Volatility in Agricultural Prices," MPRA Paper, University Library of Munich, Germany, number 24819.
• Aritenang, Adiwan F., 2009, "The Impact of Government Budget shifts to Regional Disparities in Indonesia: Before and After Decentralisation," MPRA Paper, University Library of Munich, Germany, number 25243, Apr.
• Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009, "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper, University Library of Munich, Germany, number 25772, Dec.
• Mahmud, Hassan, 2009, "Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach," MPRA Paper, University Library of Munich, Germany, number 25908, Jun.
• Skribans, Valerijs, 2009, "Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi
  [Taxes income modeling with system dynamic method]," MPRA Paper, University Library of Munich, Germany, number 27096.
• Mynbaev, Kairat, 2009, "Regressions with Asymptotically Collinear Regressor," MPRA Paper, University Library of Munich, Germany, number 31315, Aug.
• Qian, Hang, 2009, "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper, University Library of Munich, Germany, number 31509, Jul.
• Albu, Lucian-Liviu & Diaconescu, Tiberiu, 2009, "Simulation on long-term correlation between demographic variables and economic growth," MPRA Paper, University Library of Munich, Germany, number 33003, May.
• Griffith, Ronnie & Waithe, Kimberly & Lorde, Troy & Craigwell, Roland, 2009, "The contribution of credit unions to the national development of Barbados," MPRA Paper, University Library of Munich, Germany, number 33439.
• Nyamwange, Mathew, 2009, "Foreign direct investment in Kenya," MPRA Paper, University Library of Munich, Germany, number 34155, Oct.
• Fan, Yanqin & Park, Sang Soo, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper, University Library of Munich, Germany, number 37148.
• Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon, 2009, "Fundamentos de econometría intermedia: Teoría y aplicaciones
  [Intermediate economics: Theory and applications]," MPRA Paper, University Library of Munich, Germany, number 37183, Jan.
• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• Papageorgiou, Theofanis & Michaelides, Panayotis G. & Milios, John, 2009, "Economic Fluctuations, Cyclical Regularities and Technological Change: The U.S. Food Sector (1958–2006)," MPRA Paper, University Library of Munich, Germany, number 67115.
• Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea, 2009, "Some notes about decentralization process implications on public administration corruption in romania," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 1, pages 26-37, DOI: 10.18267/j.pep.339.
• David S. Lee & Alexandre Mas, 2009, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1136, Jan.
• Jesse Rothstein, 2009, "Is the EITC as Good as an NIT? Conditional Cash Transfers and Tax Incidence," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1160, Jan.
• Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009, "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1162, Feb.
• Alan S. Blinder & Alan B. Krueger, 2009, "Alternative Measures of Offshorability: A Survey Approach," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1169, Aug.
• Morris M. Kleiner & Alan B. Krueger, 2009, "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1178, Aug.