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
2014
- Francetich, Alejandro & Kreps, David, 2014, "Bayesian inference does not lead you astray…on average," Economics Letters, Elsevier, volume 125, issue 3, pages 444-446, DOI: 10.1016/j.econlet.2014.10.022.
- Kim, Hyun Hak & Swanson, Norman R., 2014, "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 352-367, DOI: 10.1016/j.jeconom.2013.08.033.
- Chen, Le-Yu & Szroeter, Jerzy, 2014, "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 678-693, DOI: 10.1016/j.jeconom.2013.10.004.
- McElroy, Tucker S. & Politis, Dimitris N., 2014, "Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 211-225, DOI: 10.1016/j.jeconom.2014.04.019.
- Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie, 2014, "Likelihood inference in some finite mixture models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 87-99, DOI: 10.1016/j.jeconom.2014.04.010.
- Etile, Fabrice, 2014, "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003," Economics & Human Biology, Elsevier, volume 13, issue C, pages 46-65, DOI: 10.1016/j.ehb.2013.01.002.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014, "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, volume 237, issue 1, pages 136-147, DOI: 10.1016/j.ejor.2014.02.021.
- Jin, Xisong & Nadal De Simone, Francisco, 2014, "A framework for tracking changes in the intensity of investment funds' systemic risk," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 343-368, DOI: 10.1016/j.jempfin.2014.09.002.
- Rosa, Carlo, 2014, "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, volume 45, issue C, pages 295-303, DOI: 10.1016/j.eneco.2014.06.011.
- Arreola Hernandez, Jose, 2014, "Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization," Energy Economics, Elsevier, volume 45, issue C, pages 528-536, DOI: 10.1016/j.eneco.2014.08.015.
- Mount, Timothy D. & Ju, Jaeuk, 2014, "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, volume 46, issue C, pages 176-185, DOI: 10.1016/j.eneco.2014.09.014.
- Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014, "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, volume 66, issue C, pages 677-684, DOI: 10.1016/j.enpol.2013.11.040.
- Ledwina, Teresa & Wyłupek, Grzegorz, 2014, "Validation of positive quadrant dependence," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 38-47, DOI: 10.1016/j.insmatheco.2014.02.008.
- Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
- Erdem, Seda & Campbell, Danny & Thompson, Carl, 2014, "Elimination and selection by aspects in health choice experiments: Prioritising health service innovations," Journal of Health Economics, Elsevier, volume 38, issue C, pages 10-22, DOI: 10.1016/j.jhealeco.2014.06.012.
- Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme, 2014, "System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 147-174, DOI: 10.1016/j.jimonfin.2014.07.002.
- Drieskens, Edith & Van Genderen, Ruben & Reykers, Yf, 2014, "From indications to indicators: Measuring regional leadership in the UN context," Journal of Policy Modeling, Elsevier, volume 36, issue S1, pages 151-171, DOI: 10.1016/j.jpolmod.2013.10.004.
- Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014, "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 414, issue C, pages 274-284, DOI: 10.1016/j.physa.2014.07.054.
- Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek, 2014, "Opaque financial reports and R2: Revisited," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 10-17, DOI: 10.1016/j.rfe.2013.08.001.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014, "On Bartlett correctability of empirical likelihood in generalized power divergence family," Statistics & Probability Letters, Elsevier, volume 86, issue C, pages 38-43, DOI: 10.1016/j.spl.2013.12.008.
- Taha Bahadir SARAC, 2014, "Issizlikte Histeri Etkisi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 3, pages 335-344.
- Kuha, Jouni & Jackson, Jonathan, 2014, "The item count method for sensitive survey questions: modelling criminal behaviour," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 48069, Feb.
- Da Silva, Damião Nóbrega & Skinner, Chris J., 2014, "The use of accuracy indicators to correct for survey measurement error," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51256, Feb.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014, "On Bartlett correctability of empirical likelihood in generalized power divergence family," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55597, Mar.
- Vasdekis, Vassilis G. S. & Rizopoulos, Dimitris & Moustaki, Irini, 2014, "Weighted pairwise likelihood estimation for a general class of random effects models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56733, Oct.
- Fryzlewicz, Piotr, 2014, "Wild binary segmentation for multiple change-point detection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57146, Dec.
- Cho, Haeran & Fryzlewicz, Piotr, 2015, "Multiple-change-point detection for high dimensional time series via sparsified binary segmentation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57147, Mar.
- Aïd, René & Campi, Luciano & Langrené, Nicolas & Pham, Huyên, 2014, "A probabilistic numerical method for optimal multiple switching problems in high dimension," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63011.
- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014, "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70919, May.
- Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
- Konstantinos Konstantakis & Panayotis G. Michaelides & Theofanis Papageorgiou, 2014, "Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach," International Journal of Social Economics, Emerald Group Publishing Limited, volume 41, issue 10, pages 956-974, October, DOI: 10.1108/IJSE-07-2013-0165.
- Xin Shen & Mark J. Holmes, 2014, "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 387-405, September, DOI: 10.1108/SEF-09-2012-0106.
- Chang, C-L. & McAleer, M.J., 2014, "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50641, Feb.
- Heij, C. & Knapp, S., 2014, "Effects of wind strength and wave height on ship incident risk: regional trends and seasonality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-15, Aug.
- Dandan ZHANG & Xunpeng SHI & Yu SHENG, 2014, "Enhanced Measurement of Energy Market Integration in East Asia: An Application of Dynamic Principal Component Analysis," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2014-23.
- Massimo Filippini & William Greene, 2014, "Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 14/197, May.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2014, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers, FEDEA, number 2014-11, Oct.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014, "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-11, Aug.
- Cecilia Mancini, 2014, "Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2014-03, Jun.
- Santeramo, Fabio Gaetano, 2014, "On the estimation of supply and demand elasticities of agricultural commodites," AGRODEP technical notes, International Food Policy Research Institute (IFPRI), number TN-10.
- Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
- Richard A. Ashley & Kwok Ping Tsang, 2014, "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, volume 2, issue 1, pages 1-20, March.
- Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, volume 2, issue 3, pages 1-22, September.
- Sara Ramos & Elias Soukiazis, 2014, "Determinants of Subjective Well-Being in Portugal: A Micro-Data Study," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-16, Aug.
- Dominique Guegan & Bertrand Hassani, 2014, "Stress Testing Engineering: the real risk measurement?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00951593, Feb.
- Dominique Guegan & Bertrand Hassani, 2014, "Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00969242, Feb.
- Franz Dietrich & Christian List, 2016, "Probabilistic opinion pooling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00978032.
- Samuel Bates & Cheikh Tidiane Ndiaye, 2014, "Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal," Post-Print, HAL, number hal-01291329.
- Jamal Bouoiyour & Refk Selmi, 2014, "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print, HAL, number hal-01879689.
- Fabrice Etilé, 2014, "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," Post-Print, HAL, number halshs-00978423, Mar, DOI: 10.1016/j.ehb.2013.01.002.
- Fabrice Etilé, 2014, "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00978423, Mar, DOI: 10.1016/j.ehb.2013.01.002.
- Jamal Bouoiyour & Refk Selmi, 2014, "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers, HAL, number hal-01880338, Oct.
- Jamal Bouoiyour & Refk Selmi, 2014, "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT, HAL, number hal-01880338, Oct.
- Hooman Malek & Ghodratollah Emamverdi & Mina Saheb Kashani, 2014, "Selecting an Optimal Resource Allocation Model to Consumptions in Banks of Iran," 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 4, issue 3, pages 204-213, March.
- Hidayet Tiftik, 2014, "Burnout Research on Junior Administrative Police Officers in the Police Department," 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 4, issue 3, pages 429-444, March.
- Durmus Ozdemir & Harald Schmidbauer, 2014, "Risiko Tingkat Suku Bunga di Pasar Keuangan Turki pada Periode Waktu yang Berbeda," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 195-218, January, DOI: https://doi.org/10.21098/bemp.v16i3.
- Durmus Ozdemir & Harald Schmidbauer, 2014, "Interest Rate Risk in Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 183-204, January, DOI: https://doi.org/10.21098/bemp.v16i3.
- Yasser Maklad, 2014, "Preliminary Possibility of Utilising Renewable Energy for Domestic Electricity Generation in Rural and Regional Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 2, issue 2, pages 41-49, June.
- Yasser Maklad, 2014, "A Hybrid RenewableEnergy System (Wind and Solar) Size Optimization and Costing for Residential Buildings in Urban Armidale NSW, Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 50-61, September.
- Yasser Maklad, 2014, "Optimal Sizing ofStand-Alone Photovoltaic Energy Systems and Battery Storage Combination for Armidale NSW, Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 2, issue 4, pages 136-142, December.
- Sergey A. Surkov & Ellen G. Trofimova, 2014, "Paradoxes of Poverty in Russia in Conditions of Growth of Highly Profitable Sectors of Economy," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 10, pages 420-424, October.
- Sripad Motiram, 2014, "The Cult of statistical significance - A Review," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-038, Sep.
- Francesco PAOLONE, 2014, "Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 107-133, June.
- Marco Flores-Calero & Cristina Manzano & Santiago López, 2014, "Factores que influyen en la satisfacción laboral de una universidad ecuatoriana," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 7, issue 1, pages 23-30, Junio.
- Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014, "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School, number 2014-124, Jan.
- Stancanelli, Elena G. F., 2014, "Divorcing Upon Retirement: A Regression Discontinuity Study," IZA Discussion Papers, IZA Network @ LISER, number 8117, Apr.
- Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger, 2014, "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," IZA Standpunkte, Institute of Labor Economics (IZA), number 69, Apr.
- Robert Cull & Asli Demirgüç-Kunt & Jonathan Morduch, 2014, "Banks and Microbanks," Journal of Financial Services Research, Springer;Western Finance Association, volume 46, issue 1, pages 1-53, August, DOI: 10.1007/s10693-013-0177-z.
- Mark Andor & Frederik Hesse, 2014, "The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA)," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 85-109, February, DOI: 10.1007/s11123-013-0354-y.
- Roberto Colombi & Subal Kumbhakar & Gianmaria Martini & Giorgio Vittadini, 2014, "Closed-skew normality in stochastic frontiers with individual effects and long/short-run efficiency," Journal of Productivity Analysis, Springer, volume 42, issue 2, pages 123-136, October, DOI: 10.1007/s11123-014-0386-y.
- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014, "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, volume 25, issue 1, pages 123-161, February, DOI: 10.1007/s11079-013-9301-9.
- Sárkány, Péter, 2014, "Illegális tevékenységek a svéd, a holland és a magyar statisztika alapján
[Illegal activities as presented in Swedish, Dutch and Hungarian statistics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 193-219. - Yao-Hung Yang & Yao-Hung Yang, 2014, "Data Envelopment Analysis with Missing Data: An Application to Life Insurance Industry in Taiwan," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 6, pages 43-52, December, DOI: http://dx.doi.org/10.18533/jefs.v2i.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche, CIRPEE, number 1413.
- B. Anand & Sunil Paul & M. Ramachandran, 2014, "Volatility Spillover between Oil and Stock Market Returns," Working Papers, Madras School of Economics,Chennai,India, number 2014-095, Nov.
- Best, Henning & Kneip, Thorsten, 2014, "Curbside Collection and Participation in Household Waste Recycling: A Causal Analysis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201415, Oct.
- Dominique Guegan & Bertrand K Hassani, 2014, "Stress Testing Engineering: the real risk measurement?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14006, Feb.
- Dominique Guegan & Bertrand K Hassani, 2014, "Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14008, Feb, DOI: 10.1007/978-3-319-07524-2_2.
- George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014, "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/14.
- Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014, "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/14.
- Guido Imbens, 2014, "Matching Methods in Practice: Three Examples," NBER Working Papers, National Bureau of Economic Research, Inc, number 19959, Mar.
- Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips, 2014, "A Big Data Approach to Optimal Sales Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 20130, May.
- Andrew Gelman & Guido Imbens, 2014, "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20405, Aug.
- John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte, 2014, "Sorting Between and Within Industries: A Testable Model of Assortative Matching," NBER Working Papers, National Bureau of Economic Research, Inc, number 20472, Sep.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014, "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20673, Nov.
- David Bernstein & Bent Nielsen, 2014, "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W06, Oct.
- Marco Gallegati, 2014, "Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 1, pages 1-21, DOI: 10.1787/jbcma-2014-5jxx56gqmhf1.
- Andreea Pece, 2014, "The Herding Behavior On Small Capital Markets: Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 795-801, July.
- Fahad Hassan Khan, 2014, "From revenues to democracy?," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2014-25.
- Osazee Godwin Omorokunwa & Nosakhare Ikponmwosa, 2014, "Macroeconomic variables and stock price volatility in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 14, issue 1, pages 259-268.
- Ahmed, Farooq & Raza, Hasan & Hussain, Adnan & Lal, Irfan, 2014, "Determinant of Inflation in Pakistan: An Econometric Analysis, Using Johansen Co Integration Approach," MPRA Paper, University Library of Munich, Germany, number 106870, Jan.
- Ezzat, Hassan, 2014, "Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period," MPRA Paper, University Library of Munich, Germany, number 110566, Jul.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 52697, Jan.
- Zhu, Ke & Li, Wai Keung, 2014, "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 52732, Jan.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014, "On various confidence intervals post-model-selection," MPRA Paper, University Library of Munich, Germany, number 52858.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.
- Deluna, Roperto Jr & Cruz, Edgardo, 2014, "Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model," MPRA Paper, University Library of Munich, Germany, number 53580, Feb.
- Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014, "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper, University Library of Munich, Germany, number 53874, Feb.
- Harin, Alexander, 2014, "Is data interpretation in utility and prospect theories unquestionably correct?," MPRA Paper, University Library of Munich, Germany, number 53880, Feb.
- Megersa, kelbesa, 2014, "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," MPRA Paper, University Library of Munich, Germany, number 54362, Mar.
- Dietrich, Franz & List, Christian, 2014, "Probabilistic Opinion Pooling," MPRA Paper, University Library of Munich, Germany, number 54806, Mar.
- Deluna, Roperto Jr & Jeon, Narae, 2014, "Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach," MPRA Paper, University Library of Munich, Germany, number 55294, Mar.
- Harin, Alexander, 2014, "Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system," MPRA Paper, University Library of Munich, Germany, number 55706, May.
- Ahmed, Mumtaz & Zaman, Asad, 2014, "A Minimax Bias Estimator for OLS Variances under Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 55724.
- Travaglini, Guido, 2014, "Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records," MPRA Paper, University Library of Munich, Germany, number 55835, Apr.
- Nazir, Sidra & Qayyum, Abdul, 2014, "Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis," MPRA Paper, University Library of Munich, Germany, number 55929, revised 2014.
- Santeramo, Fabio Gaetano, 2014, "On the Estimation of Supply and Demand Elasticities of Agricultural Commodites," MPRA Paper, University Library of Munich, Germany, number 56126, May.
- Chen, Min & Zhu, Ke, 2014, "Sign-based specification tests for martingale difference with conditional heteroscedasity," MPRA Paper, University Library of Munich, Germany, number 56347, Jun.
- Flores, Miguel & Rodriguez-Oreggia, Eduardo, 2014, "Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach," MPRA Paper, University Library of Munich, Germany, number 56507, Jun.
- Zhu, Ke & Ling, Shiqing, 2014, "Model-based pricing for financial derivatives," MPRA Paper, University Library of Munich, Germany, number 56623, Jun.
- Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer, 2014, "Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan," MPRA Paper, University Library of Munich, Germany, number 56828, Jun, revised 23 Jun 2014.
- Nanthakumar, Loganathan & Shahbaz, Muhammad & Taha, Roshaiza, 2014, "The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 56843, Jun, revised 23 Jun 2014.
- Villarreal, Francisco G., 2014, "Monetary Policy and Inequality in Mexico," MPRA Paper, University Library of Munich, Germany, number 57074, Jun.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
- Grech, Aaron George, 2014, "Investigating potential output using the Hodrick-Prescott filter: an application for Malta," MPRA Paper, University Library of Munich, Germany, number 57131, Jul.
- Vallejos, Catalina & Steel, Mark F. J., 2014, "Bayesian Survival Modelling of University Outcomes," MPRA Paper, University Library of Munich, Germany, number 57185, May.
- Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi, 2014, "A Note on Nominal and Real Devaluation in Laos," MPRA Paper, University Library of Munich, Germany, number 57307, Jul, revised 13 Jul 2014.
- Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad, 2014, "The Nexus Between Financial Development and Economic Growth in Lao PDR," MPRA Paper, University Library of Munich, Germany, number 57308, Jul, revised 14 Jul 2014.
- Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 57500, Jul, revised 22 Jul 2014.
- Forson, Joseph Ato & Janrattanagul, Jakkaphong, 2014, "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 57582, Jun.
- Ugur, Mehmet & Mitra, Arup, 2014, "Effects of innovation on employment in low-income countries: A mixed-method systematic review," MPRA Paper, University Library of Munich, Germany, number 58214, Jun, revised 27 Aug 2014.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014, "On various confidence intervals post-model-selection," MPRA Paper, University Library of Munich, Germany, number 58326, revised 2014.
- Vergés, Joaquim, 2014, "Evaluación de la eficiencia comparativa de empresas y entidades productivas: Indicadores y técnicas de análisis
[Evaluating comparative efficiency of companies and productive entities: Measures and analisis' techniques]," MPRA Paper, University Library of Munich, Germany, number 58329, Aug. - Wesselbaum, Dennis, 2014, "Sectoral Labor Market Effects of Fiscal Spending," MPRA Paper, University Library of Munich, Germany, number 58761, Sep.
- Karkowska, Renata, 2014, "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper, University Library of Munich, Germany, number 58819, Sep.
- Yang, Bill Huajian, 2014, "Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework," MPRA Paper, University Library of Munich, Germany, number 59025, Mar.
- Coleman, Stephen, 2014, "Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011," MPRA Paper, University Library of Munich, Germany, number 59038, Oct.
- Zhu, Ke & Ling, Shiqing, 2014, "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper, University Library of Munich, Germany, number 59099, Oct.
- Bouoiyour, Jamal & Selmi, Refk, 2014, "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper, University Library of Munich, Germany, number 59560, Oct, revised Oct 2014.
- Bouoiyour, Jamal & Selmi, Refk, 2014, "Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper, University Library of Munich, Germany, number 59568, revised 2014.
- Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral, 2014, "Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis," MPRA Paper, University Library of Munich, Germany, number 59595, Sep.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014, "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper, University Library of Munich, Germany, number 59640.
- Qiu, Yumou & Chen, Song Xi, 2014, "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper, University Library of Munich, Germany, number 59641.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
- Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014, "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper, University Library of Munich, Germany, number 59815.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with in," MPRA Paper, University Library of Munich, Germany, number 60055, Nov.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with in," MPRA Paper, University Library of Munich, Germany, number 60106, Nov.
- Alvi, Mohsin, 2014, "A Manual for Basic Techniques of Data Analysis and Distribution," MPRA Paper, University Library of Munich, Germany, number 60138, Nov.
- Antonescu, Daniela, 2014, "Regional convergence – theoretical approaches," MPRA Paper, University Library of Munich, Germany, number 60288, Nov.
- Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014, "Valid confidence intervals for post-model-selection predictors," MPRA Paper, University Library of Munich, Germany, number 60643, Dec.
- Deja, Dominik & Karbowski, Adam & Zawisza, Mateusz, 2014, "On the Existence of Optimal Level of Women’s Intelligence in Men’s Perception: Evidence from a Speed Dating Experiment," MPRA Paper, University Library of Munich, Germany, number 60782, Dec, revised 20 Dec 2014.
- Harin, Alexander, 2014, "Problems of utility and prospect theories. Certainty effect near certainty," MPRA Paper, University Library of Munich, Germany, number 61026, Dec.
- Harin, Alexander, 2014, "Problems of utility and prospect theories. A discontinuity of Prelec’s function," MPRA Paper, University Library of Munich, Germany, number 61027, Dec.
- Ben Rejeb, Aymen & Arfaoui, Mongi, 2014, "Financial market interdependencies: a quantile regression analysis of volatility spillover," MPRA Paper, University Library of Munich, Germany, number 61516, Dec.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with in," MPRA Paper, University Library of Munich, Germany, number 61805, Nov.
- Genest, Benoit & Cao, Zhili, 2014, "Value-at-Risk in turbulence time," MPRA Paper, University Library of Munich, Germany, number 62906, Jan.
- Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014, "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper, University Library of Munich, Germany, number 64386, Aug.
- Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
- Forson, Joseph Ato & Buracom, Ponlapat & Baah-Ennumh, Theresa Yabaa & Chen, Guojin & Carsamer, Emmanuel, 2014, "Corruption, EU Aid Inflows and Economic Growth in Ghana: Cointegration and Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 67626, Sep, revised 05 Apr 2015.
- Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "New GMM Estimators for Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 68676, Oct.
2013
- Natalia IACHIMOV, 2013, "Information Sources For Regional Analysis: Necessity, Availability, Flaws And Recommendations," Economy and Sociology, The Journal Economy and Sociology, issue 3, pages 180-185.
- José Luis Alfaro Navarro & Víctor Raúl López Ruiz & Domingo Nevado Pena, 2013, "A theoretical intellectual capital model applied to cities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 34, pages 455-468, June.
- Asongu Simplice, 2013, "Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/009, Jan.
- Asongu Simplice, 2013, "Finance and growth: New evidence from Meta-analysis," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/029, Sep.
- Balcombe, Kelvin George & Fraser, Iain & McSorley, Eugene, 2013, "Visual Attention and Attribute Attendance in Multi-Attribute Choice Experiments," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK, Agricultural Economics Society, number 158709, DOI: 10.22004/ag.econ.158709.
- Clementi, F. & Schettino, F., 2013, "Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149891, Jun, DOI: 10.22004/ag.econ.149891.
- Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013, "Irrigation Water Sources And Irrigation Application Methods Used By U.S. Nursery Producers," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143058, Jan, DOI: 10.22004/ag.econ.143058.
- Al-Feel, Mohamed Ahmed & Abdullah, Seram Kamal Mohamed, 2013, "The Impact of Plot-Size on the Estimation of Wheat Yield in Sudan: The Case of New-Halfa Agricultural Scheme," Agricultural Economics Working Paper Series, University of Khartoum, Department of Agricultural Economics, number 152828, DOI: 10.22004/ag.econ.152828.
- Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1339, Jul, revised 14 Jul 2013.
- Áureo de Paula, 2013, "Econometric Analysis of Games with Multiple Equilibria," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 107-131, May.
- Agostino Capponi & Jose Enrique Figueroa Lopez & Andrea Pascucci, 2013, "Dynamic Credit Investment in Partially Observed Markets," Papers, arXiv.org, number 1303.2950, Mar, revised Jun 2014.
- Manuel Pulido-Velazquez & Johannes Sauer & Phoebe Koundouri & Andrew Allan & Bjorn Klove, undated, "The EU FP7 GENESIS project on groundwater systems. Contributions to the analysis of economic, legal and institutional issues of groundwater management with selected case studies," DEOS Working Papers, Athens University of Economics and Business, number 1320.
- Bernhard O. Ishioro, 2013, "Stock Market Development And Economic Growth: Evidence From Zimbabwe," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 343-360, december.
- Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013, "Likelihood inference in some finite mixture models," CeMMAP working papers, Institute for Fiscal Studies, number 19/13, May, DOI: 10.1920/wp.cem.2013.1913.
- Mikael Khan & Louis Morel & Patrick Sabourin, 2013, "The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada," Staff Working Papers, Bank of Canada, number 13-35, DOI: 10.34989/swp-2013-35.
- Luis Lanteri, 2013, "Stock Market Development and Economic Growth. Some Evidence for Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201360, Jan.
- Burcu Kapar & William Pouliot, 2013, "Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes," Discussion Papers, Department of Economics, University of Birmingham, number 13-13, May.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
- Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 1, pages 61-68, January, DOI: 10.1515/jtse-2012-0021.
- Jürgen Wicht, 2013, "Entwicklung eines Analysewerkzeugs zur Identifikation und Analyse von Präsenzlücken im Handel," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13007, Sep.
- W. Robert Reed & Robert Mercer, 2013, "REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/05, Jan.
- Stratford Douglas & W. Robert Reed, 2013, "REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/11, Feb.
- Stratford Douglas & W. Robert Reed, 2013, "A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/31, Nov.
- W. Robert Reed, 2013, "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/32, Oct.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong, 2013, "What causes banking crises? An empirical investigation for the world economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/3, Mar, revised May 2013.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013, "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/5, Apr.
- McElroy, Tucker & Politis, Dimitris, 2013, "Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6164c110, Jan.
- Theo S. Eicher & Monique Newiak, 2013, "Intellectual property rights as development determinants," Canadian Journal of Economics, Canadian Economics Association, volume 46, issue 1, pages 4-22, February, DOI: 10.1111/caje.12000.
- Camilo Alvis & Cristian Castrill�n, 2013, "Tamano óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- José Morelos Gómez & Tom�s Jos� Fontalvo & Juan Carlos Vergara, 2013, "Incidencia de la certificación ISO 9001 en los indicadores de productividad y utilidad financiera de empresas de la zona industrial de Mamonal en Cartagena," Estudios Gerenciales, Universidad Icesi.
- José Morelos Gómez & Fabi�n Gazab�n Arrieta & Roberto Enrique G�mez Fern�ndez, 2013, "Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
- Mary Berrío Norman & Martha Misas Arango & Stephany Santacruz Rinc�n & Edgar Villa P�rez, 2013, "Análisis de Deserción Estudiantil en la Pontificia Universidad Javeriana- Bogotá: Caracterización de la Población Estudiantil," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-59.
- Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013, "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9422, Apr.
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