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
/ / / C13: Estimation: General

2017

• Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Zakaria, Muhammad & Hurr, Maryam, 2017, "Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit," Renewable and Sustainable Energy Reviews, Elsevier, volume 70, issue C, pages 185-192, DOI: 10.1016/j.rser.2016.11.042.
• Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017, "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 247-259, DOI: 10.1016/j.ribaf.2017.04.034.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2017, "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 28-36, DOI: 10.1016/j.ribaf.2017.04.015.
• Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017, "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 173-190, DOI: 10.1016/j.ribaf.2017.05.008.
• Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro, 2017, "Edgeworth expansion for the pre-averaging estimator," Stochastic Processes and their Applications, Elsevier, volume 127, issue 11, pages 3558-3595, DOI: 10.1016/j.spa.2017.03.001.
• Ana Paula Martins, 2017, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 52-73.
• Hidalgo, Javier & Schafgans, Marcia, 2017, "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68839, Feb.
• Komarova, Tatiana & Nekipelov, Denis & Yakovlev, Evgeny, 2018, "Identification, data combination and the risk of disclosure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 79384, Apr.
• Komarova, Tatiana & Nekipelov, Denis & Al Rafi, Ahnaf & Yakovlev, Evgeny, 2017, "K-anonymity: a note on the trade-off between data utility and data security," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85923, Sep.
• Tsionas, Efthymios G. & Tran, Kien C. & Michaelides, Panayotis G., 2017, "Bayesian inference in threshold stochastic frontier models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86848, Dec.
• Hidalgo, Javier & Schafgans, Marcia M. A., 2017, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87748.
• Boj del Val, Eva & Costa Cor, Teresa, 2017, "Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
• Otávio Bartalotti & Quentin Brummet, 2017, "Regression Discontinuity Designs with Clustered Data," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038017.
• Fang Wang & Xu Zheng, 2017, "Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 323-342, August, DOI: 10.1108/CFRI-03-2016-0009.
• Raymond Kan & Guofu Zhou, 2017, "Modeling non-normality using multivariatet: implications for asset pricing," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 2-32, February, DOI: 10.1108/CFRI-10-2016-0114.
• Abdul Rashid & Farooq Ahmad & Ammara Yasmin, 2017, "Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan," Journal of Risk Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 368-380, August, DOI: 10.1108/JRF-03-2017-0049.
• Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
• Tan, A.C. & McAleer, M.J., 2017, "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 17-069/III, Jul.
• Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017, "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-27, Jan.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• M. Hakan Eratalay & Evgenii Vladimirov, 2017, "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2017/01, Jan.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017, "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-9, Nov.
• Nikolay Gospodinov & Esfandiar Maasoumi, 2017, "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-10, Nov.
• Lily Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
• Lina Lu, 2017, "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-3, Aug.
• Enrique Martínez García, 2017, "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 321, Jul, DOI: 10.24149/gwp321.
• Alexander Chudik & M. Hashem Pesaran, 2017, "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 327, Sep, revised 27 Mar 2021, DOI: 10.24149/gwp327r2.
• Manuel Gonzalez-Astudillo, 2017, "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-051, May, DOI: 10.17016/FEDS.2017.051.
• Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017, "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
• José E. Figueroa-López & Cecilia Mancini, 2017, "Optimum thresholding using mean and conditional mean square error," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2017-01, Mar.
• Arne Henningsen & Matěj Bělín & Géraldine Henningsen, 2017, "New insights into the stochastic ray production frontier," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/01, Jan.
• Mohammed H. Alemu & Søren B. Olsen, 2017, "Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/05, Apr.
• Peter Willemé, 2017, "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers, Federal Planning Bureau, Belgium, number 201714, Aug.
• Frölich, Markus & Huber, Martin, 2017, "Including covariates in the regression discontinuity design," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 489, Nov.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Luis J. Álvarez, 2017, "Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression," Econometrics, MDPI, volume 5, issue 1, pages 1-11, January.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Andras Fulop & Jun Yu, 2017, "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, volume 5, issue 4, pages 1-23, October.
• Magali Chaudey, 2017, "Why test the theory of incentives in a dynamic framework?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1733.
• Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib, 2017, "Reconsidering the Income-Illness Relationship using Distributional Regression: An Application to Germany," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 231, Jun.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2017, "Vulnerability to poverty revisited: flexible modeling and better predictive performance," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 240, Nov.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017, "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201710, Oct.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01634155, DOI: 10.1016/j.jfineco.2017.06.015.
• Laurent Lamy & Manasa Patnam & Michael Visser, 2017, "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," Post-Print, HAL, number hal-01688267.
• Gary Ferrier & Herve Leleu & Vivian Valdmanis & Michael Vardanyan, 2017, "A directional distance function approach for identifying the input/output status of medical residents," Post-Print, HAL, number hal-01744641, Jul, DOI: 10.1080/00036846.2017.1349287.
• Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print, HAL, number hal-02000698, DOI: 10.1016/j.frl.2017.06.010.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013517, Dec.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013545, Jul.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013547, Apr.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print, HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• David Benatia & Marine Carrasco & Jean-Pierre Florens, 2017, "Functional linear regression with functional response," Post-Print, HAL, number hal-03523162, Dec, DOI: 10.1016/j.jeconom.2017.08.008.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590471, Aug.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590522, Jun.
• Christian Francq & Genaro Sucarrat, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Post-Print, HAL, number hal-05417319, Jan, DOI: 10.1016/j.jmva.2016.09.010.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," Post-Print, HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT, HAL, number hal-01885142, Apr.
• Rinke, Saskia & Busch, Marie & Leschinski, Christian, 2017, "Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-584, Jan.
• Attanasio, Orazio & Kovacs, Agnes & Molnar, Krisztina, 2017, "Euler Equations, Subjective Expectations and Income Shocks," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 5/2017, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
• Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers, Örebro University, School of Business, number 2017:5, Aug.
• Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017, "Discriminant analysis in small and large dimensions," Working Papers, Örebro University, School of Business, number 2017:6, Aug.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
• Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Abu Hassan SHAAR & Fathin FAIZAH SAID, 2017, "Investigating The Effects Of Financial Innovations On The Demand For Money In Malaysia Using The Ardl Appoach To Cointergration," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 177-193, June.
• Payam Mohammad ALIHA & Tamat SARMIDI & Abu Hassan SHAARI & Fathin Faizah SAID, 2017, "Payment Technologies And Money Demand: Evidence From Dynamic Panel," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 41-52, June.
• Oleh Moroz & Olena Shtovba, 2017, "Accounting of Scientometric Indicators for Management of Scientific Activity," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 174-179, March.
• Alberto Perez Fernandez & Jose Apolonio Venegas Venegas, 2017, "Bioethanol Production In Mexico: Socio- Economic Implications, Produccion De Bioetanol En Mexico: Implicaciones Socio-Economicas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 1, pages 13-24.
• Inés P. Murillo & José L. Raymond & Jorge Calero, 2017, "Efficiency in the transformation of schooling into competences: A cross-country analysis using PIAAC data," Working Papers, Institut d'Economia de Barcelona (IEB), number 2017/12.
• Oliver Linton & Jianbin Wu, 2017, "A coupled component GARCH model for intraday and overnight volatility," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/17, Jan.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/17, Jan.
• Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/17, May.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
• Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017, "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 333, Oct.
• Maria Sole Pagliari & Mrs. Swarnali A Hannan, 2017, "The Volatility of Capital Flows in Emerging Markets: Measures and Determinants," IMF Working Papers, International Monetary Fund, number 2017/041, Mar.
• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017, "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 1, pages 1-21, Enero-Mar.
• Florin Marius PAVELESCU, 2017, "Features of the production factors substitution and the estimated parameters of the Cobb-Douglas function with constant returns to scale and disembodied technical change," Romanian Journal of Economics, Institute of National Economy, volume 45, issue 2(54), pages 134-152, December.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017, "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-23, Nov.
• Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017, "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-002, Mar.
• Yoosoon Chang & Boreum Kwak, 2017, "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-016, Oct.
• Bartalotti, Otávio & Brummet, Quentin, 2017, "Regression Discontinuity Designs with Clustered Data," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001669, Jan.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2017, "The Economics of Replication," IZA Discussion Papers, IZA Network @ LISER, number 10533, Jan.
• Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017, "Immigration Policy and Remittance Behaviour," IZA Discussion Papers, IZA Network @ LISER, number 10927, Jul.
• Frölich, Markus & Huber, Martin, 2017, "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers, IZA Network @ LISER, number 11138, Nov.
• James Raymer, 2017, "Measuring flows of international migration," World of Labour, LISER, pages 354-354, April.
• W. Robert Reed, 2017, "Replication in labor economics," World of Labour, LISER, pages 413-413, December.
• Bartolucci, Francesco & Pigini, Claudia, 2017, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," Journal of Statistical Software, Foundation for Open Access Statistics, volume 78, issue i07, DOI: http://hdl.handle.net/10.18637/jss..
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017, "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 155-174, January, DOI: 10.1007/s10614-015-9550-3.
• Aykut Ekinci & Halil İbrahim Erdal, 2017, "Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 677-686, April, DOI: 10.1007/s10614-016-9623-y.
• EnDer Su, 2017, "Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 325-351, August, DOI: 10.1007/s10614-016-9587-y.
• Dieter Bögenhold & Andrea Klinglmair, 2017, "One-person enterprises and the phenomenon of hybrid self-employment: evidence from an empirical study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 2, pages 383-404, May, DOI: 10.1007/s10663-016-9332-8.
• Yee Leung & Rongrong Li & Nannan Ji, 2017, "Application of extended Dempster–Shafer theory of evidence in accident probability estimation for dangerous goods transportation," Journal of Geographical Systems, Springer, volume 19, issue 3, pages 249-271, July, DOI: 10.1007/s10109-017-0253-2.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2017, "A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry," Journal of Industry, Competition and Trade, Springer, volume 17, issue 1, pages 121-133, March, DOI: 10.1007/s10842-016-0233-0.
• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017, "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, volume 47, issue 1, pages 49-64, February, DOI: 10.1007/s11123-017-0492-8.
• Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017, "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, volume 47, issue 3, pages 189-204, June, DOI: 10.1007/s11123-016-0474-2.
• Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017, "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, volume 47, issue 3, pages 205-221, June, DOI: 10.1007/s11123-016-0479-x.
• Cristina-Ioana Fatu, 2017, "The Efficiency Of An Estimator. Application," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 9, issue 3, pages 46-48, September.
• Jeyhun Mikayilov & Vusal Shukurov & Sabuhi Yusifov, 2017, "The Impact of Economic Growth and Population on Co2 Emissions from Transport Sector. Azerbaijan Case," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 2, pages 60-67, June.
• Jцrg Breitung & Christoph Wigger, 2017, "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics, University of Cologne, Department of Economics, number 89, Jan.
• Daniel Wiliński & Łukasz Kraiński & Kamila Wesołowska & Mateusz Duś & Sylwia Marczak, 2017, "Wpływ lokalizacji na cenę ofertową nieruchomości na przykładzie ulicy Puławskiej w Warszawie," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 101, pages 69-76, September, DOI: 10.14659/worej.2017.101.09.
• Cuneyt KOYUNCU & Eda ÖZEN, 2017, "Religious, Ethnic, Linguistic and Cultural Diversity and Female Labor Force Participation," Journal of Economics Bibliography, KSP Journals, volume 4, issue 1, pages 87-93, March.
• Komain JIRANYAKUL, 2017, "Estimating the Threshold Level of Inflation for Thailand," Journal of Economics Bibliography, KSP Journals, volume 4, issue 2, pages 150-155, June.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017, "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J, DOI: 10.17533/udea.le.n86a08.
• Elkin Castaño & Santiago Gallón, 2017, "A solution for multicollinearity in stochastic frontier production function models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 9-23, Enero - J, DOI: 10.17533/udea.le.n86a01.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2017, "The Economics of Replication," Discussion Papers in Economics, University of Munich, Department of Economics, number 31972, Jan.
• Cheng Hsiao & Qiankun Zhou, 2017, "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-11, Sep.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017, "Bootstrapping Structural Change Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1704.
• Andrew Phiri, 2017, "The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 3 (Fall), pages 231-254, DOI: 10.26493/1854-6935.15.231-254.
• Christopher F. Parmeter, 2017, "Estimation of the Two-Tiered Stochastic Frontier Model with the Scaling Property," Working Papers, University of Miami, Department of Economics, number 2017-06, May.
• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017, "Stochastic Frontier Analysis: Foundations and Advances," Working Papers, University of Miami, Department of Economics, number 2017-10, Sep.
• Alice, Albonico & Roberta, Cardani & Patrizio, Tirelli, 2017, "Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMU’s Big Four," Working Papers, University of Milano-Bicocca, Department of Economics, number 373, Nov, revised Jan 2018.
• Babalwa Mapapu & Andrew Phiri, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," Working Papers, Department of Economics, Nelson Mandela University, number 1713, Oct, revised Oct 2017.
• Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
• Dominique Guegan & Bertrand Hassani & Kehan Li, 2017, "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17019, Mar.
• David T. Frazier & Gael M. Martin & Christian P. Robert & Judith Rousseau, 2017, "Asymptotic properties of approximate Bayesian computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/17.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017, "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/17.
• Xiaodong Gong & Jiti Gao, 2017, "Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/17.
• David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt, 2017, "Construction and visualization of optimal confidence sets for frequentist distributional forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/17.
• Élise, COUDIN & Jean-Marie DUFOUR, 2017, "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2017.
• Isaiah Andrews & Maximilian Kasy, 2017, "Identification of and Correction for Publication Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 23298, Mar.
• Marija Beg & Mergl Domenika, 2017, "Analiza utjecaja oblika vlasniÅ¡tva na zaposlenost u Hrvatsko," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 35-48, December.
• Ke, Wen-Chyan & Lin, Hsiou-Wei William, 2017, "An Improved Version of the Volume-Synchronized Probability of Informed Trading," Critical Finance Review, now publishers, volume 6, issue 2, pages 357-376, September, DOI: 10.1561/104.00000046.
• Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017, "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
• Balázs Égert, 2017, "Regulation, institutions and aggregate investment: New evidence from OECD countries," OECD Economics Department Working Papers, OECD Publishing, number 1392, Jun, DOI: 10.1787/a4ece3c5-en.
• Hassan O. Ozekhome, 2017, "Does Democratic Institutions And Foreign Direct Investment Affect Economic Growth? Evidence From Nigeria," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 27-36, September.
• Burlig, Fiona, 2017, "Improving transparency in observational social science research: A pre-analysis plan approach," MetaArXiv, Center for Open Science, number qemkz, Oct, DOI: 10.31219/osf.io/qemkz.
• Brodeur, Abel & Blanco-Perez, Cristina, 2017, "Publication Bias and Editorial Statement on Negative Findings," MetaArXiv, Center for Open Science, number xq9nt, Nov, DOI: 10.31219/osf.io/xq9nt.
• Yu Yvette Zhang, 2017, "A Density-Ratio Model of Crop Yield Distributions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 5, pages 1327-1343.
• Gianni Amisano & Roberto Savona, 2017, "Mutual Funds Dynamics and Economic Predictors," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 302-330.
• Ivan Medovikov & Artem Prokhorov, 2017, "A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 474-503.
• Wei Jiang, 2017, "Have Instrumental Variables Brought Us Closer to the Truth," The Review of Corporate Finance Studies, Society for Financial Studies, volume 6, issue 2, pages 127-140.
• Hanxue Yang & Juho Kanniainen, 2017, "Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets," Review of Finance, European Finance Association, volume 21, issue 2, pages 811-844.
• Orazio Attanasio & Krisztina Molnar, 2017, "Euler Equations, Subjective Expectations and Income Shocks," Economics Series Working Papers, University of Oxford, Department of Economics, number 820, Jan.
• Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V., 2017, "Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 3-23, Junio.
• Salmerón Gómez, Román & Rodríguez Martínez, Eduardo, 2017, "Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinearity. Application to Yields of Treasury Bills," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 169-189, Diciembre.
• De Andrés Mosquera, Andrés, 2017, "Los determinantes a largo plazo y su contribución a la tasa de ahorro de los hogares españoles en el período 1985-2016 || Long-term determinants and its contribution to Spanish household saving rate during the period 1985-2016," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 292-339, Diciembre.
• Greg Orosi, 2017, "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 516-526, December, DOI: 10.1057/s41260-017-0049-4.
• Lorenza Rossi & Emilio Zanetti Chini, 2017, "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 141, Jun.
• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017, "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-435.
• Martin Lukáèik & Karol Szomolányi & Adriana Lukáèiková, 2017, "Short-Run Elasticity of Substitution – Error Correction Model," Working Papers, Institute of Economic Research, number 63/2017, May, revised May 2017.
• Nicholas Bardsley & Milena Büchs & Sylke V Schnepf, 2017, "Something from nothing: Estimating consumption rates using propensity scores, with application to emissions reduction policies," PLOS ONE, Public Library of Science, volume 12, issue 10, pages 1-23, October, DOI: 10.1371/journal.pone.0185538.
• Belousova, Irina, 2017, "The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 102036, Sep.
• Mossadak, Anas, 2017, "The transmission of monetary policy in Morocco: From policy rate to commercial banks’ lending rates," MPRA Paper, University Library of Munich, Germany, number 104578, revised 2017.

2016

• Racicot, François-Éric & Théoret, Raymond, 2016, "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 41-61, DOI: 10.1016/j.jbankfin.2015.10.004.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016, "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 112-135, DOI: 10.1016/j.jbankfin.2015.12.007.
• Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin, 2016, "Foster–Hart optimal portfolios," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 117-130, DOI: 10.1016/j.jbankfin.2016.03.011.
• Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng, 2016, "Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.01.011.
• Frisancho, Veronica & Krishna, Kala & Lychagin, Sergey & Yavas, Cemile, 2016, "Better luck next time: Learning through retaking," Journal of Economic Behavior & Organization, Elsevier, volume 125, issue C, pages 120-135, DOI: 10.1016/j.jebo.2016.01.012.
• Aiello, Francesco & Bonanno, Graziella, 2016, "Bank efficiency and local market conditions. Evidence from Italy," Journal of Economics and Business, Elsevier, volume 83, issue C, pages 70-90, DOI: 10.1016/j.jeconbus.2015.09.002.
• Carr, Peter & Wu, Liuren, 2016, "Analyzing volatility risk and risk premium in option contracts: A new theory," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2016.01.004.
• Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016, "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 464-490, DOI: 10.1016/j.jfineco.2016.02.001.
• Sheen, Jeffrey & Wang, Ben Zhe, 2016, "Assessing labor market frictions in a small open economy," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 231-251, DOI: 10.1016/j.jmacro.2016.02.006.
• Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016, "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Journal of Multivariate Analysis, Elsevier, volume 144, issue C, pages 81-90, DOI: 10.1016/j.jmva.2015.11.001.
• Fernandez, Viviana, 2016, "Further evidence on the relationship between spot and futures prices," Resources Policy, Elsevier, volume 49, issue C, pages 368-371, DOI: 10.1016/j.resourpol.2016.07.005.
• Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016, "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.03.006.
• Pascoal, Rui & Augusto, Mário & Monteiro, A.M., 2016, "Size distribution of Portuguese firms between 2006 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 342-355, DOI: 10.1016/j.physa.2016.04.010.
• Akobeng, Eric, 2016, "Out of inequality and poverty: Evidence for the effectiveness of remittances in Sub-Saharan Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 207-223, DOI: 10.1016/j.qref.2015.10.008.
• Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016, "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, volume 61, issue C, pages 52-72, DOI: 10.1016/j.regsciurbeco.2016.08.003.
• Vigren, Andreas, 2016, "Cost efficiency in Swedish public transport," Research in Transportation Economics, Elsevier, volume 59, issue C, pages 123-132, DOI: 10.1016/j.retrec.2016.05.009.
• Bougna, Emmanuel & Crozet, Yves, 2016, "Towards a liberalised European rail transport: Analysing and modelling the impact of competition on productive efficiency," Research in Transportation Economics, Elsevier, volume 59, issue C, pages 358-367, DOI: 10.1016/j.retrec.2016.07.014.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016, "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 334-343, DOI: 10.1016/j.iref.2015.12.006.
• Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2016, "Exploring the sources of Spanish macroeconomic fluctuations: An estimation of a small open economy DSGE model," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 417-437, DOI: 10.1016/j.iref.2016.07.002.
• Arvanitis, Stelios & Louka, Alexandros, 2016, "A CLT for martingale transforms with infinite variance," Statistics & Probability Letters, Elsevier, volume 119, issue C, pages 116-123, DOI: 10.1016/j.spl.2016.07.015.
• Thomas Persson, 2016, "DSGE Models for Policy Analysis," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 1, pages 1-32.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 2, pages 77-91.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/12, Jan.
• Ana Paula Martins, 2016, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/21, Nov.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016, "An information based one-factor asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118978, Apr.
• Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016, "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67151, Oct.