## 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

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

*by*Philippe Andrade & Filippo Ferroni

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

*by*Matteo Cominetta

**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

**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

**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

**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

**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

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

*by*Simin Mozayeni & Parisa Amirmostofian

**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

**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

**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

**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

**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

**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

**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

**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

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*by*Franziska Kugler & Guido Schwerdt & Ludger Wößmann

**Benford's Law, Families of Distributions and a Test Basis**

*by*John Morrow

**Multivariate Variance Ratio Statistics**

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

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

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

**Density forecasts with MIDAS models**

*by*Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

**Carbon market: Systematic risk and expectations of returns-on the comparison analysis of the CDM and EU ETS**

*by*Bao-Jun Tang & Cheng Shen

**Gasto educativo por regiones y niveles en 2010**

*by*Angel De la Fuente & Jose Emilio Bosca

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators**

*by*Stelios Arvanitis & Antonis Demos

**On spectral distribution of high dimensional covariation matrices**

*by*Claudio Heinrich & Mark Podolskij

**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

*by*Tobias Fissler & Mark Podolskij

**Ambit fields: survey and new challenges**

*by*Mark Podolskij

**On non-standard limits of Brownian semi-stationary**

*by*Kerstin Gärtner & Mark Podolskij

**Dynamic term structure models: The best way to enforce the zero lower bound**

*by*Martin M. Andreasen & Andrew Meldrum

**Functional limit theorems for generalized variations of the fractional Brownian sheet**

*by*Mikko S. Pakkanen & Anthony Réveillac

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity**

*by*Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg

**Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange**

*by*Asger Lunde & Kasper V. Olesen

**Price transmission analysis in the Greek milk market**

*by*Ioanna Reziti

**Les pôles de compétitivité français : un nouvel espace participant à la régulation de la relation formation/emploi ?**

*by*de Géry, Catherine

**Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**Towards a Framework for Evaluating Sustainable Society Index**

*by*Milica Maricic & Marija Jankovic & Veljko Jeremic

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**The Evolution Of Social Indicators Developed At The Level Of The European Union And The Need To Stimulate The Activity Of Social Enterprises**

*by*Daniela PIRVU & Florentina ION

**Problem of Missing Data in Questionnaire Surveys**

*by*Iva Pecáková

**Using the “Efficient Frontier” in Analyzing the Activity of a Sample of Hotels from the Romanian Seaside**

*by*Trandafir Raluca-Andreea

**Statistical Aspects of the Dependence between Pollution and Economic Results**

*by*Moise – Titei Adina

**The Impact of Capital Flows on the Real Exchange Rate: the Case of Romania**

*by*Roman Angela & Ghita-Mitrescu Silvia & Sadoveanu Diana

**Econometric Evaluation Of The Relationship Economic Growth And Unemployment In Eu & Turkey**

*by*Erygit Pinar & Cura Serkan & Zungun Deniz & Ortanca Murat

**Determinants Of Entrepreneurial Activity In Times Of Crisis: An Empirical Study**

*by*Hatmanu (Gagea) Mariana & IacobuțÃ£ Andreea-Oana

**Impact of Labour on Economic Growth in Bulgaria (1991 - 2013)**

*by*Stela Raleva

**Tourism Industry Worldwide – Testing Some Correlations Between Essential Indicators**

*by*Daniel Bulin

**Efficiency Analysis: A Primer on Recent Advances**

*by*Parmeter, Christopher F. & Kumbhakar, Subal C.

**The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models**

*by*Bhat, Chandra R.

**Expenditure Tracking Of Animal Production In The Software "1c: Accounting 8.2"**

*by*Nadejda SUVOROVA

**Regional Differences In Fertility In Bulgaria In The Period From 2000 To 2013**

*by*DIANA MARKOVA

**Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks, 1970-2010**

*by*Miguel D. Ramirez

**Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models**

*by*Kyoo il Kim

**One Swallow Doesn't Make a Summer: Reply to Kataria**

*by*Zacharias Maniadis & Fabio Tufano & John A. List

**Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects**

*by*Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra

**Estimation of own and cross price elasticities of alcohol demand in the UK—A pseudo-panel approach using the Living Costs and Food Survey 2001–2009**

*by*Meng, Yang & Brennan, Alan & Purshouse, Robin & Hill-McManus, Daniel & Angus, Colin & Holmes, John & Meier, Petra Sylvia

**Estimating the price elasticity of beer: Meta-analysis of data with heterogeneity, dependence, and publication bias**

*by*Nelson, Jon P.

**Cross-asset contagion in times of stress**

*by*Papavassiliou, Vassilios G.

**Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents**

*by*Park, Beum-Jo

**An intertemporal capital asset pricing model with bank credit growth as a state variable**

*by*Hammami, Yacine & Lindahl, Anna

**The dynamic contagion of the global financial crisis into Japanese markets**

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

**An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits**

*by*Guidi, Francesco & Ugur, Mehmet

**On the multidimensional extension of countermonotonicity and its applications**

*by*Lee, Woojoo & Ahn, Jae Youn

**Combining chain-ladder claims reserving with fuzzy numbers**

*by*Heberle, Jochen & Thomas, Anne

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Daily seasonality in crude oil returns and volatilities**

*by*Auer, Benjamin R.

**Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model**

*by*Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E.

**Commodity futures and market efficiency**

*by*Kristoufek, Ladislav & Vosvrda, Miloslav

**Time-varying Granger causality tests for applications in global crude oil markets**

*by*Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John

**Energy consumption and output: Evidence from a panel of 14 oil-exporting countries**

*by*Mohammadi, Hassan & Parvaresh, Shahrokh

**Long memory dynamics for multivariate dependence under heavy tails**

*by*Janus, Paweł & Koopman, Siem Jan & Lucas, André

**Misreported schooling, multiple measures and returns to educational qualifications**

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

**Property taxes and home prices: A tale of two cities**

*by*Bai, ChongEn & Li, Qi & Ouyang, Min

**Inference on stochastic time-varying coefficient models**

*by*Giraitis, L. & Kapetanios, G. & Yates, T.

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

*by*Al-Sadoon, Majid M.

**Prediction after IV estimation**

*by*Skeels, Christopher L. & Taylor, Larry W.

**Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects**

*by*Al Janabi, Mazin A.M.

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**State advances and private retreats? — Evidence of aggregate productivity decomposition in China**

*by*Du, Jun & Liu, Xiaoxuan & Zhou, Ying

**The Renewable Energy Production-Economic Development Nexus**

*by*Gorkemli Kazar & Arthur Kazar

**The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012**

*by*Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna

**Dynamic of the Money Flows Between Stock Exchanges**

*by*Eliza Anna Buszkowska

**Eficiencia de la educación superior en Colombia: un análisis mediante fronteras**

*by*Ivan Rodríguez Murillo

**Classical And Modern Methods Used In Electrical Energy Management System**

*by*Petruta MIHAI & Alexandra IOANID & Paula VOICU

**Sustainability Of Tax System In Romania**

*by*Ana Patricia HOMORODEAN (CSATLOS) & Roxana Mihaela SIRBU (OARZA) & Cristian MOCAN

**A Study Regarding The Major Geographical Disparities In The Romanian Number Of Schools**

*by*Kamer-Ainur AIVAZ & Marioara MIREA

**The Relationship Between Inflation And The Main Macroeconomic Variables In Romania**

*by*Ionuţ Cristian BACIU

**Analysis Of The Non-Bank, Non- Government Customers Credits, In Territorial Profile**

*by*Marioara MIREA & Kamer-Ainur AIVAZ

**Lobbying for carbon permits in Europe**

*by*Julien Hanoteau

**Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries**

*by*Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

**An analysis on the difference between bank index-linked bonds’ prices and their fair-value**

*by*Michele Leonardo Bianchi

**Evolution Of The Natural Growth And The Analysis Of The Seasonality Of Live Births And Deaths From Romania And Bacau County In The Last Four Years**

*by*Eugenia Harja & Oana-Ancuta Stângaciu

**Analysis Of The Marriages And Divorces Seasonality In Romania Compared To Bacau County During 2010-2013**

*by*Eugenia Harja

**Recent Developments in Empirical Likelihood and Related Methods**

*by*Paulo M.D.C. Parente & Richard J. Smith

**Hand Surgery – Postoperative Recovery and Medical Tourism**

*by*Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu

**An Introduction to Econometrics: A Self-Contained Approach**

*by*Westhoff, Frank

**Sparse, mean reverting portfolio selection using simulated annealing**

*by*Fogarasi, Norbert & Levendovszky, Janos

**Stock chatter: Using stock sentiment to predict price direction**

*by*Rechenthin, Michael & Street, W. Nick & Srinivasan, Padmini

**The Financial and Economic Crisis and the Aberrance of Economics**

*by*Thorsten Polleit

**A Comparison of the Healthcare Indicators of Turkey and The European Union Members Countries Using Multidimensional Scaling Analysis and Cluster Analysis**

*by*Nuray GİRGİNER

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

*by*Ulrich Kaiser & Bettina Müller

**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

**Quarterly Report on the Euro Area (QREA), Vol.12, No.4 (2013)**

*by*Serena Fatica & Kieran McMorrow & Peter Pontuch & Werner Roeger & Janos Varga & Jan in 't Veld

**Quarterly Report on the Euro Area (QREA), Vol.12, No.3 (2013)**

*by*Narcissa Balta & Andreas Breitenfellner & Francesca D'Auria & Anca Dana Dragu & Plamen Nikolov & Peter Pontuch

**Quarterly Report on the Euro Area (QREA), Vol.12, No.2 (2013)**

*by*Narcissa Balta & Maria Demertzis & Anton Jevcak & Robert Kuenzel & Plamen Nikolov & Peter Pontuch & Eric Ruscher & Ismael Valdes Fernandez

**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

**The Cyprus Debt: Perfect Crisis and a Way Forward**

*by*Zenios, Stavros A.

**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

**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

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

*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

**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

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