## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Bayesian binomial zero-coupon bonds model**

*by*Bogomolov, Rostislav & Khametov, Vladimir

**Do political institutions influence international trade? Measurement of institutions and the Long-Run effects**

*by*Krenz, Astrid

**Matematičko modeliranje odnosa između održivog profita i održivog poslovanja**

*by*Nidžara Osmanagić Bedenik & Vedran Kojić & Ivan Strugar & Davor Labaš

**Panel Macroeconometric Modeling**

*by*Cheng Hsiao

**Gauging financial conditions in South Africa**

*by*Nicolaas van der Wath

**Financial Contagion: A New Perspective (and a New Test)**

*by*Matteo Cominetta

**Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios**

*by*Mazin A. M. Al Janabi

**Crime and Divorce. Can one Lead to the other? Using Multilevel Mixed Models**

*by*Faisal Khamis Al-Shamari

**Statistica descriptivă a seriilor de timp financiare**

*by*Stefanescu, Răzvan & Dumitriu, Ramona

**The relationship between savings and economic growth at the disaggregated level**

*by*Guma, Nomvuyo & Bonga-Bonga, Lumengo

**Expected utility for nonstochastic risk**

*by*Ivanenko, Victor & Pasichnichenko, Illia

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**The Relationship of Government Revenue and Government Expenditure: A case study of Malaysia**

*by*Ullah, Nazim

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**Firms’ Dynamics and Business Cycle: New Disaggregated Data**

*by*Lorenza Rossi & Emilio Zanetti Chini

**Term Structure of Uncertainty in the Macroeconomy**

*by*Jaroslav Borovička & Lars Peter Hansen

**Price Elasticities of Pharmaceuticals in a Value-Based-Formulary Setting**

*by*Kai Yeung & Anirban Basu & Ryan N. Hansen & Sean D. Sullivan

**An Oaxaca Decomposition for Nonlinear Models**

*by*Bazen, Stephen & Joutard, Xavier & Magdalou, Brice

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**McCarthyism and the Mathematization of Economics**

*by*E. Roy Weintraub

**On the Memory of Products of Long Range Dependent Time Series**

*by*Leschinski, Christian

**RBC Methodology and the Development of Aggregate Economic Theory**

*by*Prescott, Edward C.

**Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)**

*by*Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

**Quarterly Report on the Euro Area (QREA), Vol.15, No.1 (2016)**

*by*Erik Canton & Jan In't Veld & Romanos Priftis

**Quarterly Report on the Euro Area (QREA), Vol.14, No.4 (2015)**

*by*Alexis Loublier & Philipp Mohl & Eric Ruscher & Borek Vasicek & Thomas Walsh

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Diseño de política económica para enfrentar la volatilidad de la tasa de cambio: un análisis econométrico Garch de los periodos de apreciación y depreciación y sus costos y resultados**

*by*Carlos Eduardo Méndez Conde & Juan Camilo Méndez Vizcaíno

**On the Sources of Business Cycles: Implications for DSGE Models**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**The Beta intervalling effect during a deep economic crisis - evidence from Greece**

*by*Georgios Mantsios & Stylianos Xanthopoulos

**On Rosen’s and Adler’s hypotheses in the modern and contemporary visual art market**

*by*Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni & F. Marta L. Lascio

**Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavaraniâ€™s Paintings**

*by*Simin Mozayeni & Parisa Amirmostofian

**A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break**

*by*Tolga Omay & Mubariz Hasanov & Asli Yuksel & Aydin Yuksel

**From Oil to Stock Markets**

*by*Guesmi, Khaled & Boubaker, Heni & Lai, Van Son

**The Relationship Between Consumption and Income**

*by*Tai-Yuen HON

**Suburbanisation and the Housing Situation in the Poznań Agglomeration**

*by*Anna Jancz

**Geographic proximity and university–industry interaction: the case of Mexico**

*by*Claudia Fuentes & Gabriela Dutrénit

**Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations**

*by*Michael P. Hughes & Karl Rogers

**Economic performance, government size, and institutional quality**

*by*António Afonso & João Tovar Jalles

**Values And Environemtal Behavior In Small Pottery Businesses: Empirical Evidence From Mexico, Valores Y Comportamiento Ambiental En Pequenos Negocios: Evidencia Empirica De La Alfareria En Mexico**

*by*Maria del Carmen Avendano & Arcelia Toledo-Lopez & Dora Lilia Guzman Cruz

**Spatial Variations Of Employment Change In Greece Over The Early-Crisis Period (2008-2011)**

*by*Dimitris KALLIORAS & Maria TSIAPA & Spyridon ZAPANTIS

**Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures**

*by*Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che

**House prices at different stages of the buying/selling process**

*by*Shimizu, Chihiro & Nishimura, Kiyohiko G. & Watanabe, Tsutomu

**Do socially (ir)responsible investments pay? New evidence from international ESG data**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Assessing mortgage servicing rights using a reduced-form model: Considering the effects of interest rate risks, prepayment and default risks, and random state variables**

*by*Chiang, Shu Ling & Yang, Tyler T. & Tsai, Ming Shann

**What works to improve the quality of student learning in developing countries?**

*by*Masino, Serena & Niño-Zarazúa, Miguel

**Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets**

*by*Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar

**Tsallis entropy: Do the market size and liquidity matter?**

*by*Gurdgiev, Constantin & Harte, Gerard

**Information spillover dynamics of the energy futures market sector: A novel common factor approach**

*by*Kuruppuarachchi, Duminda & Premachandra, I.M.

**Dynamic asymmetries in house price cycles: A generalized smooth transition model**

*by*Canepa, Alessandra & Chini, Emilio Zanetti

**Nonparametric errors in variables models with measurement errors on both sides of the equation**

*by*De Nadai, Michele & Lewbel, Arthur

**Endogeneity in stochastic frontier models**

*by*Amsler, Christine & Prokhorov, Artem & Schmidt, Peter

**Grouped effects estimators in fixed effects models**

*by*Bester, C. Alan & Hansen, Christian B.

**The equivalence of three latent class models and ML estimators**

*by*Tennekoon, Vidhura S.

**Do rating grades convey important information: German evidence?**

*by*Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila

**Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk**

*by*Kellner, Ralf & Rösch, Daniel

**Social Results of Domestic and Foreign Firms: Case Manufacture of Transport Equipment in Russia**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Lubov Spitsina & Nataliya Tyuleneva & Darya Novoseltseva

**Factorial Correspondences Analysis – A Tool In Tourism Motivation Research**

*by*Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ & Mariana C. JUGANARU

**Using The Factorial Correspondences For Analyzing Tourist Flows**

*by*Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

**Quantitative Aspects Regarding The Tourist Traffic Indicators In The Human Settlements Located On The Black Sea Coast**

*by*Mariana C. JUGANARU & Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ

**Impact of Income on Customers' Loyalty: Are Customers with Higher Income more Loyal?**

*by*Igor Klopotan & Kristina Vrhovec-Žohar & Edita Mahič

**The South African Economic Response to Monetary Policy Uncertainty**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**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)**

*by*Tronzano, Marco

**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 periodo di liberalizzazione dei mercati finanziari (1996-2013)**

*by*Tronzano, Marco

**Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models**

*by*Mutschler, Willi

**Monetary Cross-Checking in Practice**

*by*Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**Multi-dimensional Risk and its Diversification**

*by*Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang

**An entropy-based early warning indicator for systemic risk**

*by*Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

**Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR**

*by*Federico Maglione

**On the (Ab)Use of Omega?**

*by*Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

**On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models**

*by*Andreea Röthig & Andreas Röthig & Carl Chiarella

**Long memory through marginalization of large systems and hidden cross-section dependence**

*by*Chevillon G. & Hecq A.W. & Laurent S.F.J.A.

**Asymptotic Bias of OLS in the Presence of Reverse Causality**

*by*Basu, Deepankar

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci

**Fundamental shock selection in DSGE models**

*by*Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma

**Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007**

*by*Steven Yee & Miguel Ramirez

**Generalized Autoregressive Method of Moments**

*by*Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski

**Time to Demystify Endogeneity Bias**

*by*Duo Qin

**Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels**

*by*Yang Zhenlin

**Bias correction for fixed effects spatial panel data models**

*by*Zhenlin Yang & Jihai Yu & Shew Fan Liu

**Effect of Housing on Net Error Omissions: An Application to Turkey Case**

*by*Dilek ALTAS & Gulen Arikan

**Forecasting South African Gold Sales: The Box-Jenkins Methodology**

*by*Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng

**A Comparative Study of Stock Price Forecasting using nonlinear models**

*by*Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe

**The Financing of Investment in European SMEs: Does economic integration matter?**

*by*Mary Arrieta

**Statistical Analysis of Educational System of Georgia**

*by*Lia Charekishvili

**Conflict Points and Air Traffic Problem Resolutions of Air Traffic Controllers in Istanbul Airspace**

*by*Soner Demirel & Ertan Cinar & Medine Elif Othan

**Strategic links between borrowing behaviour and purpose of credit: Evidence from India**

*by*Padmavathi Koride & Anjula Gurtoo

**Improving Discretization Exploiting Dependence Structure**

*by*Daniela Marella & Mauro Mezzini & Paola Vicard

**Octav Onicescu – Omul si opera Restituiri: contributii la dezvoltarea cercetarii economice Entropia informationala în economie - Versiune preliminara -**

*by*Preda, Vasile & Dedu, Silvia

**Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers**

*by*León, Ángel & Moreno, Manuel

**Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models**

*by*Liudas Giraitis & George Kapetanios & Tony Yates

**What Determines Studentsâ€™ Perceptions in Course Evaluation Rating in Higher Education? An Econometric Exploration**

*by*Temesgen Kifle & Mohammad Alauddin

**Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes**

*by*Aknouche, Abdelhakim

**Sampling for Variance in a Population**

*by*Stacey, Brian

**Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)**

*by*Idrovo Aguirre, Byron & Contreras, Javier

**An empirical investigation into the propensity of reckless decision making within the high pressure environment of Deal or No Deal**

*by*Whitle, Richard & Rae, Jonathan & Pyke, Chris

**VAT efficiency in the countries worldwide**

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**Trade freedom and revenue from trade taxes: a cross-country analysis**

*by*Sokolovska, Olena

**Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting**

*by*Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

**Short and long run estimates of the local effects of retirement on health**

*by*Fe, Eduardo & Hollingsworth, Bruce

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Environmental attitude, motivations and values for marine biodiversity protection**

*by*Halkos, George & Matsiori, Steriani

**Banking Innovations and New Income Streams: Impact on Banks’ Performance**

*by*Roy Trivedi, Smita

**Invariance of the distribution of the maximum**

*by*Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen

**Globalisation effect measure via hierarchical dynamic factor modelling**

*by*Agne Reklaite

**Services Trade Restrictiveness Index (STRI): Scoring and Weighting Methodology**

*by*Massimo Geloso Grosso & Frédéric Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

**Production function estimation using New Zealand’s Longitudinal Business Database**

*by*Richard Fabling & David C Maré

**STR: A Seasonal-Trend Decomposition Procedure Based on Regression**

*by*Alexander Dokumentov & Rob J. Hyndman

**Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata**

*by*Anil Alpman

**Constrained Optimization Approaches to Estimation of Structural Models: Comment**

*by*Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo

**Simple Tests for Selection Bias: Learning More from Instrumental Variables**

*by*Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J.

**Characterizations of identified sets delivered by structural econometric models**

*by*Andrew Chesher & Adam Rosen

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**An investigation into multivariate variance ratio statistics and their application to stock market predictability**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Mean Ratio Statistic for measuring predictability**

*by*Oliver Linton & Katja Smetanina

**Is Africa Different? Historical Conflict and State Development**

*by*Mark Dincecco & James Fenske & Massimiliano Gaetano Onorato

**Productivity Development for Norwegian Electricity Distribution Companies 2004-2013**

*by*Cheng, Xiaomei & Bjørndal, Endre & Lien, Gudbrand & Bjørndal, Mette

**Malmquist Productivity Analysis based on StoNED**

*by*Cheng, Xiaomei & Bjørndal, Endre & Bjørndal, Mette

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**The Geography of Innovation and Entrepreneurship**

*by*Backman, Mikaela & Lööf, Hans

**Une nouvelle approche expérimentale pour tester les modèles quantiques de l'erreur de conjonction**

*by*Sébastien Duchêne & Thomas Boyer-Kassem & Eric Guerci

**Testing Quantum-like Models of Judgment for Question Order Effects**

*by*Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci

**Approximating Time Varying Structural Models With Time Invariant Structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation**

*by*Gayle, George-Levi & Li, Chen & Miller, Robert A.

**Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators**

*by*Honore, Bo E. & Hu, Luojia

**Poor (Wo)man’s Bootstrap**

*by*Honore, Bo E. & Hu, Luojia

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Quarterly Report on the Euro Area (QREA), Vol.14, No.3 (2015)**

*by*Alessandro Angelini & Kieran McMorrow & Rafal Raciborski & Werner Roeger & Eric Ruscher & Valerie Vandermeulen & Borek Vasicek & Lauri Vilmi

**Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)**

*by*Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)**

*by*Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

**An assessment of the relative quality of the Output Gap estimates produced by the EU's Production Function Methodology**

*by*K. Mc Morrow & W. Roeger & V. Vandermeulen & K. Havik

**Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting**

*by*Chang, C-L. & McAleer, M.J.

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence**

*by*Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien

**‘Modern’ Phillips Curves And The Implications For The Statistical Process Of Inflation**

*by*Bill Russell

**War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I**

*by*Konstantin A. Kholodilin

**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**

*by*Peter C. B. Phillips

**Identification- and Singularity-Robust Inference for Moment Condition**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Higher-order statistics for DSGE models**

*by*Willi Mutschler

**Approximating time varying structural models with time invariant structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Estimating the Variance of Decomposition Effects**

*by*Takuya Hasebe

**Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore**

*by*Badi H. Baltagi & Jing Li

**The Estimation of Multi-dimensional Fixed Effects Panel Data Models**

*by*Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek

**The Impact of Foreclosure on Housing Prices**

*by*Ralph Siebert

**An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Clustering dependent observations with copula functions**

*by*Marta Di Lascio & Simone Giannerini

**Global Identification in DSGE Models Allowing for Indeterminacy**

*by*Zhongjun Qu & Denis Tkachenko

**Building a Structural Model: Parameterization and Structurality**

*by*M. Mouchart & R. Orsi

**Dynamic term structure models: the best way to enforce the zero lower bound in the United States**

*by*Andreasen, Martin M & Meldrum, Andrew

**Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach**

*by*Andreasen, Martin M & Meldrum, Andrew

**Approximating time varying structural models with time invariant structures**

*by*F. Canova & F. Ferroni & C. Matthes

**Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)**

*by*S. Roux

**Statistical Methods for Distributional Analysis**

*by*Franck A. Cowell & Emmanuel Flachaire

**Edgeworth expansion for the pre-averaging estimator**

*by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida

**On critical cases in limit theory for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Mark Podolskij

**Limit theorems for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij

**A weak limit theorem for numerical approximation of Brownian semi-stationary processes**

*by*Mark Podolskij & Nopporn Thamrongrat

**On U- and V-statistics for discontinuous Itô semimartingale**

*by*Mark Podolskij & Christian Schmidt & Mathias Vetter

**Inference from high-frequency data: A subsampling approach**

*by*Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

**A Markov Chain Estimator of Multivariate Volatility from High Frequency Data**

*by*Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov

**A Martingale Decomposition of Discrete Markov Chains**

*by*Peter Reinhard Hansen

**Trajectoires professionnelles et santé en Europe**

*by*Godard, Mathilde

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**Assessment of Post-2003 Crude Oil Price Hike Through Wavelet Coherency Analysis**

*by*Mustafa Koray Kalafatcilar & Mustafa utku Ozmen

**Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)**

*by*Miros³aw Szreder

**La profundidad de mercado y el impacto cruzado de precios**

*by*Erick Treviño Aguilar & Refugio Vallejo Gutiérrez

**On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors**

*by*Amira Dridi

**Evaluation of Corporate Governance Influence on Performance of roumanian Companies**

*by*Georgeta VINTILA & Florinita DUCA

**A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market**

*by*Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole

**Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data**

*by*Scott W. Hegerty

**A Study of Unilateral and Multilateral Sanctions Effectiveness on Iran's Non-Oil Foreign Trade Products**

*by*Kazerooni, Alireza & Ghorbani, Adel & Saghafi, Reza

**On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach**

*by*Heni Boubaker & Nadia Sghaier

**Social Entreprises In Romania**

*by*Daniela PIRVU

**Globalisation Effect Measure Via Hierarchical Dynamic Factor Modelling**

*by*Agne Reklaite

**Three Essential Analytical Techniques for the Behavioral Marketing Researcher: Median Splits, Mean-Centering, and Mediation Analysis**

*by*Iacobucci, Dawn & Popovich, Deidre L. & Bakamitsos, Georgios A. & Posavac, Steven S. & Kardes, Frank R.

**¿Se está adentrando el sistema español de pensiones en zona sísmica?/Is the Spanish Pension System Approaching a Seismic Zone?**

*by*CÓRDOBA BUENO, MIGUEL & FERNÁNDEZ-AVILÉS CALDERÓN, GEMA & GARCÍA CENTENO, Mª CARMEN

**Proyecto LINK y Econometría de Alta Frecuencia: Las últimas aportaciones econométricas de Lawrence R. Klein /LINK Project and High Frequency Econometrics: Recent Econometric Contributions of Lawrence R. Klein**

*by*CASTILLA, ADOLFO

**Financial and Operative Cost Efficiency: Spanish Savings Banks in Pre-Crisis Period/Eficiencia en costes financieros y operativos: Las cajas de ahorros españolas en el periodo pre-crisis**

*by*PÉREZ-CÁRCELES, MARÍA CONCEPCIÓN & GÓMEZ-GALLEGO, JUAN CÁNDIDO & GÓMEZ-GARCÍA, JUAN

**La herencia de Klein (1920-2013): Una visión de futuro/The Legacy of Klein (1920-2013): A Vision of the Future**

*by*PULIDO SANROMAN, ANTONIO

**Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong**

*by*Tai-Yuen HON

**Matching as a regression estimator**

*by*Dan A. Black

**GDP as a measure of economic growth and welfare: brief critical assessment**

*by*Daniel Bulin & Ionela Baltatescu

**The effect of sensory properties on non-celiac consumers’ willingness to pay for a gluten-free snack**

*by*Tiziana de Magistris & Wilma Xhakollari & Naomi Munoz

**Quality Service and Its Relation With Global Satisfaction in Fast Food Consumers. A Case Study**

*by*Luis Enrique IBARRA MORALES & Jesús VELÁZQUEZ & Lourdes PARTIDA & Cinthia FRANCO

**Forecasting Value-at-Risk using block structure multivariate stochastic volatility models**

*by*Asai, Manabu & Caporin, Massimiliano & McAleer, Michael

**The effects and applicability of financial media reports on corporate default ratings**

*by*Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao

**Improved inferences for spatial regression models**

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**Team heterogeneity in startups and its development over time**

*by*Kaiser, Ulrich & Müller, Bettina

**Methods for calculating cartel damages: A survey**

*by*Doose, Anna Maria

**Is there a Friday the 13th effect in ermerging Asian stock markets?**

*by*Auer, Benjamin R. & Rottmann, Horst

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Man Versus Nash: An Experiment on the Self-enforcing Nature of Mixed Strategy Equilibrium**

*by*Jason Shachat & J. Todd Swarthouty & Lijia Wei

**Credit Derivative Evaluation and CVA under the Benchmark Approach**

*by*Jan Baldeaux & Eckhard Platen

**Geometric and long run aspects of Granger causality**

*by*Majid M. Al-Sadoon

**How big is the impact of infrastructure on trade? Evidence from meta-analysis**

*by*Celbis, Mehmet Güney & Nijkamp, Peter & Poot, Jacques

**Summarizing large spatial datasets: Spatial principal components and spatial canonical correlation**

*by*Bhupathiraju, Samyukta & Verspagen, Bart & Ziesemer, Thomas

**Detailed Decompositions in Generalized Linear Models**

*by*Boris Kaiser

**Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach**

*by*Boris Kaiser

**Is Foreign Direct Investment Beneficial for Mexico? A Cointegration Analysis, 1958-2010**

*by*Miguel Ramirez

**A comment on Siegfried's first lesson in econometrics**

*by*Damien S.Eldridge

**A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data**

*by*Charles S. Bos & Pawel Janus

**Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands**

*by*Eric Bartelsman & Sabien Dobbelaere & Bettina Peters

**Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Consumer Tendency Survey Based Inflation Expectations**

*by*Ece Oral

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**A Comparison Of The Forecasting Performances Of Multivariate Volatility Models**

*by*Vincenzo Candila

**Non-metric PLS path modling: integration into the labour market of sapienza graduates**

*by*Francesca Petrarca

**The Assessment And Improvement Of The Accuracy For The Forecast Intervals**

*by*Bratu, Mihaela

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*Giovanni Gallipoli & Gianluigi Pelloni

**The Red Corridor Region of India: What Do the Data Tell Us?**

*by*Mukhopadhyay, Jyoti Prasad & Banik, Nilanjan

**Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach**

*by*Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher

**Estimation of banking technology under credit uncertainty**

*by*Malikov, Emir & Restrepo-Tobon, Diego A & Kumbhakar, Subal C

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu, Simplice A

**An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality**

*by*Pinelis, Iosif

**Assessing the number of components in a normal mixture: an alternative approach**

*by*Maciejowska, Katarzyna

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**A taxonomy of manufacturing and service firms in Luxembourg according to technological skills**

*by*El Joueidi, Sarah

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Rabbit breed characteristics, farmer objectives and preferences in Kenya: A correspondence analysis**

*by*Mailu, Stephen & Wanyoike, M & Serem, Jared

**¿Convergen los ciclos económicos de los estados de la zona euro?: evidencia empírica**

*by*Escañuela Romana, Ignacio

**A note on NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Bubbles, shocks and elementary technical trading strategies**

*by*Fry, John

**Further Results on Identification of Structural VAR Models**

*by*Kociecki, Andrzej

**A Note on Almost Stochastic Dominance**

*by*Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Medición del valor agregado del hogar: nuevos enfoques para el caso peruano**

*by*Arlette Beltrán & Pablo Lavado

**The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply**

*by*Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**The Data Revolution and Economic Analysis**

*by*Liran Einav & Jonathan D. Levin

**Investigation of Options for a New Longitudinal Household Survey: Issues and Options Paper**

*by*Ron Crawford & Maré, David C

**Empirical Projected Copula Process and Conditional Independence an Extended Version**

*by*Lorenzo Frattarolo & Dominique Guegan

**Causal Analysis after Haavelmo**

*by*Heckman, James J. & Pinto, Rodrigo

**Allocation of Human Capital and Innovation at the Frontier: Firm-Level Evidence on Germany and the Netherlands**

*by*Bartelsman, Eric & Dobbelaere, Sabien & Peters, Bettina

**Team Heterogeneity in Startups and its Development over Time**

*by*Kaiser, Ulrich & Müller, Bettina

**The β Family of Inequality Measures**

*by*Luis José Imedio Olmedo & Encarnación M. Parrado Gallardo & Elena Bárcena Martín

**Generalized instrumental variable models**

*by*Andrew Chesher & Adam Rosen

**Individual heterogeneity and average welfare**

*by*Jerry Hausman & Whitney Newey

**What do instrumental variable models deliver with discrete dependent variables?**

*by*Andrew Chesher & Adam Rosen

**Movilidad Social Intergeneracional y Bienestar Individual: Evidencia Empírica del Caso Boliviano**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Manuela Puente Beccar

**Estimating Upward Bias in the Japanese CPI Using Engel's Law**

*by*Kazuhito Higa

**Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction**

*by*Guanglei Hong & Jonah Deutsch & Heather D. Hill

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**Value-at-Risk: Risk assessment for the portfolio of oil and gas producers**

*by*Asche, Frank & Dahl, Roy Endre & Oglend, Atle

**Identification in Models with Discrete Variables**

*by*Laffers, Lukas

**Tweets, Google Trends and Sovereign Spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Interindividual deprivation, close and remote individuals**

*by*Luis José Imedio Olmedo & Elena Bárcena-Martín & Encarnación M. Parrado Gallardo

**Temporary and Persistent Fiscal Policy Shocks**

*by*Sergio Sola

**Fiscal Policy, Interest Rates and Risk Premia in Open Economy**

*by*Salvatore Dell'Erba & Sergio Sola

**Race and Marriage in the Labor Market: A Discrimination Correspondence Study in a Developing Country**

*by*Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez

**Tweets, Google trends and sovereign spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**There is a VaR Beyond Usual Approximations**

*by*Kratz , Marie

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Choosing the variables to estimate singular DSGE models**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Estimation of Banking technology under credit uncertainty**

*by*Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar

**Derretimiento y Retroceso Glaciar: Entendiendo la Percepción de los Hogares Agrícolas que se Enfrentan a los Desafíos del Cambio Climático**

*by*Adriana Bernal Escobar & Rafael Cuervo & Gonzalo Pinzón Trujillo & Jorge H. Maldonado.

**Inflation and Output Comovement in the Euro Area: Love at Second Sight?**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**Over-Indebtedness And Innovation: Some Preliminary Results**

*by*Damiana Giuseppina Costanzo & Damiano Bruno Silipo & Marianna Succurro

**Signs of Impact Effects in Time Series Regression Models**

*by*M. Hashem Pesaran & Ron P. Smith

**Is there a Friday the 13th Effect in Emerging Asian Stock Markets?**

*by*Benjamin R. Auer & Horst Rottmann

**The Impact of Entry Regulation on Total Welfare: A Policy Experiment**

*by*An-Hsiang Liu & Ralph Siebert & Christine Zulehner

**On Testability Of Complementarity In Models With Multiple Equilibria**

*by*Taisuke Otsu & Yoshiyasu Rai

**Risk and Evidence of Bias in Randomized Controlled Trials in Economics**

*by*Peter Boone & Alex Eble & Diana Elbourne

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*G. Gallipoli & G. Pelloni

**Risk news shocks and the business cycle**

*by*Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony

**Geometric and Long Run Aspects of Granger Causality**

*by*Majid M. Al-Sadoon

**Choosing the variables to estimate singular DSGE models**

*by*Canova, F. & Ferroni, F. & Matthes, C.

**Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications**

*by*Juan F. Rubio-RamÃrez & Jonas E. Arias & Daniel F. Waggoner

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu Simplice

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Risk premia in energy markets**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

**Comparison of the Information Technology Development in Slovakia and Hungary**

*by*Sasvari, Peter & Majoros, Zsuzsa

**The Impacts of Using Business Information Systems on Operational Effectiveness in Hungary**

*by*Sasvari, Peter

**Fighting Corruption when Existing Corruption-Control Levels Count: What do Wealth-Effects Tell us in Africa?**

*by*Simplice A. Asongu

**Dynamic Hierarchical Factor Model**

*by*Emanuel Moench & Serena Ng & Simon Potter

**Season of Birth and Later Outcomes: Old Questions, New Answers**

*by*Kasey S. Buckles & Daniel M. Hungerman

**Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**The Features of the Chronological Series of Statistical Indices**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

**The Analysis of the Correlation Intensity Between Emerging Market During Economic Crisis**

*by*Daniel ARMEANU & Cristina Andreea DOIA & Melania HANCILA & Sorin CIOACA

**A Statistical Applied Method, Drawing on the Consumer Price Index and its Investigative Qualities**

*by*Gheorghe SAVOIU

**Model of Matrix-based Regression used in Economic Analyses**

*by*Constantin ANGHELACHE & Radu Titus MARINESCU & Georgeta BARDASU & Ligia PRODAN

**A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size**

*by*Georgeta VINTILA

**Provocari privind cresterea capacitatii Sistemului Statistic National**

*by*Ioan PARTACHI & Marin DINU & Oleg CARA

**Provocari majore in vederea dezvoltarii pe mai departe a statisticii oficiale**

*by*Ioan PARTACHI & Liviu BEGU & Oleg VEREJAN & Oleg CARA

**Technical Efficiency And Its Determinants In Backward Agriculture: The Case Of Paddy Farmers Of Hailakandi District Of Assam**

*by*Mazumder, Ritwik & Gupta, Manik

**Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series**

*by*Pekkaya, Mehmet

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*GIOVANNI GALLIPOLI & GIANLUIGI PELLONI

**La pobreza en Colombia, 2001-2005. Curvas globales, dominancia y aspectos inferenciales**

*by*María Margarita Bahamón & Juana Domínguez & José Javier Núñez

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**Vliv informačních a komunikačních technologií na produktivitu práce a souhrnnou produktivitu faktorů v České republice**

*by*Jakub Fischer & Kristýna Vltavská & Petr Doucek & Jana Hančlová

**Využití R v oblasti financí**

*by*Jiří Sedláček

**Gravitační model mezinárodní směny, jeho proměnné, předpoklady, problémy a aplikace**

*by*Petra Bubáková

**Study of the Interdependence between Economic Indicators using Statistical MethodsAbstract:Economic indicators, socio-economic phenomena in general, do not evolve independently, being in contact with other economic variables. In many economic decisions it is necessary the study of dependence between variables through statistical methods such as: graphical method, regression method, the correlation report, ANOVA). This gives the possibility that using the knowledge of a particular variable to be predicted the other variables that are in a certain dependency**

*by*Podaºcã Raluca

**The Factorial Correspondences Analysis of School Population by the Level of Education, at Regional LevelAbstract:This analysis assumes that there are differences between the Romanian regions regarding the structure of school population, by the level of education. Within this framework, there are considered the identification of the structure of the school population, by the level of education, and also the presentation of the differences in this respect between the eight Romanian regions. Thus, depending on the level of education, where the school population operates, we intend to identify the training level profile specific of each region of the country. The data used in this analysis are taken from the Statistical Yearbook of Romania, NIS, Bucharest (Anuarul statistic al României, INS, Bucureºti), 2013, and represent the values of the indicators registered, at regional level, in 2011. [10] [11] The statistical method used in this analysis is the factorial correspondences analysis, applied by means of the SPSS statistical software**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**Health Forecasting in Europe**

*by*Alzbeta Ádámová

**Desigualdad en la distribución mundial de emisiones de CO2 por sectores: Descomposición y estudio de sensibilidad/Inequality of Global Distribution of CO2 Emissions by Sector: Decomposition and Sensitivity Study**

*by*REMUZGO, LORENA & SARABIA, JOSÉ MARÍA

**Social Consequences of Economic Segregation**

*by*Yoonseok Lee, Donggyun Shin, Kwanho Shin

**Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi**

*by*Emrah Talas & Fatih Cakmak

**Testing the Validity of Wagner’s Law in Bolivia: A Cointegration and Causality Analysis with Disaggregated Data**

*by*Antonio N. Bojanic

**Integration Of Latin American Stock Markets: Analysis Of Common Risk Factors, Integracion De Mercados Accionarios Latinoamericanos: Analisis De Factores De Riesgo En Comun**

*by*Yaneth Romero Alvarez

**Tax Revenue and Main Macroeconomic Indicators in Turkey**

*by*Harun Yuksel & Mehmet Orhan & Hakan Oztunc

**The Effect of Exchange Rates on the International Trade in Turkey**

*by*Sahabettin Gunes

**Efectos de los ingresos no reportados en el nivel y tendencia de la pobreza laboral en México**

*by*Raymundo M. Campos-Vázquez

**Revisiting early warning signals of corporate credit default using linguistic analysis**

*by*Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen

**Estimating and testing beta pricing models on industries**

*by*Hammami, Yacine & Lindahl, Anna

**Who moves first? An intensity-based measure for information flows across stock exchanges**

*by*Kehrle, Kerstin & Peter, Franziska J.

**Aggregation of exponential smoothing processes with an application to portfolio risk evaluation**

*by*Sbrana, Giacomo & Silvestrini, Andrea

**Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach**

*by*Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few

**Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets**

*by*Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja

**Simple risk measure calculations for sums of positive random variables**

*by*Guillén, Montserrat & Sarabia, José María & Prieto, Faustino

**Finite-time survival probability and credit default swaps pricing under geometric Lévy markets**

*by*Hao, Xuemiao & Li, Xuan & Shimizu, Yasutaka

**Impact and structural features of meta-analytical studies, standard articles and reviews in psychology: Similarities and differences**

*by*Barrios, Maite & Guilera, Georgina & Gómez-Benito, Juana

**Saving money vs investing money: Do energy ratings influence consumer demand for energy efficient goods?**

*by*Panzone, Luca A.

**Aggregational Gaussianity and barely infinite variance in financial returns**

*by*Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**On loss functions and ranking forecasting performances of multivariate volatility models**

*by*Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

**The functional central limit theorem for ARMA–GARCH processes**

*by*Lee, O.

**On testability of complementarity in models with multiple equilibria**

*by*Rai, Yoshiyasu & Otsu, Taisuke

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius

**Corruption In Europe in the Years 2001–2011. Multidimensional Comparative Analysis**

*by*Agata Wiecek & Katarzyna Mroczek & Piotr Trapczynski

**Explicación contamétrica de las dinámicas patrimoniales desde una concepción social**

*by*Campo Alcides Avellaneda Bautista & José Joaquín Ortiz Bojacá

**The Evolution Of The Marketing Research Market On The Level Of The European Union Countries, After 2000**

*by*Laura Catalina Timiras

**Influences Of The Purchasing Power Change On The Evolution Of The Agroalimetary Markets On European Union Level**

*by*Laura Catalina Timiras

**The Main Demographics Changes In The Population Of Bacau County At The Last Census**

*by*Eugenia Harja

**Territorial Disparities Of The Population From Bacau County**

*by*Eugenia Harja

**statistical analysis of clinical trial data for resource allocation decisions**

*by*Rita Faria Author-Name: Andrea Manca

**Establishment Exits in Germany: The Role of Size and Age**

*by*Fackler, Daniel & Schnabel, Claus & Wagner, Joachim

**FX intervention in the yen-US dollar market: A coordination channel perspective**

*by*Reitz, Stefan & Taylor, Mark P.

**Analyse des deutschen Zuwanderungssystems im Hinblick auf den Fachkräftebedarf im Mittelstand**

*by*Maaß, Frank & Icks, Annette

**Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries**

*by*Virginia Maestri & Andrea Roventini

**The Affine Nature of Aggregate Wealth Dynamics**

*by*Eckhard Platen & Renata Rendek

**Modeling of Oil Prices**

*by*Ke Du & Eckhard Platen & Renata Rendek

**Zur Rolle der Ökonometrie in der wissenschaftlichen Politikberatung**

*by*Kirchgässner, Gebhard

**Minimally Conditioned Likelihood for a Nonstationary State Space Model**

*by*José Casals & Sonia Sotoca & Miguel Jerez

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**An alternative business cycle dating procedure for South Africa**

*by*AdÃ©l Bosch & Franz Ruch

**Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change**

*by*Liudas Giraitis & George Kapetanios & Simon Price

**Bootstrap Confidence Sets with Weak Instruments**

*by*Russell Davidson & James G. MacKinnon

**Modelling asymmetric consumer demand response: Evidence from scanner data**

*by*Vespignani, Joaquin L.

**La certeza incierta de los rankings de felicidad**

*by*Calvo, Esteban & Azar, Ariel

**Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania**

*by*Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria

**Transmission of Government Default Risk in the Eurozone**

*by*Kohonen, Anssi

**Новый Метод Оценки Структуры И Базы Экспортного Потенциала**

*by*Gnidchenko, Andrey A.

**Programming identification criteria in simultaneous equation models**

*by*Halkos, George & Tsilika, Kyriaki

**Testing the covariance stationarity of CEE stocks**

*by*Lyócsa, Štefan & Baumöhl, Eduard

**Constructing weekly returns based on daily stock market data: A puzzle for empirical research?**

*by*Baumöhl, Eduard & Lyócsa, Štefan

**Orbital Priors for Time-Series Models**

*by*Kociecki, Andrzej

**Analysis on Runs of Daily Returns in Istanbul Stock Exchange**

*by*Şensoy, Ahmet

**Fighting corruption when existing corruption-control levels count : what do wealth-effects tell us in Africa?**

*by*Simplice A, Asongu

**Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data**

*by*Bartolucci, Francesco & Lupparelli, Monia

**A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach**

*by*Zhu, Ke

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets**

*by*Tiwari, Aviral Kumar

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

**Time varying fractional cointegration**

*by*Simwaka, Kisu

**Quantitative analysis in social sciences: An brief introduction for non-economists**

*by*Niño-Zarazúa, Miguel

**Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates**

*by*Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia

**Identification and estimation of dynamic factor models**

*by*Bai, Jushan & Wang, Peng

**Should we design extended or straightforward questions for small stock when records are unavailable?**

*by*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.

**Martingale approximation for common factor representation**

*by*Bystrov, Victor & di Salvatore, Antonietta

**Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen**

*by*Czinkota, Thomas

**An automatic procedure for the estimation of the tail index**

*by*Gimeno, Ricardo & Gonzalez, Clara I.

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Simplice A, Asongu

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Simplice A, Asongu

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Simplice A, Asongu

**Calibration of factor models with equity data: parade of correlations**

*by*Baranovski, Alexander L.

**Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence**

*by*Simeon Coleman Author name: Vitor Leone

**Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble**

*by*Otavio Ribeiro de Medeiros and Vitor Leone

**Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit**

*by*Marc J. Melitz & Sašo Polanec

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Michael McAleer & Manabu Asai & Massimiliano Caporin

**FX Intervention in the Yen-US Dollar Market: A Coordination Channel Perspective**

*by*Stefan Reitz , Mark P. Taylor

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Extensive vs. Intensive Margin in Japan**

*by*Makoto Kakinaka & Hiroaki Miyamoto

**Intégration et frontières sociales au Luxembourg**

*by*TOURBEAUX Jérôme

**Do attitudes toward integration of immigrants change over time? A comparative study of natives, second-generation immigrants and foreign-born residents in Luxembourg**

*by*CALLENS Marie-Sophie & VALENTOVA Marie & MEULEMAN Bart

**L'intégration des Portugais du Luxembourg**

*by*TOURBEAUX Jérôme

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Simultaneous equations for discrete outcomes: coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Resposible investments in a developing country: Case study of a Bolivian pilot experience**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

**Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England**

*by*Hussain, Shakir & Shukur, Ghazi

**Spatial outbreak detection based on inference principles for multivariate surveillance**

*by*Frisén, Marianne

**On the Reception of Haavelmo’s Econometric Thought**

*by*Kevin D. Hoover

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Tracking Monetary-Fiscal Interactions across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlík

**Understanding DSGE Filters in Forecasting and Policy Analysis**

*by*Andrle, Michal

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