Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2019
- Tucker McElroy & Agnieszka Jach, 2019, "Subsampling Inference for the Autocorrelations of GARCH Processes," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 495-515.
- Yannick Hoga, 2019, "Extreme Conditional Tail Moment Estimation under Serial Dependence," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 587-615.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 3, pages 1095-1122.
- Marinko Skare & Malgorzata Porada-Rochon, 2019, "Tracking financial cycles in ten transitional economies 2005–2018 using singular spectrum analysis (SSA) techniques," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 1, pages 7-29, March, DOI: 10.24136/eq.2019.001.
- Sarah Lynne S. Daway-Ducanes & Irene Jo E. Arzadon, 2019, "Revisiting the aid-growth nexus in light of the Sachs-Easterly debate," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 56, issue 1 and 2, pages 219-235, June and .
- Marco Caliendo & Stefan Tübbicke, 2019, "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness," CEPA Discussion Papers, Center for Economic Policy Analysis, number 06, May, DOI: 10.25932/publishup-42679.
- Marco Caliendo & Stefan Tübbicke, 2019, "Do Start-Up Subsidies for the Unemployed Affect Participants’ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies," CEPA Discussion Papers, Center for Economic Policy Analysis, number 14, Nov, DOI: 10.25932/publishup-43746.
- Schneider, Ulrich, 2019, "Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions," MPRA Paper, University Library of Munich, Germany, number 102137, Mar, revised 29 Jul 2020.
- Yang, Bill Huajian, 2019, "Resolutions to flip-over credit risk and beyond," MPRA Paper, University Library of Munich, Germany, number 93389, Mar.
- González-Val, Rafael, 2019, "Lognormal city size distribution and distance," MPRA Paper, University Library of Munich, Germany, number 93445, Apr.
- Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019, "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper, University Library of Munich, Germany, number 95209, Jul.
- Liu, Weiwei & Egan, Kevin J, 2019, "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper, University Library of Munich, Germany, number 95294, Jun.
- Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
- Aknouche, Abdelhakim & Francq, Christian, 2019, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper, University Library of Munich, Germany, number 97382, Dec.
- Zaied, Maher & Maktouf, Samir, 2019, "Social and financial performance of Islamic and conventional microfinance institutions: Comparative Study in Indonesia," MPRA Paper, University Library of Munich, Germany, number 98340, Jun.
- Milan Fičura, 2019, "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 385-401, DOI: 10.18267/j.pep.703.
- Peter Adamovský & Vladimír Gonda, 2019, "Rozdiely v efektívnosti inovačných systémov Slovenska a vybraných krajín Európskej únie
[Differences in Efficiency of National Innovation Systems of Slovakia and Selected EU Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 2, pages 181-197, DOI: 10.18267/j.polek.1234. - David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019, "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers, Princeton University. Economics Department., number 2019-3, Dec.
- Manveer Kaur Mangat & Erhard Reschenhofer, 2019, "Testing for Long-Range Dependence in Financial Time Series," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 2, pages 93-106, June.
- Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019, "Statistical Inference for Aggregation of Malmquist Productivity Indices," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082019, Jul.
- Nauro Campos & Menelaos Karanasos & Panagiotis Koutroumpis, 2019, "The Growth-Finance Nexus in Brazil: Evidence from a New Dataset, 1890-2003," Working Papers, Queen Mary University of London, School of Economics and Finance, number 885, Mar.
- Thomas Cook, 2019, "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers, Society for Economic Dynamics, number 402.
- Aleesha Mohamudally-Boolaky & Teemulsingh Luchowa & Kesseven Padachi, 2019, "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius," Applied Economics and Finance, Redfame publishing, volume 6, issue 5, pages 177-192, September.
- Josip Arneriæ & Mario Matkoviæ, 2019, "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 713-739.
- Tatiana Ratnikova & Vitovt Kopytok, 2019, "The effects of compulsory military service on income and wages in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 51-72.
- Helmi Jedidi & Georges Dionne, 2024, "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-1, Oct.
- Hojin Lee, 2019, "Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 4, pages 333-351, DOI: 10.11644/KIEP.EAER.2019.23.4.366.
- Erivelton de Souza Nunes & Eliane Pinheiro de Sousa, 2019, "Eficiência no gerenciamento público com a saúde para os municípios cearenses," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 13, issue 1, pages 98-118.
- Yuri Cesar de Lima Silva & Luís Abel da Silva Filho & Daniella Medeiros Cavalcanti, 2019, "Migração, seleção e diferenciais de renda na região Norte do Brasil em 2010," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 13, issue 1, pages 141-160.
- Shengjie Hong & Liangjun Su & Yaqi Wang, 2019, "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2019, Mar.
- Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
- Federico Belotti & Giancarlo Ferrara, 2019, "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper, Tor Vergata University, CEIS, number 462, Jul, revised 29 Jan 2021.
- Giancarlo Ferrara & Arianna Campagna & Vincenzo Atella, 2019, "Disentangling tax evasion from inefficiency in firms tax declaration: an integrated approach," CEIS Research Paper, Tor Vergata University, CEIS, number 468, Sep, revised 06 Sep 2019.
- Alberto Bucci & Lorenzo Carbonari & Monia Ranalli & Giovanni Trovato, 2019, "Health and Development," CEIS Research Paper, Tor Vergata University, CEIS, number 470, Sep, revised 24 Mar 2021.
- Chan Shen, 2019, "Recursive Differencing for Estimating Semiparametric Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201903, Nov.
- Bhavesh Salunkhe & Anuradha Patnaik, 2019, "Inflation Dynamics and Monetary Policy in India: A New Keynesian Phillips Curve Perspective," South Asian Journal of Macroeconomics and Public Finance, , volume 8, issue 2, pages 144-179, December, DOI: 10.1177/2277978719861186.
- Sulekha Hembram & Souparna Maji & Sushil Kr. Haldar, 2019, "Club Convergence among the Major Indian States During 1982–2014: Does Investment in Human Capital Matter?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 20, issue 2, pages 184-204, September, DOI: 10.1177/1391561419850300.
- Tatiana Dosescu, 2019, "The Extended Sum of the Digits of a Natural Number in the Ddecimal Representation "The Test With 9" and Fermat's Diagnosis," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 1, pages 66-76, April.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Average Derivative Estimation Under Measurement Error," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1901, Mar.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Estimation of Varying Coefficient Models with Measurement Error," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1905, Sep.
- Mehtap TUNÇ & Abdullah AÇI, 2019, "The Impact of Steel Price on Ship Demolition Prices: Evidence from Heterogeneous Panel of Developing Countries," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
- Kairat Mynbaev & Carlos Martins-Filho, 2019, "Unified estimation of densities on bounded and unbounded domains," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 71, issue 4, pages 853-887, August, DOI: 10.1007/s10463-018-0663-z.
- Zeineb Affes & Rania Hentati-Kaffel, 2019, "Forecast bankruptcy using a blend of clustering and MARS model: case of US banks," Annals of Operations Research, Springer, volume 281, issue 1, pages 27-64, October, DOI: 10.1007/s10479-018-2845-8.
- Yizhou Zhang & Geoffrey J. D. Hewings, 2019, "Nonlinear tax-induced migration: an overlooked tale," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 3, pages 425-438, June, DOI: 10.1007/s00168-019-00902-5.
- Xian F. Bak & Geoffrey J. D. Hewings, 2019, "The heterogeneous spatial impact of foreclosures on nearby property values," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 3, pages 439-466, June, DOI: 10.1007/s00168-019-00903-4.
- Kota Ogasawara & Yukitoshi Matsushita, 2019, "Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 13, issue 1, pages 55-82, January, DOI: 10.1007/s11698-017-0169-6.
- Petra Burdejová & Wolfgang K. Härdle, 2019, "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, volume 34, issue 2, pages 489-502, June, DOI: 10.1007/s00180-019-00883-1.
- Jean Jacod, 2019, "Estimation of volatility in a high-frequency setting: a short review," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 351-385, December, DOI: 10.1007/s10203-019-00253-y.
- Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2019, "Asymptotic results for the Fourier estimator of the integrated quarticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 471-502, December, DOI: 10.1007/s10203-019-00259-6.
- Nicky Rogge, 2019, "Regional productivity growth in the EU since 2000: something is better than nothing," Empirical Economics, Springer, volume 56, issue 2, pages 423-444, February, DOI: 10.1007/s00181-017-1366-7.
- Wei-han Liu, 2019, "National culture effects on stock market volatility level," Empirical Economics, Springer, volume 57, issue 4, pages 1229-1253, October, DOI: 10.1007/s00181-018-1502-z.
- Cees Diks & Cars Hommes & Juanxi Wang, 2019, "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, volume 57, issue 4, pages 1201-1228, October, DOI: 10.1007/s00181-018-1527-3.
- George E. Halkos & Christina Bampatsou, 2019, "Economic growth and environmental degradation: a conditional nonparametric frontier analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 21, issue 2, pages 325-347, April, DOI: 10.1007/s10018-018-0232-y.
- Ole Martin & Mathias Vetter, 2019, "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, volume 23, issue 3, pages 451-500, July, DOI: 10.1007/s00780-019-00390-7.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2019, "Bodenwertermittlung mit statistischen Methoden
[Land value appraisal using statistical methods]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., volume 5, issue 1, pages 131-154, November, DOI: 10.1365/s41056-019-00038-9. - Sulekha Hembram & Sushil Kr. Haldar, 2019, "Beta, sigma and club convergence: Indian experience from 1980 to 2015," Indian Economic Review, Springer, volume 54, issue 2, pages 343-366, December, DOI: 10.1007/s41775-019-00056-3.
- Heinz Ahn & Peter Bogetoft & Ana Lopes, 2019, "Measuring potential sub-unit efficiency to counter the aggregation bias in benchmarking," Journal of Business Economics, Springer, volume 89, issue 1, pages 53-77, February, DOI: 10.1007/s11573-018-0901-0.
- Abdelkader Derbali & Lamia Jamel, 2019, "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 10, issue 2, pages 711-733, June, DOI: 10.1007/s13132-017-0473-1.
- Nisar Ahmad & Michael Svarer & Amjad Naveed, 2019, "The Effect of Active Labour Market Programmes and Benefit Sanctions on Reducing Unemployment Duration," Journal of Labor Research, Springer, volume 40, issue 2, pages 202-229, June, DOI: 10.1007/s12122-019-09288-x.
- Alain Trannoy, 2019, "Talent, equality of opportunity and optimal non-linear income tax," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 17, issue 1, pages 5-28, March, DOI: 10.1007/s10888-019-09409-7.
- Suvvari Anandarao & S. Raja Sethu Durai & Phanindra Goyari, 2019, "Efficiency Decomposition in two-stage Data Envelopment Analysis: An application to Life Insurance companies in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 271-285, June, DOI: 10.1007/s40953-018-0148-1.
- Anabela Santos & Michele Cincera & Paulo Neto & Maria Manuel Serrano, 2019, "Which projects are selected for an innovation subsidy? The Portuguese case," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 3, pages 165-202, October, DOI: 10.1007/s10258-019-00159-y.
- Sara Rica & Lucía Gorjón, 2019, "Assessing the impact of a minimum income scheme: the Basque Country case," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 3, pages 251-280, November, DOI: 10.1007/s13209-019-00203-2.
- Sarah Guillou & Tania Treibich, 2019, "Firm export diversification and change in workforce composition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 155, issue 4, pages 645-676, November, DOI: 10.1007/s10290-019-00356-z.
- Md Golzare Nabi & Md. Aminul Islam & Rosni Bakar, 2019, "Do Private Commercial Banks Outperform State-owned Commercial Banks? Empirical Evidence from Bangladesh," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-9.
- Hervé Cardot & Antonio Musolesi, 2019, "Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0219, Jan, revised Jan 2019.
- Pawel Dziewulski, 2019, "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index," Working Paper Series, Department of Economics, University of Sussex Business School, number 0519, Feb.
- Tommaso Agasisti & Sabine Gralka, 2019, "The transient and persistent efficiency of Italian and German universities: a stochastic frontier analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 46, pages 5012-5030, October, DOI: 10.1080/00036846.2019.1606409.
- Luke Taylor & Taisuke Otsu, 2019, "Estimation of nonseparable models with censored dependent variables and endogenous regressors," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 1, pages 4-24, January, DOI: 10.1080/07474938.2016.1235310.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 7, pages 733-762, August, DOI: 10.1080/07474938.2017.1397835.
- Takahide Yanagi, 2019, "Inference on local average treatment effects for misclassified treatment," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 938-960, September, DOI: 10.1080/07474938.2018.1485833.
- Audronė Virbickaitė & Hedibert F. Lopes & M. Concepción Ausín & Pedro Galeano, 2019, "Particle learning for Bayesian semi-parametric stochastic volatility model," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1007-1023, October, DOI: 10.1080/07474938.2018.1514022.
- Isabel Narbón-Perpiñá & Maria Balaguer-Coll & Emili Tortosa-Ausina, 2019, "Evaluating local government performance in times of crisis," Local Government Studies, Taylor & Francis Journals, volume 45, issue 1, pages 64-100, January, DOI: 10.1080/03003930.2018.1507908.
- Marcos Chamon & Sergio Firpo & João M. P. de Mello & Renan Pieri, 2019, "Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities," Journal of Development Studies, Taylor & Francis Journals, volume 55, issue 1, pages 19-38, January, DOI: 10.1080/00220388.2017.1414184.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 1-12, January, DOI: 10.1080/07350015.2016.1255216.
- Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2019, "Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 419-435, July, DOI: 10.1080/07350015.2017.1356728.
- Zhongjun Qu & Jungmo Yoon, 2019, "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 625-647, October, DOI: 10.1080/07350015.2017.1407323.
- Markus Frölich & Martin Huber, 2019, "Including Covariates in the Regression Discontinuity Design," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 736-748, October, DOI: 10.1080/07350015.2017.1421544.
- Rafael González-Val, 2019, "US city-size distribution and space," Spatial Economic Analysis, Taylor & Francis Journals, volume 14, issue 3, pages 283-300, July, DOI: 10.1080/17421772.2019.1572917.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019, "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-025/III, Apr.
- Yao Luo & Ruli Xiao, 2019, "Identification of Auction Models Using Order Statistics," Working Papers, University of Toronto, Department of Economics, number tecipa-630, Mar.
- Regis Barnichon & Christian Brownlees, 2019, "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, volume 101, issue 3, pages 522-530, July.
- Almeida, Caio & Ardison, Kim & Garcia, René, 2019, "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1024, Jul.
- Kamat, Vishal, 2019, "Identification with Latent Choice Sets," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1031, Aug.
- Nora Lustig, 2019, "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 75, Nov.
- Diewert, Erwin & Shimizu, Chihiro, 2019, "Residential Property Price Indexes: Spatial Coordinates versus Neighbourhood Dummy Variables," Microeconomics.ca working papers, Vancouver School of Economics, number erwin_diewert-2019-11, Sep, revised 10 Jan 2020.
- Aman Ullah & Shujie Ma & Jeffrey Racine, 2019, "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers, University of California at Riverside, Department of Economics, number 201920, Sep.
- Cristian Rabanal, 2019, "Regional economic convergence: an approach of Argentina and Brazil case," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 47, pages 75-100, January-J.
- Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-06.
- Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-24.
- Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
- Enrico De Monte & Anne-Laure Levet, 2019, "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-45.
- William A. Brock & J. Isaac Miller, 2019, "Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways," Working Papers, Department of Economics, University of Missouri, number 1904, revised 2021.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019, "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers, Department of Economics, University of Missouri, number 1915, Nov.
- Gabriel Victorio Montes Rojas, 2019, "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados
[An evaluation of pass-through in Argentina using multivariate quantile impulse response functions]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 36, issue 73, pages 145-189, july-dece. - Régis Barnichon & Geert Mesters, 2019, "The Phillips multiplier," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1632, Jan.
- Régis Barnichon & Geert Mesters, 2019, "Identifying modern macro equations with old shocks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1659, May.
- Naguib, Costanza, 2019, "Estimating the Heterogeneous Impact of the Free Movement of Persons on Relative Wage Mobility," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1903, Feb.
- Lechner, Michael & Okasa, Gabriel, 2019, "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1908, Jul.
- Manuel Ammann & Alexander Feser, 2019, "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance, University of St. Gallen, School of Finance, number 1902, Mar.
- Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena, Department of Economics, University of Siena, number 804, Jun.
- Belloni, Michele & Simonetti, Irene & Zantomio, Francesca, 2019, "Long-run effects of health shocks in a highly regulated labour market," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201922, Nov.
- Nirav Mehta, 2019, "An Economic Approach to Generalizing Findings from Regression-Discontinuity Designs," Journal of Human Resources, University of Wisconsin Press, volume 54, issue 4, pages 953-985.
- Michele Belloni & Antonella Bena & Elena Farina & Irene Simonetti & Francesca Zantomio, 2019, "Long-run effects of health shocks in a highly regulated labour market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 32.
- Carlo Rosa, 2019, "The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 127, issue 1, pages 3-24.
- MARICA, Vasile-George, 2019, "Contagion Pattern Identification Through Minimum Spanning Trees During The Asian Financial Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 75-96, June.
- Pennoni Fulvia & Nakai Miki, 2019, "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," Dependence Modeling, De Gruyter, volume 7, issue 1, pages 234-246, January, DOI: 10.1515/demo-2019-0012.
- Markowicz Iwona, 2019, "Analysis of the Risk of Liquidation Depending on the Age of the Company: A Study of Entities Established in Szczecin in Period 1990-2010," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 2, pages 49-62, June, DOI: 10.15611/eada.2019.2.04.
- Wycinka Ewa, 2019, "Competing Risk Models of Default in the Presence of Early Repayments," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 2, pages 99-120, June, DOI: 10.15611/eada.2019.2.07.
- Mikulec Artur, 2019, "The Hazard Function and Its Role in a Non-Parametric Duration Analysis of Enterprises in the Łódzkie Voivodeship," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 3, pages 59-75, September, DOI: 10.15611/eada.2019.3.06.
- Doszyń Mariusz, 2019, "Individual Capacities of Hellwig’s Information Carriers and the Impact of Attributes in the Szczecin Algorithm of Real Estate Mass Appraisal," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 15-24, March, DOI: 10.2478/remav-2019-0002.
- Škrinjarić Tihana, 2019, "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, volume 14, issue 1, pages 92-100, June, DOI: 10.2478/jeb-2019-0007.
- Clementi,Fabio & Khan,Haider Ali Daud & Molini,Vasco & Schettino,Francesco & Soudi,Khalid, 2019, "Polarization and Its Discontents : Morocco before and after the Arab Spring," Policy Research Working Paper Series, The World Bank, number 9049, Oct.
- Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019, "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp279, Feb.
- Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019, "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 279, Feb.
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