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

2015

• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
• Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 1-21, DOI: 10.1016/j.jeconom.2015.02.046.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015, "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 111-134, DOI: 10.1016/j.jeconom.2015.03.042.
• Hoderlein, Stefan & Sherman, Robert, 2015, "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2015.03.044.
• Koo, Bonsoo & Seo, Myung Hwan, 2015, "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 166-181, DOI: 10.1016/j.jeconom.2015.03.046.
• Leung, Michael P., 2015, "Two-step estimation of network-formation models with incomplete information," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 182-195, DOI: 10.1016/j.jeconom.2015.04.001.
• Xu, Xingbai & Lee, Lung-fei, 2015, "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 264-280, DOI: 10.1016/j.jeconom.2015.05.004.
• Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015, "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 301-312, DOI: 10.1016/j.jeconom.2015.06.001.
• Lee, Jungyoon & Robinson, Peter M., 2015, "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 346-362, DOI: 10.1016/j.jeconom.2015.03.004.
• Porter, Jack & Yu, Ping, 2015, "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 132-147, DOI: 10.1016/j.jeconom.2015.06.002.
• Freyberger, Joachim & Horowitz, Joel L., 2015, "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 41-53, DOI: 10.1016/j.jeconom.2015.06.020.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 297-312, DOI: 10.1016/j.jeconom.2015.03.024.
• Li, Dong & Ling, Shiqing & Zakoïan, Jean-Michel, 2015, "Asymptotic inference in multiple-threshold double autoregressive models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 415-427, DOI: 10.1016/j.jeconom.2015.03.033.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015, "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, volume 39, issue 2, pages 240-252, DOI: 10.1016/j.ecosys.2014.07.002.
• Creel, Michael & Kristensen, Dennis, 2015, "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 85-108, DOI: 10.1016/j.jempfin.2015.01.002.
• Jondeau, Eric, 2015, "The dynamics of squared returns under contemporaneous aggregation of GARCH models," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 80-93, DOI: 10.1016/j.jempfin.2015.03.002.
• Cho, Dooyeon, 2015, "The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 229-238, DOI: 10.1016/j.jempfin.2015.07.002.
• Han, Liyan & Zhou, Yimin & Yin, Libo, 2015, "Exogenous impacts on the links between energy and agricultural commodity markets," Energy Economics, Elsevier, volume 49, issue C, pages 350-358, DOI: 10.1016/j.eneco.2015.02.021.
• Lin, Boqiang & Du, Kerui, 2015, "Modeling the dynamics of carbon emission performance in China: A parametric Malmquist index approach," Energy Economics, Elsevier, volume 49, issue C, pages 550-557, DOI: 10.1016/j.eneco.2015.03.028.
• Baek, Jungho, 2015, "Environmental Kuznets curve for CO2 emissions: The case of Arctic countries," Energy Economics, Elsevier, volume 50, issue C, pages 13-17, DOI: 10.1016/j.eneco.2015.04.010.
• Hasanov, Mübariz, 2015, "The demand for transport fuels in Turkey," Energy Economics, Elsevier, volume 51, issue C, pages 125-134, DOI: 10.1016/j.eneco.2015.05.023.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015, "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 129-139, DOI: 10.1016/j.irfa.2014.11.014.
• Ozturk, Serda Selin & Richard, Jean-Francois, 2015, "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, volume 12, issue C, pages 67-76, DOI: 10.1016/j.frl.2014.11.006.
• Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015, "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, volume 13, issue C, pages 243-257, DOI: 10.1016/j.frl.2014.12.005.
• Dang, Viet Anh & Garrett, Ian, 2015, "On corporate capital structure adjustments," Finance Research Letters, Elsevier, volume 14, issue C, pages 56-63, DOI: 10.1016/j.frl.2015.05.016.
• Delis, Manthos D. & Karavias, Yiannis, 2015, "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 13-30, DOI: 10.1016/j.jfs.2014.11.004.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015, "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 138-150, DOI: 10.1016/j.jfs.2015.01.003.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, volume 28, issue C, pages 132-146, DOI: 10.1016/j.gfj.2015.01.006.
• Fally, Thibault, 2015, "Structural gravity and fixed effects," Journal of International Economics, Elsevier, volume 97, issue 1, pages 76-85, DOI: 10.1016/j.jinteco.2015.05.005.
• Denuit, Michel & Kiriliouk, Anna & Segers, Johan, 2015, "Max-factor individual risk models with application to credit portfolios," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 162-172, DOI: 10.1016/j.insmatheco.2015.03.006.
• Neto, David, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, volume 144, issue C, pages 83-94, DOI: 10.1016/j.inteco.2015.07.001.
• Nneji, Ogonna, 2015, "Liquidity shocks and stock bubbles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 132-146, DOI: 10.1016/j.intfin.2014.12.010.
• Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 739-756, DOI: 10.1016/j.ijforecast.2014.08.013.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Kim, Joseph H.T. & Kim, Joocheol, 2015, "A parametric alternative to the Hill estimator for heavy-tailed distributions," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 60-71, DOI: 10.1016/j.jbankfin.2014.12.020.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015, "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 123-139, DOI: 10.1016/j.jbankfin.2015.03.003.
• Byun, Suk Joon & Jeon, Byoung Hyun & Min, Byungsun & Yoon, Sun-Joong, 2015, "The role of the variance premium in Jump-GARCH option pricing models," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 38-56, DOI: 10.1016/j.jbankfin.2015.05.009.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015, "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 117-126, DOI: 10.1016/j.jbankfin.2015.09.002.
• Preve, Daniel, 2015, "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 225-234, DOI: 10.1016/j.jbankfin.2015.08.010.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, volume 73, issue C, pages 32-49, DOI: 10.1016/j.jeem.2015.06.003.
• Jeong, Daehee & Kim, Hwagyun & Park, Joon Y., 2015, "Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 361-382, DOI: 10.1016/j.jfineco.2014.10.003.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015, "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 113-134, DOI: 10.1016/j.jfineco.2015.02.010.
• Becker, Christoph & Schmidt, Wolfgang M., 2015, "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 78-107, DOI: 10.1016/j.jimonfin.2014.09.003.
• Ledoit, Olivier & Wolf, Michael, 2015, "Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions," Journal of Multivariate Analysis, Elsevier, volume 139, issue C, pages 360-384, DOI: 10.1016/j.jmva.2015.04.006.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015, "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, volume 89, issue C, pages 21-31, DOI: 10.1016/j.jue.2015.06.003.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015, "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 429, issue C, pages 252-260, DOI: 10.1016/j.physa.2015.02.038.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, volume 52, issue C, pages 50-70, DOI: 10.1016/j.regsciurbeco.2015.02.003.
• Ozkan, Ibrahim & Erden, Lutfi, 2015, "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 56-66, DOI: 10.1016/j.iref.2015.01.007.
• Paolella, Marc S. & Polak, Paweł, 2015, "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 282-297, DOI: 10.1016/j.iref.2015.02.025.
• Swanson, Norman R. & Urbach, Richard, 2015, "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 312-323, DOI: 10.1016/j.iref.2015.02.027.
• Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015, "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, volume 98, issue C, pages 123-130, DOI: 10.1016/j.spl.2014.12.017.
• Xavier Labandeira & José M.aría Labeaga & Xiral López-Otero, 2015, "A meta-analysis on the price elasticity of energy demand," Working Papers, Economics for Energy, number 04-2015, Dec.
• De Cao, Elisabetta, 2015, "The height production function from birth to age two," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101591, Sep.
• Morales, Leonardo Fabio, 2015, "Peer effects on a fertility decision: an application for Medellín, Colombia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123284, Apr.
• Camponovo, Lorenzo & Otsu, Taisuke, 2015, "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60185.
• Robinson, Peter M. & Velasco, Carlos, 2015, "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60795, Apr.
• Lee, Jungyoon & Robinson, Peter, 2015, "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61431, Mar.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61886, Dec.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64143.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015, "On the ambiguous consequences of omitting variables," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1505, revised May 2015.
• Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras, 2015, "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 12, issue 3, pages 277—299-2, December.
• Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015, "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 7, issue 2, pages 262-279, May, DOI: 10.1108/CAER-11-2013-0152.
• Enrique Martínez-García, 2015, "The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024016.
• Zhang Dengjun, 2015, "Interdependence between Nordic stock markets and financial cooperation," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 172-188, May, DOI: 10.1108/RAF-03-2013-0036.
• Viktoria Sihua & Anxo Calvo-Silvosa & Ilya Starodumov, 2015, "An Approach to the Analysis of Strategic Development Trend in the Electricity Production Regarding the Energy Sector Framework: The Ukrainian and Spanish Cases," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 45-78.
• Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA, 2015, "The Capital Markets Research Based on the Financial Quantitative Models," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 1, issue 1, pages 3-16, June.
• Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania, 2015, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs," Economics Working Papers, European University Institute, number ECO2015/04.
• Naci Bayrac & Emrah Dogan, 2015, "Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 10.
• Evrim İmer-Ertunga & Şerife Serap Çakar, 2015, "Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 16.
• Ömer Limanlı, 2015, "Gender Based Wage Gap in Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 22.
• Mehmet Songur, 2015, "Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 240.
• Taylan Kıymaz, 2015, "Dünya ile Türkiye’deki Tarımsal Ürün Fiyatları Arasındaki Etkileşimin İncelenmesi – Kriz ve Kuraklık Etkileri," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 244.
• H. Ozan Eruygur & Taylan Kıymaz, 2015, "Tarımda Rekabet Edebilirlik ve Bölgesel Düzeyde Toplam Faktör Verimliliğindeki Değişimin İncelenmesi," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 247.
• Harun Öztürkler & Fatih Demir & Serhat Yılmaz, 2015, "Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 256.
• Banu Tanrıöver & Burhan Biçer, 2015, "Okun Kanunu ve Stokastik Trend Yaklaşımı Çerçevesinde Türkiye’de İstihdam Yaratmayan Büyümenin Dinamikleri," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 305.
• Valeriu Nalban, 2015, "Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 290-306, August.
• Ivashchenko Sergey, 2015, "China Estimating Nonlinear DSGE Models with Moments Based Methods," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 10, issue 1, pages 38-55, March.
• Stanislav Anatolyev & Nikolay Gospodinov, 2015, "Multivariate return decomposition: theory and implications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-7, Aug.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2015, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-9, Oct.
• Kurt Graden Lunsford, 2015, "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1528, Dec, DOI: 10.26509/frbc-wp-201528.
• Enrique Martínez García, 2015, "The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 225, Feb, DOI: 10.24149/gwp225.
• Keith R. Phillips & Jianguo Wang, 2015, "Seasonal adjustment of state and metro ces jobs data," Working Papers, Federal Reserve Bank of Dallas, number 1505, Sep, DOI: 10.24149/wp1505.
• Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
• George-Levi Gayle & Chen Li & Robert A. Miller, 2015, "Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-17, Aug, DOI: 10.20955/wp.2015.017.
• George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2015, "What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?," Working Papers, Federal Reserve Bank of St. Louis, number 2015-18, Feb, DOI: 10.20955/wp.2015.018.
• George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2015, "What is the source of the intergenerational correlation in earnings?," Working Papers, Federal Reserve Bank of St. Louis, number 2015-19, Aug, DOI: 10.20955/wp.2015.019.
• George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2015, "Estimation of Dynastic Life-Cycle Discrete Choice Models," Working Papers, Federal Reserve Bank of St. Louis, number 2015-20, Aug, DOI: 10.20955/wp.2015.020.
• David C. Wheelock & Paul W. Wilson, 2015, "The Evolution of Scale Economies in U.S. Banking," Working Papers, Federal Reserve Bank of St. Louis, number 2015-21, Aug, DOI: 10.20955/wp.2015.021.
• Cecilia Mancini, 2015, "Truncated Realized Covariance when prices have infinite variation jumps," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2015-02, Apr.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-31, December.
• Osman Doğan, 2015, "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, volume 3, issue 1, pages 1-27, February.
• P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall, 2015, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Econometrics, MDPI, volume 3, issue 1, pages 1-10, January.
• Mário Augusto & Rui Pascoal & Ana Margarida Monteiro, 2015, "Size Distribution of Portuguese Firms between 2006 and 2012," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-04, Feb.
• Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
• Fabian Dunker, 2015, "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 192, Dec.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
• Nassim Nicholas Taleb & Raphaël Douady, 2015, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02488594, Jul, DOI: 10.1016/j.physa.2015.02.038.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00645841.
• Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print, HAL, number hal-00858174, Sep, DOI: 10.1016/j.jeconom.2015.02.046.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print, HAL, number hal-01159741, Jun.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Ali Ahmad & Christian Francq, 2015, "Poisson QMLE of Count Time Series Models," Post-Print, HAL, number hal-01533548, Nov, DOI: 10.1111/jtsa.12167.
• Eser Arisoy & Aslihan Altay-Salih & Levent Akdeniz, 2015, "Aggregate Volatility Expectations and Threshold CAPM," Post-Print, HAL, number hal-01634175, DOI: 10.1016/j.najef.2015.09.013.
• Stéphane Loisel, 2015, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013649, Apr.
• Laurent E. Calvet & Veronika Czellar, 2015, "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print, HAL, number hal-02313236, Apr, DOI: 10.1016/j.jeconom.2014.11.003.
• Nassim Nicholas Taleb & Raphaël Douady, 2015, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Post-Print, HAL, number hal-02488594, Jul, DOI: 10.1016/j.physa.2015.02.038.
• Clément Bosquet & Hervé Boulhol, 2015, "What is really puzzling about the "distance puzzle"," Post-Print, HAL, number hal-02980021, Dec.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Post-Print, HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Post-Print, HAL, number halshs-00645841.
• Carlos Gamero Buron & Gérard Lassibille, 2015, "Satisfacción laboral en los países pobres: el caso de los docentes malgaches," Post-Print, HAL, number halshs-01345759, Jun.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," PSE Working Papers, HAL, number halshs-01158500, May.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Sciences Po Economics Publications (main), HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Bernard Candelpergher & Michel Miniconi & Florian Pelgrin, 2015, "Long-memory process and aggregation of AR(1) stochastic processes: A new characterization," Working Papers, HAL, number hal-01166527, Aug.
• Christophe Muller, 2017, "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers, HAL, number halshs-01157552, Feb.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," Working Papers, HAL, number halshs-01158500, May.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2015, "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2015:3, Feb.
• Frölich, Markus & Huber, Martin, 2015, "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2015:12, Jun, DOI: 10.1111/rssb.12232.
• Grenet, Julien & Grönqvist, Hans & Niknami, Susan, 2025, "The effects of electronic monitoring on offenders and their families," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2025:12, Jul.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Best estimate reporting with asymmetric loss," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/7, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Beta-creaming," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/8, Feb.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015, "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers, National Research University Higher School of Economics, number WP BRP 105/EC/2015.
• Sorin-Iulian Cioaca, 2015, "Analyzing the Market Concentration of the Romanian Capital Market," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 1, pages 38-43, March.
• Irene Crimaldi & Michela Del Vicario & Greg Morrison & Walter Quattrociocchi & Massimo Riccaboni, 2015, "Homophily and Triadic Closure in Evolving Social Networks," Working Papers, IMT School for Advanced Studies Lucca, number 3/2015, May, revised May 2015.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/15, Feb.
• Ivan Fernandez-Val & Martin Weidner, 2015, "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/15, Apr.
• Timothy M. Christensen, 2015, "Nonparametric stochastic discount factor decomposition," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/15, Jun.
• Xiaohong Chen & Timothy M. Christensen, 2015, "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/15, Jun.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/15, Jul.
• Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015, "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/15, Jul.
• Hidehiko Ichimura & Whitney K. Newey, 2015, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/15, Aug.
• Toru Kitagawa & Chris Muris, 2015, "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/15, Aug.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/15, Sep.
• Kate Ho & Adam Rosen, 2015, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/15, Oct.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2015, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP67/15, Oct.
• Manuel Arellano & Stéphane Bonhomme, 2015, "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP75/15, Dec.
• A. Carriero & G. Kapetanios & M. Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 558.
• Ioannis N. Kallianiotis, 2015, "The Optimal Taxation and the Current Tax System," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 3, pages 151-164, March.
• Humberto Ríos Bolívar & Tomás Gómez Rodríguez, 2015, "Competencia, Eficiencia y Estabilidad Financiera en el Sector Bancario Mexicano," 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 10, issue 1, pages 39-58, Enero-Jun.
• Ana Maria DOBRE & Nicoleta CARAGEA, 2015, "Producing small area estimation using R in the Romanian official statistics," Romanian Journal of Economics, Institute of National Economy, volume 40, issue 1(49), pages 115-125, june.
• Florin-Marius PAVELESCU, 2015, "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, volume 41, issue 2(50), pages 25-41, december.
• Carolina Caetano & Juan Carlos Escaniano, 2015, "Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-009, May.
• Juan Carlos Escanciano, 2015, "Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-023, Aug.
• Card, David & Lee, David S. & Pei, Zhuan & Weber, Andrea, 2015, "Inference on Causal Effects in a Generalized Regression Kink Design," IZA Discussion Papers, IZA Network @ LISER, number 8757, Jan.
• Pencavel, John H., 2015, "Whose Preferences Are Revealed in Hours of Work?," IZA Discussion Papers, IZA Network @ LISER, number 9182, Jul.
• Gong, Xiaodong & Gao, Jiti, 2015, "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," IZA Discussion Papers, IZA Network @ LISER, number 9265, Aug.
• Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2015, "Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training," IZA Discussion Papers, IZA Network @ LISER, number 9511, Nov.
• Brodeur, Abel, 2015, "Terrorism and Employment: Evidence from Successful and Failed Terror Attacks," IZA Discussion Papers, IZA Network @ LISER, number 9526, Nov.
• Vivin Vincent Chandran & Caroline Geetha & Kwang Jing Yii & Amran Ahmed, 2015, "An Empirical Analysis of Engel Curve on Energy for Households in Sabah and Sarawak Based on Location and Income Group," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 5, pages 239-251, Special I.
• Kamel Helali & Maha Kalai, 2015, "Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 2, pages 105-130, June.
• Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015, "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 487, Jan.
• Ivlevs Artjoms & Hinks Timothy, 2015, "Bribing Behaviour and Sample Selection: Evidence from Post-Socialist Countries and Western Europe," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 2, pages 139-167, April, DOI: 10.1515/jbnst-2015-0204.
• Heni Boubaker, 2015, "Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 4, pages 551-574, December, DOI: 10.1007/s10614-014-9471-6.
• Aloys Prinz & Jan Piening & Thomas Ehrmann, 2015, "The success of art galleries: a dynamic model with competition and information effects," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 39, issue 2, pages 153-176, May, DOI: 10.1007/s10824-014-9217-2.
• Jorge Jódar & Gonzalo Sapriza & Christian Herrera & Luis Lambán & Agustín Medina, 2015, "Combining point and regular lattice data in geostatistical interpolation," Journal of Geographical Systems, Springer, volume 17, issue 3, pages 275-296, July, DOI: 10.1007/s10109-015-0214-6.
• Hung-pin Lai, 2015, "Maximum likelihood estimation of the stochastic frontier model with endogenous switching or sample selection," Journal of Productivity Analysis, Springer, volume 43, issue 1, pages 105-117, February, DOI: 10.1007/s11123-014-0410-2.
• Daniel Wikström, 2015, "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, volume 43, issue 1, pages 29-46, February, DOI: 10.1007/s11123-014-0424-9.
• Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015, "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 199-214, April, DOI: 10.1007/s11123-014-0394-y.
• Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015, "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 215-223, April, DOI: 10.1007/s11123-014-0395-x.
• David Mayston, 2015, "Analysing the effectiveness of public service producers with endogenous resourcing," Journal of Productivity Analysis, Springer, volume 44, issue 1, pages 115-126, August, DOI: 10.1007/s11123-014-0428-5.
• Gholamreza Hajargasht, 2015, "Stochastic frontiers with a Rayleigh distribution," Journal of Productivity Analysis, Springer, volume 44, issue 2, pages 199-208, October, DOI: 10.1007/s11123-014-0417-8.
• Louis Grange & Felipe González & Ignacio Vargas & Rodrigo Troncoso, 2015, "A Logit Model With Endogenous Explanatory Variables and Network Externalities," Networks and Spatial Economics, Springer, volume 15, issue 1, pages 89-116, March, DOI: 10.1007/s11067-014-9271-5.
• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015, "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 59-88, July, DOI: 10.1007/s11156-013-0430-4.
• Mariana Balan, 2015, "From Learning to Productive Active Life in Romania and European Union," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 180-186, September.