Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other
2017
- Mustafa U. Karakaplan & Levent Kutlu, 2017, "Handling Endogeneity in Stochastic Frontier Analysis," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 889-901.
- Livio Ferrante & Simona Monteleone & Francesco Reito, 2017, "Universities as nail factories? An evaluation of the Italian public funding of higher education," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1490-1495.
- Youngsoo Kim & Younoh Kim & Vlad Radoias, 2017, "The short-run price elasticity of demand for energy in the US," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 606-613.
- Burkhard Raunig, 2017, "Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1996-2003.
- Md.Thasinul Abedin, 2017, "Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1708-1719.
- Trung Xuan Hoang & Quang Nhat Bui, 2017, "Sectoral Employment and Poverty in Rural Vietnam in 2000s," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2458-2465.
- Hulya Saygili & Kemal Türkcan, 2017, "Trade integration and export survival: Evidence from Turkish machinery products," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1918-1927.
- Fernanda Maria Müller & Fábio M Bayer, 2017, "Improved two-component tests in Beta-Skew-t-EGARCH models," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2364-2373.
- Aysegul Corakcı & Furkan Emirmahmutoglu & Omay Tolga, 2017, "PPP hypothesis and temporary structural breaks," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1541-1548.
- Vincent Boucher, 2017, "Selecting Equilibria using Best-Response Dynamics," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2728-2734.
- Sergio Longobardi & Margherita Maria Pagliuca & Andrea Regoli, 2017, "Family background and financial literacy of Italian students: the mediating role of attitudes and motivations," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2585-2594.
- Aye Aye Khin & Wong Hong Chau & Ung Leng Yean & Ooi Chee Keong & Raymond Ling Leh Bin, 2017, "Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 33-40.
- Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi, 2017, "Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 9-17.
- Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017, "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, volume 52, issue C, pages 32-44, DOI: 10.1016/j.asieco.2017.08.001.
- Loberto, Michele & Perricone, Chiara, 2017, "Does trend inflation make a difference?," Economic Modelling, Elsevier, volume 61, issue C, pages 351-375, DOI: 10.1016/j.econmod.2016.11.002.
- Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng, 2017, "Asset prices and economic fluctuations: The implications of stochastic volatility," Economic Modelling, Elsevier, volume 64, issue C, pages 128-140, DOI: 10.1016/j.econmod.2017.03.017.
- Dong, Fang, 2017, "Testing the Marshall-Lerner condition between the U.S. and other G7 member countries," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 30-40, DOI: 10.1016/j.najef.2017.01.003.
- Rowell, David & Nghiem, Son Hong & Connelly, Luke B., 2017, "Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited," Economics Letters, Elsevier, volume 150, issue C, pages 4-5, DOI: 10.1016/j.econlet.2016.10.044.
- Drukker, David M., 2017, "Two-part models are robust to endogenous selection," Economics Letters, Elsevier, volume 152, issue C, pages 71-72, DOI: 10.1016/j.econlet.2017.01.004.
- Li, Meiyu & Gençay, Ramazan, 2017, "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, volume 155, issue C, pages 104-110, DOI: 10.1016/j.econlet.2017.03.021.
- Li, Kathleen T. & Bell, David R., 2017, "Estimation of average treatment effects with panel data: Asymptotic theory and implementation," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 65-75, DOI: 10.1016/j.jeconom.2016.01.011.
- Ghanem, Dalia, 2017, "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 202-217, DOI: 10.1016/j.jeconom.2016.11.005.
- Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017, "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 273-283, DOI: 10.1016/j.jeconom.2016.11.006.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2017, "Learning can generate long memory," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 1-9, DOI: 10.1016/j.jeconom.2017.01.001.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017, "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 181-193, DOI: 10.1016/j.jeconom.2017.06.004.
- Garcia, Tanya P. & Ma, Yanyuan, 2017, "Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 194-206, DOI: 10.1016/j.jeconom.2017.06.005.
- Chaker, Selma, 2017, "On high frequency estimation of the frictionless price: The use of observed liquidity variables," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2017.06.018.
- Kleijnen, Jack P.C., 2017, "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, volume 256, issue 1, pages 1-16, DOI: 10.1016/j.ejor.2016.06.041.
- Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017, "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 43-58, DOI: 10.1016/j.jempfin.2017.05.003.
- Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
- Boubaker, Heni & Raza, Syed Ali, 2017, "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, volume 64, issue C, pages 105-117, DOI: 10.1016/j.eneco.2017.01.026.
- Song, Lianlian & Fu, Yelin & Zhou, Peng & Lai, Kin Keung, 2017, "Measuring national energy performance via Energy Trilemma Index: A Stochastic Multicriteria Acceptability Analysis," Energy Economics, Elsevier, volume 66, issue C, pages 313-319, DOI: 10.1016/j.eneco.2017.07.004.
- Polemis, Michael L., 2017, "Capturing the impact of shocks on the electricity sector performance in the OECD," Energy Economics, Elsevier, volume 66, issue C, pages 99-107, DOI: 10.1016/j.eneco.2017.06.014.
- Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017, "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, volume 68, issue C, pages 327-339, DOI: 10.1016/j.eneco.2017.10.001.
- Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017, "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, volume 68, issue C, pages 53-65, DOI: 10.1016/j.eneco.2017.09.011.
- Chen, Roy & Chen, Yan & Liu, Yang & Mei, Qiaozhu, 2017, "Does team competition increase pro-social lending? Evidence from online microfinance," Games and Economic Behavior, Elsevier, volume 101, issue C, pages 311-333, DOI: 10.1016/j.geb.2015.02.001.
- Chen, An & Vigna, Elena, 2017, "A unisex stochastic mortality model to comply with EU Gender Directive," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 124-136, DOI: 10.1016/j.insmatheco.2017.01.007.
- Kleinbrod, Vincent M. & Li, Xiao-Ming, 2017, "Order flow and exchange rate comovement," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 199-215, DOI: 10.1016/j.jimonfin.2017.07.022.
- Stancanelli, Elena, 2017, "Couples’ retirement under individual pension design: A regression discontinuity study for France," Labour Economics, Elsevier, volume 49, issue C, pages 14-26, DOI: 10.1016/j.labeco.2017.08.009.
- Tsionas, Mike G. & Michaelides, Panayotis G., 2017, "Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 482, issue C, pages 95-107, DOI: 10.1016/j.physa.2017.04.060.
- Villas-Boas, Sofia B. & Fu, Qiuzi & Judge, George, 2017, "Benford’s law and the FSD distribution of economic behavioral micro data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 486, issue C, pages 711-719, DOI: 10.1016/j.physa.2017.05.093.
- Mahalik, Mantu Kumar & Babu, M. Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad, 2017, "Does financial development intensify energy consumption in Saudi Arabia?," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 1022-1034, DOI: 10.1016/j.rser.2016.11.081.
- Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017, "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, volume 35, issue C, pages 57-65, DOI: 10.1016/j.rfe.2017.03.003.
- Ahmed, Walid M.A., 2017, "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 61-77, DOI: 10.1016/j.ribaf.2016.12.006.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017, "Joint Tests of Contagion with Applications to Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-23, Mar.
- Francesco Ravazzolo & Joaquin Vespignani, 2017, "World Steel Production: A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-42, Jun.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017, "Joint Tests of Contagion with Applications to Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-65, Oct.
- Duursma, Allard, 2017, "Data synthesis paper, July 2017," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100163, Jul.
- Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2017, "Regularized latent class analysis with application in cognitive diagnosis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103182, Sep.
- Alistarh, Dan & Grubic, Demjan & Li, Jerry Z. & Tomioka, Ryota & Vojnovic, Milan, 2017, "QSGD: communication-efficient SGD via gradient quantization and encoding," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108587, Dec.
- Xing, Hao, 2017, "Stability of the exponential utility maximization problem with respect to preferences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57213, Jan.
- Kardaras, Constantinos & Obłój, Jan & Platen, Eckhard, 2017, "The numéraire property and long-term growth optimality for drawdown-constrained investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60132, Jan.
- Sayers, A. & Heron, J. & Smith, A. & Macdonald-Wallis, C. & Gilthorpe, M. & Steele, F. & Tilling, K., 2017, "Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62246, Feb.
- Mavridis, Dimitris & Moustaki, Irini & Wall, Melanie & Salanti, Georgia, 2017, "Detecting outlying studies in meta-regression models using a forward search algorithm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64337, Jun.
- Faggio, Giulia & Silva, Olmo & Strange, William C., 2017, "Heterogeneous agglomeration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64765, Feb.
- Steele, Fiona & Clarke, Paul & Leckie, George & Allan, Julia & Johnston, Derek, 2017, "Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64893, Jan.
- Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017, "Estimation for dynamic and static panel probit models with large individual effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65165, Mar.
- Atkinson, Anthony C. & Biswas, Atanu, 2017, "Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66761, Sep.
- Kardaras, Constantinos & Robertson, Scott, 2017, "Continuous-time perpetuities and time reversal of diffusions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67495, Jan.
- Chang, Jinyuan & Yao, Qiwei & Zhou, Wen, 2017, "Testing for high-dimensional white noise using maximum cross-correlations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68531, Mar.
- Dassios, Angelos & Lim, Jia Wei, 2017, "An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68823, Jan.
- Callegaro, Giorgia & Campi, Luciano & Giusto, Valeria & Vargiolu, Tiziano, 2017, "Utility indifference pricing and hedging for structured contracts in energy markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68953, Apr.
- Gaboardi, Marco & Skinner, Chris J., 2017, "Special issue on the theory and practice of differential privacy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69202, Jan.
- Fairfield, Tasha & Charman, Andrew, 2017, "Explicit Bayesian analysis for process tracing: guidelines, opportunities, and caveats," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69203, Jul.
- Robertson, Scott & Xing, Hao, 2017, "Long term optimal investment in matrix valued factor models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69520, Jun.
- Lam, Clifford & Feng, Phoenix & Hu, Charlie, 2017, "Nonlinear shrinkage estimation of large integrated covariance matrices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69812, Jun.
- Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017, "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70926, Apr.
- Atkinson, Anthony C. & Riani, Marco & Cerioli, Andrea, 2017, "Cluster detection and clustering with random start forward searches," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 72291, Apr.
- Peng, Liang & Yao, Qiwei, 2017, "Estimating conditional means with heavy tails," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 73082, Aug.
- Fernholz, E. Robert & Karatzas, Ioannis & Ruf, Johannes, 2018, "Volatility and arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 75234, Feb.
- Adusumilli, Karun & Otsu, Taisuke, 2017, "Empirical likelihood for random sets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 76770, Apr.
- Skinner, Chris J. & Wakefield, Jon, 2017, "Introduction to the design and analysis of complex survey data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 76991, May.
- Malesios, C & Demiris, N & Kalogeropoulos, K & Ntzoufras, I, 2017, "Bayesian epidemic models for spatially aggregated count data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 77939, Jun.
- Atkinson, Anthony C. & Corbellini, Aldo & Riani, Marco, 2017, "Robust Bayesian regression with the forward search: theory and data analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 79995, Dec.
- Tsionas, Mike G. & Michaelides, Panayotis G., 2017, "Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 80749, Sep.
- Zhu, Yajing & Steele, Fiona & Moustaki, Irini, 2017, "A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 81850, Jun.
- Fryzlewicz, Piotr, 2018, "Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 82942, Oct.
- Anastasiou, Andreas, 2017, "Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83635, Jun.
- Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017, "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83780, Oct.
- Idowu, Victory, 2017, "The model validator’s manifesto," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84027, May.
- Dueñas, Marco & Mastrandrea, Rossana & Barigozzi, Matteo & Fagiolo, Giorgio, 2017, "Spatio-temporal patterns of the international merger and acquisition network," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84092, Sep.
- Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2018, "Principal component analysis for second-order stationary vector time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84106, Oct.
- Kuha, Jouni & Mills, Colin, 2018, "On group comparisons with logistic regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84163, Jan.
- Howson, Colin, 2017, "Putting on the Garber style? Better not," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84292, Oct.
- Baurdoux, Erik J. & Palmowski, Z & Pistorius, Martijn R, 2017, "On future drawdowns of Lévy processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84342, Jan.
- Bakk, Zsuzsa & Kuha, Jouni, 2018, "Two-step estimation of models between latent classes and external variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85161, Dec.
- Skinner, Chris J., 2017, "Comments on the Rao and Fuller (2017) paper," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86537, Dec.
- Du, Hailiang & Smith, Leonard A., 2017, "Rising above chaotic likelihoods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87083, Mar.
- Halford, Susan & Savage, Mike, 2017, "Speaking sociologically with big data: symphonic social science and the future for big data research," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87236, Dec.
- Benzeval, Michaela & Davillas, Apostolos & M. Jones, Andrew, 2017, "The income-health gradient: evidence from self-reported health and biomarkers using longitudinal data on income," ISER Working Paper Series, Institute for Social and Economic Research, number 2017-03, Mar.
- Bert Van Landeghem & Anneleen Vandeplas, 2017, "The relationship between status and happiness: evidence from the caste system in rural India," Working Papers of LICOS - Centre for Institutions and Economic Performance, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance, number 610139, Oct.
- Esteban Fernández-Vázquez & Mònica Serrano, 2017, "Technology of the preferences: linking consumption expenditures to value added with minimal information," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2017/365.
- Robert G. Bowman & Kam Fong Chan & Christopher J. Neely, 2017, "Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements," Working Papers, Federal Reserve Bank of St. Louis, number 2017-11, Apr, DOI: 10.20955/wp.2017.011.
- Elena Stancanelli, 2017, "Couples’ Retirement under Individual Pension Design: a Regression Discontinuity Study for France," Post-Print, HAL, number hal-01630922, Dec, DOI: 10.1016/j.labeco.2017.08.009.
- Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017, "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print, HAL, number hal-02008553, DOI: 10.1080/00036846.2017.1299102.
- Ferdinand Owoundi, 2017, "Investigating the link between the exchange rate regime and underlying misalignments," Post-Print, HAL, number hal-02524069.
- Elena Stancanelli, 2017, "Couples’ Retirement under Individual Pension Design: a Regression Discontinuity Study for France," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01630922, Dec, DOI: 10.1016/j.labeco.2017.08.009.
- Andrei Shumilov, 2017, "Estimating Gravity Models of International Trade: A Survey of Methods," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 2, pages 224-260.
- Solikin M. Juhro & Andi M. Alfian Parewangi, 2017, "Conference Proceedings "Financial Stability and The Global Landscape"," Proceedings, Bank Indonesia, volume 1, February.
- Ian Philips & Graham Clarke & David Watling, 2017, "A Fine Grained Hybrid Spatial Microsimulation Technique for Generating Detailed Synthetic Individuals from Multiple Data Sources: An Application To Walking And Cycling," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 167-200.
- van Landeghem, Bert & Vandeplas, Anneleen, 2017, "The Relationship between Status and Happiness: Evidence from the Caste System in Rural India," IZA Discussion Papers, IZA Network @ LISER, number 11099, Oct.
- Marno Verbeek, 2017, "Using linear regression to establish empirical relationships," World of Labour, LISER, pages 336-336, February.
- Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017, "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, volume 47, issue 3, pages 189-204, June, DOI: 10.1007/s11123-016-0474-2.
- Olegs Krasnopjorovs, 2017, "Why is Education Performance so Different Across Latvian Schools?," Working Papers, Latvijas Banka, number 2017/03, Nov.
- Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017, "Inference in Second-Order Identified Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1703.
- Bernd Hayo, 2017, "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201703.
- David H. Bernstein & Christopher F. Parmeter, 2017, "Returns to Scale in Electricity Generation: Revisited and Replicated," Working Papers, University of Miami, Department of Economics, number 2017-08, Jun.
- Hlalefang Khobai & Nomahlubi Mavikela, 2017, "The causal linkage between trade openness and economic growth in Argentina: Evidence from the ARDL and VECM techniques," Working Papers, Department of Economics, Nelson Mandela University, number 1712, Oct, revised Oct 2017.
- Dominique Guegan & Giovanni De Luca & Giorgia Rivieccio, 2017, "Three-stage estimation method for non-linear multiple time-series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17001, Jan.
- Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2017, "A novel multivariate risk measure: the Kendall VaR," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17008, Jan.
- Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2017, "A novel multivariate risk measure: the Kendall VaR," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17008r, Jan, revised Apr 2018.
- Okay Gunes, 2017, "Analysis of Households' Decision Using Full Demand Elasticity Estimates: an Estimation on Turkish Data," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17017, Mar.
- Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017, "Text as Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23276, Mar.
- Michael D. Bauer & James D. Hamilton, 2017, "Robust Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 23480, Jun.
- Joachim Freyberger & Bradley J. Larsen, 2017, "Identification in Ascending Auctions, with an Application to Digital Rights Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 23569, Jul.
- Isaiah Andrews & Emily Oster, 2017, "A Simple Approximation for Evaluating External Validity Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 23826, Sep.
- Marija Čutura & Ivan Novak & Dijana Ćavar, 2017, ""Sustainable development" as a label within business studies: What can be learned from a bibliometric analysis?," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 11-24, December.
- Mirjana Landika & Sanel Jakupović & Vedran Šupuković, 2017, "Modeliranje poslovno – ekonomskih strategija kao platforme investicijske politike u uvjetima rizika," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 63-72, December.
- Julia Benn & Cécile Sangaré & Tomáš Hos, 2017, "Amounts Mobilised from the Private Sector by Official Development Finance Interventions: Guarantees, syndicated loans, shares in collective investment vehicles, direct investment in companies, credit lines," OECD Development Co-operation Working Papers, OECD Publishing, number 36, Aug, DOI: 10.1787/8135abde-en.
- Joseph Cooper & A. Nam Tran & Steven Wallander, 2017, "Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 800-817.
- Joanna Bialynicka-Birula, 2017, "Transformations of the Art Market in the World – Quantitative Approach," Working Papers, Institute of Economic Research, number 13/2017, May, revised May 2017.
- Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 478-501.
- A., Rjumohan, 2017, "Fuzzy Set Theory: A Primer," MPRA Paper, University Library of Munich, Germany, number 101875, Feb.
- Harin, Alexander, 2017, "Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?," MPRA Paper, University Library of Munich, Germany, number 76240, Jan.
- Mikhailitchenko, Serguei, 2017, "Estimates of Net Capital Stock and Consumption of Fixed Capital for Australian States and Territories, 1990–2013," MPRA Paper, University Library of Munich, Germany, number 76853, Feb.
- Nazir, Sidra, 2017, "Encompassing Of Nested and Non-nested Models:Energy-Growth Models," MPRA Paper, University Library of Munich, Germany, number 77487, Mar.
- Harin, Alexander, 2017, "About the minimal magnitudes of measurement’s forbidden zones. Version 1," MPRA Paper, University Library of Munich, Germany, number 78796, Apr.
- Brummelhuis, Raymond & Luo, Zhongmin, 2017, "CDS Rate Construction Methods by Machine Learning Techniques," MPRA Paper, University Library of Munich, Germany, number 79194, May.
- Maheu, John M & Song, Yong, 2017, "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper, University Library of Munich, Germany, number 79211, May.
- Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017, "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper, University Library of Munich, Germany, number 79623, Jun.
- Shumilov, Andrei, 2017, "Оценивание Гравитационных Моделей Международной Торговли: Обзор Основных Подходов
[Estimating gravity models of international trade: a survey of methods]," MPRA Paper, University Library of Munich, Germany, number 79790. - Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
- Erard, Brian, 2017, "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper, University Library of Munich, Germany, number 79927, Jun.
- Gao, Lin, 2017, "What Affects General Trust? A Perspective from Institutional Economics and Empirical Evidence from China," MPRA Paper, University Library of Munich, Germany, number 79948, Jun.
- Clarke, Damian & Matta, Benjamín, 2017, "Practical Considerations for Questionable IVs," MPRA Paper, University Library of Munich, Germany, number 79991, Jun.
- Esiyok, Bulent & Ugur, Mehmet, 2017, "Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces," MPRA Paper, University Library of Munich, Germany, number 80253, Jun, revised 15 Jun 2017.
- Harin, Alexander, 2017, "Some estimations of the minimal magnitudes of forbidden zones in experimental data," MPRA Paper, University Library of Munich, Germany, number 80319, Jul.
- Mabrouki, Mohamed, 2017, "Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010
[Patent of invention and economic growth: an analysis within the framework of the Tunisian economy during the period 197," MPRA Paper, University Library of Munich, Germany, number 80485, Jan. - Xin, Guangyi, 2017, "Social Interaction and Labour Market Outcomes," MPRA Paper, University Library of Munich, Germany, number 80976, Aug.
- Moyo, Clement & Kolisi, Nwabisa & Khobai, Hlalefang, 2017, "The relationship between trade openness and economic growth: The case of Ghana and Nigeria," MPRA Paper, University Library of Munich, Germany, number 81317, Sep.
- Fry, John & Serbera, Jean-Philippe, 2017, "Modelling and mitigation of Flash Crashes," MPRA Paper, University Library of Munich, Germany, number 82457, Sep.
- Fry, John & Hastings, Tom & Serbera, Jean-Philippe, 2017, "An analytically solvable model for soccer: further implications of the classical Poisson model," MPRA Paper, University Library of Munich, Germany, number 82458, Jun.
- Hasan, Zubair, 2017, "Predatory publishing and Islamic economics: consequences of fake journals making imitative writings original," MPRA Paper, University Library of Munich, Germany, number 82649, Nov.
- Lukinova, Evgeniya & Babkina, Tatiana & Sedush, Anna & Menshikov, Ivan & Menshikova, Olga & Myagkov, Mikhail, 2017, "Sociality is Not Lost with Monetary Transactions within Social Groups," MPRA Paper, University Library of Munich, Germany, number 82800, Sep.
- Paccagnini, Alessia, 2017, "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper, University Library of Munich, Germany, number 82914, Nov.
- Kebede, Shemelis, 2017, "Modeling Energy Consumption, CO2 Emissions and Economic Growth Nexus in Ethiopia: Evidence from ARDL Approach to Cointegration and Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 83000, Nov.
- Williams, Ronald, 2017, "Perfect Public Offering: A Process to Provide Perfect Ownership of Businesses to the Entire Public," MPRA Paper, University Library of Munich, Germany, number 83056, Sep, revised 01 Dec 2017.
- Bhattacherjee, Sanjay & Sarkar, Palash, 2017, "Correlation and inequality in weighted majority voting games," MPRA Paper, University Library of Munich, Germany, number 83168, Dec.
- Mohajan, Haradhan, 2017, "Research Methodology," MPRA Paper, University Library of Munich, Germany, number 83457, Dec, revised 15 Dec 2017.
- Mohajan, Haradhan, 2017, "Two Criteria for Good Measurements in Research: Validity and Reliability," MPRA Paper, University Library of Munich, Germany, number 83458, Oct, revised 10 Oct 2017.
- Chhorn, Theara, 2017, "On the Investigation of Factors Effecting International Tourist Arrivals to Cambodian Market: A Static and Dynamic Gravity Approach," MPRA Paper, University Library of Munich, Germany, number 83813, Apr, revised 18 Jul 2017.
- Grand, Nathalie & Lorenz, Adam & Woodford, Georgina, 2017, "Documentation note ESCWA'S national plans database," MPRA Paper, University Library of Munich, Germany, number 84149, Dec.
- Riaz, Fayyaz & Abdul Razzaq, Fiza & Waqar, Ahsan, 2017, "Effect of Employee Stock Ownership Plans (ESOPs) on the performance of Small business in Karachi," MPRA Paper, University Library of Munich, Germany, number 84322, Aug, revised 11 Nov 2017.
- Chhorn, Theara & Chhorn, Dina, 2017, "Modelling Linkage of Globalization and Financial Development to Human Development in CLMV Region," MPRA Paper, University Library of Munich, Germany, number 84878, Sep, revised 01 Nov 2017.
- Merce, Emilian & Merce, Cristian Calin & Pocol, Cristina Bianca, 2017, "Autocorrelation - Prevalence of identification of collinearity cause," MPRA Paper, University Library of Munich, Germany, number 85090, Nov.
- Wang, Haoying, 2017, "Market Response to Flood Risk: An Empirical Study of Housing Values Using Boundary Discontinuities," MPRA Paper, University Library of Munich, Germany, number 85493, Apr.
- Charlita de Freitas, Luciano & Euler de Morais, Leonardo & Manuel Baigorri, Carlos, 2017, "Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment," MPRA Paper, University Library of Munich, Germany, number 85687, Dec.
- Hasan, Zubair, 2017, "Academic sociology: The alarming rise in predatory publishing and its consequences for Islamic economics and finance," MPRA Paper, University Library of Munich, Germany, number 87853, Jan, revised 18 Sep 2018.
- Rutayisire, Musoni J., 2017, "Modelling interest rate pass-through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?," MPRA Paper, University Library of Munich, Germany, number 90178, Dec, revised 23 Sep 2018.
- Terefe, Kitessa Delessa, 2017, "Drivers of economic growth in Ethiopia: Does foreign aid and policy complementarity matter?," MPRA Paper, University Library of Munich, Germany, number 92276, Aug, revised 14 May 2018.
- Ghosh, sudeshna, 2017, "Globalization and Obesity: Asian Experiences of ‘Globesity’," MPRA Paper, University Library of Munich, Germany, number 94601, Oct.
- Ghosh, Sudeshna, 2017, "South Asian Countries : Economic Growth and Fertility," MPRA Paper, University Library of Munich, Germany, number 99891, Jun.
- Luboš Smrčka & Dagmar Čámská & Markéta Arltová & Jan Plaček, 2017, "Charakteristiky insolvenčních řízení společností s virtuálními sídly
[Characteristics of Insolvency Proceedings of Enterprises with Virtual Address]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 3, pages 287-300, DOI: 10.18267/j.polek.1144. - Hafiz Muhammad Abubakar Siddique & Rabia Liaqat & Kaleem Ullah, 2017, "Impact of Terrorism on Investment: Evidence from Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 6, issue 4, pages 195-199, December.
- Cem ISIK & Magdalena RADULESCU, 2017, "Electricity–Growth Nexus in Turkey: The Importance Of Capital and Labor," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 230-244, June.
- Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017, "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 11, issue 1, pages 127-151, January, DOI: 10.1007/s11698-015-0137-y.
- Massimiliano Agovino & Antonio Garofalo & Angela Mariani, 2017, "Separate waste collection in Italy: the role of socio-cultural factors and targets set by law," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 19, issue 2, pages 589-605, April, DOI: 10.1007/s10668-015-9754-7.
- Mukesh & Neha Srivastava, 2017, "Impact of Socio-Economic factors on Consumption Expenditure through Public Distribution System in rural India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 291-305, June, DOI: 10.1007/s40953-016-0049-0.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2017, "Utility indifference pricing and hedging for structured contracts in energy markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 85, issue 2, pages 265-303, April, DOI: 10.1007/s00186-016-0569-6.
- Stewart Jones, 2017, "Corporate bankruptcy prediction: a high dimensional analysis," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1366-1422, September, DOI: 10.1007/s11142-017-9407-1.
- Simone Dietrich & Amanda Murdie, 2017, "Human rights shaming through INGOs and foreign aid delivery," The Review of International Organizations, Springer, volume 12, issue 1, pages 95-120, March, DOI: 10.1007/s11558-015-9242-8.
- Anthony C. Atkinson & Aldo Corbellini & Marco Riani, 2017, "Robust Bayesian regression with the forward search: theory and data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 26, issue 4, pages 869-886, December, DOI: 10.1007/s11749-017-0542-6.
- Rashid Nikzad & David McDonald, 2017, "Extreme Value Theory with an Application to Bank Failures through Contagion," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-6.
- Marcos Duenas & Rossana Mastrandrea & Matteo Barigozzi & Giorgio Fagiolo, 2017, "Spatio-Temporal Patterns of the International Merger and Acquisition Network," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/13, Jul.
- Pavel Gertler & Roman Horvath, 2017, "Market Reading of Central Bankers Words. A High-Frequency Evidence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2017, Jun.
- Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017, "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Applied Economics, Taylor & Francis Journals, volume 49, issue 50, pages 5063-5073, October, DOI: 10.1080/00036846.2017.1299102.
- Mark Andor & Christopher Parmeter, 2017, "Pseudolikelihood estimation of the stochastic frontier model," Applied Economics, Taylor & Francis Journals, volume 49, issue 55, pages 5651-5661, November, DOI: 10.1080/00036846.2017.1324611.
- Karun Adusumilli & Taisuke Otsu, 2017, "Empirical Likelihood for Random Sets," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 519, pages 1064-1075, July, DOI: 10.1080/01621459.2016.1188107.
- Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017, "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 528-542, October, DOI: 10.1080/07350015.2015.1123634.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017, "Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 6, pages 959-977, June, DOI: 10.1080/14697688.2016.1241424.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2017, "World steel production: A new monthly indicator of global real economic activity," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-08.
- Kleijnen, J.P.C., 2017, "Kriging : Methods and Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-047.
- Shi, Wen & Kleijnen, J.P.C., 2017, "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-006.
- Kleijnen, J.P.C., 2017, "Design and Analysis of simulation experiments : Tutorial," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-018.
- Kleijnen, J.P.C., 2017, "Simulation Optimization through Regression or Kriging Metamodels," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-026.
- Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2017, "Rectangular latent Markov models for time-specific clustering," Working Papers, University of Toronto, Department of Economics, number tecipa-589, Sep.
- Giulia Faggio & Olmo Silva & William C. Strange, 2017, "Heterogeneous Agglomeration," The Review of Economics and Statistics, MIT Press, volume 99, issue 1, pages 80-94, March.
- Fuess, Roland & Koller, Jan A. & Weigand, Alois, 2017, "Best Land Use with Negative Externalities: Determining Land Values from Residential Rents," Working Papers on Finance, University of St. Gallen, School of Finance, number 1705, Apr, revised May 2019.
- W. Bentley MacLeod, 2017, "Viewpoint: The human capital approach to inference," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 50, issue 1, pages 5-39, February, DOI: 10.1111/caje.12249.
- Matthew Shum, 2017, "Econometric Models for Industrial Organization," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10033, ISBN: ARRAY(0x77529208), September.
- Davillas, A.; Jones, A.M.; Benzeval, M.;, 2017, "The income-health gradient: Evidence from self-reported health and biomarkers using longitudinal data on income," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 17/04, Mar.
- Rebeira, Mayvis & Grootendorst, Paul V. & Coyte, Peter C. & Aguirregabiria, Victor, 2017, "Does rising income inequality affect mortality rates in advanced economies?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-12.
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