Research classified by Journal of Economic Literature (JEL) codes

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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

2016

• FARAYIBI, Adesoji, 2016, "Investigating the Application of Queue Theory in the Nigerian Banking System," MPRA Paper, University Library of Munich, Germany, number 73614, Sep.
• Fioramanti, Marco, 2016, "Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?," MPRA Paper, University Library of Munich, Germany, number 73762, Apr, revised Sep 2016.
• Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista, 2016, "Financial development and environmental quality: The way forward," MPRA Paper, University Library of Munich, Germany, number 74704, Oct, revised 21 Oct 2016.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2016, "Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants," MPRA Paper, University Library of Munich, Germany, number 74705, Oct, revised 20 Oct 2016.
• Kumar, Mantu & Babu, M Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad, 2016, "Does Financial Development Intensify Energy Consumption in Saudi Arabia?," MPRA Paper, University Library of Munich, Germany, number 74946, Nov, revised 06 Nov 2016.
• Brogi, Athos, 2016, "A Binomial Tree to Price European and American Options," MPRA Paper, University Library of Munich, Germany, number 74962.
• Harin, Alexander, 2016, "An inconsistency between certain outcomes and uncertain incentives within behavioral methods," MPRA Paper, University Library of Munich, Germany, number 75311, Nov.
• Shumilov, Andrei, 2016, "Особенности Оценивания Гравитационных Моделей Международной Торговли
  [Estimating Gravity Models of International Trade: A Survey]," MPRA Paper, University Library of Munich, Germany, number 75371.
• COMBEY, Adama, 2016, "The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach," MPRA Paper, University Library of Munich, Germany, number 75382, Dec.
• Combey, Adama, 2016, "The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach," MPRA Paper, University Library of Munich, Germany, number 75428, Dec.
• Ursu, Ana, 2016, "“Agricultural Economics and Rural Development - realities and perspectives for Romania”," MPRA Paper, University Library of Munich, Germany, number 75599, Nov.
• Li, Kunpeng & Li, Qi & Lu, Lina, 2016, "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," MPRA Paper, University Library of Munich, Germany, number 75676, Dec.
• Bijou, Mohammed & Elhassouni, Mohammed, 2016, "L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine
  [The attractiveness of foreign direct investments Case of the Moroccan manufacturing industry]," MPRA Paper, University Library of Munich, Germany, number 75815.
• Pillai N., Vijayamohanan, 2016, "How Do You Interpret Your Regression Coefficients?," MPRA Paper, University Library of Munich, Germany, number 76867.
• Pillai N., Vijayamohanan, 2016, "Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models," MPRA Paper, University Library of Munich, Germany, number 76869.
• Vorobyev, Oleg Yu., 2016, "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper, University Library of Munich, Germany, number 81892, Sep.
• Vorobyev, Oleg Yu., 2016, "The theory of dual co~event means," MPRA Paper, University Library of Munich, Germany, number 81893, Sep.
• Nguema-Affane, Thierry, 2016, "Assessing the CPIA-Based Classification of Low-Income Countries in the Joint IMF-World Bank Debt Sustainability Framework," MPRA Paper, University Library of Munich, Germany, number 84379, Oct.

2015

• Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
• Nicolas Moreau & Elena Stancanelli, 2015, "Household Consumption at Retirement : A Regression Discontinuity Study on French Data," Annals of Economics and Statistics, GENES, issue 117-118, pages 253-276, DOI: 10.15609/annaeconstat2009.117-118.2.
• Claude DIEBOLT & Tapas MISHRA & Mamata PARHI, 2015, "A "Jump" in the Stochasticity of the Solow-Swan Growth Model," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 50, pages 905-917, Juin.
• Cisse, Jennifer Denno & Barrett, Christopher B., 2015, "Resilience Measurement: A Moment-Based Approach to Resilience Identification and Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205621, DOI: 10.22004/ag.econ.205621.
• Behmiri, Niaz Bashiri & Manera, Matteo, , "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 208768, DOI: 10.22004/ag.econ.208768.
• Nwigwe, Cecilia & Okoruwa, Victor & Obi-Egbedi, Oghenerueme, 2015, "Efficiency differentials and technological gaps in beef cattle production systems in Nigeria," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 229377, Dec, DOI: 10.22004/ag.econ.229377.
• Liu, Zheng & Griffin, Terry W. & Kirkpatrick, Terrence L. & Monfort, Walter Scott, 2015, "Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196831, Jan, DOI: 10.22004/ag.econ.196831.
• Liu, Zheng & Monfort, Walter & Kirckpatrick, Terrance & Griffin, Terry, 2015, "Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196879, DOI: 10.22004/ag.econ.196879.
• Dimitri O. Ledenyov & Viktor O. Ledenyov, 2015, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," Papers, arXiv.org, number 1502.02537, Feb.
• Gaurab Aryal & Maria F. Gabrielli, 2015, "Is Collusion-Proof Procurement Expensive?," Papers, arXiv.org, number 1508.05353, May, revised Nov 2020.
• Xisong Jin & Francisco Nadal De Simone, 2015, "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers, Central Bank of Luxembourg, number 95, Jul.
• Michele Loberto & Chiara Perricone, 2015, "Does trend inflation make a difference?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1033, Sep.
• Guerrero Santiago & Martínez-Ovando Juan Carlos, 2015, "A note on the diffusion of business cycles," Working Papers, Banco de México, number 2015-01, Jan.
• Ricardo José Salas Díaz, 2015, "La incidencia de la migración sobre las diferencias salariales de género en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 77, pages 103-116, June, DOI: 10.1016/j.espe.2014.11.002.
• Philip G. Gayle & Zijun Luo, 2015, "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald's Restaurant Outlets," Journal of Industrial Economics, Wiley Blackwell, volume 63, issue 1, pages 129-151, March.
• Pere Arqué-Castells & Pierre Mohnen, 2015, "Sunk Costs, Extensive R&D Subsidies and Permanent Inducement Effects," Journal of Industrial Economics, Wiley Blackwell, volume 63, issue 3, pages 458-494, September.
• William Robert Reed, 2015, "On the Practice of Lagging Variables to Avoid Simultaneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 6, pages 897-905, December.
• Muhammad Shahbaz & Ijaz Ur Rehman & Ahmed Taneem Muzaffar, 2015, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 3, pages 452-471, September.
• Yariv Fadlon & Sophie Tripp, 2015, "The gray area: high school dropout likelihood among skin tone levels of black males," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 2, issue 2, pages 1-11.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A New Monthly Indicator of Global Real Economic Activity," Working Paper, Norges Bank, number 2015/06, Apr.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A New Monthly Indicator of Global Real Economic Activity," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2015, Feb.
• Takashi Isogai, 2015, "An Empirical Study of the Dynamic Correlation of Japanese Stock Returns," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-7, Jul.
• Chang Hyun Park & Hangseo Cho & Sung Hee Ahn & Jongik Park, 2015, "The Determinants of FDI and Suggestions of Recent Changes in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 2, pages 147-166, June.
• García Fernando Martel & Wantchekon Leonard, 2015, "A Graphical Approximation to Generalization: Definitions and Diagrams," Journal of Globalization and Development, De Gruyter, volume 6, issue 1, pages 71-86, June, DOI: 10.1515/jgd-2014-0013.
• An Chen & Elena Vigna, 2015, "A unisex stochastic mortality model to comply with EU Gender Directive," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 440.
• Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015, "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/1, Jan.
• Villas-Boas, Sofia & Fu, Qiuzi & Judge, George, 2015, "Is Benford's Law a Universal Behavioral Theory?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt6x45h2fw, Oct.
• José P. Dapena & Julian R. Siri, 2015, "Index options realized returns distributions from passive investment strategies," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 580, Dec.
• Pei-Chun Lai & David A. Bessler, 2015, "Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 173-198, May.
• Riccardo M. Masolo & Alessia Paccagnini, 2015, "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1510, May.
• Joel L. Horowitz, 2015, "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, volume 48, issue 2, pages 389-407, May, DOI: 10.1111/caje.12130.
• Ricardo José Salas Díaz, 2015, "La incidencia de la migración sobre las diferencias salariales de género en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 77, pages 103-116, DOI: 10.1016/j.espe.2014.11.002.
• Andrés Cendales & Jhon Mora & Santiago Arroyo, 2015, "Sobre las democracias locales en el Pacífico colombiano y su incidencia en la política pública de agua potable en el periodo 2008-2011," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 161-192.
• Andrés Cendales & Jhon James Mora & Jos� Santiago Arroyo Mina, 2015, "Sobre las democracias locales en el pacífico colombiano y su incidencia en la política pública de agua potable en el periodo 2008 - 2011," Documentos de Trabajo, Universidad Católica de Colombia, number 12654, Mar.
• Fuchs-Schündeln, Nicola & Hassan, Tarek, 2015, "Natural Experiments in Macroeconomics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10628, May.
• Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015, "Fat-Tail Distributions And Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 2, pages 465-476, March.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015, "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 8, pages 1749-1779, December.
• Donald W.K. Andrews & Xiaoxia Shi, 2015, "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2010, Jul.
• Donald W.K. Andrews & Xiaoxia Shi, 2015, "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2010R, Jul, revised Apr 2016.
• Joseph Clougherty & Tomaso Duso, 2015, "Correcting for Self-Selection Based Endogeneity in Management Research: A Review and Empirical Demonstration," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1465.
• Jacques Jaussaud & Sophie Nivoix & Serge Rey, 2015, "The Great East Japan Earthquake and Stock Prices," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1237-1261.
• Rachida Hennani & Michel Terraza, 2015, "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1262-1273.
• Damien Besancenot & Kim V. Huynh & Francisco Serranito, 2015, "Determinant of Co-authorship in economics: the French case," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 680-693.
• Hailong Qian & Heather L. Bednarek, 2015, "Partial efficient estimation of SUR models," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 338-348.
• Flavia C. Rodrigues da Cunha & Mauricio S. Bugarin, 2015, "Benford's law for audit of public works: an analysis of overpricing in Maracanã soccer arena's renovation," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1168-1176.
• Abdelkader Aguir & Mounir Smida, 2015, "Efficiency of monetary policy under inflation targeting," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 788-813.
• Qihui Chen & Tade Okediji & Tian Guoqiang, 2015, "Exploiting Regression-Discontinuity Design to Estimate Peer Effects in College – The Case of Class Attendance," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1563-1571.
• Mandira Sarma, 2015, "Measuring financial inclusion," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 604-611.
• Steffen Ahrens & Matthias Hartmann, 2015, "Cross-sectional evidence on state-dependent versus time-dependent price setting," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2701-2709.
• François Seck Fall & Yaya Ky & Ousmane Birba, 2015, "Analyzing the Mobile-Banking Adoption Process among Low-Income Populations: A Sequential Logit Model," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2085-2103.
• Luisa Bisaglia & Margherita Gerolimetto, 2015, "Forecasting integer autoregressive processes of order 1: are simple AR competitive?," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1652-1660.
• Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2015, "Step-by-Step Causality Revisited: Theory and Evidence," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 871-877.
• Lorena Remuzgo & Jose Maria Sarabia, 2015, "A general factorial decomposition of the second Theil index of inequality with applications in environmental economics," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1369-1378.
• Mihai Mutascu, 2015, "A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 2000-2004.
• Nikolaos Kourogenis, 2015, "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1675-1680.
• Wenjie Wang & Qingfeng Liu, 2015, "Bootstrap-based Selection for Instrumental Variables Model," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1886-1896.
• Kaihua Deng, 2015, "Power Attrition of Asymmetric Tail Comovement Test," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2813-2819.
• Christian Dudel, 2015, "Nonparametric bounds on equivalence scales," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2161-2165.
• Mao, Huina & Counts, Scott & Bollen, Johan, 2015, "Quantifying the effects of online bullishness on international financial markets," Statistics Paper Series, European Central Bank, number 9, Jul.
• Nan-Yu Wang & Chih-Jen Huang & Ying-Lin Hsu & Shian-Chang Huang, 2015, "Using Stepwise Reality Check to Analyze Open-end Fund Investors'Herding Redemption in Taiwan," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 260-272.
• Khalid Zaman, 2015, "Measurement Issues of Income and Non-Income Welfare Indicators: Assessment of Pakistan's Pro-Poor Growth," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 802-811.
• Izz Eddien N. Ananzeh, 2015, "The Relationship between Inflation and its Uncertainty: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 929-932.
• Morrone, Henrique, 2015, "¿La demanda y la rentabilidad estimulan la acumulación de capital? Un análisis para el Brasil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Morrone, Henrique, 2015, "Do demand and profitability stimulate capital accumulation? An analysis for Brazil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Pilar Beneito & Maria Engracia Rochina-Barrachina & Amparo Sanchis, 2015, "Foreign Capital, Credit Constraints and Continuity of Firms’ R&D," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1506, Jun.
• Tan, Jieqing & Tong, Guangyue & Zhang, Li & Xie, Jin, 2015, "Four point interpolatory-corner cutting subdivision," Applied Mathematics and Computation, Elsevier, volume 265, issue C, pages 819-825, DOI: 10.1016/j.amc.2015.05.107.
• Mamun, Md. Al & Sohag, Kazi & Uddin, Gazi Salah & Shahbaz, Muhammad, 2015, "Remittance and domestic labor productivity: Evidence from remittance recipient countries," Economic Modelling, Elsevier, volume 47, issue C, pages 207-218, DOI: 10.1016/j.econmod.2015.02.024.
• Nimark, Kristoffer P., 2015, "A low dimensional Kalman filter for systems with lagged states in the measurement equation," Economics Letters, Elsevier, volume 127, issue C, pages 10-13, DOI: 10.1016/j.econlet.2014.12.016.
• Koulakiotis, Athanasios & Babalos, Vasillios & Papasyriopoulos, Nicholas, 2015, "Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis," Economics Letters, Elsevier, volume 127, issue C, pages 58-60, DOI: 10.1016/j.econlet.2014.12.021.
• Cheah, Eng-Tuck & Fry, John, 2015, "Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin," Economics Letters, Elsevier, volume 130, issue C, pages 32-36, DOI: 10.1016/j.econlet.2015.02.029.
• Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide, 2015, "The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals," Economics Letters, Elsevier, volume 131, issue C, pages 12-15, DOI: 10.1016/j.econlet.2015.03.031.
• Henderson, Daniel J. & Parmeter, Christopher F., 2015, "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, volume 131, issue C, pages 78-82, DOI: 10.1016/j.econlet.2015.03.038.
• Bah, Mohamed Siry, 2015, "Real convergence in West African Economic and Monetary Union (WAEMU)," Economics Letters, Elsevier, volume 135, issue C, pages 19-23, DOI: 10.1016/j.econlet.2015.07.020.
• Caporale, Tony, 2015, "Regime changes and interest rate risk," Economics Letters, Elsevier, volume 136, issue C, pages 204-206, DOI: 10.1016/j.econlet.2015.08.015.
• Zhang, Feipeng & Tan, Zhong, 2015, "A new nonparametric quantile estimate for length-biased data with competing risks," Economics Letters, Elsevier, volume 137, issue C, pages 10-12, DOI: 10.1016/j.econlet.2015.10.023.
• Scharfenaker, Ellis & dos Santos, Paulo L., 2015, "The distribution and regulation of Tobin’s q," Economics Letters, Elsevier, volume 137, issue C, pages 191-194, DOI: 10.1016/j.econlet.2015.11.008.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang, 2015, "Gradient-based smoothing parameter selection for nonparametric regression estimation," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 233-241, DOI: 10.1016/j.jeconom.2014.09.007.
• Chen, Bin, 2015, "Modeling and testing smooth structural changes with endogenous regressors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 196-215, DOI: 10.1016/j.jeconom.2014.10.012.
• Zhu, Ke & Ling, Shiqing, 2015, "Model-based pricing for financial derivatives," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 447-457, DOI: 10.1016/j.jeconom.2015.02.030.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Chen, Min & Zhu, Ke, 2015, "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 313-320, DOI: 10.1016/j.jeconom.2015.03.025.
• Bernstein, Ronald & Madlener, Reinhard, 2015, "Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries," Energy Economics, Elsevier, volume 48, issue C, pages 178-187, DOI: 10.1016/j.eneco.2014.12.019.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Legendre, Bérangère & Ricci, Olivia, 2015, "Measuring fuel poverty in France: Which households are the most fuel vulnerable?," Energy Economics, Elsevier, volume 49, issue C, pages 620-628, DOI: 10.1016/j.eneco.2015.01.022.
• Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2015, "What drives the formation of global oil trade patterns?," Energy Economics, Elsevier, volume 49, issue C, pages 639-648, DOI: 10.1016/j.eneco.2015.02.017.
• Zhang, Dandan & Shi, Xunpeng & Sheng, Yu, 2015, "Comprehensive measurement of energy market integration in East Asia: An application of dynamic principal component analysis," Energy Economics, Elsevier, volume 52, issue PB, pages 299-305, DOI: 10.1016/j.eneco.2015.11.006.
• Yazgan, M. Ege & Özkan, Harun, 2015, "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, volume 12, issue C, pages 23-37, DOI: 10.1016/j.frl.2014.12.003.
• Beneito, Pilar & Rochina-Barrachina, María Engracia & Sanchis, Amparo, 2015, "The path of R&D efficiency over time," International Journal of Industrial Organization, Elsevier, volume 42, issue C, pages 57-69, DOI: 10.1016/j.ijindorg.2015.07.001.
• Sokol, Alexander, 2015, "A generic model for spouse’s pensions with a view towards the calculation of liabilities," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 198-207, DOI: 10.1016/j.insmatheco.2015.09.003.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015, "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 102-115, DOI: 10.1016/j.intfin.2014.12.009.
• Jones, Stewart & Johnstone, David & Wilson, Roy, 2015, "An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 72-85, DOI: 10.1016/j.jbankfin.2015.02.006.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015, "Bond market event study methods," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 281-293, DOI: 10.1016/j.jbankfin.2015.03.013.
• Palandri, Alessandro, 2015, "Do negative and positive equity returns share the same volatility dynamics?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 486-505, DOI: 10.1016/j.jbankfin.2015.05.017.
• He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng, 2015, "Multi-factor volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 132-149, DOI: 10.1016/j.jbankfin.2015.09.013.
• Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015, "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, volume 68, issue 8, pages 1717-1731, DOI: 10.1016/j.jbusres.2015.03.031.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2015, "A comparison of Expected Shortfall estimation models," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 14-47, DOI: 10.1016/j.jeconbus.2014.11.002.
• Basu, Anirban, 2015, "Welfare implications of learning through solicitation versus diversification in health care," Journal of Health Economics, Elsevier, volume 42, issue C, pages 165-173, DOI: 10.1016/j.jhealeco.2015.04.001.
• Shirota, Toyoichiro, 2015, "What is the major determinant of cross-border banking flows?," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 137-147, DOI: 10.1016/j.jimonfin.2015.01.001.
• Behmiri, Niaz Bashiri & Manera, Matteo, 2015, "The role of outliers and oil price shocks on volatility of metal prices," Resources Policy, Elsevier, volume 46, issue P2, pages 139-150, DOI: 10.1016/j.resourpol.2015.09.004.
• Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015, "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 115-138, DOI: 10.1016/j.mulfin.2014.11.006.
• He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng, 2015, "Dynamic factors and asset pricing: International and further U.S. evidence," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 21-39, DOI: 10.1016/j.pacfin.2015.02.002.
• Sgrignoli, Paolo & Metulini, Rodolfo & Schiavo, Stefano & Riccaboni, Massimo, 2015, "The relation between global migration and trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 417, issue C, pages 245-260, DOI: 10.1016/j.physa.2014.09.037.
• Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015, "Spatial Methods," Handbook of Regional and Urban Economics, Elsevier, chapter 0, in: Gilles Duranton & J. V. Henderson & William C. Strange, "Handbook of Regional and Urban Economics", DOI: 10.1016/B978-0-444-59517-1.00003-9.
• Thomschke, Lorenz, 2015, "Changes in the distribution of rental prices in Berlin," Regional Science and Urban Economics, Elsevier, volume 51, issue C, pages 88-100, DOI: 10.1016/j.regsciurbeco.2015.01.001.
• Baltagi, Badi H. & Li, Jing, 2015, "Cointegration of matched home purchases and rental price indexes — Evidence from Singapore," Regional Science and Urban Economics, Elsevier, volume 55, issue C, pages 80-88, DOI: 10.1016/j.regsciurbeco.2015.10.001.
• Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2015, "Natural gas consumption and economic growth: The role of foreign direct investment, capital formation and trade openness in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, volume 42, issue C, pages 835-845, DOI: 10.1016/j.rser.2014.10.075.
• Kyophilavong, Phouphet & Shahbaz, Muhammad & Anwar, Sabeen & Masood, Sameen, 2015, "The energy-growth nexus in Thailand: Does trade openness boost up energy consumption?," Renewable and Sustainable Energy Reviews, Elsevier, volume 46, issue C, pages 265-274, DOI: 10.1016/j.rser.2015.02.004.
• Shahbaz, Muhammad & Loganathan, Nanthakumar & Sbia, Rashid & Afza, Talat, 2015, "The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, volume 47, issue C, pages 683-693, DOI: 10.1016/j.rser.2015.03.044.
• Shahbaz, Muhammad & Khraief, Naceur & Jemaa, Mohamed Mekki Ben, 2015, "On the causal nexus of road transport CO2 emissions and macroeconomic variables in Tunisia: Evidence from combined cointegration tests," Renewable and Sustainable Energy Reviews, Elsevier, volume 51, issue C, pages 89-100, DOI: 10.1016/j.rser.2015.06.014.
• Howell, Anthony, 2015, "‘Indigenous’ innovation with heterogeneous risk and new firm survival in a transitioning Chinese economy," Research Policy, Elsevier, volume 44, issue 10, pages 1866-1876, DOI: 10.1016/j.respol.2015.06.012.
• Sriananthakumar, Sivagowry & Narayan, Seema, 2015, "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 504-520, DOI: 10.1016/j.iref.2015.08.001.
• Cartwright, Phillip A. & Riabko, Natalija, 2015, "Measuring the effect of oil prices on wheat futures prices," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 355-369, DOI: 10.1016/j.ribaf.2014.04.002.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "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 2015-13, Apr.
• Chen, Yunxiao & Liu, Jingchen & Xu, Gongjun & Ying, Zhiliang, 2015, "Statistical analysis of Q-matrix based diagnostic classification models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103183, Jun.
• Frigg, Roman & Hoefer, Carl, 2015, "The best Humean system for statistical mechanics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37075.
• Sgouropoulos, Nikolaos & Yao, Qiwei & Yastremiz, Claudia, 2015, "Matching a distribution by matching quantiles estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57221, Jun.
• Hafez, Mai Sherif & Moustaki, Irini & Kuha, Jouni, 2015, "Analysis of multivariate longitudinal data subject to nonrandom dropout," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60519.
• Bergsma, Wicher & van der Ark, Andries, 2015, "Categorical marginal models: quite extensive package for the estimation of marginal models for categorical data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61309, Jan.
• Baurdoux, Erik J. & Yamazaki, Kazutoshi, 2015, "Optimality of doubly reflected Lévy processes in singular control," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61617.
• Baurdoux, Erik J. & Chen, Nan & Surya, Budhi & Yamazak, Kazutoshi, 2015, "Optimal double stopping of a Brownian bridge," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61618, Dec.
• Frigg, Roman & Smith, Leonard A. & Stainforth, David A., 2015, "An assessment of the foundational assumptions inhigh-resolution climate projections: the case of UKCP09," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61635, Dec.
• Cowell, Frank A. & Fleurbaey, Marc & Tungodden, Bertil, 2015, "The tyranny puzzle in social preferences: an empirical investigation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61663, Dec.
• Chambers, James D. & Naci, Huseyin & Wouters, Olivier J. & Pyo, Junhee & Gunjal, Shalak & Kennedy, Ian R. & Hoey, Mark G. & Winn, Aaron & Neumann, Peter J., 2015, "An assessment of the methodological quality of published network meta-analyses: a systematic review," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61917.
• Helske, Satu & Steele, Fiona & Kokko, Katja & Räikkönen, Eija & Eerola, Mervi, 2015, "Partnership formation and dissolution over the life course: applying sequence analysis and event history analysis in the study of recurrent events," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62244.
• Skinner, C. J., 2015, "Cross-classified sampling: some estimation theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62261, Jun.
• Smith, Leonard A. & Suckling, Emma B. & Thompson, Erica L. & Maynard, Trevor & Du, Hailiang, 2015, "Towards improving the framework for probabilistic forecast evaluation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62949, Jul.
• Neumayer, Eric & Plümper, Thomas, 2016, "W," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64183, Jan.
• Goldstein, Harvey & Lynn, Peter & Muniz-Terrera, Graciela & Hardy, Rebecca & O’Muircheartaigh, Colm & Skinner, Chris J. & Lehtonen, Risto, 2015, "Population sampling in longitudinal surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64705.
• Sayers, Adrian & Ben-Shlomo, Yoav & Blom, Ashley W. & Steele, Fiona, 2015, "Probabilistic record linkage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64894.
• French, Robert & Steele, Fiona, 2015, "Trajectories of functional disability for the elderly in Britain," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64899.
• Kardaras, Constantinos, 2015, "On the stochastic behaviour of optional processes up to random times," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64965, Apr.
• Kardaras, Constantinos & Kreher, Dörte & Nikeghbali, Ashkan, 2015, "Strict local martingales and bubbles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64967, Aug.
• Geneletti, Sara & O'Keeffe, Aidan G. & Sharples, Linda D. & Richardson, Sylvia & Baio, Gianluca, 2015, "Bayesian regression discontinuity designs: incorporating clinical knowledge in the causal analysis of primary care data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65600, Jul.
• Tzougas, George & Vrontos, Spyridon D. & Frangos, Nickolaos E., 2015, "Risk classification for claim counts and losses using regression models for location, scale and shape," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70921.
• Masolo, Riccardo M. & Paccagnini, Alessia, 2015, "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86314, May.
• Bhimani, Alnoor, 2015, "Exploring big data’s strategic consequences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86632, Mar.
• Samantha Leorato & Franco Peracchi, 2015, "Shape Regressions," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1506, revised Jul 2015.
• Kelbesa Abdisa Megersa, 2015, "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 5, pages 878-892, October, DOI: 10.1108/JES-06-2014-0095.
• Markus Jäntti & Eva M. Sierminska & Philippe Van Kerm, 2015, "Modeling the Joint Distribution of Income and Wealth," Research on Economic Inequality, Emerald Group Publishing Limited, "Measurement of Poverty, Deprivation, and Economic Mobility", DOI: 10.1108/S1049-258520150000023010.
• Silviu Carstina & Marian Siminica & Daniel Circiumaru & Anca Tanasie, 2015, "Correlation Analysis of the Indicators of Asset Management and Profitability," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-21.
• Keqiang Hou & Luke Chan & Xin Zeng, 2015, "Information Linkages between Chinese and World Copper Futures Markets," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 10, issue 2, pages 272-300, June.
• Niaz Bashiri Behmiri & Matteo Manera, 2015, "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2015.77, Sep.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A new monthly indicator of global real economic activity," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 244, Jun, DOI: 10.24149/gwp244.
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• Bent Nielsen & Andrew Whitby, 2015, "A Joint Chow Test for Structural Instability," Econometrics, MDPI, volume 3, issue 1, pages 1-31, March.
• Thomas Chuffart, 2015, "Selection Criteria in Regime Switching Conditional Volatility Models," Econometrics, MDPI, volume 3, issue 2, pages 1-28, May.
• Masamune Iwasawa, 2015, "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, volume 3, issue 3, pages 1-31, September.
• Sofia B. Villas-Boas & Qiuzi Fu & George Judge, 2015, "Is Benford’s Law a Universal Behavioral Theory?," Econometrics, MDPI, volume 3, issue 4, pages 1-11, October.
• Franco Peracchi & Samantha Leorato, 2015, "Shape Regressions," Working Papers, Georgetown University, Department of Economics, number gueconwpa~15-15-06, Jul.
• Gary Koop & Dimitris Korobilis, 2015, "Forecasting With High Dimensional Panel VARs," Working Papers, Business School - Economics, University of Glasgow, number 2015_25, Nov.
• Awawoyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015, "Does government size affect per-capita income growth? A hierarchical meta-regression analysis," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 14071, Jun.
• Nicolas Moreau & Elena Stancanelli, 2015, "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01044871, DOI: 10.15609/annaeconstat2009.117-118.2.
• Nicolas Moreau & Elena Stancanelli, 2015, "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Post-Print, HAL, number hal-01044871, DOI: 10.15609/annaeconstat2009.117-118.2.
• Bérangère Legendre & Olivia Ricci, 2015, "Measuring fuel poverty in France: Which households are the most fuel vulnerable?," Post-Print, HAL, number hal-01283999, DOI: 10.1016/j.eneco.2015.01.022.
• Damien Besancenot & Kim Van Huynh & Francisco V Serranito, 2015, "Determinant of Co-authorship in economics: the French case," Post-Print, HAL, number hal-01384671.
• Claire Goavec & Jean-François Hoarau, 2015, "Structural economic vulnerability and tourism dependence: new assessment for small island developing economies
  [Vulnérabilité économique structurelle et dépendance touristique : quels enseignements pour les petites économies insulaires en développ," Post-Print, HAL, number hal-01454720.
• Thomas Chuffart, 2015, "Selection Criteria in Regime Switching Conditional Volatility Models," Post-Print, HAL, number hal-01457388, May, DOI: 10.3390/econometrics3020289.
• Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015, "Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis," Post-Print, HAL, number hal-01879684, DOI: 10.1142/S2010495215500025.
• Jamal Bouoiyour & Refk Selmi, 2015, "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," Post-Print, HAL, number hal-01879685, DOI: 10.1080/09638199.2014.889740.
• Jacques Jaussaud & Sophie Nivoix & Serge Rey, 2015, "The Great East Japan Earthquake and Stock Prices," Post-Print, HAL, number hal-01885285.
• Nicolas Moreau & Elena Stancanelli, 2013, "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," Post-Print, HAL, number halshs-00881215.
• François-Seck Fall & Yaya Ky & Ousmane Birba, 2015, "Analyzing the Mobile-Banking Adoption Process among Low-Income Populations: A Sequential Logit Model," Post-Print, HAL, number halshs-01225149.
• Nicolas Moreau & Elena Stancanelli, 2015, "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01044871, DOI: 10.15609/annaeconstat2009.117-118.2.
• Mihai Mutascu, 2015, "A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries," Working Papers, HAL, number halshs-01111809, Jan.
• Damien Besancenot & Kim Van Huynh & Francisco Serranito, 2015, "Determinants of Co-Authorship in Economics: The French Case," Working Papers, HAL, number halshs-01204687.
• Matthew T. Panhans & John D. Singleton, 2015, "The Empirical Economist's Toolkit: From Models to Methods," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2015-3.
• R. Santos Alimi, 2015, "Estimating Consumption Function under Permanent Income Hypothesis: A Comparison between Nigeria and South Africa," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 5, issue 11, pages 285-298, November.
• David P. Stevens & Zhiwei Zhu, 2015, "Differences In Student Performance In Online Versus Traditional Quantitative Courses," Business Education and Accreditation, The Institute for Business and Finance Research, volume 7, issue 2, pages 31-39.
• Rafika Rahmawati, 2015, "Strategi Peningkatan Efisiensi Biaya Pada Bank Umum Syariah Berbasis Stochastic Frontier Approach Dan Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 4, pages 457-480, April, DOI: https://doi.org/10.21098/bemp.v17i4.