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

2016

• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016, "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper, University Library of Munich, Germany, number 98489, Mar, revised 26 Jul 2019.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
• Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.
• Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016, "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 253-270, DOI: 10.18267/j.pep.562.
• Piotr Kębłowski, 2016, "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 203-217, December.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016, "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper, Economics Department, Queen's University, number 1324, Nov.
• Mirela Sorina Miescu, 2016, "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers, Queen Mary University of London, School of Economics and Finance, number 791, Apr.
• Kaouther Jouaber-Snoussi & Rim Tekaya, 2016, "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
• Mehmet Soytas & Limor Golan & George-Levi Gayle, 2016, "What Is The Source Of The Intergenerational Correlation In Earnings?," 2016 Meeting Papers, Society for Economic Dynamics, number 387.
• Alexey Shvedov, 2016, "Estimating the means and the covariances of fuzzy random variables," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 42, pages 121-138.
• Arora Nitin & OsatiEraghi Asghar, 2016, "Does India have a stable demand for money function after reforms? A macroeconometric analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 25-37.
• Oluremi Ogun, 2016, "Monetary aspects of business cycles in an open developing economy. - Aspetti monetari del ciclo economico in un’economia aperta in via di sviluppo," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 69-92.
• Nayrovi Ayala & Viviana Calva & Anahí Palacios, 2016, "Capital humano e ingreso laboral en Ecuador: un enfoque regional utilizando variables instrumentales," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 11-21.
• Marilú Briceño-Briceño & Genninna Dávila & Maribel Rojas, 2016, "Estimación de la Ley de Okun: evidencia empírica para Ecuador, América Latina y el Mundo," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 35-45.
• Amir Mansoor Tehranchian & Roozbeh Balounejad Nouri, 2016, "Examining the Persistence of Real Exchange Rate Misalignment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 1-22.
• Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
• Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016, "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0212, Dec.
• Ignace De Vos & Gerdie Everaert, 2016, "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/920, Apr.
• Taku Yamamoto, 2016, "On the Treatment of a Measurement Error Regression Model," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3305807, Mar.
• Mazin A. M. Al Janabi, 2016, "Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605760, May.
• Hanh Pham, 2016, "Foreign Direct Investment, Productivity And Crowding-Out: Dynamic Panel Evidence On Vietnamese Firms," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205904, Mar.
• Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte, 2016, "On the relationship between sovereign bonds and credit default swaps in Portugal," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 18-36, March.
• Rosales Contreras, Jorge, 2016, "Intervalos de confianza para VaR y ES, y su aplicación al mercado colombiano," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 55-82, enero-jun.
• Michał Bernardelli, 2016, "Econometric modeling of panel data using parallel computing with Apache Spark," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 189-202.
• Michał Jakubczyk, 2016, "Choosing from multiple alternatives in cost-effectiveness analysis with fuzzy willingness-to-pay/accept and uncertainty," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-006, Apr, DOI: 10.33119/kaewps2016006.
• Michał Jakubczyk, 2016, "Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-011, May, DOI: 10.33119/kaewps2016011.
• Grzegorz Koloch, 2016, "Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-023, Dec, DOI: 10.33119/kaewps2016023.
• Riadh El Abed & Samir Maktouf, 2016, "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 294-306.
• Liangjun Su & Pai Xu & Heng Ju, 2016, "Common Threshold in Quantile Regressions with an Application to Pricing for Reputation," Working Papers, Singapore Management University, School of Economics, number 02-2016, Feb.
• Ali GÜVERCİN, 2016, "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Michael L. Polemis & Aikaterina Oikonomou, 2016, "Does regulation affect market power? Evidence from Greek SMEs," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 4, pages 43-60, October-D.
• Daniel A. Griffith & Manfred M. Fischer, 2016, "Constrained Variants of the Gravity Model and Spatial Dependence: Model Specification and Estimation Issues," Advances in Spatial Science, Springer, chapter 0, in: Roberto Patuelli & Giuseppe Arbia, "Spatial Econometric Interaction Modelling", DOI: 10.1007/978-3-319-30196-9_3.
• Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
• Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
• Daniel Ambach & Robert Garthoff, 2016, "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 1, pages 15-36, February, DOI: 10.1007/s11943-016-0177-1.
• D. Michele Cifarelli, 2016, "Estimation of the regression slope by means of Gini’s cograduation index," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 113-142, November, DOI: 10.1007/s10203-016-0174-4.
• Netsanet Haile & Jörn Altmann, 2016, "Structural analysis of value creation in software service platforms," Electronic Markets, Springer;IIM University of St. Gallen, volume 26, issue 2, pages 129-142, May, DOI: 10.1007/s12525-015-0208-8.
• Johan Blomquist & Joakim Westerlund, 2016, "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, volume 50, issue 4, pages 1359-1381, June, DOI: 10.1007/s00181-015-0978-z.
• Francisco Alvarez & Cristina Mazón, 2016, "Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions," Empirical Economics, Springer, volume 50, issue 4, pages 1435-1466, June, DOI: 10.1007/s00181-015-0988-x.
• Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
• Santosh K. Sahu & Sukanya Das, 2016, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," India Studies in Business and Economics, Springer, in: N.S. Siddharthan & K. Narayanan, "Technology", DOI: 10.1007/978-981-10-1684-4_8.
• Sondra Collins & Edward Nissan, 2016, "Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 188-198, January, DOI: 10.1007/s12197-014-9301-7.
• Ronald L. Oaxaca & David L. Dickinson, 2016, "Symmetric experimental designs: conditions for equivalence of panel data estimators," Journal of the Economic Science Association, Springer;Economic Science Association, volume 2, issue 1, pages 85-95, May, DOI: 10.1007/s40881-016-0022-x.
• Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida, 2016, "Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 127, issue 1, pages 179-194, May, DOI: 10.1007/s11205-015-0950-5.
• Cheng Hsiao & Qiankun Zhou, 2016, "Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 25, issue 4, pages 675-683, November, DOI: 10.1007/s10260-016-0355-x.
• Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele, 2016, "A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors," Working Papers, European Stability Mechanism, number 19, Nov.
• Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
• Timothy Neal, 2016, "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers, School of Economics, The University of New South Wales, number 2016-15, Oct.
• Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016, "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/14745, Apr.
• Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
• Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016, "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, volume 48, issue 11, pages 1030-1045, March, DOI: 10.1080/00036846.2015.1093081.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016, "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 232-256, February, DOI: 10.1080/07474938.2013.833809.
• Sofia Anyfantaki & Antonis Demos, 2016, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 293-310, February, DOI: 10.1080/07474938.2014.966639.
• Gerdie Everaert & Tom De Groote, 2016, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 3, pages 428-463, March, DOI: 10.1080/07474938.2014.966635.
• Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger, 2016, "The Local Power of the CADF and CIPS Panel Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 5, pages 845-870, May, DOI: 10.1080/07474938.2014.977077.
• J. Isaac Miller, 2016, "Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 6, pages 1142-1171, June, DOI: 10.1080/07474938.2014.976527.
• Mariano Kulish & Adrian Pagan, 2016, "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 7, pages 1251-1270, August, DOI: 10.1080/07474938.2014.977075.
• Mehmet Caner & Anders Bredahl Kock, 2016, "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1377-1411, December, DOI: 10.1080/07474938.2015.1092797.
• Marine Carrasco & Guy Tchuente, 2016, "Efficient Estimation with Many Weak Instruments Using Regularization Techniques," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1609-1637, December, DOI: 10.1080/07474938.2015.1092806.
• Francesco Aiello & Graziella Bonanno, 2016, "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," International Review of Applied Economics, Taylor & Francis Journals, volume 30, issue 4, pages 507-526, July, DOI: 10.1080/02692171.2015.1122747.
• Edoardo Otranto & Massimo Mucciardi & Pietro Bertuccelli, 2016, "Spatial effects in dynamic conditional correlations," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 604-626, March, DOI: 10.1080/02664763.2015.1071343.
• Donna Feir & Thomas Lemieux & Vadim Marmer, 2016, "Weak Identification in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 185-196, April, DOI: 10.1080/07350015.2015.1024836.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 375-390, July, DOI: 10.1080/07350015.2015.1040116.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2016, "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 8, pages 2465-2483, April, DOI: 10.1080/03610926.2014.887104.
• Vahagn Galstyan, 2016, "LIML Estimation of Import Demand and Export Supply Elasticities," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0316, Mar, revised Jun 2016.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-005/III, Jan.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-025/III, Apr.
• Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-071/III, Sep.
• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016, "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-082/III, Oct.
• Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-029.
• Rabovic, Renata & Cizek, Pavel, 2016, "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-013.
• Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016, "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-002.
• Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 40ca581a-e228-49ae-911f-e.
• Rabovic, Renata & Cizek, Pavel, 2016, "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8a4b2e5d-6787-4685-8b9e-1.
• Victor Aguirregabiria & Arvind Magesan, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, University of Toronto, Department of Economics, number tecipa-562, May.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2016, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," TSE Working Papers, Toulouse School of Economics (TSE), number 16-665, Jun, revised Jul 2018.
• Tamara Burdisso & Maximo Sangiacomo, 2016, "Panel time series: Review of the methodological evolution," Stata Journal, StataCorp LLC, volume 16, issue 2, pages 424-442, June.
• Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-14, Sep.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-05, Dec.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "In search of the Euro area fiscal stance," Working Papers, School of Economics, University College Dublin, number 201612, Aug.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
• Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016, "Identification and Estimation of a Large Factor Model with Structural Instability," Working papers, University of Connecticut, Department of Economics, number 2016-34, Oct.
• Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.
• Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016, "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2016013.
• Innocenti, Stefania & Cowan, Robin, 2016, "Mimetic behaviour and institutional persistence: A two-armed bandit experiment," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2016-028, May.
• Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016, "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1603, revised 2016.
• Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016, "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance, University of St. Gallen, School of Finance, number 1607, Mar.
• Benth, Fred Espen & Paraschiv, Florentina, 2016, "A Structural Model for Electricity Forward Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1611, Jun.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016, "Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 367, Jan.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016, "Empirical Hedging Performance on Long-Dated Crude Oil Derivatives," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 376, Sep.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016, "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:08.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
• Wawrowski Łukasz, 2016, "The Spatial Fay-Herriot Model in Poverty Estimation," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 191-202, December, DOI: 10.1515/foli-2016-0034.
• Alfred J. H. Aruna, 2016, "Velocity Of Money Within The Framework Of Monetary Targeting In Sierra Leone," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 62-96, June.
• Ekemini Usuah & John Odozi & Oluwatosin Adeniyi, 2016, "Financial Liberalization And Small Medium Scale Enterprises Growth In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 97-117, June.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2016, "Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-02.
• Yingxia Pu & Ying Ge, 2016, "Multilateral mechanism analysis of interprovincial migration flows in China," ERSA conference papers, European Regional Science Association, number ersa16p423, Dec.
• Alberto Abadie & Guido W. Imbens, 2016, "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, volume 84, issue , pages 781-807, March.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
• Olivier Scaillet, 2016, "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 232-236, June.
• Jason R. Blevins, 2016, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 773-804, August.
• Simon Reese & Joakim Westerlund, 2016, "Panicca: Panic on Cross‐Section Averages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 961-981, September.
• Chen, Mingli, 2016, "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1120.
• Kentaro Kikuchi, 2016, "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Masaaki Kijima & Yukio Muromachi & Takashi Shibata, "RECENT ADVANCES IN FINANCIAL ENGINEERING 2014 Proceedings of the TMU Finance Workshop 2014".
• Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
• Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.
• Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016, "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers, Deutsche Bundesbank, number 45/2016.
• Kufenko, Vadim & Prettner, Klaus, 2016, "You can't always get what you want? Estimator choice and the speed of convergence," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 20-2016.
• Agnani, Betty & Aray, Henry, 2016, "Effects of Oscar awards on movie production," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-8.
• Kim, Kun Ho & Park, Suna, 2016, "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 38, issue 2, pages 1-20, DOI: 10.23895/kdijep.2016.38.2.1.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016, "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-024.
• Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016, "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-025.
• Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016, "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-033.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016, "Factorisable multi-task quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-057.
• Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016, "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145837.
• Olivier Ledoit & Michael Wolf, 2016, "Numerical implementation of the QuEST function," ECON - Working Papers, Department of Economics - University of Zurich, number 215, Jan, revised Jan 2017.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016, "Large dynamic covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 231, Jul, revised Apr 2017.
• Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016, "Improving weighted least squares inference," ECON - Working Papers, Department of Economics - University of Zurich, number 232, Aug, revised Nov 2017.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016, "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers, Department of Economics - University of Zurich, number 238, Dec, revised May 2018.
• Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
• Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016, "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-12, Apr.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016, "Component shares in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-25, Sep.
• Joachim Lebovits & Mark Podolskij, 2016, "Estimation of the global regularity of a multifractional Brownian motion," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-33, Dec.
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• Christian Francq & Jean-Michel Zakoïan, 2016, "Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels," Annals of Economics and Statistics, GENES, issue 123-124, pages 9-28, DOI: 10.15609/annaeconstat2009.123-124.0.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016, "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, volume 8, issue 1, pages 1-32, January.
• Raluca Necula & Mirela Stoian & Manea Draghici, 2016, "The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 575-575, August.
• Kadjo, Didier & Ricker-Gilbert, Jacob & Tahirou, Abdoulaye & Shively, Gerald & Baco, Nasser, 2016, "Adverse selection in informal maize markets in Benin," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 249289, Sep, DOI: 10.22004/ag.econ.249289.
• Thompson, Jada M. & Pendell, Dustin L., 2016, "A System Approach for Three-Dimensional Panel Data to Estimate Poultry Trade Impacts due to Animal Disease Outbreaks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236003, DOI: 10.22004/ag.econ.236003.
• Wang, Xiaojin, 2016, "Is Fair Trade Fair for Consumers? A Hedonic Analysis of U.S. Retail Fair Trade Coffee Prices," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236344, DOI: 10.22004/ag.econ.236344.
• Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, None, "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 16, issue 01, DOI: 10.22004/ag.econ.241272.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• Zhou, Mo, 2016, "Residential Water Demand in China: Applications of Double-Log Model and EDM System," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229774, DOI: 10.22004/ag.econ.229774.
• Chen, Mingli, , "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers, University of Warwick - Department of Economics, number 269326, DOI: 10.22004/ag.econ.269326.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold, 2016, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016028, Jan.
• Hafner, C. & Laurent, S. & Violante, F., 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016034, Jan.
• Hafner, C. & Linton, O., 2016, "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016036, Jan.
• Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016007, Jan.
• Jan F. Kiviet, 2016, "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-03, Dec.
• Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016, "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 131, Nov.
• Esin Firuzan & Berhan Çoban, 2016, "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 35-44, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Susanne M. Schennach, 2016, "Recent Advances in the Measurement Error Literature," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 341-377, October.
• Mitsuhiro OKANO & Yoshihisa INADA, 2016, "地域四半期gdpの推計に向けた諸課題," APIR Discussion Paper Series, Asia Pacific Institute of Research, number 1005188, Mar.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers, arXiv.org, number 1606.00142, Jun.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016, "Locally Robust Semiparametric Estimation," Papers, arXiv.org, number 1608.00033, Jul, revised Aug 2020.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers, arXiv.org, number 1609.03344, Sep, revised Sep 2016.
• David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 29/16, Jul, DOI: 10.1920/wp.cem.2016.2916.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Institute for Fiscal Studies, number 31/16, Aug, DOI: 10.1920/wp.cem.2016.3116.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Institute for Fiscal Studies, number 45/16, Aug, DOI: 10.1920/wp.cem.2016.4516.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1639.
• Calista Cheung & Dmitry Granovsky, 2016, "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers, Bank of Canada, number 16-3, DOI: 10.34989/sdp-2016-3.
• M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016, "Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans," Débats Economiques et financiers, Banque de France, number 23.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Michael Creel, 2016, "Neural Nets for Indirect Inference," Working Papers, Barcelona School of Economics, number 942, Nov.
• John Pencavel, 2016, "Whose Preferences Are Revealed In Hours Of Work?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 9-24, January.
• Erich Battistin & Mario Padula, 2016, "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 2, pages 559-581, February.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Seong Yeon Chang & Pierre Perron, 2016, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 4, pages 555-574, July.
• Jonas Andersson & Jarle Møen, 2016, "A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 1, pages 113-125, February.
• Markku Lanne & Henri Nyberg, 2016, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 4, pages 595-603, August.
• Gauthier Lanot & David Leece, 2016, "Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 44, issue 4, pages 771-813, October.
• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016, "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 99-125, February.
• BRATIAN Vasile, 2016, "Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 1, pages 7-20, June.
• Arthur Lewbel, 2016, "Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case," Boston College Working Papers in Economics, Boston College Department of Economics, number 927, Dec.
• Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.
• Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
• Mike G. Tsionas, 2016, "Alternatives to large VAR, VARMA and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 217, Dec.
• Sun-Joong Yoon & Chang Gyun Park, 2016, "Non-Recourse Mortgage Loans and Implied Option Prices (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 1, pages 63-92, March.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Panagiotou Dimitrios & Stavrakoudis Athanassios, 2016, "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 14, issue 1, pages 121-131, May, DOI: 10.1515/jafio-2015-0001.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016, "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 153-177, January, DOI: 10.1515/jem-2013-0002.
• Sweidan Osama D., 2016, "Political Instability and Economic Growth: Evidence from Jordan," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 3, pages 279-300, December, DOI: 10.1515/rmeef-2015-0025.
• David Pacini & Frank Windmeijer, 2016, "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/676, Jun.
• Foued Aloulou & Sana Naouar, 2016, "Analyse microéconométrique des accidents routiers en Tunisie," Revue économique, Presses de Sciences-Po, volume 67, issue 6, pages 1211-1230.
• Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.
• Pesaran, H. & Yang, Cynthia Fan, 2016, "Econometric Analysis of Production Networks with Dominant Units," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1678, Dec.
• Karen Poghosyan, 2016, "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 81-99.
• Phillip, Garry & Xu, Yongdeng, 2016, "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/10, Oct.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series, CESifo, number 5965.