Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2018

• Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13171, Sep.
• Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13193, Sep.
• Melosi, Leonardo & Faccini, Renato, 2018, "Pigouvian Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13370, Dec.
• Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13396, Dec.
• Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
• Fabian Goessling, 2018, "Randomized Quasi Sequential Markov Chain Monte Carlo²," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7018, Feb.
• Dennis Wesselbaum, 2018, "Fiscal Policy in a Business Cycle Model with Endogenous Productivity," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 103-135, May.
• Afees A. Salisu & Idris Adediran, 2018, "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 060, Jul.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
• Lhuissier, Stéphane, 2018, "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 2, pages 426-469, March.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-33.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2018, "Priors for the long run," Working Paper Series, European Central Bank, number 2132, Feb.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
• Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018, "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series, European Central Bank, number 2200, Nov.
• Kemisola Christianah Osundina & Sheriffdeen A. Tella & Bolaji A. Adesoye, 2018, "Interest Rate Channel and Real Economy in Nigeria: A Bayesian Vector Autoregression Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 313-321.
• Igari, Ryosuke & Hoshino, Takahiro, 2018, "A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing," Computational Statistics & Data Analysis, Elsevier, volume 126, issue C, pages 150-166, DOI: 10.1016/j.csda.2018.04.001.
• De Luigi, Clara & Huber, Florian, 2018, "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 218-238, DOI: 10.1016/j.jedc.2018.01.027.
• Nalban, Valeriu, 2018, "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, volume 68, issue C, pages 190-204, DOI: 10.1016/j.econmod.2017.07.015.
• Grant, Angelia L., 2018, "The Great Recession and Okun's law," Economic Modelling, Elsevier, volume 69, issue C, pages 291-300, DOI: 10.1016/j.econmod.2017.10.002.
• Wong, Chin-Yoong & Eng, Yoke-Kee, 2018, "Is optimal Islamic financial contract stabilizing? The perspective of a New Keynesian model with the financial accelerator," Economic Modelling, Elsevier, volume 71, issue C, pages 121-133, DOI: 10.1016/j.econmod.2017.12.007.
• Makiela, Kamil & Ouattara, Bazoumana, 2018, "Foreign direct investment and economic growth: Exploring the transmission channels," Economic Modelling, Elsevier, volume 72, issue C, pages 296-305, DOI: 10.1016/j.econmod.2018.02.007.
• Fowler, Stuart J. & Fowler, Jennifer J. & Seagraves, Philip A. & Beauchamp, Charles F., 2018, "A fundamentalist theory of real estate market outcomes," Economic Modelling, Elsevier, volume 73, issue C, pages 295-305, DOI: 10.1016/j.econmod.2018.04.005.
• Babecký, Jan & Franta, Michal & Ryšánek, Jakub, 2018, "Fiscal policy within the DSGE-VAR framework," Economic Modelling, Elsevier, volume 75, issue C, pages 23-37, DOI: 10.1016/j.econmod.2018.06.005.
• Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent, 2018, "One size does not fit all… panel data: Bayesian model averaging and data poolability," Economic Modelling, Elsevier, volume 75, issue C, pages 364-376, DOI: 10.1016/j.econmod.2018.07.009.
• Shin, Minchul & Zhang, Boyuan & Zhong, Molin & Lee, Dong Jin, 2018, "Measuring international uncertainty: The case of Korea," Economics Letters, Elsevier, volume 162, issue C, pages 22-26, DOI: 10.1016/j.econlet.2017.10.014.
• Gunawan, David & Griffiths, William E. & Chotikapanich, Duangkamon, 2018, "Bayesian inference for health inequality and welfare using qualitative data," Economics Letters, Elsevier, volume 162, issue C, pages 76-80, DOI: 10.1016/j.econlet.2017.11.005.
• Ay, Jean-Sauveur & Ayouba, Kassoum & Le Gallo, Julie, 2018, "Nonlinear impact estimation in spatial autoregressive models," Economics Letters, Elsevier, volume 163, issue C, pages 59-64, DOI: 10.1016/j.econlet.2017.11.031.
• Tsionas, Mike G., 2018, "Bayesian local influence analysis: With an application to stochastic frontiers," Economics Letters, Elsevier, volume 165, issue C, pages 54-57, DOI: 10.1016/j.econlet.2018.02.005.
• Mumtaz, Haroon, 2018, "Does uncertainty affect real activity? Evidence from state-level data," Economics Letters, Elsevier, volume 167, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.03.026.
• Klarl, Torben, 2018, "Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market," Economics Letters, Elsevier, volume 170, issue C, pages 79-84, DOI: 10.1016/j.econlet.2018.05.037.
• Chan, Joshua C.C. & Eisenstat, Eric, 2018, "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, volume 171, issue C, pages 1-5, DOI: 10.1016/j.econlet.2018.06.031.
• Meinen, Philipp & Roehe, Oke, 2018, "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Economics Letters, Elsevier, volume 171, issue C, pages 189-192, DOI: 10.1016/j.econlet.2018.07.045.
• Dimitrakopoulos, Stefanos, 2018, "Accounting for persistence in panel count data models. An application to the number of patents awarded," Economics Letters, Elsevier, volume 171, issue C, pages 245-248, DOI: 10.1016/j.econlet.2018.08.004.
• Andrle, Michal & Plašil, Miroslav, 2018, "Econometrics with system priors," Economics Letters, Elsevier, volume 172, issue C, pages 134-137, DOI: 10.1016/j.econlet.2018.08.038.
• Mumtaz, Haroon, 2018, "A generalised stochastic volatility in mean VAR," Economics Letters, Elsevier, volume 173, issue C, pages 10-14, DOI: 10.1016/j.econlet.2018.08.044.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018, "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 108-123, DOI: 10.1016/j.jeconom.2017.07.002.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018, "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2017.12.007.
• Atkinson, Scott E. & Primont, Daniel & Tsionas, Mike G., 2018, "Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 131-146, DOI: 10.1016/j.jeconom.2017.12.009.
• Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018, "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 189-206, DOI: 10.1016/j.jeconom.2018.02.001.
• Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2018, "New distribution theory for the estimation of structural break point in mean," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 156-176, DOI: 10.1016/j.jeconom.2018.03.009.
• Mao, Guangyu & Zhang, Zhengjun, 2018, "Stochastic tail index model for high frequency financial data with Bayesian analysis," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 470-487, DOI: 10.1016/j.jeconom.2018.03.019.
• Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
• Li, Yong & Yu, Jun & Zeng, Tao, 2018, "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 237-260, DOI: 10.1016/j.jeconom.2018.08.001.
• Constantinescu, Mihnea & Nguyen, Anh D.M., 2018, "Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization," Economic Systems, Elsevier, volume 42, issue 4, pages 649-664, DOI: 10.1016/j.ecosys.2018.08.003.
• Tsionas, Efthymios G. & Malikov, Emir & Kumbhakar, Subal C., 2018, "An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking," European Journal of Operational Research, Elsevier, volume 270, issue 2, pages 747-760, DOI: 10.1016/j.ejor.2018.04.012.
• Skevas, Ioannis & Emvalomatis, Grigorios & Brümmer, Bernhard, 2018, "Productivity growth measurement and decomposition under a dynamic inefficiency specification: The case of German dairy farms," European Journal of Operational Research, Elsevier, volume 271, issue 1, pages 250-261, DOI: 10.1016/j.ejor.2018.04.050.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• Kwon, Tae Yeon & Lee, Yoonjung, 2018, "Industry specific defaults," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 45-58, DOI: 10.1016/j.jempfin.2017.10.002.
• Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018, "“On the (Ab)use of Omega?”," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 11-33, DOI: 10.1016/j.jempfin.2017.11.007.
• Blümke, Oliver, 2018, "On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 65-77, DOI: 10.1016/j.jempfin.2018.03.003.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
• Chai, Jian & Xing, Li-Min & Zhou, Xiao-Yang & Zhang, Zhe George & Li, Jie-Xun, 2018, "Forecasting the WTI crude oil price by a hybrid-refined method," Energy Economics, Elsevier, volume 71, issue C, pages 114-127, DOI: 10.1016/j.eneco.2018.02.004.
• Richter, Laura-Lucia & Pollitt, Michael G., 2018, "Which smart electricity service contracts will consumers accept? The demand for compensation in a platform market," Energy Economics, Elsevier, volume 72, issue C, pages 436-450, DOI: 10.1016/j.eneco.2018.04.004.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018, "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, volume 72, issue C, pages 560-582, DOI: 10.1016/j.eneco.2018.03.037.
• Cohen, Jed & Moeltner, Klaus & Reichl, Johannes & Schmidthaler, Michael, 2018, "Valuing electricity-dependent infrastructure: An essential-input approach," Energy Economics, Elsevier, volume 73, issue C, pages 258-273, DOI: 10.1016/j.eneco.2018.05.018.
• Smith, Michael Stanley & Shively, Thomas S., 2018, "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, volume 74, issue C, pages 886-903, DOI: 10.1016/j.eneco.2018.07.013.
• Rios, Vicente & Gianmoena, Lisa, 2018, "Convergence in CO2 emissions: A spatial economic analysis with cross-country interactions," Energy Economics, Elsevier, volume 75, issue C, pages 222-238, DOI: 10.1016/j.eneco.2018.08.009.
• Nonejad, Nima, 2018, "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 260-270, DOI: 10.1016/j.irfa.2018.03.012.
• de Oliveira, Henrique, 2018, "Blackwell's informativeness theorem using diagrams," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 126-131, DOI: 10.1016/j.geb.2017.12.008.
• Richardson, Robert & Hartman, Brian, 2018, "Bayesian nonparametric regression models for modeling and predicting healthcare claims," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2018.06.002.
• Dyevre, Arthur & Lampach, Nicolas, 2018, "The origins of regional integration: Untangling the effect of trade on judicial cooperation," International Review of Law and Economics, Elsevier, volume 56, issue C, pages 122-133, DOI: 10.1016/j.irle.2018.08.003.
• Courtemanche, Charles & Tchernis, Rusty & Ukert, Benjamin, 2018, "The effect of smoking on obesity: Evidence from a randomized trial," Journal of Health Economics, Elsevier, volume 57, issue C, pages 31-44, DOI: 10.1016/j.jhealeco.2017.10.006.
• Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2018, "How does financial liberalisation affect the influence of monetary policy on the current account?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 93-123, DOI: 10.1016/j.jimonfin.2018.03.015.
• Hofmarcher, Paul & Crespo Cuaresma, Jesus & Grün, Bettina & Humer, Stefan & Moser, Mathias, 2018, "Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 150-165, DOI: 10.1016/j.jmacro.2018.05.005.
• Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
• Guglielminetti, Elisa & Pouraghdam, Meradj, 2018, "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, volume 50, issue C, pages 156-179, DOI: 10.1016/j.labeco.2017.09.008.
• Baumeister, Christiane & Hamilton, James D., 2018, "Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations," Journal of Monetary Economics, Elsevier, volume 100, issue C, pages 48-65, DOI: 10.1016/j.jmoneco.2018.06.005.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018, "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 108-120, DOI: 10.1016/j.pacfin.2018.06.003.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018, "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, volume 51, issue C, pages 107-120, DOI: 10.1016/j.ejpoleco.2017.03.004.
• Kasy, Maximilian, 2018, "Optimal taxation and insurance using machine learning — Sufficient statistics and beyond," Journal of Public Economics, Elsevier, volume 167, issue C, pages 205-219, DOI: 10.1016/j.jpubeco.2018.09.002.
• Debarsy, Nicolas & LeSage, James, 2018, "Flexible dependence modeling using convex combinations of different types of connectivity structures," Regional Science and Urban Economics, Elsevier, volume 69, issue C, pages 48-68, DOI: 10.1016/j.regsciurbeco.2018.01.001.
• Jetter, Michael & Parmeter, Christopher F., 2018, "Sorting through global corruption determinants: Institutions and education matter – Not culture," World Development, Elsevier, volume 109, issue C, pages 279-294, DOI: 10.1016/j.worlddev.2018.05.013.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2018, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 2, pages 18-46.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 1-14.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/09, Jun.
• Jitendra Kumar & Varun Agiwal, 2018, "Merger and Acquire of Series: A New Approach of Time Series Modeling," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/16, Dec.
• Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018, "International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-16, Apr.
• Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-25, May.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-26, May.
• Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
• Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-49, Oct.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co- Heteroscedasticity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-52, Oct.
• Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2018, "State dependence in labor market fluctuations: evidence, theory, and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90380, Aug.
• Sydney Chikalipah, 2018, "Does a meaningful relationship exist between copper prices and economic growth in Zambia?," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 10, issue 1, pages 72-84, November, DOI: 10.1108/AJEMS-04-2018-0095.
• Bernard Njindan Iyke, 2018, "Assessing the effects of housing market shocks on output: the case of South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 287-306, May, DOI: 10.1108/SEF-09-2016-0237.
• Asai, M. & McAleer, M.J., 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-005/III, Jan.
• Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of FED'S view on inflation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-03, Jan.
• Mark Fisher & Mark J. Jensen, 2018, "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-2, Feb, DOI: 10.29338/wp2018-02.
• Dongho Song & Jenny Tang, 2018, "News-driven uncertainty fluctuations," Working Papers, Federal Reserve Bank of Boston, number 18-3, Jan.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1803, Mar, DOI: 10.26509/frbc-wp-201803.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Endogenous Uncertainty," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1805, Mar, DOI: 10.26509/frbc-wp-201805.
• Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Laura Liu, 2018, "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-036, May, DOI: 10.17016/FEDS.2018.036.
• Cristina Fuentes-Albero, 2018, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-054, Aug, DOI: 10.17016/FEDS.2018.054.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2018, "Forward Guidance with Bayesian Learning and Estimation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-072, Oct, DOI: 10.17016/FEDS.2018.072.
• Robert J. Tetlow, 2018, "The Monetary Policy Response to Uncertain Inflation Persistence," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-08-29, Aug, DOI: 10.17016/2380-7172.2247.
• Renato Faccini & Leonardo Melosi, 2018, "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-6, Apr, DOI: 10.21033/wp-2018-06.
• Taeyoung Doh & Andrew Lee Smith, 2018, "Reconciling VAR-based Forecasts with Survey Forecasts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-13, Dec, DOI: 10.18651/RWP2018-13.
• Craig S. Hakkio & Jun Nie, 2018, "Forecasting Foreign Economic Growth Using Cross-Country Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-14, Dec, DOI: 10.18651/RWP2018-14.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018, "DSGE forecasts of the lost recovery," Staff Reports, Federal Reserve Bank of New York, number 844, Mar.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic predictions with big data: the illusion of sparsity," Staff Reports, Federal Reserve Bank of New York, number 847, Apr.
• Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Econometrics, MDPI, volume 6, issue 2, pages 1-24, May.
• Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
• Michael Louis George, 2018, "Maximizing profit increase in manufacturing based on an Information Theory model," Working Papers, Institute of Business Entropy, number 0627, Aug.
• Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Post-Print, HAL, number hal-01840598, Jun, DOI: 10.3390/econometrics6020029.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega?”," Post-Print, HAL, number hal-02312145, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega ?”," Post-Print, HAL, number hal-03549448, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Jean-Pascal Guironnet, 2018, "Incertitude de classement final et affluence en Ligue 1 française de football : une nouvelle approche," Post-Print, HAL, number halshs-02064147, DOI: 10.3917/redp.284.0641.
• Nicolas Debarsy & James Lesage, 2018, "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print, HAL, number halshs-03319303, DOI: 10.1016/j.regsciurbeco.2018.01.001.
• Anne Musson & Damien Rousselière, 2018, "Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives," Working Papers, HAL, number hal-01911612.
• Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of the FED's view on inflation," Working Papers, HAL, number hal-03458456, Jan.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," Working Papers, HAL, number hal-04141693.
• Lillestøl, Jostein, 2018, "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/12, Sep.
• Karlsson, Sune & Österholm, Pär, 2018, "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers, Örebro University, School of Business, number 2018:5, Mar.
• Karlsson, Sune & Österholm, Pär, 2018, "A Note on the Stability of the Swedish Philips Curve," Working Papers, Örebro University, School of Business, number 2018:6, Mar.
• Armin Seibert & Andrei Sirchenko & Gernot Muller, 2018, "A Model for Policy Interest Rates," HSE Working papers, National Research University Higher School of Economics, number WP BRP 192/EC/2018.
• Bobby Chung, 2018, "Peers' Parents and Educational Attainment: The Exposure Effect," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-086, Nov.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018, "Forecasting Inflation in Argentina," IDB Publications (Working Papers), Inter-American Development Bank, number 8940, Jun, DOI: http://dx.doi.org/10.18235/0001160.
• Bernard Njindan Iyke, 2018, "Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 57-80, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
• Norets, Andriy & Pelenis, Justinas, 2018, "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Economics Series, Institute for Advanced Studies, number 342, Jul.
• Ching-Wai (Jeremy) Chiu & John Hill, 2018, "The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 113-158, March.
• Thorsten Simon & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2018, "Lightning Prediction Using Model Output Statistics," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-14, Jul.
• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Planas, Christophe & Rossi, Alessandro, 2018, "The slice sampler and centrally symmetric distributions," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2018-11, Nov.

2017

• Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017, "Does the ARFIMA really shift?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-16, Apr.
• Qazi Haque, 2017, "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2017-10, Jul.
• Qazi Haque, 2017, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2017-13, Nov.
• Fadel Hamid Hadi ALHUSSEINI, 2017, "Selection Of Variables Influencing Iraqi Banks Deposits By Using New Bayesian Lasso Quantile Regression," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 6, issue 1, pages 46-59, JULY.
• Rousselière, Damien, 2017, "A flexible approach to age dependence in organizational mortality. Comparing the life duration of cooperative and non-cooperative enterprises using a Bayesian Generalized Additive Discrete Time Surviv," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 264214, DOI: 10.22004/ag.econ.264214.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, , "A Model of the Fed’s View on Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269087, DOI: 10.22004/ag.econ.269087.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, , "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017, "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1710, Mar.
• Fernando J. Pérez Forero, 2017, "Measuring the Stance of Monetary Policy in a Time-Varying," Working Papers, Peruvian Economic Association, number 102, Aug.
• Nikolaus Hautsch & Stefan Voigt, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers, arXiv.org, number 1709.06296, Sep, revised Jun 2018.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Forecasting with Dynamic Panel Data Models," Papers, arXiv.org, number 1709.10193, Sep.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers, arXiv.org, number 1711.00564, Nov, revised Mar 2024.
• M Hashem Pesaran & Ron P Smith, 2017, "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1707, Nov.
• Iván Kataryniuk & Jaime Martínez-Martín, 2017, "TFP growth and commodity prices in emerging economies," Working Papers, Banco de España, number 1711, Mar.
• Francesco Furlanetto & Ørjan Robstad, 2017, "Immigration and the macroeconomy: some new empirical evidence," Working Papers, Banco de España, number 1716, Apr.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social ties and the demand for financial services," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1115, Jun.
• Lambertini Luisa & Nuguer Victoria & Uysal Pinar, 2017, "Mortgage Default in an Estimated Model of the U.S. Housing Market," Working Papers, Banco de México, number 2017-06, Jun.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 83, pages 161-187, June, DOI: 10.1016/j.espe.2017.04.001.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017, "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 235-316.
• Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017, "Business cycles in an oil economy," BIS Working Papers, Bank for International Settlements, number 618, Mar.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Catalina A. Vallejos & Mark F. J. Steel, 2017, "Bayesian survival modelling of university outcomes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 613-631, February.
• Stephen Chick & Martin Forster & Paolo Pertile, 2017, "A Bayesian decision theoretic model of sequential experimentation with delayed response," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1439-1462, November.
• Konrad Adler & Christian Grisse, 2017, "Thousands of BEERs: Take your pick," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 1078-1104, November.
• Blaise Gnimassoun, 2017, "Exchange rate misalignments and the external balance under a pegged currency system," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 949-974, November.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017, "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper, Norges Bank, number 2017/10, Jun.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper, Norges Bank, number 2017/11, Jun.
• Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih, 2017, "Oil and macroeconomic (in)stability," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2017, Nov.
• Marko Melolinna, 2017, "What drives business investment in the United Kingdom? Results from a firm-level VAR approach," Bank of England working papers, Bank of England, number 646, Feb.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Bank of England working papers, Bank of England, number 657, Apr.
• Katerina Petrova & George Kapetanios & Riccardo Masolo & Matthew Waldron, 2017, "A time varying parameter structural model of the UK economy," Bank of England working papers, Bank of England, number 677, Sep.
• Young Min Kim & Seojin Lee, 2017, "The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 3, pages 1-22, September.
• Ekşi Ozan & Orman Cüneyt & Taş Bedri Kamil Onur, 2017, "Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 2, pages 1-25, June, DOI: 10.1515/bejm-2016-0130.
• Berg Tim Oliver, 2017, "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 2, pages 1-29, April, DOI: 10.1515/snde-2015-0084.
• Pajor Anna & Wróblewska Justyna, 2017, "VEC-MSF models in Bayesian analysis of short- and long-run relationships," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0004.
• Chen Ray-Bing & Chen Yi-Chi & Chu Chi-Hsiang & Lee Kuo-Jung, 2017, "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-17, December, DOI: 10.1515/snde-2016-0107.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
• Yannis Maël Largent, 2017, "La dynamique de la dette et du déficit publics en périodes de récession et d’expansion," Revue économique, Presses de Sciences-Po, volume 68, issue 4, pages 571-594.
• Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M., 2017, "Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1702, Jan.
• Željka Asanović, 2017, "Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 6, issue 3, pages 157-182.
• Chandan Singha, 2017, "Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India," Working papers, Centre for Development Economics, Delhi School of Economics, number 275, May.
• Liu, Chunping & Ou, Zhirong, 2017, "What determines China's housing price dynamics? New evidence from a DSGE-VAR," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/4, Apr.
• M. Hashem Pesaran & Ron P. Smith, 2017, "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," CESifo Working Paper Series, CESifo, number 6785.
• Sapci, Ayse & Miles, Bradley, 2017, "Bank Size, Returns to Scale and Cost Efficiency," Working Papers, Department of Economics, Colgate University, number 2017-02, Mar, revised 10 Mar 2017.
• Michal Andrle & Miroslav Plasil, 2017, "System Priors for Econometric Time Series," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/01, May.
• Hernán Rincón & Diego Rodr�guez & Jorge Toro & Santiago T�llez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 83, pages 161-187, DOI: 10.1016/j.espe.2017.04.001.
• Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017, "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2836, Jan.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017, "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12256, Aug.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
• Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017, "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 411-442, November.
• Cao, Jing & Stokes, Lynne, 2017, "Comparison of Different Ranking Methods in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 203-210, May.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017, "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 197-210.
• Теодор Тодоров, 2017, "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 133-150.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.