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

2012

• Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Institute for Fiscal Studies, number 21/12, Aug, DOI: 10.1920/wp.cem.2012.2112.
• Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 34/12, Oct, DOI: 10.1920/wp.cem.2012.3412.
• ?enol Emir & Hasan Din?er & Mehpare Timor, 2012, "A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 106-122, August.
• Mark Burgin & Gunter Meissner, 2012, "Larger than One Probabilities in Mathematical and Practical Finance," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-13, November.
• Barón-Rivera, Juan David, 2012, "Sensibilidad de la oferta de migrantes internos a las condiciones del mercado laboral en las principales ciudades de Colombia," Chapters, Banco de la Republica de Colombia, chapter 14, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso, "El mercado de trabajo en Colombia: hechos, tendencias e instituciones", DOI: 10.32468/Ebook.664-261-3.
• Puyana-Martínez, Rafael & Ramos-Veloza, Mario Andrés & Zárate-Solano, Hector Manuel, 2012, "Determinantes del subempleo en Colombia : un enfoque por medio de la compensación salarial," Chapters, Banco de la Republica de Colombia, chapter 16, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso, "El mercado de trabajo en Colombia: hechos, tendencias e instituciones", DOI: 10.32468/Ebook.664-261-3.
• Nidia García Bohórquez, 2012, "El impacto de la educación económica y financiera en los jóvenes: el caso de finanzas para el cambio," Borradores de Economia, Banco de la Republica de Colombia, number 687, Jan, DOI: 10.32468/be.687.
• Simon Dubecq & Christian Gourieroux, 2012, "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working papers, Banque de France, number 368.
• Sven Knoth & Marianne Frisén, 2012, "Minimax optimality of CUSUM for an autoregressive model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 66, issue 4, pages 357-379, November, DOI: j.1467-9574.2012.00512.x.
• Michele De Nadai & Arthur Lewbel, 2012, "Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation," Boston College Working Papers in Economics, Boston College Department of Economics, number 790, Jan, revised 01 Jul 2013.
• Marie Mikušová & Václav Friedrich, 2012, "Do Small Enterprises Prepare for Crisis?
  [Připravují se malé organizace na krizi?]," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 15, issue 1, pages 3-16, DOI: 10.32725/acta.2012.001.
• Beum-Jo Park, 2012, "Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 3, pages 157-187, September.
• Delia TESELIOS & Mihaela ALBICI, 2012, "Using Statistical Survey In Economics," Management Strategies Journal, Constantin Brancoveanu University, volume 16, issue 2, pages 34-39.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/04, Mar.
• Liu, Chunping & Minford, Patrick, 2012, "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/21, Aug.
• Antonio N. Bojanic, 2012, "The impact of financial development and trade on the economic growth of Bolivia," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 51-70, May.
• Tatiana Komarova, 2012, "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 559, May.
• Hans-Werner Sinn, 2012, "Der ifo Index und die Konjunktur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 21, pages 13-14, November.
• László Mátyás & László Balázsi, 2012, "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CEU Working Papers, Department of Economics, Central European University, number 2012_2, Apr, revised 18 Feb 2013.
• Andreia Teixeira Marques Dionísio & Paulo Jorge Silveira Ferreira, 2012, "An application of General Maximum Entropy to Utility," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_18.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Michal Franta & Jan Libich & Petr Stehlik, 2012, "Tracking Monetary-Fiscal Interactions Across Time and Space," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/06, Jun.
• Nidia Garc�a Boh�rquez, 2012, "El impacto de la educaci�n econ�mica y financiera en los j�venes: el caso de finanzas para el cambio," Borradores de Economia, Banco de la Republica, number 9264, Jan.
• Wilmer O. Mart�nez R & Manuel D. Hern�ndez, 2012, "C�lculo del ranking acumulado para la encuesta de expectativas de inflaci�n y tasa de cambio nominal, a trav�s de una prueba no param�trica," Borradores de Economia, Banco de la Republica, number 9265, Jan.
• Carolina Carcamo Vergara & Jose Antonio Mola Avila, 2012, "Diferencias por sexo en el desempeno académico en Colombia: Un analisis regional," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 6, issue 1, pages 133-169.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry, 2012, "The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1210, Oct.
• Andrle, Michal, 2012, "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers, CEPREMAP, number 16, Oct.
• Simon Dubecq & Christian Gouriéroux, 2012, "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working Papers, Center for Research in Economics and Statistics, number 2012-03, Feb.
• Wang, Zhaohua & Yin, Fangchao & Zhang, Yixiang & Zhang, Xian, 2012, "An empirical research on the influencing factors of regional CO2 emissions: Evidence from Beijing city, China," Applied Energy, Elsevier, volume 100, issue C, pages 277-284, DOI: 10.1016/j.apenergy.2012.05.038.
• Packalen, Mikko & Wirjanto, Tony S., 2012, "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 1-14, January.
• Li, Chang-Shuai, 2012, "Common persistence in conditional variance: A reconsideration," Economic Modelling, Elsevier, volume 29, issue 5, pages 1809-1819, DOI: 10.1016/j.econmod.2012.05.011.
• Aguirregabiria, Victor, 2012, "A method for implementing counterfactual experiments in models with multiple equilibria," Economics Letters, Elsevier, volume 114, issue 2, pages 190-194, DOI: 10.1016/j.econlet.2011.09.041.
• Moscone, Francesco & Tosetti, Elisa, 2012, "HAC estimation in spatial panels," Economics Letters, Elsevier, volume 117, issue 1, pages 60-65, DOI: 10.1016/j.econlet.2012.04.006.
• Chesher, Andrew & Smolinski, Konrad, 2012, "IV models of ordered choice," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 33-48, DOI: 10.1016/j.jeconom.2011.06.004.
• Aguirregabiria, Victor & Ho, Chun-Yu, 2012, "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 156-173, DOI: 10.1016/j.jeconom.2011.09.013.
• Jenish, Nazgul & Prucha, Ingmar R., 2012, "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 178-190, DOI: 10.1016/j.jeconom.2012.05.022.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012, "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, volume 34, issue 4, pages 1153-1169, DOI: 10.1016/j.eneco.2011.10.001.
• Furió, Dolores & Chuliá, Helena, 2012, "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, volume 34, issue 6, pages 2058-2065, DOI: 10.1016/j.eneco.2012.02.014.
• Dassios, Angelos & Zhao, Hongbiao, 2012, "Ruin by dynamic contagion claims," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 93-106, DOI: 10.1016/j.insmatheco.2012.03.006.
• Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S., 2012, "Libor manipulation?," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 136-150, DOI: 10.1016/j.jbankfin.2011.06.014.
• Olmo, José & Sanso-Navarro, Marcos, 2012, "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2351-2365, DOI: 10.1016/j.jbankfin.2012.04.016.
• Al Janabi, Mazin A.M., 2012, "Optimal commodity asset allocation with a coherent market risk modeling," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 131-140, DOI: 10.1016/j.rfe.2012.06.007.
• Kanaya, Shin & Otsu, Taisuke, 2012, "Large deviations of realized volatility," Stochastic Processes and their Applications, Elsevier, volume 122, issue 2, pages 546-581, DOI: 10.1016/j.spa.2011.09.002.
• Michal Franta & Jan Libich & Petr Stehlik, 2012, "Tracking Monetary-Fiscal Interactions across Time and Space," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-40, Aug.
• Menezes-Filho, Naercio & Vasconcellos, Lígia & Biondi, Roberta Loboda Biondi, 2012, "Evaluating the impact of the Brazilian Public School Math Olympics on the quality of education," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123390, Apr.
• Shengfei Han & Pei He, 2012, "Reforms, WTO, arbitrage efficiency and integration between the China‐US soybean markets," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 4, issue 3, pages 318-341, August, DOI: 10.1108/17561371211263356.
• Asai, M. & Caporin, M. & McAleer, M.J., 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-02, Mar.
• Wilfredo Toledo, 2012, "Algunos Métodos Para Modelar Tendencias Y Su Aplicación A Las Series De Empleo Sectorial En Puerto Rico," Tlatemoani, Servicios Académicos Intercontinentales SL, issue 9, April.
• Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers, European University Institute, number ECO2012/26.
• Jason Shachat & J. Todd Swarthout & Lijia Wei, 2012, "A hidden Markov model for the detection of pure and mixed strategy play in games," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2012-11, Jul.
• Ömer ALTUNÇ & Celil AYDIN, 2012, "Türkiye'de Kamu Sektörü Büyüklüğü ve Ekonomik Büyüme İlişkisinin Ampirik Analizi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 82, pages 79-98, DOI: 10.5455/ey.20003.
• Jason Shachat & J. Todd Swarthout & Lijia Wei, 2012, "A hidden Markov model for the detection of pure and mixed strategy play in games," Working Papers, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, number 1202, Jul, revised 07 Jul 2012.
• Giacomo Sbrana & Andrea Silvestrini, 2012, "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Post-Print, HAL, number hal-00779483, DOI: 10.1016/j.jbankfin.2012.06.015.
• Hermann Pythagore Pierre Donfouet & Pierre-Alexandre Mahieu, 2012, "Community-based health insurance and social capital: a review," Post-Print, HAL, number halshs-00738176, DOI: 10.1186/2191-1991-2-5.
• Kevin D. Hoover, 2012, "On the Reception of Haavelmo’s Econometric Thought," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2012-04.
• Frisén, Marianne, 2012, "Spatial outbreak detection based on inference principles for multivariate surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2012:1, Mar.
• Hussain, Shakir & Shukur, Ghazi, 2012, "Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England," HUI Working Papers, HUI Research, number 67, Oct.
• Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura C. García Sobral, 2012, "Responsible investments in a developing country: Case study of a Bolivian pilot experience," Investigación & Desarrollo, Universidad Privada Boliviana, number 0112.
• Ibrahim A. Onour, 2012, "Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 5, issue 1, pages 1-10.
• Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/12, Aug.
• Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/12, Oct.
• Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel, 2012, "Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 34, pages 81-124, segundo t.
• TOURBEAUX Jérôme, 2012, "L'intégration des Portugais du Luxembourg," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2012-09, Feb.
• CALLENS Marie-Sophie & VALENTOVA Marie & MEULEMAN Bart, 2012, "Do attitudes toward integration of immigrants change over time? A comparative study of natives, second-generation immigrants and foreign-born residents in Luxembourg," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2012-14, Mar.
• TOURBEAUX Jérôme, 2012, "Intégration et frontières sociales au Luxembourg," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2012-21, Apr.
• Münevver Turanli & Dicle Taspinar Cengiz & Omer Bozkir, 2012, "Faktor Analizi ile Universiteye Giris Sinavlarindaki Basari Durumuna Gore Illerin Siralanmasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 17, issue 1, pages 45-68, November.
• Marcos S.G. Tsuzuki (ed.), 2012, "Simulated Annealing - Advances, Applications and Hybridizations," Books, IntechOpen, number 2399, ISBN: ARRAY(0x8680dd98), January-J, DOI: 10.5772/3326.
• Makoto Kakinaka & Hiroaki Miyamoto, 2012, "Extensive vs. Intensive Margin in Japan," Working Papers, Research Institute, International University of Japan, number EMS_2012_14, Sep.
• Battistin, Erich & De Nadai, Michele & Sianesi, Barbara, 2012, "Misreported Schooling, Multiple Measures and Returns to Educational Qualifications," IZA Discussion Papers, IZA Network @ LISER, number 6337, Feb.
• Florinita Duca, 2012, "What Determines The Capital Structure Of Listed Firms In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 3a, pages 523-531, September.
• Raluca-Andreea Mihalache, 2012, "The Various Possible Eu Taxes," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 3a, pages 566-573, September.
• Mark Podolskij & Mathieu Rosenbaum, 2012, "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, volume 8, issue 1, pages 31-48, February, DOI: 10.1007/s10436-011-0180-z.
• Kester Guy & Anton Belgrave, 2012, "Fiscal Multiplier in Microstates: Evidence from the Caribbean," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 1, pages 74-86, February, DOI: 10.1007/s11294-011-9338-8.
• Mary Michail & Nicholas Papasyriopoulos, 2012, "Investigation of the Greek – Turkish Military Spending Relation," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 3, pages 259-270, August, DOI: 10.1007/s11294-012-9362-3.
• Alina Jędrzejczak, 2012, "Estimation of Concentration Measures and Their Standard Errors for Income Distributions in Poland," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 3, pages 287-297, August, DOI: 10.1007/s11294-012-9361-4.
• Stefan Reitz & Mark Taylor, 2012, "FX intervention in the Yen-US dollar market: a coordination channel perspective," International Economics and Economic Policy, Springer, volume 9, issue 2, pages 111-128, June, DOI: 10.1007/s10368-012-0208-5.
• Thomas Demuynck, 2012, "An (almost) unbiased estimator for the S-Gini index," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 10, issue 1, pages 109-126, March, DOI: 10.1007/s10888-010-9142-3.
• Stephen Ryan & Catherine Tucker, 2012, "Heterogeneity and the dynamics of technology adoption," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 1, pages 63-109, March, DOI: 10.1007/s11129-011-9109-0.
• Alain Monfort & Olivier Féron, 2012, "Joint econometric modeling of spot electricity prices, forwards and options," Review of Derivatives Research, Springer, volume 15, issue 3, pages 217-256, October, DOI: 10.1007/s11147-012-9075-z.
• Steffen Andersen & Glenn Harrison & Arne Hole & Morten Lau & E. Rutström, 2012, "Non-linear mixed logit," Theory and Decision, Springer, volume 73, issue 1, pages 77-96, July, DOI: 10.1007/s11238-011-9277-0.
• Yoonseok Lee & Donggyun Shin, 2012, "Mobility-Based Explanation of Crime Incentives," Korean Economic Review, Korean Economic Association, volume 28, pages 51-67.
• Michael McAleer & Manabu Asai & Massimiliano Caporin, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 812, Apr.
• Fernando Andrés Delblanco & Andrés Fioriti, 2012, "Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, pages 23-51, January-D.
• János Pénzes & Gergely Tagai, 2012, "The potential Effects of the "melting" of state borders on the border areas of Hungary," Eszak-magyarorszagi Strategiai Fuzetek, Faculty of Economics, University of Miskolc, volume 9, issue 1, pages 5-18.
• Csaba Domán, 2012, "Quantitative Relationship Between Domestic Energy Consumption and the Standard of Living in Hungary," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 8, issue 01, pages 7-12.
• Péter Sasvári, 2012, "A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 8, issue 02, pages 51-59.
• Marc J. Melitz & Sašo Polanec, 2012, "Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit," NBER Working Papers, National Bureau of Economic Research, Inc, number 18182, Jun.
• Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
• Simeon Coleman Author name: Vitor Leone, 2012, "Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/03, Jun.
• Kajal Lahiri & Wenxiong Yao, 2012, "Should transportation output be included as part of the coincident indicators system?," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 1, pages 1-24, DOI: 10.1787/jbcma-2012-5k9bdtjzj45j.
• Trenca Ioan & Plesoianu Anita & Capusan Razvan, 2012, "Multifractal Structure Of Central And Eastern European Foreign Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 784-790, July.
• Hagit Bulmash, 2012, "An Empirical Analysis Of Secondary Line Price Discrimination Motivations," Journal of Competition Law and Economics, Oxford University Press, volume 8, issue 2, pages 361-397.
• Kim Christensen & Mark Podolskij, 2012, "Asymptotic Theory of Range-Based Multipower Variation," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 417-456, June.
• Lupu Radu, 2012, "The Usefulness of Mathematical Tools for Economic Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1517-1521, May.
• Georgeta VINTILA & Floriniþa DUCA, 2012, "The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1741-1744, May.
• Duca Floriniþa & Mihalache Raluca Andreea, 2012, "Corporate Governance Codes and their Implementation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1090-1093, Decembre.
• Manea Daniela, 2012, "The Role of Practice-Internships in Facilitating Insertion of Graduates on the Labor Market. Evidence from SPIN Project," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-35, Decembre.
• Serife Onder & Huseyin Ergin, 2012, "Determiners of enterprise risk management applications in Turkey: An empirical study with logistic regression model on the companies included in ISE (Istanbul Stock Exchange)," Business and Economic Horizons (BEH), Prague Development Center, volume 7, issue 1, pages 19-26, June.
• Mihaela Gruiescu & Mihai Aristotel Ungureanu & Corina Ioanăș, 2012, "Credit Risk. Determination Models," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 1, pages 121-128.
• Mihaela Botea & Marinel Nedeluţ & Corina Ioanăş & Mihaela Gruiescu, 2012, "Actuarial Techniques to Assess The Financial Performance. Insurance Applications," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 2, pages 71-76.
• Mohammad, Sulaiman D. & Hussain, Adnan & Ahsannudin, Mohammad & Kazmi, Shazia & Lal, Irfan, 2012, "Monetary Policy Reaction Function in Open Economy Version: Empirical Evidence in Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 106878, Jul.
• Baranovski, Alexander L., 2012, "Calibration of factor models with equity data: parade of correlations," MPRA Paper, University Library of Munich, Germany, number 36300, Jan.
• Simplice A, Asongu, 2012, "Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter," MPRA Paper, University Library of Munich, Germany, number 36893, Feb.
• Simplice A, Asongu, 2012, "Fighting corruption in Africa: do existing corruption-control levels matter?," MPRA Paper, University Library of Munich, Germany, number 36900, Feb.
• Simplice A, Asongu, 2012, "Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?," MPRA Paper, University Library of Munich, Germany, number 36901, Feb.
• Gimeno, Ricardo & Gonzalez, Clara I., 2012, "An automatic procedure for the estimation of the tail index," MPRA Paper, University Library of Munich, Germany, number 37023.
• Czinkota, Thomas, 2012, "Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen
  [The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper, University Library of Munich, Germany, number 37072.
• Bystrov, Victor & di Salvatore, Antonietta, 2012, "Martingale approximation for common factor representation," MPRA Paper, University Library of Munich, Germany, number 37669, Mar.
• Mailu, S.K. & Wanyoike, M.M & Serem, J.K. & Mwanza, R.N. & Borter, D.K & Gachuiri, C.K. & Gathumbi, P.K. & Kiarie, N. & Lwoyero, J., 2012, "Should we design extended or straightforward questions for small stock when records are unavailable?," MPRA Paper, University Library of Munich, Germany, number 37804, Mar.
• Bai, Jushan & Wang, Peng, 2012, "Identification and estimation of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 38434, Apr.
• Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia, 2012, "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," MPRA Paper, University Library of Munich, Germany, number 39023, Apr.
• Niño-Zarazúa, Miguel, 2012, "Quantitative analysis in social sciences: An brief introduction for non-economists," MPRA Paper, University Library of Munich, Germany, number 39216, May.
• Simwaka, Kisu, 2012, "Time varying fractional cointegration," MPRA Paper, University Library of Munich, Germany, number 39505, Jun.
• Czinkota, Thomas, 2012, "Zeitpunktsignale zum aktiven Portfoliomanagement
  [Time-Point-Signals for Active Portfolio Management]," MPRA Paper, University Library of Munich, Germany, number 39565, Jun.
• Tiwari, Aviral Kumar, 2012, "Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets," MPRA Paper, University Library of Munich, Germany, number 39693, Jun.
• Zhu, Ke, 2012, "A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach," MPRA Paper, University Library of Munich, Germany, number 40382, Jul.
• Bartolucci, Francesco & Lupparelli, Monia, 2012, "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper, University Library of Munich, Germany, number 40588, Aug.
• Simplice A, Asongu, 2012, "Fighting corruption when existing corruption-control levels count : what do wealth-effects tell us in Africa?," MPRA Paper, University Library of Munich, Germany, number 42180, Oct.
• Şensoy, Ahmet, 2012, "Analysis on Runs of Daily Returns in Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 42645, Jul.
• Kociecki, Andrzej, 2012, "Orbital Priors for Time-Series Models," MPRA Paper, University Library of Munich, Germany, number 42804, Nov.
• Baumöhl, Eduard & Lyócsa, Štefan, 2012, "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper, University Library of Munich, Germany, number 43431, Dec.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012, "Testing the covariance stationarity of CEE stocks," MPRA Paper, University Library of Munich, Germany, number 43432, Dec.
• Halkos, George & Tsilika, Kyriaki, 2012, "Programming identification criteria in simultaneous equation models," MPRA Paper, University Library of Munich, Germany, number 43467.
• Gnidchenko, Andrey A., 2012, "Новый Метод Оценки Структуры И Базы Экспортного Потенциала
  [The new method for estimating the structure and the basis of export potential]," MPRA Paper, University Library of Munich, Germany, number 43691, Dec.
• Kohonen, Anssi, 2012, "Transmission of Government Default Risk in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 43823, Dec.
• Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria, 2012, "Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania," MPRA Paper, University Library of Munich, Germany, number 48772.
• Calvo, Esteban & Azar, Ariel, 2012, "La certeza incierta de los rankings de felicidad
  [The uncertain certainty of happiness rankings]," MPRA Paper, University Library of Munich, Germany, number 48966, Apr.
• Vespignani, Joaquin L., 2012, "Modelling asymmetric consumer demand response: Evidence from scanner data," MPRA Paper, University Library of Munich, Germany, number 55601, Jan.
• Petra Bubáková, 2012, "Agricultural Prices of Pork at the Regional Level and the Law of One Price," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 1, pages 39-51, DOI: 10.18267/j.aop.357.

2011

• Mark Podolskij & Mathieu Rosenbaum, 2011, "Testing the local volatility assumption: a statistical approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-04, Jan.
• Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Estimation of long memory in integrated variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-11, Apr.
• Stefano Grassi & Paolo Santucci de Magistris, 2011, "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-14, May.
• Kim Christensen & Roel Oomen & Mark Podolskij, 2011, "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-19, May.
• Kim Christensen & Mark Podolskij, 2011, "Asymptotic theory of range-based multipower variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-47, Oct.
• Ivana Blesic & Slobodan Cerovic & Vanja Dragicevic, 2011, "Improving the Service Quality as a Socially Responsible Activity of Hotel Companies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 13, issue 29, pages 273-286, February.
• Alina BARBU, 2011, "Difficulties In The Statistical Process: Two Examples In Karl Pearson’S Work," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 62-67, March.
• Lumengo Bonga-Bonga & Alain Kabundi, 2011, "Monetary Policy Action and Inflation in South Africa: An Empirical Analysis," The African Finance Journal, Africagrowth Institute, volume 13, issue 2, pages 25-37.
• Salois, Matthew J., 2011, "Obesity and Diabetes, the Built Environment, and the 'Local' Food Economy," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103649, DOI: 10.22004/ag.econ.103649.
• Ngongang, Elie, 2011, "Impact of Exchange Rate Policy on the Trade of Industrial Products in Sub-Saharan Africa from 1975 to 2007," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 7, issue 01-2, pages 1-27, March, DOI: 10.22004/ag.econ.143427.
• Elisabeta Jaba & Christiana Balan & Silvia Palaşcă, 2011, "Statistical Evaluation Of The Influence Of Determining Factors Of Life Expectancy," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 215-223, july.
• Bahar Berberoglu, 2011, "Analysing The Effects Of 2008 Global Crises On Turkey And European Union With Cluster Analysis," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 1, pages 105-130, January.
• Chang-Shuai Li, 2011, "Common persistence in conditional variance: A reconsideration," Papers, arXiv.org, number 1112.1363, Dec.
• Harja Eugenia & Stângaciu Oana Ancuta, 2011, "Statistical analysis of trade relations of Romania with the EU member states," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 16-17.
• Stângaciu Oana Ancuta, 2011, "A regional perspective on the spatial concentration in Romania’s international trade in 2011," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 16-17.
• Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele, 2011, "The Exchange Traded Funds in Italy," BANCARIA, Bancaria Editrice, volume 1, pages 90-102, January.
• Marco Rocco, 2011, "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 99, Jul.
• Julio-Román, Juan Manuel, 2011, "Heterogeneidad observada y no observada en la formación de los precios del IPC colombiano," Chapters, Banco de la Republica de Colombia, chapter 7, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa, "Formación de precios y salarios en Colombia, tomo I", DOI: 10.32468/Ebook.664-244-6.
• Luis Armando Galvis & Leonardo Bonilla Mejía, 2011, "Desigualdades en la distribución del nivel educativo de los docentes en Colombia," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 151, Aug, DOI: 10.32468/dtseru.151.
• Nataša Teodorović, 2011, "Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 188, pages 91-124, January –.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 552-563.
• Agne Reklaite, 2011, "Coincident, leading and recession indexes for the Lithuanian economy," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 1, pages 91-108, July.
• Zhaohua Wang & Fangchao Yin & Yixiang Zhang & Xian Zhang, 2011, "An empirical research on the influencing factors of regional CO2 emission: Evidence from Beijing city, China," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 28, Nov.
• Sarah Brown & Lisa Farrell & Mark N. Harris, 2011, "Modeling The Incidence Of Self‐Employment: Individual And Employment Type Heterogeneity," Contemporary Economic Policy, Western Economic Association International, volume 29, issue 4, pages 605-619, October, DOI: j.1465-7287.2010.00232.x.
• Stefan Reitz & Jan C. Rülke & Mark P. Taylor, 2011, "On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates," The Economic Record, The Economic Society of Australia, volume 87, issue 278, pages 465-479, September, DOI: j.1475-4932.2011.00723.x.
• Chia‐Lin Chang & Michael McAleer & Les Oxley, 2011, "What Makes A Great Journal Great In Economics? The Singer Not The Song," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 2, pages 326-361, April.
• Silvia Balia & Andrew M. Jones, 2011, "Catching the habit: a study of inequality of opportunity in smoking‐related mortality," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 174, issue 1, pages 175-194, January.
• George Kapetanios & Tony Yates, 2011, "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Bank of England Staff Working Paper series, Bank of England, number 434, Jul.
• Alexandros E. Milionis & Dimitra K. Patsouri, 2011, "A conditional CAPM; implications for the estimation of systematic risk," Working Papers, Bank of Greece, number 131, May.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Hashem M. Pesaran & Ron P. Smith, 2011, "Beyond the DSGE Straitjacket," CESifo Working Paper Series, CESifo, number 3447.
• Kajal Lahiri & Wenxiong Yao, 2011, "Should Transportation Output be Included as Part of the Coincident Indicators System?," CESifo Working Paper Series, CESifo, number 3477.
• Jon H. Fiva & Olle Folke, 2011, "Mechanical and Psychological Effects of Electoral Reform," CESifo Working Paper Series, CESifo, number 3505.
• Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
• Camilo Andrés Mesa Salamanca & Gustavo Adolfo Junca Rodríguez, 2011, "Análisis de reducción de la fecundidad en Colombia. Modelo de determinantes próximos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Juan Manuel Julio & Anderson Grajales, 2011, "�Qu� nos dicen los �ndices de confianza?," Borradores de Economia, Banco de la Republica, number 8752, Jun.
• Ana Mar�a Iregui B. & Ligia Alba Malo B. & Mar�a Teresa Ram�rez G., 2011, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Borradores de Economia, Banco de la Republica, number 8753, Jun.
• Wilmer O. Mart�nez R. & H�ctor M. Z�arte S., 2011, "Aplicaci�n de las herramientas de control de calidad en la compilaci�n de estad�sticas a trav�s del tiempo," Borradores de Economia, Banco de la Republica, number 8947, Aug.
• Luis Armando Galvis & Leonardo Bonilla Mej�a, 2011, "Las desigualdades en la distribución del nivel educativo de los docentes en Colombia," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 8918, Aug, DOI: 10.32468/dtseru.151.
• Mario García-Molina & Alba Avila & Ibrahim Massy, 2011, "Quantitative evidence of Goodwin’s non-linear growth cycles," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022990.
• BOTTON, Quentin & FORTZ, Bernard & GOUVEIA, Luis & POSS, Michael, 2011, "Benders decomposition for the hop-constrained survivable network design problem," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011037, Sep.
• Eklund, J. & Kapetanios, G. & Price, S., 2011, "Forecasting in the presence of recent structural change," Working Papers, Department of Economics, City St George's, University of London, number 11/05.
• Hall, Alastair R. & Pelletier, Denis, 2011, "Nonnested Testing In Models Estimated Via Generalized Method Of Moments," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 443-456, April.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
• Ziliak, Stephen T., 2011, "W.S. Gosset and Some Neglected Concepts in Experimental Statistics: Guinnessometrics II," Journal of Wine Economics, Cambridge University Press, volume 6, issue 2, pages 252-277, October.
• Shin Kanaya & Taisuke Otsu, 2011, "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1798, May.
• Kevin D. Hoover, 2011, "Causal Structure and Hierarchies of Model," Working Papers, Duke University, Department of Economics, number 11-01.
• Steffen Andersen & Glenn W. Harrison & Morten Lau & Elisabet E. Rutstroem, 2011, "Non-Linear Mixed Logit," Department of Economics Working Papers, Durham University, Department of Economics, number 2011_04, Jan.
• OGLOBLIN, Constantin, 2011, "Health Care Efficiency Across Countries: A Stochastic Frontier Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 11, issue 1.
• Burcu KIRAN, 2011, "On The Twin Deficits Hypothesis: Evidence From Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 11, issue 1.
• Vikas Gautam, 2011, "Investigating the Moderating Role of Corporate Image in the Relationship between Perceived Justice and Recovery Satisfaction: Evidence from Indian Aviation Industry," International Review of Management and Marketing, International Review of Management and Marketing, volume 1, issue 4, pages 74-85.
• Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011, "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, volume 14, issue 1, pages 45-90, February.