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

2015

• Andrés Mauricio Molina & Jos� Alfredo Jim�nez, 2015, "Valoración de derivados europeos con mixtura de distribuciones Weibull," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Andr´es Ramírez Hassan & Santiago Montoya Bland�n, 2015, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 13678, Jul.
• Sebastián Montenegro & Julio C�sar Alonso, 2015, "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, volume 31, issue 136, pages 253-265.
• Sebastián Montenegro & Julio Ce?sar Alonso, 2015, "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, volume 31, issue 136, pages 253-265.
• Jose Luis Alayon G., 2015, "Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 249-308.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.
• Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
• Yang, Yuan & Wang, Lu, 2015, "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models," Dynare Working Papers, CEPREMAP, number 47, Nov.
• Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
• Tchatoka, Firmin Doko, 2015, "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1192-1228, December.
• Lall B. RAMRATTAN, 2015, "Guyana: A Half a Century of Struggles with Planning, Growth, and Development," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 1, pages 42-68, March.
• Walch, Florian & Lennkh, Rudolf Alvise, 2015, "Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral," Working Paper Series, European Central Bank, number 1793, May.
• Schwarz, Claudia & Kripfganz, Sebastian, 2015, "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series, European Central Bank, number 1838, Aug.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Working Paper Series, European Central Bank, number 1867, Nov.
• Alastaire S na ALINSATO, 2015, "Economic Valuation of Electrical Service Reliability for Households in Developing Country: A Censored Random Coefficient Model Approach," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 352-359.
• Marcos Perroni & Luciano Luiz Dalazen & Wesley Vieira da Silva & Sergio Eduardo Gouv a da Costa & Claudimar Pereira da Veiga, 2015, "Evolution of Risks for Energy Companies from the Energy Efficiency Perspective: The Brazilian Case," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 612-623.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Computational Statistics & Data Analysis, Elsevier, volume 91, issue C, pages 1-3, DOI: 10.1016/j.csda.2015.05.001.
• Grazzini, Jakob & Richiardi, Matteo, 2015, "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 148-165, DOI: 10.1016/j.jedc.2014.10.006.
• Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2015, "Shifts in volatility driven by large stock market shocks," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 130-147, DOI: 10.1016/j.jedc.2015.03.006.
• Sévi, Benoît, 2015, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, volume 44, issue C, pages 243-251, DOI: 10.1016/j.econmod.2014.10.026.
• Friedman, Joseph & Shachmurove, Yochanan, 2015, "The responses of the prime rate to change in policies of the Federal Reserve," Economic Modelling, Elsevier, volume 46, issue C, pages 407-411, DOI: 10.1016/j.econmod.2014.12.042.
• Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home, 2015, "State-dependent jump risks for American gold futures option pricing," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 115-133, DOI: 10.1016/j.najef.2015.04.001.
• Abay, Kibrom A., 2015, "Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models," Economics Letters, Elsevier, volume 126, issue C, pages 51-56, DOI: 10.1016/j.econlet.2014.11.021.
• Chan, Joshua C.C. & Grant, Angelia L., 2015, "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, volume 131, issue C, pages 29-33, DOI: 10.1016/j.econlet.2015.03.036.
• Zhao, Wandi & Wang, Mingjin, 2015, "On the computation of LOT liquidity measure," Economics Letters, Elsevier, volume 136, issue C, pages 76-80, DOI: 10.1016/j.econlet.2015.08.030.
• Ashley, Richard A. & Parmeter, Christopher F., 2015, "When is it justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, volume 137, issue C, pages 70-74, DOI: 10.1016/j.econlet.2015.09.029.
• Jin, Fei & Lee, Lung-fei, 2015, "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 295-314, DOI: 10.1016/j.jeconom.2014.09.005.
• Freyberger, Joachim, 2015, "Asymptotic theory for differentiated products demand models with many markets," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 162-181, DOI: 10.1016/j.jeconom.2014.10.009.
• Su, Liangjun & Yang, Zhenlin, 2015, "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 230-258, DOI: 10.1016/j.jeconom.2014.11.002.
• Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015, "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 259-282, DOI: 10.1016/j.jeconom.2014.10.013.
• Yang, Zhenlin, 2015, "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 33-59, DOI: 10.1016/j.jeconom.2014.10.005.
• Calvet, Laurent E. & Czellar, Veronika, 2015, "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 343-358, DOI: 10.1016/j.jeconom.2014.11.003.
• Yang, Zhenlin, 2015, "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 178-200, DOI: 10.1016/j.jeconom.2014.07.003.
• Gonçalves, Sílvia & Kaffo, Maximilien, 2015, "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 407-426, DOI: 10.1016/j.jeconom.2015.02.017.
• Li, Xianghong & Smith, Barry, 2015, "Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 275-292, DOI: 10.1016/j.jeconom.2015.02.024.
• Cheng, Xu, 2015, "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 207-228, DOI: 10.1016/j.jeconom.2015.07.003.
• Ho, Hwai-Chung, 2015, "Sample quantile analysis for long-memory stochastic volatility models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 360-370, DOI: 10.1016/j.jeconom.2015.03.029.
• Li, Muyi & Li, Wai Keung & Li, Guodong, 2015, "A new hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 428-436, DOI: 10.1016/j.jeconom.2015.03.034.
• He, Xue-Zhong & Li, Youwei, 2015, "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2015.01.001.
• Creel, Michael & Kristensen, Dennis, 2015, "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 85-108, DOI: 10.1016/j.jempfin.2015.01.002.
• Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015, "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 135-159, DOI: 10.1016/j.jempfin.2015.05.001.
• Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015, "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, volume 47, issue C, pages 37-41, DOI: 10.1016/j.eneco.2014.10.009.
• Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015, "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, volume 50, issue C, pages 359-363, DOI: 10.1016/j.eneco.2014.08.020.
• Ozturk, Serda Selin & Richard, Jean-Francois, 2015, "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, volume 12, issue C, pages 67-76, DOI: 10.1016/j.frl.2014.11.006.
• Parnes, Dror, 2015, "Determining the economic value of ambiguous loan portfolios," Finance Research Letters, Elsevier, volume 13, issue C, pages 148-154, DOI: 10.1016/j.frl.2015.02.002.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.
• Ardia, David & Boudt, Kris, 2015, "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, volume 13, issue C, pages 97-104, DOI: 10.1016/j.frl.2015.02.008.
• Buchner, Axel, 2015, "Equilibrium option pricing: A Monte Carlo approach," Finance Research Letters, Elsevier, volume 15, issue C, pages 138-145, DOI: 10.1016/j.frl.2015.09.004.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015, "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 138-150, DOI: 10.1016/j.jfs.2015.01.003.
• Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V., 2015, "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 206-226, DOI: 10.1016/j.insmatheco.2015.01.007.
• Hunt, Andrew & Blake, David, 2015, "Modelling longevity bonds: Analysing the Swiss Re Kortis bond," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 12-29, DOI: 10.1016/j.insmatheco.2015.03.017.
• Butt, Adam & Khemka, Gaurav, 2015, "The effect of objective formulation on retirement decision making," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 385-395, DOI: 10.1016/j.insmatheco.2015.07.004.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2015, "Option pricing with asymmetric heteroskedastic normal mixture models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 635-650, DOI: 10.1016/j.ijforecast.2014.09.002.
• Bo, Lijun & Capponi, Agostino, 2015, "Counterparty risk for CDS: Default clustering effects," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 29-42, DOI: 10.1016/j.jbankfin.2014.11.010.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015, "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 123-139, DOI: 10.1016/j.jbankfin.2015.03.003.
• Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J., 2015, "Which continuous-time model is most appropriate for exchange rates?," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 256-268, DOI: 10.1016/j.jbankfin.2015.09.014.
• Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015, "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, volume 68, issue 8, pages 1717-1731, DOI: 10.1016/j.jbusres.2015.03.031.
• Bilgel, Fırat & Galle, Brian, 2015, "Financial incentives for kidney donation: A comparative case study using synthetic controls," Journal of Health Economics, Elsevier, volume 43, issue C, pages 103-117, DOI: 10.1016/j.jhealeco.2015.06.007.
• El-Shagi, Makram & Jung, Alexander, 2015, "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, volume 43, issue C, pages 173-190, DOI: 10.1016/j.jmacro.2014.11.001.
• Goyette, Jonathan & Gallipoli, Giovanni, 2015, "Distortions, efficiency and the size distribution of firms," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 202-221, DOI: 10.1016/j.jmacro.2015.04.008.
• Assaf, Ata, 2015, "Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 30-45, DOI: 10.1016/j.mulfin.2014.11.002.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, volume 52, issue C, pages 50-70, DOI: 10.1016/j.regsciurbeco.2015.02.003.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, volume 55, issue C, pages 55-67, DOI: 10.1016/j.regsciurbeco.2015.08.004.
• El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "A nonparametric study of real exchange rate persistence over a century," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 406-418, DOI: 10.1016/j.iref.2015.01.003.
• Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti, 2015, "Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 160-173, DOI: 10.1016/j.iref.2015.02.009.
• Joshua C.C. Chan, 2015, "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-07, Mar.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-08, Mar.
• Danielsson, Jon & Zhou, Chen, 2015, "Why risk is so hard to measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62002, Apr.
• George Lady & Andres J. Buck, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," EcoMod2015, EcoMod, number 8326, Jul.
• Biagio Ciuffo & Eckehard Rosenbaum, 2015, "Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 12, issue 1, pages 113-134, April.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
• Muhammad Irfan Malik & Atiq-ur-Rehman, 2015, "Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis," International Econometric Review (IER), Economic Research Association, volume 7, issue 2, pages 51-63, September.
• Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA, 2015, "The Capital Markets Research Based on the Financial Quantitative Models," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 1, issue 1, pages 3-16, June.
• Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici, 2015, "Banking Stress Scenarios for Public Debt Projections," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 548, Apr.
• Brilli, Ylenia, 2015, "Mother's Time Allocation, Child Care and Child Cognitive Development," Economics Working Papers, European University Institute, number MWP2015/03.
• Valeriu Nalban, 2015, "Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 290-306, August.
• Roman Horváth & Boril Sopov, 2015, "GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/09, May, revised May 2015.
• Adrian Alter & Ben R. Craig & Peter Raupach, 2015, "Centrality-based Capital Allocations," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1501, Feb, DOI: 10.26509/frbc-wp-201501.
• Michael B. Gordy & Pawel J. Szerszen, 2015, "Bayesian Estimation of Time-Changed Default Intensity Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-2, Jan, DOI: 10.17016/FEDS.2015.002.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-31, December.
• Shew Fan Liu & Zhenlin Yang, 2015, "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, volume 3, issue 2, pages 1-36, May.
• Andrew J. Buck & George M. Lady, 2015, "A New Approach to Model Verification, Falsification and Selection," Econometrics, MDPI, volume 3, issue 3, pages 1-28, June.
• Russell Davidson & James G. MacKinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, volume 3, issue 4, pages 1-39, December.
• Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jörn Altmann, 2015, "Driving Forces of CO 2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," Sustainability, MDPI, volume 7, issue 12, pages 1-22, December.
• Gary Koop & Dimitris Korobilis, 2015, "Forecasting With High Dimensional Panel VARs," Working Papers, Business School - Economics, University of Glasgow, number 2015_25, Nov.
• Pedro Godinho, 2015, "Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-02, Jan.
• António Alberto Santos, 2015, "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-10, Apr.
• António A. F. Santos, 2015, "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-17, Aug.
• Jisu Yoon & Stephan Klasen & Axel Dreher & Tatyana Krivobokova, 2015, "Composite Indices Based on Partial Least Squares," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 171, Mar.
• Jisu Yoon & Tatyana Krivobokova, 2015, "Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 172, Mar.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, The George Washington University, The Center for Economic Research, number 2015-005, Dec.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169307, May.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print, HAL, number hal-01159741, Jun.
• Andreas Groth & M. Ghil & Stéphane Hallegatte & Patrice Dumas, 2015, "The role of oscillatory modes in US business cycles," Post-Print, HAL, number hal-01239779, DOI: 10.1787/jbcma-2015-5jrs0lv715wl.
• Russell Davidson & James G. Mackinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print, HAL, number hal-01456100, Dec, DOI: 10.3390/econometrics3040825.
• Arthur Charpentier & Emmanuel Flachaire, 2015, "Log-Transform Kernel Density Estimation of Income Distribution," Post-Print, HAL, number hal-01457340, Mar, DOI: 10.7202/1036917ar.
• Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2015, "Which continuous-time model is most appropriate for exchange rates?," Post-Print, HAL, number hal-01457402, Dec, DOI: 10.1016/j.jbankfin.2015.09.014.
• Stéphane Loisel, 2015, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013649, Apr.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Post-Print, HAL, number hal-02313212, Oct, DOI: 10.1093/jjfinec/nbu019.
• Laurent E. Calvet & Veronika Czellar, 2015, "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print, HAL, number hal-02313236, Apr, DOI: 10.1016/j.jeconom.2014.11.003.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print, HAL, number halshs-01169307, May.
• Rinke, Saskia & Sibbertsen, Philipp, 2015, "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-548, Mar.
• Gabor Bekes & Peter Harasztosi, 2015, "Grid and shake - Spatial aggregation and robustness of regionally estimated elasticities," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1526, Jun.
• Susanna Gallani & Ranjani Krishnan, 2015, "Applying the Fractional Response Model to Survey Research in Accounting," Harvard Business School Working Papers, Harvard Business School, number 16-016, Aug, revised Jan 2017.
• Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre, 2015, "On the Distributional Assumptions in the StoNED model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/24, Sep.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter, 2015, "Poverty mapping based on first order dominance with an example from Mozambique," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 15/2015, Nov.
• Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov, 2015, "Long-term Stochastic Forecasting of the Nuclear Energy Global Market," Foresight and STI Governance, National Research University Higher School of Economics, volume 9, issue 2, pages 58-71.
• Wiemers, Jürgen, 2015, "Endogenizing take-up of social assistance in a microsimulation model : a case study for Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201520.
• Krzysztof Kluza, 2015, "Debt Repayment Capacity Of Local Government Sector In Poland During The 2008-2013 Economic Slowdown Period," Accounting & Taxation, The Institute for Business and Finance Research, volume 7, issue 2, pages 17-27.
• Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2015, "Selecting Early Warning Indicator To Identify Corporate Sector Distress: Efforts To Strengthen Crisis Prevention," Working Papers, Bank Indonesia, number WP/7/2015, Dec.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/15, Jul.
• Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015, "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/15, Jul.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP54/15, Sep.
• Adrian Alter & Ben R. Craig & Peter Raupach, 2015, "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 329-377, June.
• Jürgen Wiemers, 2015, "Endogenizing take-up of social assistance in a microsimulation model. A case study for Germany," International Journal of Microsimulation, International Microsimulation Association, volume 8, issue 2, pages 4-27.
• Le-le Cao & Xiao-xue Li & Fen-ni Kang & Chang Liu & Fu-chun Sun & Ramamohanarao Kotagiri, 2015, "The Quantitative and Qualitative Evaluation of a Multi-Agent Microsimulation Model for Subway Carriage Design," International Journal of Microsimulation, International Microsimulation Association, volume 8, issue 3, pages 6-40.
• Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio, 2015, "Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy," International Journal of Microsimulation, International Microsimulation Association, volume 8, issue 3, pages 99-136.
• Mihaela Cornelia SANDU, 2015, "The factors responsible with corporate reputation: A structural equation modelling approach," Romanian Journal of Economics, Institute of National Economy, volume 40, issue 1(49), pages 170-183, june.
• Danijel Grahovac & Nenad Suvak, 2015, "Heavy-tailed modeling of CROBEX," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 4, pages 411-430.
• Géraud Krähenbühl, 2015, "Supply Analysis of the Forestry Industry," IRENE Working Papers, IRENE Institute of Economic Research, number 15-08, Aug.
• Kamel Helali & Maha Kalai, 2015, "Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 2, pages 105-130, June.
• Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015, "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 487, Jan.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Jan Baldeaux & Eckhard Platen, 2015, "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 3, pages 305-331, September, DOI: 10.1007/s10690-015-9204-4.
• Heni Boubaker, 2015, "Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 4, pages 551-574, December, DOI: 10.1007/s10614-014-9471-6.
• Zvika Afik, 2015, "Do not put all your eggs in one (time) basket," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 251-269, August, DOI: 10.1007/s11408-015-0252-6.
• Daisuke Murakami & Daniel Griffith, 2015, "Random effects specifications in eigenvector spatial filtering: a simulation study," Journal of Geographical Systems, Springer, volume 17, issue 4, pages 311-331, October, DOI: 10.1007/s10109-015-0213-7.
• Januj Juneja, 2015, "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 1-24, January, DOI: 10.1007/s11156-013-0396-2.
• Petru Balogh & Pompiliu Golea, 2015, "Weekend vs. Medium Stay Tourism," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 28-32, September.
• Vékás, Péter, 2015, "Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben
  [Estimating individual labor market activity in Hungary in a microsimulation framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1291-1308, DOI: 10.18414/KSZ.2015.12.1291.
• Lall B. RAMRATTAN, 2015, "Guyana: A Half a Century of Struggles with Planning, Growth, and Development," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 1, pages 42-68, March.
• Thor Pajhede, 2015, "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers, University of Copenhagen. Department of Economics, number 15-18, Nov.
• Konstantinos Theodoridis & Haroon Mumtaz, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Lancaster University Management School, Economics Department, number 101219932.
• Deniz Dilan Karaman Örsal & Antonia Arsova, 2015, "Meta-analytic cointegrating rank tests for dependent panels," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 349, Nov.
• Andrée Marie-Taptue, 2015, "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1503.
• André-Marie Taptué, 2015, "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1504.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1508.
• André-Marie Taptué, 2015, "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche, CIRPEE, number 1511.
• André-Marie Taptué, 2015, "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche, CIRPEE, number 1512.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, CIRPEE, number 1518.
• Santosh K. Sahu & Sukanya Das, 2015, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," Working Papers, Madras School of Economics,Chennai,India, number 2015-131, Oct.
• Václav Klepáč, 2015, "Default Probability Prediction with Static Merton-D-Vine Copula Model," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 1, issue 2, pages 104-113, DOI: 10.11118/ejobsat.v1i2.30.
• Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI, 2015, "A Comprehensive Simulation Study on the Forward Imputation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-04, Feb.
• Taro Ohno & Masahiko Nakazawa & Kazuaki Kikuta & Manabu Yamamoto, 2015, "Comparison of Taxes and Social Insurance Premium Burdens in Household Accounts," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 11, issue 4, pages 547-572, September.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015, DOI: 10.3905/jod.2016.24.1.018.
• Antoine Kornprobst & Raphael Douady, 2015, "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15049, Jun.
• David T. Frazier & Gael M. Martin & Christian P. Robert, 2015, "On Consistency of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/15.
• Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015, "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/15.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2015, "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/15.
• Ellis Scharfenaker, 2015, "A Quantal Response Model of Firm Competition," Working Papers, New School for Social Research, Department of Economics, number 1507, Mar.
• B. Campagne & V. Alhenc-Gelas & J.-B. Bernard, 2015, "No evidence of financial accelerator in France," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2015-07.
• Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015, "Bayesian Estimation of Agent-Based Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W12, Nov.
• Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.
• Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2015, "The role of oscillatory modes in US business cycles," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 63-81, DOI: 10.1787/jbcma-2015-5jrs0lv715wl.
• Jan Nevima & Ingrid Majerová, 2015, "Application of ß – Convergence Approach in Visegrad Four Regions," Working Papers, Silesian University, School of Business Administration, number 0004, Mar.
• Manuel Gavilano, 2015, "Impacto de Esquemas de Fijacion de Cargos de Terminacion Movil sobre el Bienestar en una Industria Asimetrica: Un Modelo Economico," Documentos de Trabajo, OSIPTEL, number 26.
• Droj Laurentiu & Droj Gabriela, 2015, "Considerations Regarding Valuation Of Private Properties Using The Automated Valuation Models Based On Gis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 380-388, December.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 798-838.
• Marco Del Negro & Giorgio E. Primiceri, 2015, "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1342-1345.
• Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015, "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3073-3108.
• Almas Heshmati & Flávio Lenz-Cesar, 2015, "Policy simulation of firms’ cooperation in innovation," Research Evaluation, Oxford University Press, volume 24, issue 3, pages 293-311.
• Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015, "Monetary transmission models for bank interest rates," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 101, May.
• Kulaksizoglu, Tamer, 2015, "Unit Roots and Smooth Transitions: A Replication," MPRA Paper, University Library of Munich, Germany, number 61867, Feb.
• Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B., 2015, "Lagged Explanatory Variables and the Estimation of Causal Effects," MPRA Paper, University Library of Munich, Germany, number 62350, Feb, revised 23 Feb 2015.
• Gambetta Podesta, Renzo, 2015, "Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
  [Microfinances in Peru: Solvency and Profitability in Municipal Savings and Loans Banks]," MPRA Paper, University Library of Munich, Germany, number 64741, Mar.
• Leon, Costas, 2015, "Decomposition of the European GDP based on Singular Spectrum Analysis," MPRA Paper, University Library of Munich, Germany, number 65812, Jul.