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
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2017

• Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro, 2017, "The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 88-102, November.
• Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 869, May.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
• Xiaodong Gong & Robert Breunig, 2017, "Childcare Assistance: Are Subsidies or Tax Credits Better?," Fiscal Studies, Institute for Fiscal Studies, volume 38, issue , pages 7-48, March.
• Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi, 2017, "Regressivity-Reducing VAT Reforms," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 39-72.
• M Luisa Maitino & Letizia Ravagli & Nicola Sciclone, 2017, "Microreg: A Traditional Tax-Benefit Microsimulation Model Extended To Indirect Taxes And In Kind Transfers," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 5-38.
• Veronica Amarante, 2017, "Inequality and Household Size: A Microsimulation for Uruguay," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 73-105.
• Agnieszka M. Werpachowska & Roman Werpachowski, 2017, "Microsimulations of Demographic Changes in England and Wales Under Different EU Referendum Scenarios," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 2, pages 103-117.
• Stavroula A Chrysanthopoulou, 2017, "MILC: A Microsimulation Model of the Natural History of Lung Cancer," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 3, pages 5-26.
• Artur-Emilian SIMION & Florentina Viorica GHEORGHE & Gheorghe ZAMAN, 2017, "Exporting high-growth enterprises, including gazelles, in Romania," Romanian Journal of Economics, Institute of National Economy, volume 45, issue 2(54), pages 43-62, December.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017, "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-23, Nov.
• Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
• Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017, "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," ISU General Staff Papers, Iowa State University, Department of Economics, number 201709010700001686, Sep.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
• Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-12, Dec.
• Robert Kirkby, 2017, "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 1-15, January, DOI: 10.1007/s10614-015-9544-1.
• Marta Biancardi & Giovanni Villani, 2017, "Robust Monte Carlo Method for R&D Real Options Valuation," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 3, pages 481-498, March, DOI: 10.1007/s10614-016-9578-z.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 281-324, August, DOI: 10.1007/s10614-016-9617-9.
• Philip A. Ernst & James R. Thompson & Yinsen Miao, 2017, "Tukey’s transformational ladder for portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 317-355, August, DOI: 10.1007/s11408-017-0292-1.
• Min Deng & Wentao Yang & Qiliang Liu & Yunfei Zhang, 2017, "A divide-and-conquer method for space–time series prediction," Journal of Geographical Systems, Springer, volume 19, issue 1, pages 1-19, January, DOI: 10.1007/s10109-016-0241-y.
• Marta R. Casanova & Vicente Orts & José M. Albert, 2017, "Sectoral scope and colocalisation of Spanish manufacturing industries," Journal of Geographical Systems, Springer, volume 19, issue 1, pages 65-92, January, DOI: 10.1007/s10109-016-0242-x.
• German Blanco, 2017, "Who benefits from job placement services? A two-sided analysis," Journal of Productivity Analysis, Springer, volume 47, issue 1, pages 33-47, February, DOI: 10.1007/s11123-016-0489-8.
• Alfred A. Haug & Vincent C. Blackburn, 2017, "Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level," Journal of Productivity Analysis, Springer, volume 48, issue 1, pages 69-83, August, DOI: 10.1007/s11123-017-0502-x.
• Takahiro Hoshino & Ryosuke Igari, 2017, "Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-014, Apr.
• Igari Ryosuke & Takahiro Hoshino, 2017, "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-020, Jun.
• Hiroyuki Watanabe, 2017, "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2017-20, Aug.
• M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017, "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1706, Mar.
• Aleksandr Viktor CHERNOVALOV & Pavel Viktor CHERNOVALOV, 2017, "Instytucionalistics," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 1, pages 121-126, March.
• Mehmet BÖLÜKBAÞ, 2017, "18. International symposium on econometrics operation research and statistics," Journal of Economics Library, KSP Journals, volume 4, issue 3, pages 402-403, September.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1701.
• Vincent Boucher, 2017, "The Estimation of Network Formation Games with Positive Spillovers," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1710.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017, "Bootstrapping Structural Change Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1704.
• Paola CHIODINI & Giancarlo MANZI & Bianca Maria MARTELLI & Flavio VERRECCHIA, 2017, "Divide, Allocate et Impera: Comparing Allocation Strategies via Simulation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2017-09, May.
• Taro Ohno & Takahiro Kodama, 2017, "Estimation of Tax and Social Insurance Burden on Households: Verification of the Validity and Assessment of Actual Status," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron289, Jan.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan.
• Dominique Guegan & Bertrand Hassani & Kehan Li, 2017, "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17019, Mar.
• Jørgen Vitting Andersen & Philippe de Peretti, 2017, "New method to detect convergence in simple multi-period market games," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17058, Dec.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017, "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/17.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017, "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/17.
• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
• Élise, COUDIN & Jean-Marie DUFOUR, 2017, "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2017.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017, "Lógica difusa y el riesgo financiero. Una propuestade clasificación de riesgo financiero al sectorcooperativo," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 31-32, Diciembre.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017, "Fuzzy logic and financial risk. A proposed classificationof financial risk to the cooperative sector," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 33-34, Diciembre.
• Stanisław Urbański, 2017, "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 343-374.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
• Jangho Yang, 2017, "An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier," Working Papers, New School for Social Research, Department of Economics, number 1714, Apr.
• Knut L. Seip, 2017, "Does tax reduction have an effect on gross domestic product? An empirical investigation," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201701.
• P. Gagliardini & E. Ghysels & M. Rubin, 2017, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 509-560.
• Hai-Anh H. Dang & Peter F. Lanjouw & Umar Serajuddin, 2017, "Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country," Oxford Economic Papers, Oxford University Press, volume 69, issue 4, pages 939-962.
• Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017, "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, volume 21, issue 4, pages 1355-1401.
• Aivaz Kamer Ainur & Jugănaru Mariana & Jugănaru Ion Dănut, 2017, "Analyzing Seasonality and Forecasting the Number of Tourists’ Overnight Stays in Constanta Municipality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 265-270, June.
• Jugănaru Mariana & Jugănaru Ion Dănut & Aivaz Kamer Ainur, 2017, "Analyzing the Concentration of Overnight Stays in Constanta City, over the Period 2010-2016," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 307-312, June.
• Maria Kovacova & Tomas Kliestik, 2017, "Logit and Probit application for the prediction of bankruptcy in Slovak companies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 775-791, December, DOI: 10.24136/eq.v12i4.40.
• Doojav, Gan-Ochir & Bayarjargal, Ariun-Erdene, 2017, "Stress testing the household sector in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111310.
• Пигнастый, Олег, 2017, "Дискретно-Событийная Модель Производственной Линии
  [Discrete-event model of the production line]," MPRA Paper, University Library of Munich, Germany, number 113648, revised 2017.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2017, "Prévisions de l’inflation et de la croissance en zone CEMAC
  [Inflation and real growth forecasts in CEMAC zone]," MPRA Paper, University Library of Munich, Germany, number 116433, Dec.
• Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T., 2017, "Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma
  [Empirical analysis of the MXN/USD exchange rate: geometric Brownian motion vs. variance-gamma process]," MPRA Paper, University Library of Munich, Germany, number 78961, Mar.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017, "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper, University Library of Munich, Germany, number 79102, May.
• Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017, "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper, University Library of Munich, Germany, number 79438, May.
• Bisio, Laura & Moauro, Filippo, 2017, "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper, University Library of Munich, Germany, number 80211, Jul, revised 14 Jul 2017.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
• Caspi, Itamar & Graham, Meital, 2017, "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper, University Library of Munich, Germany, number 82261, Apr, revised 29 Oct 2017.
• Bhattacherjee, Sanjay & Sarkar, Palash, 2017, "Correlation and inequality in weighted majority voting games," MPRA Paper, University Library of Munich, Germany, number 83168, Dec.
• Bhattacherjee, Sanjay & Sarkar, Palash, 2017, "Cryptocurrency Voting Games," MPRA Paper, University Library of Munich, Germany, number 83592, Nov.
• Merce, Emilian & Merce, Cristian Calin & Pocol, Cristina Bianca, 2017, "Autocorrelation - Prevalence of identification of collinearity cause," MPRA Paper, University Library of Munich, Germany, number 85090, Nov.
• Пигнастый, Олег & Ходусов, Валерий, 2017, "Диффузионное Описание Производственного Процесса
  [Diffusion description of the production process]," MPRA Paper, University Library of Munich, Germany, number 89250, Nov, revised 01 Nov 2017.
• Pihnastyi, Oleh, 2017, "The model of the production process of the party of the subjects of labour," MPRA Paper, University Library of Munich, Germany, number 89605, Mar, revised 23 Mar 2017.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
• Nguyen, Cuong, 2017, "Test LOT Quality Assurance Sampling Method in Estimating Communes with Improved Latrine in Vietnam," MPRA Paper, University Library of Munich, Germany, number 93137, Jul.
• James G. MacKinnon & Matthew D. Webb, 2017, "The Wild Bootstrap For Few (treated) Clusters," Working Paper, Economics Department, Queen's University, number 1364, Nov.
• Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017, "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1383, Jun.
• James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017, "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper, Economics Department, Queen's University, number 1386, Aug.
• James G. MacKinnon & Matthew D. Webb, 2017, "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper, Economics Department, Queen's University, number 1387, Sep.
• Haroon Mumtaz, 2017, "Does uncertainty affect real activity? Evidence from state-level," Working Papers, Queen Mary University of London, School of Economics and Finance, number 844, Dec.
• Radoslawa Nikolowa & Daniel Ferreira, 2018, "How to Sell Jobs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 846, Jan.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Martin Paschmann, 2017, "Leveraging the Benefits of Integrating and Interacting Electric Vehicles and Distributed Energy Resources," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-11, Oct.
• Weilin Xiao & Jun Yu, 2017, "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2017, Apr.
• Willem Karel M. BRAUERS & Edmundas Kazimieras ZAVADSKAS & Natalija LEPKOVA, 2017, "The Future of Facilities Management in Lithuania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 98-115, March.
• Osabuohien-Irabor Osarumwense & Julian I. Mbegbu, 2017, "Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 17-34, September.
• Gloria Gheno, 2017, "A new semiparametric approach for mediation analyses," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007336, May.
• Li-Fei Huang, 2017, "Stata programming of confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808079, Oct.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017, "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with an Option in an Investment Porfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 201-235, julio-dic.
• Thierno Thioune, 2017, "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 43-62, June, DOI: 10.33119/ERFIN.2017.2.1.3.
• Olgun Kitapci & Ömür Tosun & Murat Fatih Tuna & Tarik Turk, 2017, "The Use of Artificial Neural Networks (ANN) in Forecasting Housing Prices in Ankara, Turkey," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 1, issue 5, pages 4-14.
• Netsanet Haile & Jörn Altmann, 2017, "Evaluating Investments in Portability and Interoperability between Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2017136, May, revised May 2017.
• Natalia A. Sadovnikova & Ekaterina S. Darda & Elena N. Klochkova, 2017, "Assistive Technologies Market: State and Perspectives," Contributions to Economics, Springer, in: Elena G. Popkova, "Overcoming Uncertainty of Institutional Environment as a Tool of Global Crisis Management", DOI: 10.1007/978-3-319-60696-5_11.
• Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.
• Thomas Brenner & Johann Peter Murmann, 2017, "Using Simulation Experiments to Test Historical Explanations: The Development of the German Dye Industry 1857–1913," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Uwe Cantner, "Foundations of Economic Change", DOI: 10.1007/978-3-319-62009-1_18.
• Arman Bidarbakht Nia, 2017, "A generalization to QUAIDS," Empirical Economics, Springer, volume 52, issue 1, pages 393-410, February, DOI: 10.1007/s00181-016-1082-8.
• Krzysztof Kluza, 2017, "Risk assessment of the local government sector based on the ratio analysis and the DEA method. Evidence from Poland," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 329-351, December, DOI: 10.1007/s40822-017-0075-z.
• Michael B. Giles & Yuan Xia, 2017, "Multilevel Monte Carlo for exponential Lévy models," Finance and Stochastics, Springer, volume 21, issue 4, pages 995-1026, October, DOI: 10.1007/s00780-017-0341-7.
• Sebastian Voigt & Oliver Hinz, 2017, "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, volume 87, issue 4, pages 421-464, May, DOI: 10.1007/s11573-016-0825-5.
• Xue-Zhong He & Youwei Li, 2017, "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1071-1094, November, DOI: 10.1007/s00191-017-0505-9.
• Pier Luigi Conti & Daniela Marella & Andrea Neri, 2017, "Statistical matching and uncertainty analysis in combining household income and expenditure data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 485-505, August, DOI: 10.1007/s10260-016-0374-7.
• Claudio Pinto, 2017, "Perceived quality and formation of inter-regional networks of health care migration," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 3, pages 1-5.
• Pietrunti, Mario, 2017, "Financial frictions and the real economy," ESRB Working Paper Series, European Systemic Risk Board, number 41, Apr.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/11, Mar.
• Zacharias Psaradakis & Marian Vavra, 2017, "Normality Tests for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 12/2017, Dec.
• Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017, "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 136-155, March, DOI: 10.1080/07474938.2015.1114279.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Joshua C. C. Chan, 2017, "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 17-28, January, DOI: 10.1080/07350015.2015.1052459.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 162-182, April, DOI: 10.1080/07350015.2015.1123636.
• Panagiotis Mantalos, 2017, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1274282-127, January, DOI: 10.1080/23322039.2016.1274282.
• Alexis Habiyaremye, 2017, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, volume 56, issue 3, pages 296-311, July, DOI: 10.1080/03031853.2017.1361853.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong, 2017, "Theory and Application of an Economic Performance Measure of Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-055/III, Jun.
• Kleijnen, J.P.C., 2017, "Kriging : Methods and Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-047.
• Kleijnen, J.P.C. & Shi, Wen, 2017, "Sequential Probability Ration Tests : Conservative and Robust," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-001.
• Shi, Wen & Kleijnen, J.P.C., 2017, "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-006.
• Kleijnen, J.P.C., 2017, "Design and Analysis of simulation experiments : Tutorial," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-018.
• Kleijnen, J.P.C., 2017, "Simulation Optimization through Regression or Kriging Metamodels," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-026.
• Ismael Mourifié & Yuanyuan Wan, 2017, "Testing Local Average Treatment Effect Assumptions," The Review of Economics and Statistics, MIT Press, volume 99, issue 2, pages 305-313, May.
• Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," TSE Working Papers, Toulouse School of Economics (TSE), number 17-809, May.
• Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer, 2017, "Theory and Application of an Economic Performance Measure of Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-18, Jun.
• Jérôme Adda & Christian Dustmann & Katrien Stevens, 2017, "The Career Costs of Children," Journal of Political Economy, University of Chicago Press, volume 125, issue 2, pages 293-337, DOI: 10.1086/690952.
• Lieb, Lenard & Smeekes, Stephan, 2017, "Inference for Impulse Responses under Model Uncertainty," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 022, Oct, DOI: 10.26481/umagsb.2017022.
• Habiyaremye, Alexis, 2017, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2017-024, Jun.
• Gan-Ochir Doojav & Ariun-Erdene Bayarjargal, 2017, "Stress testing the household sector in Mongolia," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 24, issue 2, pages 23-52, December.
• Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani, 2017, "Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness," Department of Economics University of Siena, Department of Economics, University of Siena, number 753, May.
• Ryan T. Godwin & David E. Giles, 2017, "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers, Department of Economics, University of Victoria, number 1702, Jul.
• Tong Mu & He Yi, 2017, "Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System," Central European Economic Journal, Sciendo, volume 2, issue 49, pages 50-61, December, DOI: 10.1515/ceej-2017-0010.
• Alinaghi, Nazila & Reed, W. Robert, 2017, "Meta-Analysis and Publication Bias: How Well Does the Fat-Pet-Peese Procedure Work?," Working Paper Series, Victoria University of Wellington, Chair in Public Finance, number 20285.
• Mikołaj Czajkowski & Wiktor Budziński, 2017, "Simulation error in maximum likelihood estimation of discrete choice models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-18.
• Kose,Ayhan & Lakatos,Csilla & Ohnsorge,Franziska Lieselotte & Stocker,Marc, 2017, "The global role of the U.S. economy: linkages, policies and spillovers," Policy Research Working Paper Series, The World Bank, number 7962, Feb.
• Dang,Hai-Anh H. & Jolliffe,Dean Mitchell & Carletto,Calogero & Dang,Hai-Anh H. & Jolliffe,Dean Mitchell & Carletto,Calogero, 2017, "Data gaps, data incomparability, and data imputation : a review of poverty measurement methods for data-scarce environments," Policy Research Working Paper Series, The World Bank, number 8282, Dec.
• Stefan Jestl & Roman Römisch, 2017, "Online Annex – Economic Challenges of Lagging Regions: Annex II – Econometric Analysis and Supplemental Tables," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 426, Dec.
• Rulof P. Burger & Zoë M. McLaren, 2017, "An econometric method for estimating population parameters from non‐random samples: An application to clinical case finding," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 9, pages 1110-1122, September, DOI: 10.1002/hec.3547.
• James G. MacKinnon & Matthew D. Webb, 2017, "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 233-254, March, DOI: 10.1002/jae.2508.
• Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017, "Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 600-620, April.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017, "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 1003-1026, August.
• Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2017, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 62, issue 02, pages 345-361, June, DOI: 10.1142/S0217590815500496.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017, "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers, Deutsche Bundesbank, number 15/2017.
• Lux, Thomas, 2017, "Estimation of agent-based models using sequential Monte Carlo methods," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2017-07.
• Degiuli, Nastia & Runje, Biserka & Farkas, Andrea, 2017, "Statistical Analysis of Wind Speed for the Probability Evaluation of Cancelled Departure for Catamarans and Ferries," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2017), Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Dubrovnik, Croatia, 7-9 September 2017".
• Aufenanger, Tobias, 2017, "Machine learning to improve experimental design," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 16/2017, revised 2017.

2016

• Pierluigi Sabbatini, 2016, "The Coordinated Effect of a Merger with Balanced Sharing of Collusive Profits," Journal of Industry, Competition and Trade, Springer, volume 16, issue 3, pages 345-371, September, DOI: 10.1007/s10842-016-0227-y.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2016, "Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data," Journal of Productivity Analysis, Springer, volume 45, issue 1, pages 35-51, February, DOI: 10.1007/s11123-015-0461-z.
• Michael Bleaney & Zhiyong Li, 2016, "A new spread estimator," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 1, pages 179-211, July, DOI: 10.1007/s11156-015-0499-z.
• Nicolae Lupu & Ana-Maria Nica, 2016, "Statistics Of The Evolution Of The Romanian Tourism Market In The Years After 1989," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 8, issue 3, pages 59-64, September.
• Konstantin GLUSCHENKO, 2016, "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 69-76, March.
• Antonia Arsova & Deniz Dilan Karaman Örsal, 2016, "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 357, Mar.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
• Stephan B. Bruns, 2016, "The Fragility of Meta-Regression Models in Observational Research," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201603.
• Markus Engler & Vahidin Jeleskovic, 2016, "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201648.
• Salehi, Mehdi & Hamidehpour, Kiana & Khadem, Hamid, 2016, "Comparison of Forecasting the Index Price Movement in Financial Institutions using Artificial Intelligence," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 27, pages 131-170, April.
• Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016, "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 3, pages 225-243, July.
• Rasekhi, Saeed & Rastgar, Majid, 2016, "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 351-373, October.
• Áron Horváth & Blanka Imre & Zoltán Sápi, 2016, "The International Practice of Statistical Property Valuation Methods and the Possibilities of Introducing Automated Valuation Models in Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 4, pages 45-64.
• Jentsch, Carsten & Lunsford, Kurt G., 2016, "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers, University of Mannheim, Department of Economics, number 16-10.
• Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli, 2016, "A note on normalization schemes:The case of generalized forecast error variance decompositions," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0092, Aug.
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
• D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016, "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/16.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016, "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2016.
• Jean-Marie DUFOUR & Richard LUGER, 2016, "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2016.
• Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios, 2016, "Pricing of average value options versus European options with stochastic interest rate," Contaduría y Administración, Accounting and Management, volume 61, issue 4, pages 629-648, Octubre-D.
• William D. Nordhaus, 2016, "Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 22933, Dec.
• Virginia COJOCARU & Alexandru GRIBINCEA, 2016, "Migration Impact On Economical Situation," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 87-94.
• Inga CHISTRUGA-SINCHEVICI, 2016, "Achieving Rights Of Children With Divorced Parents To An Adequate Standard Of Living," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 76-81.
• Simon A. Broda & Raymond Kan, 2016, "On distributions of ratios," Biometrika, Biometrika Trust, volume 103, issue 1, pages 205-218.
• Izquierdo, Segismundo S. & Izquierdo, Luis R. & Galán, José M. & Santos, José I., 2016, "Economía artificial: una valoración crítica || Artificial Economics: A Critical Review," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 22, issue 1, pages 36-54, December.
• Edward Herbst & Frank Schorfheide, 2016, "Tempered Particle Filtering," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-017, Oct, revised 25 Oct 2016.
• Przemyslaw Cieslak, 2016, "Prospects for Africa's economic growth," Working Papers, Institute of Economic Research, number 17/2016, May, revised May 2016.
• Michal Bernard Pietrzak & Bartosz Ziemkiewicz, 2016, "Considering the use of random fields in the Modifiable Areal Unit Problem," Working Papers, Institute of Economic Research, number 40/2016, Dec, revised Dec 2016, DOI: 10.24136/eep.wp.2016.1.
• Пигнастый, Олег, 2016, "Проектирование Технологических Траекторий Производства Изделий В Фазовом Пространстве Состояний
  [Designing technological trajectories of production in the phase space of states]," MPRA Paper, University Library of Munich, Germany, number 112765, Feb, revised 10 Feb 2016.
• Пигнастый, Олег & Pihnastyi, Oleh, 2016, "Балансовые Уравнения Двухуровневой Модели Описания Производственной Поточной Линии
  [Equation of balance for the two-level description of the manufacturing production line]," MPRA Paper, University Library of Munich, Germany, number 112901, Apr.
• Gluschenko, Konstantin, 2016, "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," MPRA Paper, University Library of Munich, Germany, number 68936, Jan.
• NJAMEN KENGDO, Arsène Aurélien, 2016, "Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT
  [Management of missing data in databases: the multiple imputation method in XLSTAT]," MPRA Paper, University Library of Munich, Germany, number 70835, Jan, revised 19 Apr 2016.
• Fantazzini, Dean, 2016, "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper, University Library of Munich, Germany, number 72094, Jun.
• Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016, "Simultaneity of Crime Incidence in Mindanao," MPRA Paper, University Library of Munich, Germany, number 72648, Jul, revised 20 Jul 2016.
• Iacob, Constanta & Bosoteanu, Maria Cristina, 2016, "How compliant is the Romanian accounting with the Europan directives and international accounting standards?," MPRA Paper, University Library of Munich, Germany, number 73456, Aug.
• Gencer, Murat & Unal, Gazanfer, 2016, "Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities," MPRA Paper, University Library of Munich, Germany, number 74115.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 74344, Apr.
• Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung, 2016, "Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets," MPRA Paper, University Library of Munich, Germany, number 74386, Oct.
• Sunanta, Owat & Viertl, Reinhard, 2016, "Fuzzy models in regional statistics," MPRA Paper, University Library of Munich, Germany, number 74501.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Apicella, Giovanna & Dacorogna, Michel M, 2016, "A General framework for modelling mortality to better estimate its relationship with interest rate risks," MPRA Paper, University Library of Munich, Germany, number 75788, Jul.
• DO ANGO, Simplicio & AMBA OYON, Claude Marius, 2016, "A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence," MPRA Paper, University Library of Munich, Germany, number 79685.
• Vorobyev, Oleg Yu., 2016, "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper, University Library of Munich, Germany, number 81892, Sep.
• Vorobyev, Oleg Yu., 2016, "The theory of dual co~event means," MPRA Paper, University Library of Munich, Germany, number 81893, Sep.
• Pihnastyi, Oleh & Bondarenko, Kristina, 2016, "About the problem of selecting models for production line," MPRA Paper, University Library of Munich, Germany, number 91235, Feb, revised 07 Jan 2018.
• Pihnastyi, Oleh & Korsun, Roman, 2016, "The construction a kinetic equation of the production process," MPRA Paper, University Library of Munich, Germany, number 92073, Mar, revised 19 Mar 2016.
• Пигнастый, Олег, 2016, "Анализ Принципов И Методов Построения Систем Управления Производственным Процессом
  [Analysis Of The Principles And Methods Of Construction Control Systems Of Technological Process]," MPRA Paper, University Library of Munich, Germany, number 92908, Jan, revised 10 Jan 2016.
• Hana Džmuráňová & Petr Teplý, 2016, "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 617-633, DOI: 10.18267/j.pep.578.
• James G. MacKinnon, 2016, "Inference With Large Clustered Datasets," Working Paper, Economics Department, Queen's University, number 1365, Sep.
• Manh D. Pham & Valentin Zelenyuk, 2016, "Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072016, Nov.
• Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016, "The State Level Impact of Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 793, Apr.
• Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.