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

• Petru Balogh & Pompiliu Golea, 2015, "Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 4, pages 18-22, December.
• Fedor Iskhakov & Thomas Høgholm Jørgensen & John Rust & Bertel Schjerning, 2015, "Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks," Discussion Papers, University of Copenhagen. Department of Economics, number 15-19, Nov.
• Konstantinos Theodoridis & Haroon Mumtaz, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Lancaster University Management School, Economics Department, number 101219932.
• Anh Nguyen, 2015, "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers, Lancaster University Management School, Economics Department, number 75949436.
• Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib, 2015, "Re-gendering globalization: Overcoming the phenomenon of gendering globalization," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 54-66, June.
• Amassoma Ditimi & Ogbuagu Matthew I., 2015, "FDI, private investment and public investment in Nigeria: An unravelled dynamic relation," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 10-18, October.
• Shrabani Mukherjee, 2015, "Entrepreneurial Choice of Investment Capital for House-Based Industries: A case study in West Bengal," Working Papers, Madras School of Economics,Chennai,India, number 2015-097, Jan.
• Santosh K. Sahu & Nitika Agarwal, 2015, "Mergers and Acquisitions in the Indian Pharmaceutical Sector," Working Papers, Madras School of Economics,Chennai,India, number 2015-122, Sep.
• Santosh K. Sahu & Sukanya Das, 2015, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," Working Papers, Madras School of Economics,Chennai,India, number 2015-131, Oct.
• Yoonseok Lee & Mehmet Caner & Xu Han, 2015, "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 177, Jan.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
• omidinezhad, mohammad, 2015, "Estimating Probability of Default for Individual Obligors Based On Basel II," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 24, pages 223-250, July.
• Seifoddini, Jalal & Rahnamay Roodposhti, Fraydoon & Nikoomaram, Hashem, 2015, "Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 4, pages 29-50, October.
• Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015, "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2015_01, Jan, revised Jan 2015.
• Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015, "Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone," Discussion Paper Series, Department of Economics, University of Macedonia, number 2015_04, Sep, revised Sep 2015.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
• Emanuele BACCHIOCCHI, 2015, "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-12, Jul.
• David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1198, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015.
• Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015, "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/15.
• Xiaodong Gong & Jiti Gao, 2015, "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 6/15.
• Chaohua Dong & Jiti Gao & Bin Peng, 2015, "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/15.
• Tomasz Skoczylas, 2015, "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, volume 46, issue 5, pages 411-432.
• Mateusz Pipień & Sylwia Roszkowska, 2015, "Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters," NBP Working Papers, Narodowy Bank Polski, number 219.
• Thibault Fally, 2015, "Structural Gravity and Fixed Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 21212, May.
• Mogilat, A. & Salnikov, V., 2015, "Trade Effects Estimation for the Case of Eurasian Economic Space Countries: Application of Regional Gravity Model," Journal of the New Economic Association, New Economic Association, volume 27, issue 3, pages 80-108.
• Alireza Ermagun & David Levinson, 2015, ""Transit Makes you Short": On Health Impact Assessment of Transportation and the Built Environment," Working Papers, University of Minnesota: Nexus Research Group, number 000128.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-13, Sep.
• Sugata Marjit & Arijit Mukherjee & Koushik Kumar Hati, 2015, "Relative Social Status and Conflicting Measures of Poverty: A Behavioural Analytical Model," Discussion Papers, University of Nottingham, GEP, number 2015-02.
• Hristina Nikolova & Petya Koralova, 2015, "Impact Assessment of the Key Quantitative Indices for Road Transport Performance on Its Energy Efficiency," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 61-76, December.
• Diaconaşu Delia-Elena, 2015, "Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," Working Papers, University of Ottawa, Department of Economics, number 1505E.
• Daisuke Nagakura & Toshiaki Watanabe, 2015, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 1, pages 45-82.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Yingying Li & Per A. Mykland, 2015, "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 478-504.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015, "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 757-797.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 991-1030.
• Moraru Andreea-Daniela & Baca Eleonora, 2015, "Consumption Expenditure in Romania – between Present Constraints and Past Habits," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 552-555, May.
• James Wolter, 2015, "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers, University of Oxford, Department of Economics, number 761, Oct.
• Gian Piero Aielli & Massimiliano Caporin, 2015, "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0193, Feb.
• Ana Paula Ribeiro & Sandra Tavares Silva & Duarte Guimarães, 2015, "Macroeconomic Fundamentals of Poverty and Deprivation: An Empirical Study for Developed Countries," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 27, issue 1, pages 37-66, January.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Kamila Tureckova, 2015, "Income Inequality By Method Of Non-Weighted Average Absolute Deviation: Case Study Of Central And Eastern European Countries*," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 4, pages 99-110, December, DOI: 10.12775/EQUIL.2015.037.
• Kamila Tureckova, 2015, "Income Inequality by Method of Non-weighted Average Absolute Deviation: case study of Central and Eastern European Countries," Working Papers, Institute of Economic Research, number 115/2015, Apr, revised Apr 2015.
• Doaa M. Salman, 2015, "Role of institution, government to robust international entrepreneurial activities and economic growth: New Evidence," Working Papers, Institute of Economic Research, number 15/2015, Mar, revised Mar 2015.
• Vogelsang, Timothy & Nawaz, Nasreen, 2015, "Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data," MPRA Paper, University Library of Munich, Germany, number 117435, Jan.
• Mistri, Avijit, 2015, "Estimation of Internal Migration in India, 2011 Census based on Life Table Survival Ratio (LTSR) Method," MPRA Paper, University Library of Munich, Germany, number 61577, Jan.
• Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B., 2015, "Lagged Explanatory Variables and the Estimation of Causal Effects," MPRA Paper, University Library of Munich, Germany, number 62350, Feb, revised 23 Feb 2015.
• Debgupta, Sanchari, 2015, "Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach," MPRA Paper, University Library of Munich, Germany, number 62468, Feb.
• Francesco, Aiello & Graziella, Bonanno, 2015, "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," MPRA Paper, University Library of Munich, Germany, number 62486, Mar.
• Lima, Gerson P., 2015, "Supply and Demand Is Not a Neoclassical Concern," MPRA Paper, University Library of Munich, Germany, number 63135, Mar.
• Francq, Christian & Thieu, Le Quyen, 2015, "Qml inference for volatility models with covariates," MPRA Paper, University Library of Munich, Germany, number 63198, Mar.
• Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015, "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper, University Library of Munich, Germany, number 63429.
• Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015, "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
  [Modeling and forecasting of macroeconomic variables of the national economy: problems and practical issues]," MPRA Paper, University Library of Munich, Germany, number 63517, Mar.
• Soukiazis, Soukiazis & Antunes, Micaela & Stoian, Andreea, 2015, "The effects of internal and external imbalances on Romanian’s economic growth," MPRA Paper, University Library of Munich, Germany, number 63558, Jan.
• Aiello, Francesco & Bonanno, Graziella, 2015, "Multilevel empirics for small banks in local markets," MPRA Paper, University Library of Munich, Germany, number 64399, May.
• Dinda, Soumyananda, 2015, "Return on Universal Education: SSA Case Study on Bihar," MPRA Paper, University Library of Munich, Germany, number 64831, Jan, revised 06 Jun 2015.
• esposito, francesco paolo & cummins, mark, 2015, "Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 64987, May.
• Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "Price asymmetry between different pork cuts in the USA: a copula approach," MPRA Paper, University Library of Munich, Germany, number 65448, Jan.
• Papagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," MPRA Paper, University Library of Munich, Germany, number 65451, Mar.
• AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015, "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper, University Library of Munich, Germany, number 65514, Jul.
• Kelbore, Zerihun Getachew, 2015, "Trade Openness, Structural Transformation, and Poverty Reduction: Empirical Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 65537, Jun, revised 04 Jul 2015.
• Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
• Chau, Tak Wai, 2015, "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper, University Library of Munich, Germany, number 65888, Jul.
• Greselin, Francesca & Zitikis, Ricardas, 2015, "Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references," MPRA Paper, University Library of Munich, Germany, number 65892, Jul.
• Chaouech, Olfa, 2015, "Taylor rule in practice : Evidence from tunisia," MPRA Paper, University Library of Munich, Germany, number 66771, Jun, revised 18 Sep 2015.
• Ciuiu, Daniel, 2015, "Consumer models and the common influence of increasing VAT and decreasing wedges," MPRA Paper, University Library of Munich, Germany, number 66970, May, revised Jul 2015.
• Bartolucci, Francesco & Pigini, Claudia, 2015, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 67030, Oct.
• Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper, University Library of Munich, Germany, number 67195, Oct.
• Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015, "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper, University Library of Munich, Germany, number 67242, Oct.
• Bicchieri, Cristina & Marini, Annalisa, 2015, "Female Genital Mutilation: Fundamentals, Social Expectations and Change," MPRA Paper, University Library of Munich, Germany, number 67523, Oct.
• Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015, "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 67702, Aug.
• Bollers, Elton & Pile, Dennis, 2015, "The Nexus between Remittances and Economic Growth: Empirical Evidence from Guyana," MPRA Paper, University Library of Munich, Germany, number 67756, Nov.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper, University Library of Munich, Germany, number 68100, Nov.
• Juodis, Arturas & Sarafidis, Vasilis, 2015, "A Simple Estimator for Short Panels with Common Factors," MPRA Paper, University Library of Munich, Germany, number 68164, Nov.
• Garas, Antonios & Lapatinas, Athanasios & Poulios, Konstantinos, 2015, "The complex-network based relation between migration and FDI in the OECD," MPRA Paper, University Library of Munich, Germany, number 68341, Dec.
• Troug, Haytem & Murray, Matt, 2015, "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper, University Library of Munich, Germany, number 68705, Oct.
• Troug, Haytem Ahmed & Murray, Matt, 2015, "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper, University Library of Munich, Germany, number 68707, Sep.
• Abonazel, Mohamed R., 2015, "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper, University Library of Munich, Germany, number 68708, Dec.
• Stacey, Brian, 2015, "Sampling for Variance in a Population," MPRA Paper, University Library of Munich, Germany, number 69381, Mar.
• Stacey, Brian, 2015, "Fukushima: The Failure of Predictive Models," MPRA Paper, University Library of Munich, Germany, number 69383, Apr.
• Aknouche, Abdelhakim, 2015, "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper, University Library of Munich, Germany, number 69572.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry," MPRA Paper, University Library of Munich, Germany, number 73525, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," MPRA Paper, University Library of Munich, Germany, number 80436.
• Zhu, Ying, 2015, "Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments," MPRA Paper, University Library of Munich, Germany, number 81217, Jul.
• Onanuga, Abayomi & Oshinloye, Michael & Onanuga, Olaronke, 2015, "Income and Household Consumption Expenditure in Nigeria," MPRA Paper, University Library of Munich, Germany, number 83334, Jan, revised 30 Apr 2015.
• Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015, "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper, University Library of Munich, Germany, number 90145.
• Lorde, Troy & Jackman, Mahalia & Naitram, Simon & Lowe, Shane, 2015, "Does crime depend on the ‘state’ of economic misery?," MPRA Paper, University Library of Munich, Germany, number 95600, Mar.
• Ertugrul, Hasan Murat & Çetin, Murat & Şeker, Fahri & Dogan, Eyüp, 2015, "The impact of trade openness on global carbon dioxide emissions: Evidence from the top ten emitters among developing countries," MPRA Paper, University Library of Munich, Germany, number 97539, Nov, revised 10 Mar 2016.
• Gordana Marjanovic & Ljiljana Maksimovic & Nenad Stanisic, 2015, "Hysteresis and the NAIRU: The Case of Countries in Transition," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 503-515, DOI: 10.18267/j.pep.526.
• David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper, Economics Department, Queen's University, number 1336, Jan.
• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2015, "Relative Social Status and Conflicting Measures of Poverty - A Behavioral Analytical Model," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 543, Apr.
• Sugata Marjit & Lei Yang, 2015, "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 544, Apr.
• Natalya Zelenyuk & Valentin Zelenyuk, 2015, "Productivity Drivers of Efficiency in Banking: Importance of Model Specifications," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082015, Sep.
• Kai Du & Andrew C. Worthington & Valentin Zelenyuk, 2015, "The dynamic relationship between bank asset diversification and efficiency: Evidence from the Chinese banking sector," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP122015, Dec.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Large Vector Autoregressions with Asymmetric Priors," Working Papers, Queen Mary University of London, School of Economics and Finance, number 759, Nov.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 760, Nov.
• Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015, "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 764, Dec.
• Evgeniy Ozhegov, 2015, "Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)," Quantile, Quantile, issue 13, pages 15-23, May.
• Karen Poghosyan, 2015, "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
• Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015, "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART, INRAE UMR SMART, number 15-10.
• Ribeiro, Joao, 2015, "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
• Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015, "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers, Society for Economic Dynamics, number 1165.
• Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015, "Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone," Working Paper series, Rimini Centre for Economic Analysis, number 15-30, Sep.
• Andrea Carriero & George Kapetanios & Massilimiano Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 67-87.
• İsmail Şahin & Muhammet Karanfil, 2015, "The Effect of Money Supply on the Inflation the Period between 1980-2013 in Turkey Economy," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 97-113.
• Hossein Panahi & Behzad Salmani & Sima Nasibparast, 2015, "Inductive Effect of Physicians Number and Hospital Bed on Health Expenditures in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 2, pages 25-42.
• Dan Dumitru Ionescu & Alina Mariuca Ionescu, 2015, "Predictors of work life balance for women entrepreneurs in the North East Region of Romania," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 9, issue 1, pages 37-46, June.
• Oana Simona HUDEA, 2015, "Estimation and Variance Decomposition in a Small-size DSGE Model," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 121-127, January.
• Alessia Naccarato & Andrea Pierini & Stefano Falorsi, 2015, "Using Google Trend Data To Predict The Italian Unemployment Rate," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0203, Dec.
• Vipul Kumar Singh, 2015, "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 258-289, December, DOI: 10.1177/0972652714567997.
• Akinlo Taiwo & Simon-Oke O. Olayemi, 2015, "Re-examine foreign direct investment and economic growth: Panel co-integration and causality tests for sub-Saharan African countries," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 18, issue 1, pages 73-86, March, DOI: 10.1177/2233865914554469.
• Shrabani Mukherjee, 2015, "Entrepreneurial Choice of Investment Capital for House-based Industries," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 214-241, December, DOI: 10.1177/0974929216676014.
• Faiza Umer & Shaista Alam, 2015, "Trade Openness, Size of Economy and the Saving–Investment Relationship: A Dynamic Analysis for Pakistan," South Asian Journal of Macroeconomics and Public Finance, , volume 4, issue 2, pages 233-257, December, DOI: 10.1177/2277978715574618.
• Ça?atay TEKE & Baha GÜNEY, 2015, "Life Data Analysis for Rail System Fleet Vehicles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003824, May.
• Mosayeb Pahlavani & Mandana Zanganeh Soroush, 2015, "Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804971, Oct.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015, "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105388, Nov.
• Valeriu Nalban, 2015, "Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 1, pages 60-74, March.
• Chan-Guk Huh & Jie Wu, 2015, "Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 1-18, September.
• Erick Treviño Aguilar & Refugio Vallejo Gutiérrez, 2015, "La profundidad de mercado y el impacto cruzado de precios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 119-142, julio-dic.
• Bertille Antoine & Otilia Boldea, 2015, "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-04, Jun, revised 25 Aug 2016.
• Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
• Mateusz Pipień & Sylwia Roszkowska, 2015, "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 145-169.
• Kentaro Kikuchi, 2015, "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 14, Jan.
• Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard, 2015, "The impact of infrastructure on productivity: new estimates for Québec," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number Classification-JEL: C13, , Sep.
• Su Liangjun & Tadao Hoshino, 2015, "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers, Singapore Management University, School of Economics, number 01-2015, Feb.
• Xun Lu & Su Liangjun, 2015, "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 02-2015, Feb.
• Peter C. B. Phillips & Ye Chen & Jun Yu, 2015, "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers, Singapore Management University, School of Economics, number 03-2015, Mar.
• Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015, "Bias correction for fixed effects spatial panel data models," Working Papers, Singapore Management University, School of Economics, number 04-2015, Mar.
• Su Liangjun & Junhui Qian, 2015, "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers, Singapore Management University, School of Economics, number 07-2015, Sep.
• Yang Zhenlin, 2015, "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers, Singapore Management University, School of Economics, number 14-2015, Dec.
• Anna Kormilitsina & Denis Nekipelov, 2015, "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1510, May.
• Baseem Al-athwari & Jorn Altmann, 2015, "Utility-Based Smartphone Energy Consumption Optimization for Cloud-Based and On-Device Application Uses," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015125, Nov, revised Nov 2015.
• Netsanet Haile & Jorn Altmann, 2015, "Structural Analysis of Value Creation in Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015127, Nov, revised Nov 2015.
• Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2015, "Minimum Distance Estimation of Search Costs using Price Distribution," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_31, Oct.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2015, "Price asymmetry between different pork cuts in the USA: a copula approach," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 3, issue 1, pages 1-8, December, DOI: 10.1186/s40100-015-0029-2.
• Miguel Puente-Ajovín & Arturo Ramos, 2015, "On the parametric description of the French, German, Italian and Spanish city size distributions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 54, issue 2, pages 489-509, March, DOI: 10.1007/s00168-015-0663-3.
• Pavlos Almanidis & Giannis Karagiannis & Robin Sickles, 2015, "Semi-nonparametric spline modifications to the Cornwell–Schmidt–Sickles estimator: an analysis of US banking productivity," Empirical Economics, Springer, volume 48, issue 1, pages 169-191, February, DOI: 10.1007/s00181-014-0890-y.
• Thomai Filippeli & Konstantinos Theodoridis, 2015, "DSGE priors for BVAR models," Empirical Economics, Springer, volume 48, issue 2, pages 627-656, March, DOI: 10.1007/s00181-013-0797-z.
• Mehmet Pinar, 2015, "Measuring world governance: revisiting the institutions hypothesis," Empirical Economics, Springer, volume 48, issue 2, pages 747-778, March, DOI: 10.1007/s00181-013-0796-0.
• Guangjie Li, 2015, "A stochastic frontier model with structural breaks in efficiency and technology," Empirical Economics, Springer, volume 49, issue 1, pages 131-159, August, DOI: 10.1007/s00181-014-0852-4.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015, "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, volume 19, issue 2, pages 261-293, April, DOI: 10.1007/s00780-015-0255-1.
• James DiLellio, 2015, "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 235-261, April, DOI: 10.1007/s12197-012-9244-9.
• Natalya Rybnikova & Boris Portnov, 2015, "Using light-at-night (LAN) satellite data for identifying clusters of economic activities in Europe," Letters in Spatial and Resource Sciences, Springer, volume 8, issue 3, pages 307-334, November, DOI: 10.1007/s12076-015-0143-5.
• Subal C. Kumbhakar & Hung-Jen Wang, 2015, "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Springer Books, Springer, chapter 0, in: Subhash C. Ray & Subal C. Kumbhakar & Pami Dua, "Benchmarking for Performance Evaluation", DOI: 10.1007/978-81-322-2253-8_1.
• Carina Gerstenberger & Daniel Vogel, 2015, "On the efficiency of Gini’s mean difference," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 4, pages 569-596, November, DOI: 10.1007/s10260-015-0315-x.
• Clément Bosquet & Hervé Boulhol, 2015, "What is really puzzling about the “distance puzzle”," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 151, issue 1, pages 1-21, February, DOI: 10.1007/s10290-014-0201-x.
• Seojeong Lee, 2015, "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers, School of Economics, The University of New South Wales, number 2015-01, Jan.
• Hill, Jonathan B. & Prokhorov, Artem, 2015, "GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2015-03, Sep.
• Harald Badinger & Jesus Crespo Cuaresma, 2015, "Aggregravity: estimating gravity models from aggregate data," Applied Economics, Taylor & Francis Journals, volume 47, issue 20, pages 2119-2126, April, DOI: 10.1080/00036846.2014.1002903.
• Lorenzo Camponovo & Taisuke Otsu, 2015, "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 352-393, March, DOI: 10.1080/07474938.2014.944803.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015, "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 594-616, May, DOI: 10.1080/07474938.2013.808561.
• M. Hashem Pesaran, 2015, "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 1089-1117, December, DOI: 10.1080/07474938.2014.956623.
• Badi H. Baltagi & Ying Deng, 2015, "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 659-694, December, DOI: 10.1080/07474938.2014.956030.
• Ke Zhu & Shiqing Ling, 2015, "LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises," Journal of the American Statistical Association, Taylor & Francis Journals, volume 110, issue 510, pages 784-794, June, DOI: 10.1080/01621459.2014.977386.
• Yumou Qiu & Song Xi Chen, 2015, "Bandwidth Selection for High-Dimensional Covariance Matrix Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, volume 110, issue 511, pages 1160-1174, September, DOI: 10.1080/01621459.2014.950375.
• Antonio Diez de Los Rios, 2015, "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 282-295, April, DOI: 10.1080/07350015.2014.948176.
• Nikolay Gospodinov & Serena Ng, 2015, "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 403-417, July, DOI: 10.1080/07350015.2014.955175.
• Ke Zhu & Wai Keung Li, 2015, "A New Pearson-Type QMLE for Conditionally Heteroscedastic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 4, pages 552-565, October, DOI: 10.1080/07350015.2014.977446.
• Kartik Anand & Ben Craig & Goetz von Peter, 2015, "Filling in the blanks: network structure and interbank contagion," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 4, pages 625-636, April, DOI: 10.1080/14697688.2014.968195.
• Harald Badinger & Peter Egger, 2015, "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, volume 10, issue 1, pages 11-35, March, DOI: 10.1080/17421772.2014.992362.
• Rafael Gonz�lez-Val & Jose Olmo, 2015, "Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth?," Spatial Economic Analysis, Taylor & Francis Journals, volume 10, issue 2, pages 230-261, June, DOI: 10.1080/17421772.2015.1023337.
• Francisco Blasques & Artem Duplinskiy, 2015, "Penalized Indirect Inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-009/III, Jan.
• Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015, "Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-019/III, Feb.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015, "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-061/III, May.
• Laurent Callot & Johannes Tang Kristensen, 2015, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-069/III, Jun.
• Cizek, P. & Aquaro, M., 2015, "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-002.
• Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015, "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-023.
• Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015, "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-020.
• Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015, "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-023.
• Hidehiko Ichimura & Whitney K. Newey, 2015, "The Influence Function of Semiparametric Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-985, Aug.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-990, Sep.
• Hiroaki Chigira & Tsunemasa Shiba, 2015, "Dirichlet Prior For Estimating Unknown Regression Error Heteroskedasticity," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 51, Dec.
• Hiroaki Chigira & Tsunemasa Shiba, 2015, "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 341, Dec.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
• Elisabetta De Cao, 2015, "The Height Production Function from Birth to Age Two," Journal of Human Capital, University of Chicago Press, volume 9, issue 3, pages 329-363, DOI: 10.1086/682356.
• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2015, "The Value of Bosses," Journal of Labor Economics, University of Chicago Press, volume 33, issue 4, pages 823-861, DOI: 10.1086/681097.
• Aman Ullah & Xinyu Zhang, 2015, "Grouped Model Averaging for Finite Sample Size," Working Papers, University of California at Riverside, Department of Economics, number 201501, Feb.
• Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2015, "Quantile-Covariance Three-Pass Regression Filter," Working Papers, University of California at Riverside, Department of Economics, number 202513, Oct.
• Marine Carrasco & Guy Tchuente, 2015, "Regularized LIML for many instruments," Studies in Economics, School of Economics, University of Kent, number 1515, May.
• Marine Carrasco & Guy Tchuente, 2015, "Efficient estimation with many weak instruments using regularization techniques," Studies in Economics, School of Economics, University of Kent, number 1517, Jul.
• Miguel Carriquiry, 2015, "An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-17, Dec.
• Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015, "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers, Department of Economics, University of Missouri, number 1513, Sep, revised 25 Jul 2016.
• Majid M. Al-Sadoon, 2015, "Testing subspace Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1495, Nov.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015, "Inference on Causal Effects in a Generalized Regression Kink Design," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 15-218, Jan.