## 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.

**The European Railway Sectors: Understanding and Assessing Change**

*by*Giovanni ESPOSITO & Julia DOLESCHEL & Tobias KALOUD & Marco MARIOTTI & Jadwiga URBAN-KOZŁOWSKA

**A typology of distance-based measures of spatial concentration**

*by*Marcon, Eric & Puech, Florence

**One-sided performance measures under Gram-Charlier distributions**

*by*León, Angel & Moreno, Manuel

**Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets**

*by*Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios

**Assessing farmers' willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy)**

*by*Giannoccaro, Giacomo & de Gennaro, Bernardo C. & De Meo, Emilio & Prosperi, Maurizio

**Positive semidefinite integrated covariance estimation, factorizations and asynchronicity**

*by*Boudt, Kris & Laurent, Sébastien & Lunde, Asger & Quaedvlieg, Rogier & Sauri, Orimar

**A note on using ratio variables in regression analysis**

*by*Lien, Donald & Hu, Yue & Liu, Long

**Do decision-makers in SMEs have higher risk aversion than in large enterprises?**

*by*Wüstermann, Ralf Peter

**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

**A tour of regression models for explaining shares**

*by*Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine

**Gauging financial conditions in South Africa**

*by*Nicolaas van der Wath

**Delphic and Odyssean monetary policy shocks: Evidence from the euro-area**

*by*Philippe Andrade & Filippo Ferroni

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

**The Financial and Economic Analysis of the Situation of Business Entities using Quantitative Methods**

*by*Anna WiÅ›niewska-SaÅ‚ek & Sylwia Å Ä™gowik-ÅšwiÄ…cik & Katarzyna Grondys & Marcin StÄ™pieÅ„

**Causality As A Tool For Empirical Analysis In Economics**

*by*PavlÃna HejdukovÃ¡ & Lucie KurekovÃ¡

**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

**Clustered into control: Causal impacts of water infrastructure failure**

*by*LaRiviere, Jacob & Wichman, Casey & Cunningham, Brandon

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Zhuan Pei & Yi Shen

**The Price of Being a Systemically Important Financial Institution (SIFI)**

*by*Dacorogna, Michel M & Busse, Marc

**Equation by equation estimation of the semi-diagonal BEKK model with covariates**

*by*Thieu, Le Quyen

**Policy Measurement and Multilateral Resistance in Gravity Models**

*by*Cipollina, Maria Pina & De Benedictis, Luca & Salvatici, Luca & Vicarelli, Claudio

**Redundancy, Unilateralism and Bias beyond GDP – results of a Global Index Benchmark**

*by*Dill, Alexander & Gebhart, Nicolas

**Stochastic choice, systematic mistakes and preference estimation**

*by*Breitmoser, Yves

**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

**Transparency, Reproducibility, and the Credibility of Economics Research**

*by*Garret S. Christensen & Edward Miguel

**A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models**

*by*Francis DiTraglia & Camilo García-Jimeno

**Understanding and Misunderstanding Randomized Controlled Trials**

*by*Angus Deaton & Nancy Cartwright

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

*by*Edward C. Prescott

**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

**Algorithmic and High-Frequency Trading Strategies: A Literature Review**

*by*Alexandru Mandes

**Policy Measurement And Multilateral Resistance In Gravity Models**

*by*Maria Cipollina & Luca De Benedictis & Luca Salvatici & Claudio Vicarelli

**Message from an Italian bottleneck: inter-industry relationships and efficiency spillover**

*by*Stefano Costa & Federico Sallusti

**An Oaxaca Decomposition for Nonlinear Models**

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

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Pei, Zhuan & Shen, Yi

**Technological diffusion as a recombinant process**

*by*Petros Gkotsis & Antonio Vezzani

**Disentangling the processes of firm growth and R&D investment**

*by*Alexander Coad & Nicola Grassano

**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

**Does Risk-Adjusted Payment Influence Primary Care Providers' Decision on Where to Set Up Practices?**

*by*Anell, Anders & Dackehag , Margareta & Dietrichson, Jens

**Competition in Swedish passenger railway : entry in an open-access market**

*by*Vigren, Andreas

**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

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Interdependent Hazards, Local Interactions, and the Return Decision of Recent Migrants**

*by*Govert Bijwaard & Christian Schluter

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**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

**Aggregate Loss Distribution And Dependence: Composite Models, Copula Functions And Fast Fourier Transform For The Danish Re Insurance Data**

*by*Rocco Roberto Cerchiara & Francesco Acri

**Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey**

*by*Simon Richards & Matthieu Verstraete

**Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis**

*by*Wong, Woon K.

**A copula-based clustering algorithm to analyse EU country diets**

*by*F. Marta L. Di Lascio & Marta Disegna

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**Estimation of the global regularity of a multifractional Brownian motion**

*by*Joachim Lebovits & Mark Podolskij

**Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach**

*by*Kim Christensen & Ulrich Hounyo & Mark Podolskij

**Information Capacity Database in the Rating Model on the Basis of Polish and Italian Real Estate Markets**

*by*Renigier-Biłozor Małgorzata & Biłozor Andrzej

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

*by*Georgios Mantsios & Stylianos Xanthopoulos

**Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?**

*by*Jaya Krishnakumar & Florian Chávez-Juárez

**Public interest versus interest groups: a political economy analysis of allowance allocation under the EU emissions trading scheme**

*by*Niels Anger & Emmanuel Asane-Otoo & Christoph Böhringer & Ulrich Oberndorfer

**A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates**

*by*Kathrin Glau

**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

**The analysis of the impact of the Warsaw metro stations location on residential property prices in Ursynów district in Warsaw (Analiza wplywu lokalizacji stacji metra warszawskiego na ceny mieszkan na przykladzie dzielnicy Ursynow w Warszawie)**

*by*Marcin Torzewski

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

*by*Simin Mozayeni & Parisa Amirmostofian

**Explaining the Migration Intentions Of Romanian Youth: Are Teenegers Different?**

*by*Monica ROMAN & Maria Denisa VASILESCU

**RR by R in Official Statistics**

*by*Ciprian ALEXANDRU & Nicoleta CARAGEA

**Statistical Data Processing with R – Metadata Driven Approach**

*by*Rudi SELJAK & Jerneja PIKELJ

**Estimation of Household Waste in the Republic of Serbia using R software**

*by*Melinda Tokai

**A Variance Estimation R-package for Repeated Surveys – Useful for Estimates of Changes in Quarterly and Annual Averages**

*by*Oyvind Langsrud

**An R implementation of a Recurrent Neural Network Trained by Extended Kalman Filter**

*by*Bogdan Oancea & Tudorel Andrei & Raluca Mariana Dragoescu

**Use Of R in Statistics Lithuania**

*by*Tomas Rudys

**Data Editing for Complex Surveys in Presence Of Administrative Data: An Application to Fss 2013 Livestock Survey Data Based on The Joint Sequential Use Of Different R Packages**

*by*Elena Catanese

**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

**I hate statistics**

*by*MIHAIESCU, Nicolaie

**Pitfalls of Quantitative Surveys Online**

*by*Iva Pecáková

**Використання Статистичних Методів Управління Якістю В Логістичному Процесі**

*by*Alla Tkachenko & Marina Ivanova

**Assessment of Active Labour Market Policies in Bulgaria: Evidence from Survey Data**

*by*Atanas Atanassov

**Income Inequality: Impact of Inequality Measures on Crimes An Analysis of the State of New Jersey**

*by*Bertram Chukwudum Ifeanyi OKPOKWASILI

**On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach**

*by*Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin

**The Relationship Between Consumption and Income**

*by*Tai-Yuen HON

**Credit Allocation Based on Journal Impact Factor and Co-authorship Contribution**

*by*Javier E. CONTRERAS-REYES

**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

**Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE**

*by*Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio

**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

**Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets**

*by*Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet

**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

**Bias correction and refined inferences for fixed effects spatial panel data models**

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

**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

**Magnitudes of Market Inefficiency: Theory and Application**

*by*Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji

**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

**Parametric model risk and power plant valuation**

*by*Bannör, Karl & Kiesel, Rüdiger & Nazarova, Anna & Scherer, Matthias

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

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

**Testing the martingale hypothesis for gross returns**

*by*Linton, Oliver & Smetanina, Ekaterina

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

*by*Canepa, Alessandra & Chini, Emilio Zanetti

**The obesity penalty in the labor market using longitudinal Canadian data**

*by*Chu, Filmer & Ohinmaa, Arto

**Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models**

*by*Kock, Anders Bredahl

**Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data**

*by*Kim, Donggyu & Wang, Yazhen

**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

**What determines students’ perceptions in course evaluation rating in higher education? An econometric exploration**

*by*Kifle, Temesgen & Alauddin, Mohammad

**The impact of lengthening petrol price cycles on consumer purchasing behaviour**

*by*Hashimi, Hasham & Jeffreys, Ian

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

*by*Kellner, Ralf & Rösch, Daniel

**Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy**

*by*Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova

**Domestic and Foreign Firms in Russian Food Industry for the Period of 2005-2014**

*by*Vladislav Spitsin & Alexandr Mikhalchuk & Darya Novoseltzeva & Anton Boznyakov & Lubov Spitsina & Irina Antonova

**The Impact of Working Capital Management on Firms Financial Performance: Evidence from Pakistan**

*by*Tanveer Bagh & Muhammad Imran Nazir & Muhammad Asif Khan & Muhammad Atif Khan & Sadaf Razzaq

**An Innovative Approach to the Formation of a Progressive Taxation Probabilistic Model on Personal Incomes**

*by*Kalinina Olga

**An Application of Asymmetric Toda–Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies**

*by*Mohammed Umar & Jauhari Dahalan

**Correlational-regression Analysis Application for the Forecast of the Specialists with Higher Education Requirement in Russian Economy**

*by*Nina Potekhina & Yulia Shulinina & Natalia Kuzmina & Ludmila Potalisina & Inessa Sannikova

**Comparison of Investment Activity of the Russian and Foreign Manufacturers: Case from Manufacturing of Transportation Vehicles**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Vladimir Zalmezh & Irina Antonova & Igor Tsekhanovsky & Valeriy Zadorozhnyi & Nataliya Shabaldina & Larisa Dorzheeva

**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

**On The Role Of Exports For Economic Growth At A Global Level Through A Lmm Approach**

*by*Ioan POPA & Cristiana TUDOR & Mihaela BELU & Dorel PARASCHIV

**Designing of Social Politics Meant for the Upgrading of the Educators’ Professional Training in the Child Protection System**

*by*Ioan RADU & Cristina MOGOS & Cleopatra SENDROIU & Minodora URSACESCU & Aureliana Geta ROMAN

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

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

**Significant Moments In The History And Evolution Of The Touristic City Of Constanta And Anticipation Of The Number Of Arrived Tourists Using The Arima Models**

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

**The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima**

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

**Study On The Performance Of Romanian Companies Listed On Bucharest Stock Exchange Using A General Diagnosis Model**

*by*Iulia-Oana STEFAN

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

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

**Measuring foreign impact: leading index construction using hierarchical dynamic factor model**

*by*Agne Reklaite

**Measuring The Optimal Macroeconomic Uncertainty Index For Turkey**

*by*Havvanur Feyza Erdem & Rahmi Yamak

**Labour Force Specialization In Romania - Regional Disparities**

*by*Oana Ancuta Stângaciu

**Assessing the Actual Stage of Social and Environmental Reporting of the Companies Listed at Bucharest Stock Exchange**

*by*Mihaela Turturea

**Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries**

*by*Gheorghe Savoiu & Marian Siminica

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

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**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 & Frederic Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

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

*by*Mazumder, Ritwik & Gupta, Manik

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di interesse e prezzi azionari in India tramite wavelet**

*by*Tiwari, Aviral Kumar

**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

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

**Using R in Finance**

*by*Jiří Sedláček

**Gravity Model of International Trade, Its Variables, Assumptions, Problems and Applications**

*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

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*by*REMUZGO, LORENA & SARABIA, JOSÉ MARÍA

**Social Consequences of Economic Segregation**

*by*Yoonseok Lee, Donggyun Shin, Kwanho Shin

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*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

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

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*by*Hammami, Yacine & Lindahl, Anna

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

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*by*Sbrana, Giacomo & Silvestrini, Andrea

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*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

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

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*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

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*by*Panzone, Luca A.

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

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

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*by*Komarova, Tatiana

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*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 & 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

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*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.

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*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

**The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories**

*by*Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry

**The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

**El impacto de la educación económica y financiera en los jóvenes: el caso de finanzas para el cambio**

*by*Nidia García Bohórquez

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

*by*Michal Franta & Jan Libich & Petr Stehlik

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options**

*by*Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

**An application of General Maximum Entropy to Utility**

*by*Paulo Ferreira & Andreia Dionísio

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

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

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Shock on Variable or Shock on Distribution with Application to Stress-Tests**

*by*Dubecq, S. & Gourieroux, C.

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)**

*by*Antonis Demos & Stelios Arvanitis

**Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations**

*by*Stelios Arvanitis & Antonis Demos

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*by*Asongu Simplice

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

*by*Asongu Simplice

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

*by*Asongu Simplice

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

*by*Asongu Simplice

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*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

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

*by*Peter Reinhard Hansen & Zhuo Huang

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

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*by*Sasvari, Peter

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Sasvari, Peter

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*by*Mihal Stoyanov

**Using analytics for understanding the consumer online**

*by*Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA

**Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010**

*by*MARIAN ZAHARIA & ANIELA BĂLĂCESCU

**Analysis On Runs Of Daily Returns In Istanbul Stock Exchange**

*by*Ahmet SENSOY

**Determinants of corporate capital structure in the trade-off theories (Determinanty struktury kapitalowej w teoriach substytucji)**

*by*Marek Barowicz

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*by*Krystyna Strzała

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*by*Ion PARTACHI & Oleg CARA

**Some Approaches on the Social Insurance Model in Romania**

*by*Ana ANTON CARP & Ioana Mihaela POCAN & Catalina Claudia SAVA & Lorand KRALIK

**Adaptation of the Statistical System to the Requirements of Modern Society in European Context**

*by*Ion PARTACHI & Emanuela IONESCU & Florin Paul Costel LILEA & Oleg CARA

**Integrated Approach on Statistics on Short-term in Practice**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Ion PARTACHI & Oleg CARA & Diana Valentina SOARE

**Some Aspects regarding the Global and European Statistical System**

*by*Ion PARTACHI & Oleg CARA & Andreea BALTAC

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*by*Florinita DUCA

**Breaking Through Risk Management, a Derivative for the Leasing Industry**

*by*Prado, Sylvain Michael & Ananth, Ram

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*by*Portela, Marta & Neira, Isabel

**Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO**

*by*Akal, Mustafa & Birgili, Erhan & Durmuskaya, Sedat

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*by*Poutko, Boris & Fedorova, Natalya

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*by*Piotr Misztal

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*by*Petra Bubáková

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*by*Mihaela Botea & Marinel Nedeluţ & Corina Ioanăş & Mihaela Gruiescu

**Credit Risk. Determination Models**

*by*Mihaela Gruiescu & Mihai Aristotel Ungureanu & Corina Ioanăș

**Determiners of enterprise risk management applications in Turkey: An empirical study with logistic regression model on the companies included in ISE (Istanbul Stock Exchange)**

*by*Serife Onder & Huseyin Ergin

**The Role of Practice-Internships in Facilitating Insertion of Graduates on the Labor Market. Evidence from SPIN Project**

*by*Manea Daniela

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*by*Duca Floriniþa & Mihalache Raluca Andreea

**The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Floriniþa DUCA

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*by*Lupu Radu

**Multifractal Structure Of Central And Eastern European Foreign Exchange Markets**

*by*Trenca Ioan & Plesoianu Anita & Capusan Razvan

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Péter Sasvári

**Quantitative Relationship Between Domestic Energy Consumption and the Standard of Living in Hungary**

*by*Csaba Domán

**The potential Effects of the "melting" of state borders on the border areas of Hungary**

*by*János Pénzes & Gergely Tagai

**Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean**

*by*Fernando Andrés Delblanco & Andrés Fioriti

**Mobility-Based Explanation of Crime Incentives**

*by*Yoonseok Lee & Donggyun Shin

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*by*Raluca-Andreea Mihalache

**What Determines The Capital Structure Of Listed Firms In Romania**

*by*Florinita Duca

**Faktor Analizi ile Universiteye Giris Sinavlarindaki Basari Durumuna Gore Illerin Siralanmasi**

*by*Münevver Turanli & Dicle Taspinar Cengiz & Omer Bozkir

**Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011**

*by*Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel

**The Impact of Exchange Rate Volatility on Exports in Turkey**

*by*Harun Yuksel & Cemil Kuzey & Ender Sevinc

**The Viewer Behaviors During 'Prime-Time' Commercials in Turkish Channels**

*by*Dilek Altas & Hakan Oztunc

**Türkiye'de Kamu Sektörü Büyüklüğü ve Ekonomik Büyüme İlişkisinin Ampirik Analizi**

*by*Ömer ALTUNÇ & Celil AYDIN

**Optimal commodity asset allocation with a coherent market risk modeling**

*by*Al Janabi, Mazin A.M.

**Forecasting the performance of hedge fund styles**

*by*Olmo, José & Sanso-Navarro, Marcos

**Libor manipulation?**

*by*Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.

**Ruin by dynamic contagion claims**

*by*Dassios, Angelos & Zhao, Hongbiao

**Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain**

*by*Furió, Dolores & Chuliá, Helena

**Modelling energy spot prices: Empirical evidence from NYMEX**

*by*Nomikos, Nikos & Andriosopoulos, Kostas

**On spatial processes and asymptotic inference under near-epoch dependence**

*by*Jenish, Nazgul & Prucha, Ingmar R.

**A dynamic oligopoly game of the US airline industry: Estimation and policy experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**IV models of ordered choice**

*by*Chesher, Andrew & Smolinski, Konrad

**HAC estimation in spatial panels**

*by*Moscone, Francesco & Tosetti, Elisa

**A method for implementing counterfactual experiments in models with multiple equilibria**

*by*Aguirregabiria, Victor

**Common persistence in conditional variance: A reconsideration**

*by*Li, Chang-Shuai

**A Comparison of EVT and Standard VaR Estimations**

*by*Jaroslav Baran & Jiří Witzany

**Diferencias por sexo en el desempeño académico en Colombia: Un analisis regional**

*by*Carolina Carcamo Vergara & Jose Antonio Mola Avila

**Der ifo Index und die Konjunktur**

*by*Hans-Werner Sinn

**The impact of financial development and trade on the economic growth of Bolivia**

*by*Antonio N. Bojanic

**Using Statistical Survey In Economics**

*by*Delia TESELIOS & Mihaela ALBICI

**Do Small Enterprises Prepare for Crisis?**

*by*Marie Mikušová & Václav Friedrich

**Larger than One Probabilities in Mathematical and Practical Finance**

*by*Mark Burgin & Gunter Meissner

**A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines**

*by*?enol Emir & Hasan Din?er & Mehpare Timor

**Household Saving In Western European Countries. A General Overview**

*by*Ileana NICULESCU-ARON & Ozge CAGCAG

**Behavioral biases and investor performance**

*by*Feldman, Todd

**Estimating Optimal Hodrick-Prescott Filter Smoothing Parameter for Turkey**

*by*Harun ALP & Yusuf Soner BAŞKAYA & Mustafa KILINÇ & Canan YÜKSEL

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*by*Wesselbaum, Dennis

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*by*Caporin, Massimiliano & Lisi, Francesco

**Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary**

*by*Dong Jin Lee

**Great Expectatrics: Great Papers, Great Journals, Great Econometrics**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Long Memory Dynamics for Multivariate Dependence under Heavy Tails**

*by*Pawel Janus & Siem Jan Koopman & André Lucas

**Asymptotically Informative Prior for Bayesian Analysis**

*by*Ao Yuan & Jan G. de Gooijer

**Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails**

*by*Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas

**Efficiency or Competition? A Structural Analysis of Canada's AWS Auction and the Set-Aside Provision**

*by*Kyle Hyndman & Christopher F. Parmeter

**Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa**

*by*Lumengo Bonga-Bonga & Jamela Hoveni

**Principal Stratification in sample selection problems with non normal error terms**

*by*Giovanni Mellace & Roberto Rocci

**Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade**

*by*Alexander Vogel

**Does Uncertainty Affect Investment Expenditure? A Comment**

*by*Cantillo, Andres

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