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

2015

• Fe, Eduardo & Hollingsworth, Bruce, 2015, "Short and long run estimates of the local effects of retirement on health," MPRA Paper, University Library of Munich, Germany, number 65462.
• Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015, "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper, University Library of Munich, Germany, number 65865, Jan.
• Sokolovska, Olena, 2015, "Trade freedom and revenue from trade taxes: a cross-country analysis," MPRA Paper, University Library of Munich, Germany, number 66421, revised 2015.
• Sokolovska, Olena & Sokolovskyi, Dmytro, 2015, "VAT efficiency in the countries worldwide," MPRA Paper, University Library of Munich, Germany, number 66422.
• Whitle, Richard & Rae, Jonathan & Pyke, Chris, 2015, "An empirical investigation into the propensity of reckless decision making within the high pressure environment of Deal or No Deal," MPRA Paper, University Library of Munich, Germany, number 66832.
• Idrovo Aguirre, Byron & Contreras, Javier, 2015, "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper, University Library of Munich, Germany, number 67387, Jan, revised 20 Sep 2015.
• Stacey, Brian, 2015, "Sampling for Variance in a Population," MPRA Paper, University Library of Munich, Germany, number 69381, Mar.
• Aknouche, Abdelhakim, 2015, "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper, University Library of Munich, Germany, number 69572.
• Turan, Güngör, 2015, "Türkiye'de Büyüme ve İşsizlik
  [Growth and Unemployment in Turkey]," MPRA Paper, University Library of Munich, Germany, number 77773, Jun.
• Oshinloye, Micheal & Onanuga, Olaronke & Onanuga, Abayomi, 2015, "Exchange Rate Behaviour in the West Africa Monetary Zone: A GARCH Approach," MPRA Paper, University Library of Munich, Germany, number 83324, Jan.
• Ertugrul, Hasan Murat & Çetin, Murat & Şeker, Fahri & Dogan, Eyüp, 2015, "The impact of trade openness on global carbon dioxide emissions: Evidence from the top ten emitters among developing countries," MPRA Paper, University Library of Munich, Germany, number 97539, Nov, revised 10 Mar 2016.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
• Daniela PIRVU, 2015, "Social Entreprises In Romania," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 14, issue 1, pages 11-20.
• Temesgen Kifle & Mohammad Alauddin, 2015, "What Determines Students’ Perceptions in Course Evaluation Rating in Higher Education? An Econometric Exploration," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 551, Dec.
• Liudas Giraitis & George Kapetanios & Tony Yates, 2015, "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 767, Dec.
• Heni Boubaker & Nadia Sghaier, 2015, "On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 80-93, May-June.
• Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris, 2015, "Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 2, pages 135-156, December.
• Marco Tronzano, 2015, "The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente perio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 2, pages 275-295.
• Marco Tronzano, 2015, "The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 3, pages 401-421.
• Alireza Kazerooni & Adel Ghorbani & Reza Saghafi, 2015, "A Study of Unilateral and Multilateral Sanctions Effectiveness on Iran's Non-Oil Foreign Trade Products," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 1, pages 83-98.
• Ángel León & Manuel Moreno, 2015, "Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 15-3, Mar.
• Scott W. Hegerty, 2015, "Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data," Bulletin of Applied Economics, Risk Market Journals, volume 2, issue 1, pages 21-36.
• Preda, Vasile & Dedu, Silvia, 2015, "Octav Onicescu – Omul si opera Restituiri: contributii la dezvoltarea cercetarii economice Entropia informationala în economie - Versiune preliminara -," Studii Economice, Institutul National de Cercetari Economice (INCE), number 151027, Oct.
• Iancu, Aurel, 2015, "Teorii si politici privind austeritatea si efectele acesteia," Studii Economice, Institutul National de Cercetari Economice (INCE), number 151207, Dec.
• Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole, 2015, "A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 3, pages 130-140, September.
• Georgeta VINTILA & Florinita DUCA, 2015, "Evaluation of Corporate Governance Influence on Performance of roumanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 47-51, January.
• Daniela Marella & Mauro Mezzini & Paola Vicard, 2015, "Improving Discretization Exploiting Dependence Structure," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0199, Jan.
• Smita Roy Trivedi, 2015, "Banking Innovations and New Income Streams: Impact on Banks' Performance," Vikalpa: The Journal for Decision Makers, , volume 40, issue 1, pages 28-41, March, DOI: 10.1177/0256090915573616.
• Padmavathi Koride & Anjula Gurtoo, 2015, "Strategic links between borrowing behaviour and purpose of credit: Evidence from India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003840, May.
• Soner Demirel & Ertan Cinar & Medine Elif Othan, 2015, "Conflict Points and Air Traffic Problem Resolutions of Air Traffic Controllers in Istanbul Airspace," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503193, Jun.
• Lia Charekishvili, 2015, "Statistical Analysis of Educational System of Georgia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503949, Jun.
• Mary Arrieta, 2015, "The Financing of Investment in European SMEs: Does economic integration matter?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604294, Jul.
• Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe, 2015, "A Comparative Study of Stock Price Forecasting using nonlinear models," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704207, Sep.
• Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng, 2015, "Forecasting South African Gold Sales: The Box-Jenkins Methodology," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704589, Sep.
• Dilek ALTAS & Gulen Arikan, 2015, "Effect of Housing on Net Error Omissions: An Application to Turkey Case," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105048, Nov.
• Amira Dridi, 2015, "On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 40-56, June.
• Erick Treviño Aguilar & Refugio Vallejo Gutiérrez, 2015, "La profundidad de mercado y el impacto cruzado de precios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 119-142, julio-dic.
• Miros³aw Szreder, 2015, "Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 13, issue 55, pages 47-55.
• Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015, "Bias correction for fixed effects spatial panel data models," Working Papers, Singapore Management University, School of Economics, number 04-2015, Mar.
• Yang Zhenlin, 2015, "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers, Singapore Management University, School of Economics, number 14-2015, Dec.
• Duo Qin, 2015, "Letís Take the Bias Out of Econometrics," Working Papers, Department of Economics, SOAS University of London, UK, number 192, Sep.
• Mikaela Backman & Hans Lööf, 2015, "The geography of innovation and entrepreneurship," The Annals of Regional Science, Springer;Western Regional Science Association, volume 55, issue 1, pages 1-6, October, DOI: 10.1007/s00168-015-0713-x.
• Emir Malikov & Diego Restrepo-Tobón & Subal Kumbhakar, 2015, "Estimation of banking technology under credit uncertainty," Empirical Economics, Springer, volume 49, issue 1, pages 185-211, August, DOI: 10.1007/s00181-014-0849-z.
• Paul Embrechts & Bin Wang & Ruodu Wang, 2015, "Aggregation-robustness and model uncertainty of regulatory risk measures," Finance and Stochastics, Springer, volume 19, issue 4, pages 763-790, October, DOI: 10.1007/s00780-015-0273-z.
• Tahereh Dehdarirad & Anna Villarroya & Maite Barrios, 2015, "Research on women in science and higher education: a bibliometric analysis," Scientometrics, Springer;Akadémiai Kiadó, volume 103, issue 3, pages 795-812, June, DOI: 10.1007/s11192-015-1574-x.
• Amsler, Christine & Artem, Prokhorov & Peter, Schmidt, 2015, "Endogeneity in Stochastic Frontier Models," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2015-01, Feb.
• Cristhian Mellado & Diego Escobari, 2015, "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, volume 47, issue 19, pages 1956-1971, April, DOI: 10.1080/00036846.2014.1002892.
• Mustafa Koray Kalafatcilar & Mustafa utku Ozmen, 2015, "Assessment of Post-2003 Crude Oil Price Hike Through Wavelet Coherency Analysis," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 1, pages 19-38.
• Ümit Şenesen, 2015, "İktisat Araştırmalarında Sorgulayıcı Veri Çözümlemesi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 4, issue 2, pages 1-23, May.
• Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
• Steven Yee & Miguel Ramirez, 2015, "Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007," Working Papers, Trinity College, Department of Economics, number 1508, Sep.
• Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma, 2015, "Fundamental shock selection in DSGE models," Studies in Economics, School of Economics, University of Kent, number 1508, May.
• Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics, School of Economics, University of Kent, number 1511, Jul.
• Thomas Demuynck, 2015, "Statistical inference for measures of predictive success," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/251995.
• Basu, Deepankar, 2015, "Asymptotic Bias of OLS in the Presence of Reverse Causality," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2015-18.
• Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015, "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 014, Jan, DOI: 10.26481/umagsb.2015014.
• Statistics Division, ESCAP, 2015, "Financing Statistics Development in Asia and the Pacific," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/15/10, Jul.
• Serena Masino & Miguel Niño-Zarazúa, 2015, "What Works to Improve the Quality of Student Learning in Developing Countries?," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2015-033.
• Marji Tania Issa Eid, 2015, "What Do People Want From Their Jobs? A Dual Factor Analysis Based on Gender Differences," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 6, issue 3, pages 23-48, September.
• Andreea Röthig & Andreas Röthig & Carl Chiarella, 2015, "On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 362, Aug.
• Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015, "On the (Ab)Use of Omega?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:02.
• Federico Maglione, 2015, "Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:05.
• Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.
• Andrasik Ladislav, 2015, "Computational Qualitative Economics – Using Computational Intelligence for Andvanced Learning of Economics in Knowledge Society," Creative and Knowledge Society, Sciendo, volume 5, issue 2, pages 1-15, December, DOI: 10.2478/cks-2015-0011.
• Russell Davidson, 2015, "Computing, the bootstrap and economics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 48, issue 4, pages 1195-1214, November, DOI: 10.1111/caje.12158.
• Stelios Arvanitis & Antonis Demos, 2015, "A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 200-241, June.
• Peter C. B. Phillips, 2015, "Edmond Malinvaud: a tribute to his contributions in econometrics," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 1-13, June.
• Mazin A. M. Al Janabi, 2015, "Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-28, DOI: 10.1142/S2424786315500280.
• Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang, 2015, "Multi-dimensional Risk and its Diversification," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-81, Jun.
• Zoroja, Jovana & Klopotan, Igor & Šimičević, Vanja, 2015, "Enterprises Using Radio Frequency Identification in European Union: Current Outlook (2009-2014)," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2015), Kotor, Montengero, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Kotor, Montengero, 10-11 September 2015".
• Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015, "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-28.
• Sokolov, Igor & Katyshev, Anatoly, 2015, "Nanoeconomics: A statistical model of company profit influenced by individual interests of managers," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-5.
• Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015, "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-37, DOI: 10.5018/economics-ejournal.ja.2015-.
• Kaeding, Matthias, 2015, "Flexible Modeling of Binary Data Using the Log-Burr Link," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113043.
• Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015, "Monetary Cross-Checking in Practice," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113126.
• Mutschler, Willi, 2015, "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113138.

2014

• David Rothschild & David M. Pennock, 2014, "The extent of price misalignment in prediction markets," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 3-20.
• Vivien BRUNEL, 2014, "New results on the correlation problem in operational risk," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 123-129.
• Carlos Díaz Valdivia, 2014, "El rol del mercado de bonos de carbono europeo (EU–ETS) como gestor de inversión en medioambiente en Europa y países en desarrollo," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 22, pages 85-134.
• Mihaela Simionescu (Bratu), 2014, "The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 179-195, October.
• Milica Maricic & Marija Jankovic & Veljko Jeremic, 2014, "Towards a Framework for Evaluating Sustainable Society Index," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 3, pages 49-62, September.
• Georgeta VINTILA & Florinita DUCA, 2014, "Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 4, pages 64-73, April.
• de Géry, Catherine, 2014, "Les pôles de compétitivité français : un nouvel espace participant à la régulation de la relation formation/emploi ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 15.
• Bo?ena Kade?ábková & Emilie Ja?ová, 2014, "Hodrick-Prescott filter in the analysis of structural unemployment and business cycle on the labor market in the countries of the Visegrad Group," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100161, May.
• Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors, 2014, "Methodology Of Application Of Statistical Modelling For Risk Assessment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100275, May.
• Fatima Boussalem & Zina Boussalem & Abdelaziz Taiba, 2014, "The Relationship between public spending on health and economic growth in Algeria: Testing for Cointegration and Causality," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0101004, May.
• Shahariar Huda, 2014, "A comparative study between observation- and parameter-driven zero-in ated Poisson model for longitudinal children hospital visit data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902796, Dec.
• Margarita Perova & Evgeniy Perov, 2014, "Economic stratification of the Russian population and its subjective assessment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902798, Dec.
• Shew Fan Liu & Zhenlin Yang, 2014, "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers, Singapore Management University, School of Economics, number 14-2014, Sep.
• Shew Fan Liu & Zhenlin Yang, 2014, "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers, Singapore Management University, School of Economics, number 15-2014, Sep.
• Zhenlin Yang, 2014, "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers, Singapore Management University, School of Economics, number 16-2014, Sep.
• Ioanna Reziti, 2014, "Price transmission analysis in the Greek milk market," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 4, pages 75-86, October-D.
• Kristin Woltering, 2014, "Modell, Annahmen und Ergebnisse einer nach Migrationshintergrund differenzierten Bevölkerungsvorausberechnung für Bayern bis 2022," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 1, pages 49-79, June, DOI: 10.1007/s11943-014-0139-4.
• Björn Christensen, 2014, "Statistik vor Gericht – eine empirische Bestandsaufnahme," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 1, pages 81-87, June, DOI: 10.1007/s11943-013-0136-z.
• George Kapetanios & Tony Yates, 2014, "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Empirical Economics, Springer, volume 47, issue 1, pages 305-345, August, DOI: 10.1007/s00181-013-0743-0.
• John Fry, 2014, "Bubbles, shocks and elementary technical trading strategies," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 87, issue 1, pages 1-13, January, DOI: 10.1140/epjb/e2013-40587-y.
• John Fry, 2014, "Multivariate bubbles and antibubbles," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 87, issue 8, pages 1-7, August, DOI: 10.1140/epjb/e2014-50324-9.
• M. Aloqeili & G. Carlier & I. Ekeland, 2014, "Restrictions and identification in a multidimensional risk-sharing problem," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 56, issue 2, pages 409-423, June, DOI: 10.1007/s00199-013-0791-x.
• F. Bartolucci & A. Farcomeni & F. Pennoni, 2014, "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 23, issue 3, pages 433-465, September, DOI: 10.1007/s11749-014-0381-7.
• Sinem Peker & Manuela Tvaronavičienė & Bora Aktan, 2014, "Sustainable risk management: fuzzy approach to volatility and application on FTSE 100 index," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 2, issue 1, pages 30-36, September, DOI: 10.9770/jesi.2014.2.1(4).
• Russell Davidson & James G. MacKinnon, 2014, "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 651-675, August, DOI: 10.1080/07474938.2013.825177.
• Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Estimation of Long Memory in Integrated Variance," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 7, pages 785-814, October, DOI: 10.1080/07474938.2013.806131.
• Ao Yuan & Jan G. De Gooijer, 2014, "Asymptotically Informative Prior for Bayesian Analysis," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 43, issue 14, pages 3080-3094, July, DOI: 10.1080/03610926.2012.694549.
• Marianne Frisén, 2014, "Spatial outbreak detection based on inference principles for multivariate surveillance," IISE Transactions, Taylor & Francis Journals, volume 46, issue 8, pages 759-769, August, DOI: 10.1080/0740817X.2012.748995.
• Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014, "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-057/III, May.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, volume 14, issue 3, pages 623-661, September.
• Liran Einav & Jonathan Levin, 2014, "The Data Revolution and Economic Analysis," Innovation Policy and the Economy, University of Chicago Press, volume 14, issue 1, pages 1-24, DOI: 10.1086/674019.
• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," Studies in Economics, School of Economics, University of Kent, number 1405, Feb.
• Demuynck, T., 2014, "Statistical inference for measures of predictive success," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 009, Jan, DOI: 10.26481/umagsb.2014009.
• Bin Peng & Giovanni Forchini, 2014, "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 20, Mar.
• Francesco Andreoli & Claudio Zoli, 2014, "Measuring Dissimilarity," Working Papers, University of Verona, Department of Economics, number 23/2014, Dec.
• Emilio Celotto, 2014, "Sensitivity and simmetry of Confirmation Measures," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 22, Oct.
• Kuryj-Wysocka Oksana & Kuryj Jan & Wisniewski Radoslaw, 2014, "The Dynamics of Real Estate Field of Value," Real Estate Management and Valuation, Sciendo, volume 22, issue 4, pages 105-113, February, DOI: 10.2478/remav-2014-0041.
• Andrew Chesher & Adam M. Rosen, 2014, "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-19, June.
• Fabio Canova & Filippo Ferroni & Christian Matthes, 2014, "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1099-1117, November, DOI: 10.1002/jae.2414.
• Steven Kou & Xianhua Peng, 2014, "Expected shortfall or median shortfall," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-6, DOI: 10.1142/S234576861450007X.
• Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2014, "The Impact of FX Central Bank Intervention in a Noise Trading Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Exchange Rates and Global Financial Policies".
• Carrieri, V. & Wuebker, A., 2014, "Does the letter matter (and for everyone)? Quasi-experimental evidence on the effects of home invitation on mammography uptake," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/11, Jul.
• Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014, "Do media data help to predict German industrial production?," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 149.
• Kristoufek, Ladislav, 2014, "Leverage effect in energy futures," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 17.
• Carrieri, Vincenzo & Wuebker, Ansgar, 2014, "Does the Letter Matter (and for Everyone)? - Quasi-experimental Evidence on the Effects of Home Invitation on Mammography Uptake," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 491, DOI: 10.4419/86788560.
• Herwartz, Helmut & Plödt, Martin, 2014, "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100326.
• Mutschler, Willi, 2014, "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100598.
• Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian, 2014, "The own-wage elasticity of labor demand: A meta-regression analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-016.
• Bartelsmann, Eric & Dobbelaere, Sabien & Peters, Bettina, 2014, "Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-064.
• Asger Lunde & Kasper V. Olesen, 2014, "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-19, Nov.
• Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg, 2014, "Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-05, Feb.
• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-12, Apr.
• Mikko S. Pakkanen & Anthony Réveillac, 2014, "Functional limit theorems for generalized variations of the fractional Brownian sheet," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-14, Apr.
• Martin M. Andreasen & Andrew Meldrum, 2014, "Dynamic term structure models: The best way to enforce the zero lower bound," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-47, Nov.
• Kerstin Gärtner & Mark Podolskij, 2014, "On non-standard limits of Brownian semi-stationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-50, Dec.
• Mark Podolskij, 2014, "Ambit fields: survey and new challenges," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-51, Dec.
• Tobias Fissler & Mark Podolskij, 2014, "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-52, Dec.
• Claudio Heinrich & Mark Podolskij, 2014, "On spectral distribution of high dimensional covariation matrices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-54, Dec.
• Nadejda SUVOROVA, 2014, "Expenditure Tracking Of Animal Production In The Software "1c: Accounting 8.2"," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 160-165.
• Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu, 2014, "Hand Surgery – Postoperative Recovery and Medical Tourism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue Special 8, pages 1125-1125, August.
• Lapple, Doris & Hennessy, Thia, 2014, "Assessing The Impact Of Financial Incentives For Participation In Extension Programmes: Evidence From Ireland," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169737, Apr, DOI: 10.22004/ag.econ.169737.
• Davidson, Russell & MacKinnon, James G., 2014, "Bootstrap tests for overidentification in linear regression models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274643, Apr, DOI: 10.22004/ag.econ.274643.
• Fatih Çemrek & Hilal Baykuş & Özer Özaydın, 2014, "Analysis of Social Media Use and Manners In Terms of Uses and Satisfaction Approach: ESOGU Case Study," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 2, pages 61-76, December, DOI: http://dx.doi.org/10.17093/aj.2014..
• Paulo M.D.C. Parente & Richard J. Smith, 2014, "Recent Developments in Empirical Likelihood and Related Methods," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 77-102, August.
• Ladislav Kristoufek, 2014, "Leverage effect in energy futures," Papers, arXiv.org, number 1403.0064, Mar.
• Angel de la Fuente & José Emilio Boscá, 2014, "Gasto educativo por regiones y niveles en 2010," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 944.14, Jan.
• Stelios Arvanitis & Antonis Demos, 2014, "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers, Athens University of Economics and Business, number 1406, May.
• Andrew Chesher & Adam Rosen, 2014, "Generalized instrumental variable models," CeMMAP working papers, Institute for Fiscal Studies, number 04/14, Jan, DOI: 10.1920/wp.cem.2014.0414.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Institute for Fiscal Studies, number 29/14, Jun, DOI: 10.1920/wp.cem.2014.2914.
• Eugenia Harja, 2014, "Analysis Of The Marriages And Divorces Seasonality In Romania Compared To Bacau County During 2010-2013," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 19.
• Eugenia Harja & Oana-Ancuta Stângaciu, 2014, "Evolution Of The Natural Growth And The Analysis Of The Seasonality Of Live Births And Deaths From Romania And Bacau County In The Last Four Years," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 19.
• Michele Leonardo Bianchi, 2014, "An analysis on the difference between bank index-linked bonds’ prices and their fair-value," BANCARIA, Bancaria Editrice, volume 6, pages 28-48, June.
• Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh, 2014, "Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 15-22, May.
• Angel De la Fuente & Jose Emilio Bosca, 2014, "Gasto educativo por regiones y niveles en 2010," Working Papers, BBVA Bank, Economic Research Department, number 1402, Jan.
• Vidović Jelena & Poklepović Tea & Aljinović Zdravka, 2014, "How to Measure Illiquidity on European Emerging Stock Markets?," Business Systems Research, Sciendo, volume 5, issue 3, pages 67-81, September, DOI: 10.2478/bsrj-2014-0020.
• Bao-Jun Tang & Cheng Shen, 2014, "Carbon market: Systematic risk and expectations of returns-on the comparison analysis of the CDM and EU ETS," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 49, Jan.
• Damien S. Eldridge, 2014, "A Comment On Siegfried'S First Lesson In Econometrics," Economic Inquiry, Western Economic Association International, volume 52, issue 1, pages 503-504, January.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2014, Sep.
• Liudas Giraitis & George Kapetanios & Simon Price, 2014, "Adaptive forecasting in the presence of recent and ongoing structural change," Bank of England working papers, Bank of England, number 490, Mar.
• Beum-Jo Park, 2014, "The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 2, pages 1-26, June.
• Arvanitis Stelios & Demos Antonis, 2014, "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 2, pages 183-235, July, DOI: 10.1515/jtse-2012-0003.
• Kugler Franziska & Schwerdt Guido & Wößmann Ludger, 2014, "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 15, issue 2, pages 105-132, June, DOI: 10.1515/pwp-2014-0013.
• Julien Hanoteau, 2014, "Lobbying for carbon permits in Europe," Recherches économiques de Louvain, De Boeck Université, volume 80, issue 1, pages 61-87.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1459, Jun.
• John Morrow, 2014, "Benford's Law, Families of Distributions and a Test Basis," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1291, Aug.
• Franziska Kugler & Guido Schwerdt & Ludger Wößmann & Franziska Pfaehler, 2014, "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 178.
• László Balázsi & László Mátyás & Tom Wansbeek, 2014, "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CEU Working Papers, Department of Economics, Central European University, number 2014_1, Feb, revised 10 Feb 2014.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 3, Jul.
• Marioara MIREA & Kamer-Ainur AIVAZ, 2014, "Analysis Of The Non-Bank, Non- Government Customers Credits, In Territorial Profile," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 125-137, May.
• Ionuţ Cristian BACIU, 2014, "The Relationship Between Inflation And The Main Macroeconomic Variables In Romania," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 161-172, November.
• Kamer-Ainur AIVAZ & Marioara MIREA, 2014, "A Study Regarding The Major Geographical Disparities In The Romanian Number Of Schools," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 23-31, April.
• Ana Patricia HOMORODEAN (CSATLOS) & Roxana Mihaela SIRBU (OARZA) & Cristian MOCAN, 2014, "Sustainability Of Tax System In Romania," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 327-332, November.
• Petruta MIHAI & Alexandra IOANID & Paula VOICU, 2014, "Classical And Modern Methods Used In Electrical Energy Management System," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 467-474, November.
• Ivan Rodríguez Murillo, 2014, "Eficiencia de la educación superior en Colombia: un análisis mediante fronteras," Revista CIFE, Universidad Santo Tomás.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers, CEPREMAP, number 30, Jan.
• Eliza Anna Buszkowska, 2014, "Dynamic of the Money Flows Between Stock Exchanges," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 2, pages 275-288.
• Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna, 2014, "The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 125-144.
• Rubio-Ramírez, Juan Francisco & , & Arias, Jonas E., 2014, "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9796, Jan.
• Willi Mutschler, 2014, "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3314, Oct.
• Dimitra Chatzi & Dikaios Tserkezos, 2014, "Testing the Linearity of a Time Series," Working Papers, University of Crete, Department of Economics, number 1401, Oct.
• Mark Dincecco & James Fenske & Massimiliano Gaetano Onorato, 2014, "Is Africa Different? Historical Conflict and State Development," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2014-35.
• Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws140503, Feb.
• Julien HANOTEAU, 2014, "Lobbying for carbon permits in Europe," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2014013, Mar.
• Hansen, Peter R. & Lunde, Asger, 2014, "Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 60-93, February.
• Hoover, Kevin D., 2014, "On the Reception of Haavelmo’s Econometric Thought," Journal of the History of Economic Thought, Cambridge University Press, volume 36, issue 1, pages 45-65, March.
• Cao, Jing, 2014, "Quantifying Randomness Versus Consensus in Wine Quality Ratings," Journal of Wine Economics, Cambridge University Press, volume 9, issue 2, pages 202-213, August.
• Timothy B. Armstrong, 2014, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960, Oct.
• Donald W. K. Andrews & Patrik Guggenberger, 2014, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1977, Dec.
• Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014, "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1393.
• Gorkemli Kazar & Arthur Kazar, 2014, "The Renewable Energy Production-Economic Development Nexus," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 312-319.
• Auer, Benjamin R. & Rottmann, Horst, 2014, "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 1, issue C, pages 17-26, DOI: 10.1016/j.jbef.2014.01.001.
• Du, Jun & Liu, Xiaoxuan & Zhou, Ying, 2014, "State advances and private retreats? — Evidence of aggregate productivity decomposition in China," China Economic Review, Elsevier, volume 31, issue C, pages 459-474, DOI: 10.1016/j.chieco.2014.03.002.