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

• 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," CERS-IE 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.
• 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.
• Situngkir, Hokky, 2015, "Indonesia embraces the Data Science," MPRA Paper, University Library of Munich, Germany, number 66048, Aug.
• Maulana, Ardian & Situngkir, Hokky, 2015, "Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan
  [Scale-free correlation within Geopolitics of Election Studies]," MPRA Paper, University Library of Munich, Germany, number 66351, Aug.
• Kim, Jaeho, 2015, "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 67153, Oct.
• Situngkir, Hokky, 2015, "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper, University Library of Munich, Germany, number 67247, Oct.
• Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015, "Tests for sphericity in multivariate garch models," MPRA Paper, University Library of Munich, Germany, number 67411, Sep.
• Juodis, Arturas & Sarafidis, Vasilis, 2015, "A Simple Estimator for Short Panels with Common Factors," MPRA Paper, University Library of Munich, Germany, number 68164, Nov.
• Abonazel, Mohamed R., 2015, "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper, University Library of Munich, Germany, number 68708, Dec.
• Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi, 2015, "Bootstrap for Value at Risk Prediction," MPRA Paper, University Library of Munich, Germany, number 68842.
• Alexandri, Cecilia, 2015, "Population food security assessment – a methodological approach," MPRA Paper, University Library of Munich, Germany, number 69258, Nov.
• Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian, 2015, "The future of the Romanian rural household from the perspective of agricultural censuses," MPRA Paper, University Library of Munich, Germany, number 69322, Nov.
• Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele, 2015, "Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?," MPRA Paper, University Library of Munich, Germany, number 69821.
• Azimi, Mohammad Naim, 2015, "Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it," MPRA Paper, University Library of Munich, Germany, number 70267, Nov.
• Giandomenico, Rossano, 2015, "Financial Methods: A Quantitative Approach," MPRA Paper, University Library of Munich, Germany, number 71919, Oct.
• Bell, Peter N, 2015, "Identifying the Median Path of a Stochastic Processes," MPRA Paper, University Library of Munich, Germany, number 72680, Nov.
• beare, brendan & shi, xiaoxia, 2015, "An improved bootstrap test of density ratio ordering," MPRA Paper, University Library of Munich, Germany, number 74772, Aug.
• Koop, Gary & Korobilis, Dimitris, 2015, "Forecasting with High-Dimensional Panel VARs," MPRA Paper, University Library of Munich, Germany, number 84275, Dec, revised 31 Jan 2018.
• Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
• Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015, "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании
  [Simulation of the motion of the subject of labour on a technological route in the description of the two coordinates]," MPRA Paper, University Library of Munich, Germany, number 93150, Nov, revised 14 Nov 2015.
• Пигнастый, Олег, 2015, "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем
  [Overview of models of controlled production processes of production line production lines]," MPRA Paper, University Library of Munich, Germany, number 93413, Mar, revised 04 Mar 2015.
• Пигнастый, Олег, 2015, "О Выводе Кинетического Уравнения Производственного Процесса
  [Derivation of kinetic equations of the production process]," MPRA Paper, University Library of Munich, Germany, number 93529, Aug, revised 07 Aug 2015.
• Пигнастый, Олег & Ходусов, Валерий, 2015, "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии
  [Using the kinetic theory for the study of vibrations streaming parameters of the production line]," MPRA Paper, University Library of Munich, Germany, number 93657, Jun, revised 09 Jun 2015.
• Haruna, Issahaku & Abdulai, Hamdeeya & Kriesie, Maryiam & Harvey, Simon K., 2015, "Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models," MPRA Paper, University Library of Munich, Germany, number 97009, Feb, revised 26 Jul 2015.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
• Rangan Gupta & Roula Inglesi-Lotz, 2015, "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers, University of Pretoria, Department of Economics, number 201546, Jun.
• Alina Kulai, 2015, "Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence," ACTA VSFS, University of Finance and Administration, volume 9, issue 1, pages 42-58.
• Pavol Krasnovský, 2015, "Estimating the Value-at-Risk from High-frequency Data," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 2, pages 5-11, DOI: 10.18267/j.efaj.138.
• Jitka Poměnková & Roman Maršálek, 2015, "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 485-502, DOI: 10.18267/j.pep.512.
• Arabinda Das, 2015, "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 111-126, June.
• Justyna Wróblewska, 2015, "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 91-110, June.
• Marcin Owczarczuk, 2015, "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 205-217, December.
• Cláudia Duarte, 2015, "Covariate-augmented unit root tests with mixed-frequency data," Working Papers, Banco de Portugal, Economics and Research Department, number w201507.
• James G. MacKinnon & Matthew D. Webb, 2015, "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper, Economics Department, Queen's University, number 1314, Dec.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015, "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 739, Mar.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Common and Country Specific Economic Uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 752, Aug.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 760, Nov.
• Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis, 2015, "Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 766, Dec.
• Stan Hurn & Peter C B Phillips & Shuping Shi, 2015, "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series, National Centre for Econometric Research, number 107, Aug.
• Legrand D.F. Saint-Cyr & Laurent Piet, 2015, "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART, INRAE UMR SMART, number 15-06.
• Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015, "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART, INRAE UMR SMART, number 15-10.
• Tom Bilston & Robert Johnson & Matthew Read, 2015, "Stress Testing the Australian Household Sector Using the HILDA Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-01, Mar.
• Jose Mustre-del-Rio, 2015, "Wealth and Labor Supply Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 3, pages 619-634, July, DOI: 10.1016/j.red.2014.09.002.
• James G. MacKinnon, 2015, "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 11-33.
• Sermin Gungor & Richard Luger, 2015, "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 35-65.
• Arthur Charpentier & Emmanuel Flachaire, 2015, "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 141-159.
• Lilia Rodionova, 2015, "Age characteristics of the happy life in Russia and Europe: The econometric approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 64-83.
• Isuf Atskanov, 2015, "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 84-105.
• POPESCU Mioara, 2015, "Construction Of Economic Indicators Using Internet Searches," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 1, pages 25-31.
• Mihaela Simionescu, 2015, "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 150206, Feb.
• Dana Sisea & Emilia Stoica & Sandra Teodorescu, 2015, "Evolution of the Main Banking Sector Risks in Romania in the Last Decade," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 23-46, March.
• Meriem Rjiba & Michail Tsagris & Hedi Mhalla, 2015, "Bootstrap for Value at Risk Prediction," International Journal of Empirical Finance, Research Academy of Social Sciences, volume 4, issue 6, pages 362-371.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
• Valerio Scalone, 2015, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working Papers, Sapienza University of Rome, DISS, number 6/15, Nov.
• Serdar Neslihanoglu, 2015, "The Performance of Conditional CAPMs based on Evidence from the European Union?s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604617, Jul.
• Li-Fei Huang, 2015, "Jackknife-2 confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704968, Sep.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Bucio Pacheco, Christian, 2015, "Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put option," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 65-94, enero-jun.
• Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015, "Bias correction for fixed effects spatial panel data models," Working Papers, Singapore Management University, School of Economics, number 04-2015, Mar.
• Yang Zhenlin, 2015, "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers, Singapore Management University, School of Economics, number 14-2015, Dec.
• Anna Kormilitsina & Denis Nekipelov, 2015, "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1510, May.
• Netsanet Haile & Jorn Altmann, 2015, "Value Creation in Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015123, Sep, revised Sep 2015.
• Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015, "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015128, Dec, revised Dec 2015.
• Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2015, "Minimum Distance Estimation of Search Costs using Price Distribution," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_31, Oct.
• Mehmet Pinar, 2015, "Measuring world governance: revisiting the institutions hypothesis," Empirical Economics, Springer, volume 48, issue 2, pages 747-778, March, DOI: 10.1007/s00181-013-0796-0.
• Gianluca Cafiso, 2015, "Sectoral trade freeness and agglomeration in the EU: an empirical test approach," Empirical Economics, Springer, volume 48, issue 2, pages 779-805, March, DOI: 10.1007/s00181-014-0799-5.
• Klaus Grobys, 2015, "Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity," Empirical Economics, Springer, volume 48, issue 3, pages 1189-1202, May, DOI: 10.1007/s00181-014-0817-7.
• Maciej Jakubowski, 2015, "Latent variables and propensity score matching: a simulation study with application to data from the Programme for International Student Assessment in Poland," Empirical Economics, Springer, volume 48, issue 3, pages 1287-1325, May, DOI: 10.1007/s00181-014-0814-x.
• Giuseppe Arbia & Patrizia Cella & Giuseppe Espa & Diego Giuliani, 2015, "A micro spatial analysis of firm demography: the case of food stores in the area of Trento (Italy)," Empirical Economics, Springer, volume 48, issue 3, pages 923-937, May, DOI: 10.1007/s00181-014-0834-6.
• Guangjie Li, 2015, "A stochastic frontier model with structural breaks in efficiency and technology," Empirical Economics, Springer, volume 49, issue 1, pages 131-159, August, DOI: 10.1007/s00181-014-0852-4.
• Jan Jürgensen & Robert Ikenberg & Roger-Axel Greiner & Volker Hösel, 2015, "Cost-effectiveness of modern mTOR inhibitor based immunosuppression compared to the standard of care after renal transplantation in Germany," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 4, pages 377-390, May, DOI: 10.1007/s10198-014-0579-3.
• Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015, "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, volume 25, issue 3, pages 585-610, July, DOI: 10.1007/s00191-015-0395-7.
• Somayeh Koohborfardhaghighi & Jörn Altmann, 2015, "A Network Formation Model for Social Object Networks," Springer Books, Springer, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang, "Liss 2014", DOI: 10.1007/978-3-662-43871-8_89.
• Yuri Salazar & Wing Ng, 2015, "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 1, pages 121-158, March, DOI: 10.1007/s10260-014-0274-7.
• Rudolf Alvise Lennkh & Florian Walch, 2015, "Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral," Working Papers, European Stability Mechanism, number 6, Nov.
• Marian Vavra, 2015, "Testing for normality with applications," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2015, Mar.
• Marian Vavra, 2015, "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2015, Jun.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
• Li Dai & Patrick Minford & Peng Zhou, 2015, "A DSGE model of China," Applied Economics, Taylor & Francis Journals, volume 47, issue 59, pages 6438-6460, December, DOI: 10.1080/00036846.2015.1071477.
• Joshua C. C. Chan & Eric Eisenstat, 2015, "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 256-285, March, DOI: 10.1080/07474938.2014.944474.
• Lorenzo Camponovo & Taisuke Otsu, 2015, "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 352-393, March, DOI: 10.1080/07474938.2014.944803.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015, "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 394-412, March, DOI: 10.1080/07474938.2013.807130.