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
/ / / C14: Semiparametric and Nonparametric Methods: General

2014

• Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
• Timothy B. Armstrong, 2014, "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1975, Dec.
• Xiaohong Chen & Timothy M. Christensen, 2014, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1976, Dec.
• Rousseau, Judith & Rivoirard, Vincent (ed.), 2014, "Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14331.
• Marco Caliendo & Markus Gehrsitz, 2014, "Obesity and the Labor Market: A Fresh Look at the Weight Penalty," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 631.
• Guglielmo Maria Caporale & Marinko Skare, 2014, "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1395.
• Stefan Seifert & Astrid Cullmann & Christian von Hirschhausen, 2014, "Technical Efficiency and CO2 Reduction Potentials: An Analysis of the German Electricity Generating Sector," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1426.
• Bertrand Caudelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-18.
• Benjamin David, 2014, "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-25.
• Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
• Benjamin David, 2014, "On the information and communication technologies - productivity nexus: a long-lasting adjustment period," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-60.
• Arnab K. Deb & Subhash C. Ray, 2014, "Total Factor Productivity Growth in Indian Manufacturing:A Biennial Malmquist Analysis of Inter-State Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 49, issue 1, pages 1-25.
• BRIDA, Juan Gabriel & GARRIDo, Nicolas & MUREDDU, Francesco, 2014, "Club Performance Dynamics At Italian Regional Level," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 14, issue 1, pages 47-68.
• Bart Smeulders & Laurens Cherchye & Bram De Rock & Frits Spieksma & Fabrice Talla Nobibon, 2014, "Transitive Preferences in Multi-Member Households," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-19, Apr.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2014, "Household Consumption When the Marriage is Stable," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-21, Apr.
• Claeys, Peter & Vašíček, Bořek, 2014, "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series, European Central Bank, number 1666, Apr.
• Linzert, Tobias & Winkelmann, Lars & Bibinger, Markus, 2014, "ECB monetary policy surprises: identification through cojumps in interest rates," Working Paper Series, European Central Bank, number 1674, May.
• Dumont, Michel & Verschelde, Marijn & Rayp, Glenn & Merlevede, Bruno, 2014, "European competitiveness - A semiparametric stochastic metafrontier analysis at the firm level," Working Paper Series, European Central Bank, number 1701, Jul.
• Wu, Ximing & Sickles, Robin, 2014, "Semiparametric Estimation under Shape Constraints," Working Papers, Rice University, Department of Economics, number 15-021, Dec.
• M. Akif Arvas & Burak Uyar, 2014, "Exports and Firm Productivity in Turkish Manufacturing: An Olley-Pakes Estimation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 243-257.
• Jarboui, Sami & Forget, Pascal & Boujelbene, Younes, 2014, "Transport firms’ inefficiency and managerial optimism: A stochastic frontier analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 3, issue C, pages 41-51, DOI: 10.1016/j.jbef.2014.07.003.
• Malec, Peter & Schienle, Melanie, 2014, "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, volume 72, issue C, pages 57-76, DOI: 10.1016/j.csda.2013.10.023.
• Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K., 2014, "TVICA—Time varying independent component analysis and its application to financial data," Computational Statistics & Data Analysis, Elsevier, volume 74, issue C, pages 95-109, DOI: 10.1016/j.csda.2014.01.002.
• Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014, "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 229-245, DOI: 10.1016/j.jedc.2014.06.011.
• Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
• Todorova, Neda & Souček, Michael, 2014, "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, volume 36, issue C, pages 332-340, DOI: 10.1016/j.econmod.2013.10.003.
• Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014, "Modeling structural change in the European metropolitan areas during the process of economic integration," Economic Modelling, Elsevier, volume 37, issue C, pages 395-407, DOI: 10.1016/j.econmod.2013.10.028.
• Herwartz, Helmut & Walle, Yabibal M., 2014, "Determinants of the link between financial and economic development: Evidence from a functional coefficient model," Economic Modelling, Elsevier, volume 37, issue C, pages 417-427, DOI: 10.1016/j.econmod.2013.11.029.
• Qin, Xiao & Liu, Liya, 2014, "Extremes, return level and identification of currency crises," Economic Modelling, Elsevier, volume 37, issue C, pages 439-450, DOI: 10.1016/j.econmod.2013.11.035.
• Coco, Giuseppe & Lagravinese, Raffaele, 2014, "Cronyism and education performance," Economic Modelling, Elsevier, volume 38, issue C, pages 443-450, DOI: 10.1016/j.econmod.2014.01.027.
• Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014, "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Economic Modelling, Elsevier, volume 43, issue C, pages 346-360, DOI: 10.1016/j.econmod.2014.08.013.
• Herrero, Carmen & Mendez, Ildefonso & Villar, Antonio, 2014, "Analysis of group performance with categorical data when agents are heterogeneous: The evaluation of scholastic performance in the OECD through PISA," Economics of Education Review, Elsevier, volume 40, issue C, pages 140-151, DOI: 10.1016/j.econedurev.2014.02.001.
• Bekiros, Stelios, 2014, "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 336-348, DOI: 10.1016/j.najef.2014.06.005.
• Shiu, Ji-Liang, 2014, "An alternative identification of nonlinear dynamic panel data models with unobserved covariates," Economics Letters, Elsevier, volume 122, issue 2, pages 338-342, DOI: 10.1016/j.econlet.2013.12.011.
• Fève, Frédérique & Florens, Jean-Pierre, 2014, "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, volume 123, issue 3, pages 300-304, DOI: 10.1016/j.econlet.2014.03.007.
• Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas, 2014, "Can Markov switching model generate long memory?," Economics Letters, Elsevier, volume 124, issue 1, pages 117-121, DOI: 10.1016/j.econlet.2014.04.030.
• Tzeremes, Nickolaos G., 2014, "The effect of human capital on countries’ economic efficiency," Economics Letters, Elsevier, volume 124, issue 1, pages 127-131, DOI: 10.1016/j.econlet.2014.05.006.
• Yi, Yanping & Feng, Xingdong & Huang, Zhuo, 2014, "Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model," Economics Letters, Elsevier, volume 124, issue 3, pages 378-381, DOI: 10.1016/j.econlet.2014.06.028.
• Luckstead, Jeff & Devadoss, Stephen, 2014, "A nonparametric analysis of the growth process of Indian cities," Economics Letters, Elsevier, volume 124, issue 3, pages 516-519, DOI: 10.1016/j.econlet.2014.07.022.
• Öztürk, Serda Selin & Stengos, Thanasis, 2014, "Testing for structural breaks with local smoothers: A simulation study," Economics Letters, Elsevier, volume 125, issue 1, pages 119-122, DOI: 10.1016/j.econlet.2014.08.009.
• Lahaye, Jerome & Shaw, Philip, 2014, "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, volume 125, issue 1, pages 43-46, DOI: 10.1016/j.econlet.2014.07.003.
• Luckstead, Jeff & Devadoss, Stephen, 2014, "Do the world’s largest cities follow Zipf’s and Gibrat’s laws?," Economics Letters, Elsevier, volume 125, issue 2, pages 182-186, DOI: 10.1016/j.econlet.2014.09.005.
• Lu, Ruichang & Luo, Yao & Xiao, Ruli, 2014, "An MPEC estimator for misclassification models," Economics Letters, Elsevier, volume 125, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2014.08.031.
• Dorn, Sabrina & Egger, Peter H., 2014, "Small-sample inference with spatial HAC estimators," Economics Letters, Elsevier, volume 125, issue 2, pages 236-239, DOI: 10.1016/j.econlet.2014.09.004.
• Duan, Yunpeng & Xue, Yi, 2014, "Bipower variation with jumps and correlated returns," Economics Letters, Elsevier, volume 125, issue 3, pages 367-371, DOI: 10.1016/j.econlet.2014.10.018.
• Li, Zheng & Su, Li & Zhang, Daiqiang, 2014, "Profile least squares estimation of a partially linear time trend model with weakly dependent data," Economics Letters, Elsevier, volume 125, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2014.10.030.
• Chen, Heng, 2014, "Sheep in Wolf’s clothing: Using the least squares criterion for quantile estimation," Economics Letters, Elsevier, volume 125, issue 3, pages 426-431, DOI: 10.1016/j.econlet.2014.09.035.
• Kédagni, Désiré & Mourifié, Ismael, 2014, "Tightening bounds in triangular systems," Economics Letters, Elsevier, volume 125, issue 3, pages 455-458, DOI: 10.1016/j.econlet.2014.10.019.
• Battistin, Erich & Chesher, Andrew, 2014, "Treatment effect estimation with covariate measurement error," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 707-715, DOI: 10.1016/j.jeconom.2013.10.010.
• Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2014, "A Γ-moment approach to monotonic boundary estimation," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 727-740, DOI: 10.1016/j.jeconom.2013.10.013.
• Hausman, Jerry A. & Woutersen, Tiemen, 2014, "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 114-131, DOI: 10.1016/j.jeconom.2013.08.011.
• Kim, Jae-Young, 2014, "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 132-145, DOI: 10.1016/j.jeconom.2013.08.012.
• Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014, "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 167-179, DOI: 10.1016/j.jeconom.2013.08.014.
• Fan, Yanqin & Park, Sang Soo, 2014, "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 45-56, DOI: 10.1016/j.jeconom.2013.08.005.
• Gu, Jingping & Liang, Zhongwen, 2014, "Testing cointegration relationship in a semiparametric varying coefficient model," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 57-70, DOI: 10.1016/j.jeconom.2013.08.006.
• Gan, Li & Hsiao, Cheng & Xu, Shu, 2014, "Model specification test with correlated but not cointegrated variables," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 80-85, DOI: 10.1016/j.jeconom.2013.08.008.
• Robinson, Peter M., 2014, "The estimation of misspecified long memory models," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 225-230, DOI: 10.1016/j.jeconom.2013.08.023.
• Lee, Seojeong, 2014, "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 398-413, DOI: 10.1016/j.jeconom.2013.05.008.
• Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014, "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 426-443, DOI: 10.1016/j.jeconom.2013.06.004.
• Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014, "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 444-455, DOI: 10.1016/j.jeconom.2013.06.001.
• Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014, "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 456-470, DOI: 10.1016/j.jeconom.2013.06.005.
• Song, Kyungchul, 2014, "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 471-483, DOI: 10.1016/j.jeconom.2013.07.004.
• Jensen, Mark J. & Maheu, John M., 2014, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 523-538, DOI: 10.1016/j.jeconom.2013.08.018.
• Yuan, Ao & Xu, Jinfeng & Zheng, Gang, 2014, "On empirical likelihood statistical functions," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 613-623, DOI: 10.1016/j.jeconom.2013.08.037.
• Pelenis, Justinas, 2014, "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 624-638, DOI: 10.1016/j.jeconom.2013.10.006.
• Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014, "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 639-658, DOI: 10.1016/j.jeconom.2013.10.002.
• Sun, Yixiao, 2014, "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 659-677, DOI: 10.1016/j.jeconom.2013.10.001.
• Giraitis, L. & Kapetanios, G. & Yates, T., 2014, "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 46-65, DOI: 10.1016/j.jeconom.2013.10.009.
• Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014, "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 49-72, DOI: 10.1016/j.jeconom.2014.01.007.
• Berghaus, Betina & Bücher, Axel, 2014, "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 117-126, DOI: 10.1016/j.jeconom.2014.03.005.
• Horowitz, Joel L., 2014, "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 158-173, DOI: 10.1016/j.jeconom.2014.03.006.
• Fang, Hanming & Tang, Xun, 2014, "Inference of bidders’ risk attitudes in ascending auctions with endogenous entry," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 198-216, DOI: 10.1016/j.jeconom.2014.02.010.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Zu, Yang & Peter Boswijk, H., 2014, "Estimating spot volatility with high-frequency financial data," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 117-135, DOI: 10.1016/j.jeconom.2014.04.001.
• Fève, Frédérique & Florens, Jean-Pierre, 2014, "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 151-164, DOI: 10.1016/j.jeconom.2014.03.009.
• Armstrong, Timothy B., 2014, "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 92-116, DOI: 10.1016/j.jeconom.2014.04.021.
• Lu, Xun & White, Halbert, 2014, "Testing for separability in structural equations," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 14-26, DOI: 10.1016/j.jeconom.2014.04.005.
• Giacomini, Raffaella & Ragusa, Giuseppe, 2014, "Theory-coherent forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 145-155, DOI: 10.1016/j.jeconom.2014.04.014.
• Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014, "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 196-210, DOI: 10.1016/j.jeconom.2014.04.018.
• Su, Liangjun & White, Halbert, 2014, "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 27-44, DOI: 10.1016/j.jeconom.2014.04.006.
• Chen, Xiaohong & Liao, Zhipeng, 2014, "Sieve M inference on irregular parameters," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2014.04.009.
• Wan, Yuanyuan & Xu, Haiqing, 2014, "Semiparametric identification of binary decision games of incomplete information with correlated private signals," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 235-246, DOI: 10.1016/j.jeconom.2014.05.002.
• Hou, Jie & Perron, Pierre, 2014, "Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 309-328, DOI: 10.1016/j.jeconom.2014.05.004.
• Menzel, Konrad, 2014, "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 329-350, DOI: 10.1016/j.jeconom.2014.05.016.
• Bollerslev, Tim & Todorov, Viktor, 2014, "Time-varying jump tails," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 168-180, DOI: 10.1016/j.jeconom.2014.05.007.
• Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014, "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, volume 38, issue 2, pages 261-268, DOI: 10.1016/j.ecosys.2013.09.003.
• Hou, Xiaohui & Wang, Qing & Zhang, Qi, 2014, "Market structure, risk taking, and the efficiency of Chinese commercial banks," Emerging Markets Review, Elsevier, volume 20, issue C, pages 75-88, DOI: 10.1016/j.ememar.2014.06.001.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Kim, Kun Ho, 2014, "Counter-cyclical risk aversion," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 384-401, DOI: 10.1016/j.jempfin.2014.09.005.
• Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun, 2014, "High-order moments and extreme value approach for value-at-risk," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 421-434, DOI: 10.1016/j.jempfin.2014.10.001.
• Lisi, Francesco & Nan, Fany, 2014, "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, volume 44, issue C, pages 143-159, DOI: 10.1016/j.eneco.2014.03.018.
• Sukcharoen, Kunlapath & Zohrabyan, Tatevik & Leatham, David & Wu, Ximing, 2014, "Interdependence of oil prices and stock market indices: A copula approach," Energy Economics, Elsevier, volume 44, issue C, pages 331-339, DOI: 10.1016/j.eneco.2014.04.012.
• Chen, Shiyi & Golley, Jane, 2014, "‘Green’ productivity growth in China's industrial economy," Energy Economics, Elsevier, volume 44, issue C, pages 89-98, DOI: 10.1016/j.eneco.2014.04.002.
• Liu, Weiwei, 2014, "Modeling gasoline demand in the United States: A flexible semiparametric approach," Energy Economics, Elsevier, volume 45, issue C, pages 244-253, DOI: 10.1016/j.eneco.2014.07.004.
• Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2014, "Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model," Energy Economics, Elsevier, volume 45, issue C, pages 491-500, DOI: 10.1016/j.eneco.2014.08.019.
• Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2014, "Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea," Energy Economics, Elsevier, volume 46, issue C, pages 334-347, DOI: 10.1016/j.eneco.2014.10.003.
• Brasil, Eric Universo Rodrigues & Postali, Fernando Antonio Slaibe, 2014, "Informational rents in oil and gas concession auctions in Brazil," Energy Economics, Elsevier, volume 46, issue C, pages 93-101, DOI: 10.1016/j.eneco.2014.09.002.
• Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, volume 73, issue C, pages 245-258, DOI: 10.1016/j.enpol.2014.05.057.
• Bekiros, Stelios D., 2014, "Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 58-69, DOI: 10.1016/j.irfa.2013.07.007.
• Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014, "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 189-199, DOI: 10.1016/j.irfa.2014.05.011.
• Medovikov, Ivan, 2014, "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 319-325, DOI: 10.1016/j.frl.2014.08.001.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014, "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, volume 11, issue 4, pages 375-384, DOI: 10.1016/j.frl.2014.07.002.
• Christensen, Ian & Li, Fuchun, 2014, "Predicting financial stress events: A signal extraction approach," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 54-65, DOI: 10.1016/j.jfs.2014.08.005.
• Dalton, Christina M., 2014, "Estimating demand elasticities using nonlinear pricing," International Journal of Industrial Organization, Elsevier, volume 37, issue C, pages 178-191, DOI: 10.1016/j.ijindorg.2014.08.007.
• Spreeuw, Jaap, 2014, "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, volume 59, issue C, pages 235-242, DOI: 10.1016/j.insmatheco.2014.10.002.
• Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014, "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 1-27, DOI: 10.1016/j.intfin.2014.07.008.
• Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman, 2014, "Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 41-50, DOI: 10.1016/j.jbankfin.2013.09.022.
• Brechmann, Eike & Czado, Claudia & Paterlini, Sandra, 2014, "Flexible dependence modeling of operational risk losses and its impact on total capital requirements," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 271-285, DOI: 10.1016/j.jbankfin.2013.11.040.
• Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen, 2014, "Loss given default for leasing: Parametric and nonparametric estimations," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 364-375, DOI: 10.1016/j.jbankfin.2013.12.006.
• Claeys, Peter & Vašíček, Bořek, 2014, "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2014.05.011.
• Yun, Jaeho, 2014, "Out-of-sample density forecasts with affine jump diffusion models," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 74-87, DOI: 10.1016/j.jbankfin.2014.06.024.
• Herwartz, Helmut & Walle, Yabibal M., 2014, "Openness and the finance-growth nexus," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 235-247, DOI: 10.1016/j.jbankfin.2014.06.031.
• Gallegati, Marco & Ramsey, James B., 2014, "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 1-24, DOI: 10.1016/j.jeconbus.2014.04.002.
• Ghanem, Dalia & Zhang, Junjie, 2014, "‘Effortless Perfection:’ Do Chinese cities manipulate air pollution data?," Journal of Environmental Economics and Management, Elsevier, volume 68, issue 2, pages 203-225, DOI: 10.1016/j.jeem.2014.05.003.
• Perkins, S. & Leslie, D.S., 2014, "Stochastic fictitious play with continuous action sets," Journal of Economic Theory, Elsevier, volume 152, issue C, pages 179-213, DOI: 10.1016/j.jet.2014.04.008.
• Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram, 2014, "Revealed preference analysis for convex rationalizations on nonlinear budget sets," Journal of Economic Theory, Elsevier, volume 152, issue C, pages 224-236, DOI: 10.1016/j.jet.2014.05.002.
• Sher, Itai & Kim, Kyoo il, 2014, "Identifying combinatorial valuations from aggregate demand," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 428-458, DOI: 10.1016/j.jet.2014.07.009.
• Heufer, Jan, 2014, "Nonparametric comparative revealed risk aversion," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 569-616, DOI: 10.1016/j.jet.2014.07.015.
• Roussanov, Nikolai, 2014, "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 352-380, DOI: 10.1016/j.jfineco.2013.10.010.
• Christensen, Kim & Oomen, Roel C.A. & Podolskij, Mark, 2014, "Fact or friction: Jumps at ultra high frequency," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 576-599, DOI: 10.1016/j.jfineco.2014.07.007.
• Polanski, Arnold & Stoja, Evarist, 2014, "Co-dependence of extreme events in high frequency FX returns," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 164-178, DOI: 10.1016/j.jimonfin.2014.02.001.
• Da Fonseca, José & Gottschalk, Katrin, 2014, "Cross-hedging strategies between CDS spreads and option volatility during crises," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 386-400, DOI: 10.1016/j.jimonfin.2014.03.010.
• Delgado, Michael S. & McCloud, Nadine & Kumbhakar, Subal C., 2014, "A generalized empirical model of corruption, foreign direct investment, and growth," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 298-316, DOI: 10.1016/j.jmacro.2014.09.007.
• Burda, Martin & Prokhorov, Artem, 2014, "Copula based factorization in Bayesian multivariate infinite mixture models," Journal of Multivariate Analysis, Elsevier, volume 127, issue C, pages 200-213, DOI: 10.1016/j.jmva.2014.02.011.
• Tsolas, Ioannis E., 2014, "Precious metal mutual fund performance appraisal using DEA modeling," Resources Policy, Elsevier, volume 39, issue C, pages 54-60, DOI: 10.1016/j.resourpol.2013.11.001.
• Ghosh, Pallab Kumar, 2014, "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, volume 28, issue C, pages 58-69, DOI: 10.1016/j.labeco.2014.03.006.
• Gevrek, Z. Eylem & Seiberlich, Ruben R., 2014, "Semiparametric decomposition of the gender achievement gap: An application for Turkey," Labour Economics, Elsevier, volume 31, issue C, pages 27-44, DOI: 10.1016/j.labeco.2014.08.002.
• Rosman, Romzie & Wahab, Norazlina Abd & Zainol, Zairy, 2014, "Efficiency of Islamic banks during the financial crisis: An analysis of Middle Eastern and Asian countries," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 76-90, DOI: 10.1016/j.pacfin.2013.11.001.
• Man, Georg, 2014, "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, volume 36, issue C, pages 287-302, DOI: 10.1016/j.ejpoleco.2014.09.002.
• Cerqua, Augusto & Pellegrini, Guido, 2014, "Do subsidies to private capital boost firms' growth? A multiple regression discontinuity design approach," Journal of Public Economics, Elsevier, volume 109, issue C, pages 114-126, DOI: 10.1016/j.jpubeco.2013.11.005.
• Barr, Jason & Cohen, Jeffrey P., 2014, "The floor area ratio gradient: New York City, 1890–2009," Regional Science and Urban Economics, Elsevier, volume 48, issue C, pages 110-119, DOI: 10.1016/j.regsciurbeco.2014.03.004.
• Halkos, George E. & Tzeremes, Nickolaos G., 2014, "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, volume 39, issue C, pages 166-173, DOI: 10.1016/j.rser.2014.07.082.
• Halkos, George E. & Tzeremes, Nickolaos G., 2014, "Public sector transparency and countries’ environmental performance: A nonparametric analysis," Resource and Energy Economics, Elsevier, volume 38, issue C, pages 19-37, DOI: 10.1016/j.reseneeco.2014.06.001.
• Hottenrott, Hanna & Lopes-Bento, Cindy, 2014, "(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes," Research Policy, Elsevier, volume 43, issue 6, pages 1055-1066, DOI: 10.1016/j.respol.2014.01.004.
• Veeneman, Wijnand & Wilschut, Janneke & Urlings, Thijs & Blank, Jos & van de Velde, Didier, 2014, "Efficient frontier analysis of Dutch public transport tendering: A first analysis," Research in Transportation Economics, Elsevier, volume 48, issue C, pages 101-108, DOI: 10.1016/j.retrec.2014.09.037.
• Georgiadis, Georgios & Politis, Ioannis & Papaioannou, Panagiotis, 2014, "Measuring and improving the efficiency and effectiveness of bus public transport systems," Research in Transportation Economics, Elsevier, volume 48, issue C, pages 84-91, DOI: 10.1016/j.retrec.2014.09.035.
• Cherchye, Laurens & De Rock, Bram & Hennebel, Veerle, 2014, "The economic meaning of Data Envelopment Analysis: A ‘behavioral’ perspective," Socio-Economic Planning Sciences, Elsevier, volume 48, issue 1, pages 29-37, DOI: 10.1016/j.seps.2013.12.002.
• Camponovo, Lorenzo & Otsu, Taisuke, 2014, "On Bartlett correctability of empirical likelihood in generalized power divergence family," Statistics & Probability Letters, Elsevier, volume 86, issue C, pages 38-43, DOI: 10.1016/j.spl.2013.12.008.
• Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S., 2014, "Improving bias in kernel density estimation," Statistics & Probability Letters, Elsevier, volume 94, issue C, pages 106-112, DOI: 10.1016/j.spl.2014.07.014.
• Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014, "Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion," Statistics & Probability Letters, Elsevier, volume 95, issue C, pages 132-138, DOI: 10.1016/j.spl.2014.08.015.
• Jeremy Rubin, 2014, "Nonparametric Instrumental Variable Estimation," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 57, issue 2, pages 1-29.
• Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014, "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2014/01, Jan.
• Robinson, Peter M., 2014, "The estimation of misspecified long memory models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 53692, Jan.
• Charlot, Sylvie & Crescenzi, Riccardo & Musolesi, Antonio, 2015, "Econometric modelling of the regional knowledge production function in Europe," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60088, Nov.
• André Roncaglia de Carvalho, 2014, "The persistence of indexation in post-Real Brazil," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 2, April.
• André Roncaglia de Carvalho, 2014, "The persistence of indexation in post-Real Brazil," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 2, April.
• Murillo, José Antonio. & Sánchez-Romeu, Paula., 2014, "Evaluación del poder de predicción de las expectativas de inflación de los consumidores en México," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 322, pages .311-355, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Arceo-Gómez, Eva O. & Campos-Vázquez, Raymundo M., 2014, "Evolución de la brecha salarial de género en México," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 323, pages .619-653, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Yixiao Sun, 2014, "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033002.
• Jiti Gao & Maxwell King, 2014, "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033006.
• Purevdorj Tuvaandorj & Victoria Zinde-Walsh, 2014, "Limit Theory and Inference About Conditional Distributions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033012.
• Kyungchul Song, 2014, "Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033015.
• Gail Blattenberger & Richard Fowles & Peter D. Loeb, 2014, "Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034011.
• Chang, C-L. & Chen, W. & McAleer, M.J., 2014, "Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-19, Jun.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-17.
• Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK & Frederic VERMEULEN, 2014, "Household consumption when the marriage is stable," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces14.08, Mar.
• Claudia Cantabene & Leopoldo Nascia, 2014, "The race for R&D subsidies: evaluating the effectiveness of tax credits in Italy," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2014, issue 3, pages 133-158.
• Jozef Barunik & Tomáš Krehlik, 2014, "Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/30, Sep, revised Sep 2014.
• Guido de Blasio & Samuele Poy, 2014, "The Impact of Local Minimum Wages on Employment: Evidence from Italy in the 1950s," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2014-02, Nov.
• Erich Battistin & Michele De Nadai & Daniela Vuri, 2014, "Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2014-05, Nov.
• Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2014, "Dual Labour Markets And (Lack Of) On-Thejob Training: Piaac Evidence From Spain And Other Eu Countries," Studies on the Spanish Economy, FEDEA, number eee2014-14, Nov.
• Hongtao Guo & Zhijie Xiao, 2014, "A Note on Covariance Matrix Estimation in Quantile Regressions," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 2, pages 165-173, June.
• Roberta Distante & Ivan Petrella & Emiliano Santoro, 2014, "Size, Age and the Growth of Firms: New Evidence from Quantile Regressions," Working Papers, Fondazione Eni Enrico Mattei, number 2014.69, Jul.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-6, Jun.
• Valerie Grossman & Adrienne Mack & Enrique Martínez García, 2014, "A contribution to the chronology of turning points in global economic activity (1980-2012)," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 169, Jan, DOI: 10.24149/gwp169.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-23, Sep, DOI: 10.24148/wp2014-23.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-28, Dec, DOI: 10.24148/wp2014-28.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• John M. Clapp & Jeffrey P. Cohen & Cletus C. Coughlin, 2014, "Semi-Parametric Interpolations of Residential Location Values: Using Housing Price Data to Generate Balanced Panels," Working Papers, Federal Reserve Bank of St. Louis, number 2014-50, Dec, DOI: 10.20955/wp.2014.050.
• Erik Vogt, 2014, "Option-implied term structures," Staff Reports, Federal Reserve Bank of New York, number 706, Dec.
• Régis Barnichon & Christian Matthes, 2014, "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper, Federal Reserve Bank of Richmond, number 16-8, Mar.
• Frédéric Jouneau-Sion & Olivier Torrès, 2014, "In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1422.
• Catherine Haeck & Pierre Lefebvre & Philip Merrigan & David Lapierre, 2014, "Evidence on Maternal Health from Two Large Canadian Parental Leave Expansions: When is Enough Too Much?'," Working Papers, Research Group on Human Capital, University of Quebec in Montreal's School of Management, number 14-02, Oct, revised Dec 2016.
• Paul E. Carrillo & Jonathan Rothbaum, 2014, "Counterfactual Spatial Distributions," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-05, Mar.
• Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2014, "Financial constraints and firm Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00976545, DOI: 10.1007/s11187-012-9465-5.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151340, Dec.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2014, "Turning point chronology for the euro area: A distance plot approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01310533, DOI: 10.1787/19952899.
• Raphaël Chiappini, 2014, "Persistence vs. mobility in industrial and technological specialisations: evidence from 11 Euro area countries," Post-Print, HAL, number hal-00868967, DOI: 10.1007/s00191-013-0331-7.
• Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2014, "Financial constraints and firm Dynamics," Post-Print, HAL, number hal-00976545, DOI: 10.1007/s11187-012-9465-5.
• Antonio Musolesi & Massimiliano Mazzanti, 2014, "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic developement relation for advanced countries," Post-Print, HAL, number hal-01123027, DOI: 10.1515/snde-2012-0082.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Post-Print, HAL, number hal-01151340, Dec.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2014, "Turning point chronology for the euro area: A distance plot approach," Post-Print, HAL, number hal-01310533, DOI: 10.1787/19952899.
• Marine Carrasco & Rachidi Kotchoni, 2014, "Adaptive Realized Kernels," Post-Print, HAL, number hal-01386059, DOI: 10.1093/jjfinec/nbu015.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print, HAL, number hal-01411694.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Post-Print, HAL, number hal-01474249, DOI: 10.1007/s10640-013-9695-2.
• Olivier Bargain & Prudence Kwenda, 2014, "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Post-Print, HAL, number hal-01474417, DOI: 10.1086/677908.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Post-Print, HAL, number hal-01517425, DOI: 10.1016/j.enpol.2014.05.057.