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
2014
- 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-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014, "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers, Centre for Economic Policy Research, 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 EstadÃstica, 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.
- Grassi, Stefano & Santucci de Magistris, Paolo, 2014, "When long memory meets the Kalman filter: A comparative study," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 301-319, DOI: 10.1016/j.csda.2012.10.018.
- Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014, "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, volume 36, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.09.029.
- Al Janabi, Mazin A.M., 2014, "Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects," Economic Modelling, Elsevier, volume 40, issue C, pages 369-381, DOI: 10.1016/j.econmod.2013.11.021.
- Liu, Chunping & Minford, Patrick, 2014, "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, volume 43, issue C, pages 407-415, DOI: 10.1016/j.econmod.2014.09.013.
- Skeels, Christopher L. & Taylor, Larry W., 2014, "Prediction after IV estimation," Economics Letters, Elsevier, volume 122, issue 3, pages 420-422, DOI: 10.1016/j.econlet.2014.01.003.
- Al-Sadoon, Majid M., 2014, "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 558-568, DOI: 10.1016/j.jeconom.2013.08.019.
- Giraitis, L. & Kapetanios, G. & Yates, T., 2014, "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 46-65, DOI: 10.1016/j.jeconom.2013.10.009.
- Bai, ChongEn & Li, Qi & Ouyang, Min, 2014, "Property taxes and home prices: A tale of two cities," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 1-15, DOI: 10.1016/j.jeconom.2013.08.039.
- Battistin, Erich & De Nadai, Michele & Sianesi, Barbara, 2014, "Misreported schooling, multiple measures and returns to educational qualifications," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 136-150, DOI: 10.1016/j.jeconom.2014.03.002.
- Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014, "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 187-206, DOI: 10.1016/j.jempfin.2014.09.007.
- Mohammadi, Hassan & Parvaresh, Shahrokh, 2014, "Energy consumption and output: Evidence from a panel of 14 oil-exporting countries," Energy Economics, Elsevier, volume 41, issue C, pages 41-46, DOI: 10.1016/j.eneco.2013.11.002.
- Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John, 2014, "Time-varying Granger causality tests for applications in global crude oil markets," Energy Economics, Elsevier, volume 42, issue C, pages 289-298, DOI: 10.1016/j.eneco.2014.01.002.
- Kristoufek, Ladislav & Vosvrda, Miloslav, 2014, "Commodity futures and market efficiency," Energy Economics, Elsevier, volume 42, issue C, pages 50-57, DOI: 10.1016/j.eneco.2013.12.001.
- Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E., 2014, "Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model," Energy Economics, Elsevier, volume 43, issue C, pages 22-33, DOI: 10.1016/j.eneco.2014.01.012.
- Auer, Benjamin R., 2014, "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, volume 43, issue C, pages 82-88, DOI: 10.1016/j.eneco.2014.02.005.
- Kristoufek, Ladislav, 2014, "Leverage effect in energy futures," Energy Economics, Elsevier, volume 45, issue C, pages 1-9, DOI: 10.1016/j.eneco.2014.06.009.
- Heberle, Jochen & Thomas, Anne, 2014, "Combining chain-ladder claims reserving with fuzzy numbers," Insurance: Mathematics and Economics, Elsevier, volume 55, issue C, pages 96-104, DOI: 10.1016/j.insmatheco.2014.01.002.
- Lee, Woojoo & Ahn, Jae Youn, 2014, "On the multidimensional extension of countermonotonicity and its applications," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 68-79, DOI: 10.1016/j.insmatheco.2014.03.002.
- Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 119-136, DOI: 10.1016/j.intfin.2014.01.007.
- Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014, "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 78-98, DOI: 10.1016/j.ijforecast.2013.07.006.
- Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014, "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, volume 31, issue C, pages 47-53, DOI: 10.1016/j.japwor.2014.05.003.
- Hammami, Yacine & Lindahl, Anna, 2014, "An intertemporal capital asset pricing model with bank credit growth as a state variable," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 14-28, DOI: 10.1016/j.jbankfin.2013.10.008.
- Park, Beum-Jo, 2014, "Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 150-159, DOI: 10.1016/j.jbankfin.2014.03.009.
- Papavassiliou, Vassilios G., 2014, "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 133-139, DOI: 10.1016/j.jeconbus.2014.02.002.
- Nelson, Jon P., 2014, "Estimating the price elasticity of beer: Meta-analysis of data with heterogeneity, dependence, and publication bias," Journal of Health Economics, Elsevier, volume 33, issue C, pages 180-187, DOI: 10.1016/j.jhealeco.2013.11.009.
- Meng, Yang & Brennan, Alan & Purshouse, Robin & Hill-McManus, Daniel & Angus, Colin & Holmes, John & Meier, Petra Sylvia, 2014, "Estimation of own and cross price elasticities of alcohol demand in the UK—A pseudo-panel approach using the Living Costs and Food Survey 2001–2009," Journal of Health Economics, Elsevier, volume 34, issue C, pages 96-103, DOI: 10.1016/j.jhealeco.2013.12.006.
- Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014, "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.regsciurbeco.2014.08.003.
- Bentancor, Andrea & Robano, Virginia, 2014, "The part-time premium enigma: an assessment of the Chilean case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123336, Apr.
- Morrow, John, 2014, "Benford's Law, families of distributions and a test basis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60364, Aug.
- Cheng Hsiao, 2014, "Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033007.
- Asongu Simplice, 2014, "Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting," International Journal of Social Economics, Emerald Group Publishing Limited, volume 41, issue 10, pages 906-922, October, DOI: 10.1108/IJSE-05-2013-0117.
- Encarnación M. Parrado-Gallardo & Elena Bárcena-Martín & Luis J. Imedio-Olmedo, 2014, "Inequality, Welfare, and Order Statistics," Research on Economic Inequality, Emerald Group Publishing Limited, "Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting", DOI: 10.1108/S1049-258520140000022012.
- Chang, C-L. & McAleer, M.J., 2014, "Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-07, Feb.
- Chang, C-L. & McAleer, M.J., 2014, "Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-18, May.
- Balakrishnan, K. & Changat, M. & Lakshmikuttyamma, A.K. & Mathews, J. & Mulder, H.M., 2014, "Axiomatic characterization of the interval function of a block graph," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-17, Aug.
- Vander Hoorn, S. & Knapp, S., 2014, "A multi-layered risk exposure assessment approach for the shipping industry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-14, Aug.
- Carey, J.M. & Knapp, S. & Irving, P., 2014, "Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-13, Jul.
- Massimo Filippini & Elisa Tosetti, 2014, "Stochastic Frontier Models for Long Panel Data Sets: Measurement of the Underlying Energy Efficiency for the OECD Countries," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 14/198, Jun.
- Karel Havik & Kieran Mc Morrow & Fabrice Orlandi & Christophe Planas & Rafal Raciborski & Werner Roeger & Alessandro Rossi & Anna Thum-Thysen & Valerie Vandermeulen, 2014, "The Production Function Methodology for Calculating Potential Growth Rates & Output Gaps," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 535, Nov.
- John List & Zacharias Maniadis & Fabio Tufano, 2014, "One Swallow Doesn't Make a Summer: Reply to Kataria," Natural Field Experiments, The Field Experiments Website, number 00457.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1100, Apr.
- Thealexa Becker & Didem Tuzemen, 2014, "Self-employment and health care reform: evidence from Massachusetts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 14-16, Nov.
- Rossella Berni, 2014, "Disegno split-plot e superfici di risposta con effetti casuali," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_10, Oct.
- Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014, "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-14, Jun.
- Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 11323, Feb.
- Russell Davidson & James G. Mackinnon, 2014, "Bootstrap Confidence Sets with Weak Instruments," Post-Print, HAL, number hal-01463109, DOI: 10.1080/07474938.2013.825177.
- Frank A. Cowell & Emmanuel Flachaire, 2014, "Statistical Methods for Distributional Analysis," Working Papers, HAL, number halshs-01115996, Apr.
- Andersson, Fredrik N. G. & Li, Yushu, 2014, "Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/38, Nov.
- HIGA, Kazuhito & 比嘉, 一仁, 2014, "Estimating Upward Bias of Japanese Consumer Price Index Using Engel's Law," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-21, Dec.
- Montiel Olea, J. L. & Strzalecki, Tomasz, 2014, "Axiomatization and Measurement of Quasi-Hyperbolic Discounting," Scholarly Articles, Harvard University Department of Economics, number 12967840.
- Ning Li, 2014, "Multidimensionality of Longitudinal Data: Unlocking the Age-Happiness Puzzle," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n04, Mar.
- Andrew Chesher & Adam Rosen, 2014, "Generalized instrumental variable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/14, Jan.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
- Jerry Hausman & Whitney K. Newey, 2014, "Individual Heterogeneity and Average Welfare," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/14, Oct.
- Okan EREN, 2014, "Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 55-72.
- Dorota Ciolek & Tomasz Komornicki, 2014, "Territorial capital of Polish local administrative districts," Working Papers, Instytut Rozwoju, Institute for Development, number 1406, Dec.
- Elena Lasarte & Miguel Angel Marquez Paniagua, 2014, "Decomposition of Regional Income Inequality and Neighborhood Component: A Spatial Theil Index," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2014-03, Feb.
- Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian, 2014, "The Own-Wage Elasticity of Labor Demand: A Meta-Regression Analysis," IZA Discussion Papers, IZA Network @ LISER, number 7958, Feb.
- Simona Bigerna & Carlo Bollino, 2014, "Optimal Design for Hourly Electricity Price in the Italian Market," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 111-112, March, DOI: 10.1007/s11293-013-9398-7.
- Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2014, "Bayesian averaging of classical estimates in forecasting macroeconomic indicators with application of business survey data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 53-68, February, DOI: 10.1007/s10663-013-9227-x.
- Yacine Hammami, 2014, "An empirical investigation of asset pricing models under divergent lending and borrowing rates," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 263-279, August, DOI: 10.1007/s11408-014-0233-1.
- Eftychia Nikolaidou & Sofoklis Vogiazas, 2014, "Credit Risk Determinants for the Bulgarian Banking System," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 1, pages 87-102, February, DOI: 10.1007/s11294-013-9444-x.
- José Sarabia & Vanesa Jordá & Carmen Trueba, 2014, "Estimating the Income Distribution in Latin America Using Limited Information," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 2, pages 231-232, May, DOI: 10.1007/s11294-013-9445-9.
- Pavel Svoboda, 2014, "Predicting Electricity Consumption in Corporate Sector—Case of the Czech Republic," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 2, pages 235-236, May, DOI: 10.1007/s11294-013-9447-7.
- Brad Sturgill, 2014, "Development Accounting with Natural Capital and Variable Factor Shares," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 2, pages 241-243, May, DOI: 10.1007/s11294-013-9458-4.
- J. Clark & O. Dittrich & Stephen Law & Qin Xu, 2014, "Nutrient Prices and Other Socio-Economic and Health Determinants of the Body Mass Index of Canadians," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 3, pages 249-258, August, DOI: 10.1007/s11294-014-9475-y.
- Dorota Witkowska, 2014, "An Application of Hedonic Regression to Evaluate Prices of Polish Paintings," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 3, pages 281-293, August, DOI: 10.1007/s11294-014-9468-x.
- Simona Bigerna & Paolo Polinori, 2014, "Quality of Life and Efficiency in Italian Municipalities," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 3, pages 347-348, August, DOI: 10.1007/s11294-014-9473-0.
- Hiroaki Miyamoto, 2014, "Cyclical behavior of real wages in Japan," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2014-16, Nov, revised Nov 2014.
- Kyoo il Kim, 2014, "Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models," Korean Economic Review, Korean Economic Association, volume 30, pages 191-216.
- Simeon Coleman & Kavita Sirichand, 2014, "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_04, Jul, revised Jul 2014.
- Chang Chia-Lin & McAleer Michael, 2014, "Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations," Review of Economics, De Gruyter, volume 65, issue 1, pages 35-52, April, DOI: 10.1515/roe-2014-0103.
- Shahchera, Mahshid, 2014, "Compliance with the Basel Core Principles in Iranian Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 109-129, March.
- Salehi, Mehdi, 2014, "Stock Price Forecasting," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 4, pages 107-127, July.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2014, "Tweets, Google Trends and Sovereign Spreads in the GIIPS," Discussion Paper Series, Department of Economics, University of Macedonia, number 2014_04, Jun, revised Jun 2014.
- Bertrand K Hassani, 2014, "Risk Appetite in Practice: Vulgaris Mathematica," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14037, Apr.
- Alexander Dokumentov & Rob J Hyndman, 2014, "Low-dimensional decomposition, smoothing and forecasting of sparse functional data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/14.
- Miguel D. Ramirez, 2014, "Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks, 1970-2010," Business and Economic Research, Macrothink Institute, volume 4, issue 1, pages 351-373, June.
- Elliott Fan & Jin-Tan Liu & Yen-Chien Chen, 2014, "Is the 'Quarter of Birth' Endogenous? Evidence From One Million Siblings in Taiwan," NBER Working Papers, National Bureau of Economic Research, Inc, number 20444, Aug.
- Dominic Coey & Bradley Larsen & Kane Sweeney, 2014, "The Bidder Exclusion Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 20523, Sep.
- Diana Markova, 2014, "Regional Differences In Fertility In Bulgaria In The Period From 2000 To 2013," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 10, issue 2, pages 130-138.
- Yili Hong & Pei-yu Chen & Lorin Hitt, 2014, "Measuring Product Type with Dynamics of Online Product Review Variances: A Theoretical Model and the Empirical Applications," Working Papers, NET Institute, number 14-03, Sep.
- Nadejda SUVOROVA, 2014, "Expenditure Tracking Of Animal Production In The Software "1c: Accounting 8.2"," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 160-165.
- Bhat, Chandra R., 2014, "The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 1, pages 1-117, July, DOI: 10.1561/0800000022.
- Parmeter, Christopher F. & Kumbhakar, Subal C., 2014, "Efficiency Analysis: A Primer on Recent Advances," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 3-4, pages 191-385, December, DOI: 10.1561/0800000023.
- Daniel Bulin, 2014, "Tourism Industry Worldwide – Testing Some Correlations Between Essential Indicators," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 2, issue 2, pages 56-65, November.
- Stela Raleva, 2014, "Impact of Labour on Economic Growth in Bulgaria (1991 - 2013)," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 5-14, October.
- Hatmanu (Gagea) Mariana & Iacobuțã Andreea-Oana, 2014, "Determinants Of Entrepreneurial Activity In Times Of Crisis: An Empirical Study," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 320-330, July.
- Erygit Pinar & Cura Serkan & Zungun Deniz & Ortanca Murat, 2014, "Econometric Evaluation Of The Relationship Economic Growth And Unemployment In Eu & Turkey," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 452-462, July.
- José Luis Montiel Olea & Tomasz Strzalecki, 2014, "Axiomatization and Measurement of Quasi-Hyperbolic Discounting," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 3, pages 1449-1499.
- Roman Angela & Ghita-Mitrescu Silvia & Sadoveanu Diana, 2014, "The Impact of Capital Flows on the Real Exchange Rate: the Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 188-193, May.
- Moise – Titei Adina, 2014, "Statistical Aspects of the Dependence between Pollution and Economic Results," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 347-350, May.
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