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

2014

• Garavaglia Christian & Malerba Franco & Orsenigo Luigi & Pezzoni Michele, 2014, "Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 2-3, pages 274-298, April, DOI: 10.1515/jbnst-2014-2-310.
• Giovanni Villani, 2014, "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 3, pages 331-355, March, DOI: 10.1007/s10614-013-9370-2.
• Sheng-Kai Chang, 2014, "Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 4, pages 395-409, April, DOI: 10.1007/s10614-014-9425-z.

2013

• Mária Bohdalová & Michal Greguš, 2013, "VaR BASED RISK MANAGEMENT," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 25-33, June, DOI: 10.12955/cbup.v1.11.
• Mária Bohdalová & Michal Greguš, 2013, "COPULA BASED VaR APPROACH FOR EUROPEAN STOCKS PORTFOLIO," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 9-18, June, DOI: 10.12955/cbup.v1.9.
• Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-12, Nov.
• Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-28, 08.
• Ulrich Hounyo, 2013, "Bootstrapping realized volatility and realized beta under a local Gaussianity assumption," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-30, 09.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
• Asger Lunde & Anne Floor Brix & Wei Wei, 2015, "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-46, Feb.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-08, Jul.
• Selen CAKMAKYAPAN & Atilla GOKTAS, 2013, "A Comparison Of Binary Logit And Probit Models With A Simulation Study," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 1-17, JULY.
• Sakamoto, Hiroshi, 2013, "Prediction of the Prefectural Economy in Japan Using a Stochastic Model," AGI Working Paper Series, Asian Growth Research Institute, number 2013-02, Mar.
• Trautman, Dawn E. & Jeffrey, Scott R. & Unterschultz, James R., 2013, "Farm Wealth Implications of Canadian Agricultural Business Risk Management Programs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149881, DOI: 10.22004/ag.econ.149881.
• Dolginow, Joseph & Massey, Raymond E. & Myers, Brent & Kitchen, Newell, 2013, "Adjusting Crop Insurance APH Calculation to Accommodate Biomass Production," 2013 AAEA: Crop Insurance and the Farm Bill Symposium, Agricultural and Applied Economics Association, number 156945, Sep, DOI: 10.22004/ag.econ.156945.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Cozzi, Marco, 2013, "Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274075, Aug, DOI: 10.22004/ag.econ.274075.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1353, Oct, revised 29 Oct 2013.
• Javier Alejo, 2013, "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 59, pages 3-55, January-D.
• Simon A. Broda & Raymond Kan, 2013, "On Distributions of Ratios," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-10, Dec.
• Martin Summer, 2013, "Financial Contagion and Network Analysis," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 277-297, November.
• Michael Creel & Dennis Kristensen, 2013, "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 931.13, Jun.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 01/13, Jan, DOI: 10.1920/wp.cem.2013.0113.
• Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career progression, economic downturns and skills," CeMMAP working papers, Institute for Fiscal Studies, number 06/13, Mar, DOI: 10.1920/wp.cem.2013.0613.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Institute for Fiscal Studies, number 23/13, May, DOI: 10.1920/wp.cem.2013.2313.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013, "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers, Institute for Fiscal Studies, number 28/13, Jul, DOI: 10.1920/wp.cem.2013.2813.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Institute for Fiscal Studies, number 45/13, Sep, DOI: 10.1920/wp.cem.2013.4513.
• Arun Advani & Tymon Słoczyński, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Institute for Fiscal Studies, number 64/13, Dec, DOI: 10.1920/wp.cem.2013.6413.
• Ahmed Elsheikh M. Ahmed & Omer Ali Ibrahim & Khalafalla Ahmed Mohamed Arabi, 2013, "A Macro-econometric Model for the Sudan Economy," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 110-122, February.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 71, pages 73-84, June, DOI: 10.1016/S0120-4483(13)70012-5.
• Olivier Darn & Levy-Rueff, O. & Adrian Pop, 2013, "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers, Banque de France, number 426.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013, "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 2, pages 269-296, April, DOI: 10.1111/joes.2013.27.issue-2.
• Bernd Görzig & Martin Gornig, 2013, "Intangibles, Can They Explain the Dispersion in Return Rates?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue 4, pages 648-664, December.
• Jonnathan Cáceres Santos & René Aldazosa Inchauste, 2013, "Analizando el riesgo sistémico en Bolivia: una aplicación de modelos de topología de redes y simulación al funcionamiento del Sistema de Pagos de Alto Valor," Revista de Análisis del BCB, Banco Central de Bolivia, volume 17, issue 2(2012)-1, pages 45-80, January.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
• Deb Partha & Trivedi Pravin K., 2013, "Finite Mixture for Panels with Fixed Effects," Journal of Econometric Methods, De Gruyter, volume 2, issue 1, pages 35-51, July, DOI: 10.1515/jem-2012-0018.
• Burda Martin & Maheu John M., 2013, "Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 4, pages 345-372, September, DOI: 10.1515/snde-2013-0020.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics - insights from spatial agent-based simulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1309, Apr.
• Yogi Vidyattama & Robert Tanton & Nicholas Biddle, 2013, "‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/24, Dec.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
• W. Robert Reed, 2013, "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/32, Oct.
• Jakob Grazzini & Matteo G. Richiardi, 2013, "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 130.
• Harish Mani & V. Pandit & R. Prabhakar Rao, 2013, "Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis," Working papers, Centre for Development Economics, Delhi School of Economics, number 222, Jan.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Nikolas Mittag, 2013, "A Method Of Correcting For Misreporting Applied To The Food Stamp Program," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 13-28, May.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013, "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series, CESifo, number 4281.
• Hela Mzoughi & Faysal Mansouri, 2013, "Computing risk measures for non-normal asset returns using Copula theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 59-70, March.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient estimation using the Characteristic Function," CIRANO Working Papers, CIRANO, number 2013s-22, Jul.
• Andreea A. ROSOIU, 2013, "Monetary Policy Transmission Mechanism And Tvp-Var Model," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 2, pages 119-126, October.
• Wolfgang Polasek & Richard Sellner, 2013, "The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 23-65, March.
• Tomas Konecny & Oxana Babecka Kucharcukova, 2013, "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/10, Dec.
• Mauricio Lopera Castano & Ramón Javier Mesa Callejas & Sergio Iván Restrepo Ochoa & Charle Augusto Londono Henao, 2013, "Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jacobo Campo Robledo & M�nica Enciso Pulido & Andr�s Acosta Hern�ndez, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 73-84, DOI: 10.1016/S0120-4483(13)70012-5.
• Andrés Torres & Sandra M�ndez Fajardo & Liliana L�pez Kleine & Nicol�s Oviedo Sandra Galarza Molina, 2013, "Calidad de vida y ciudad: análisis del nivel de desarrollo en Bogotá a través del método de necesidades básicas insatisfechas," Estudios Gerenciales, Universidad Icesi.
• Juan Carlos Zambrano Jurado, 2013, "Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11026, Feb.
• Jorge Mario Uribe Gil, 2013, "Testing for multiple bubbles with daily data," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11028, Jul.
• Diego Fernando Lemus Polanía & Elkin Argemiro Casta�o V�lez, 2013, "Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 151-184.
• Juan Pablo Uribe, 2013, "¿Puede una expansión educativa reducir la desigualdad? Un ejercicio de microsimulaciones para Colombia," Coyuntura Económica, Fedesarrollo.
• Wolff, Christian & Lehnert, Thorsten & Lin, Yuehao, 2013, "Skewness Risk Premium: Theory and Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 9349, Feb.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 9442, Apr.
• Mínguez, Román & Durbán Reguera, María Luz & Montero, José María & Lee, Dae-Jin, 2013, "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws132925, Sep.
• Berger, Tino & Everaert, Gerdie, 2013, "Is The Impact Of Labor Taxes On Unemployment Asymmetric?," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 1, pages 143-154, January.
• Chen, Xi & Funke, Michael, 2013, "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 39-48, February.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wage Dynamics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1886, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
• Cazenave, Tristan (ed.), 2013, "Solving Games and All That," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14677.
• Javier Alejo & Marcelo Bérgolo & Fedora Carbajal, 2013, "Las Transferencias Públicas y su impacto distributivo: La Experiencia de los Países del Cono Sur en la década de 2000," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0141, Feb.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Calvet , Laurent & Czellar, Veronika, 2013, "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series, HEC Paris, number 1048, Nov.
• Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009, "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series, European Central Bank, number 1051, May.
• McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2010, "In dubio pro CES - Supply estimation with mis-specified technical change," Working Paper Series, European Central Bank, number 1175, Apr.
• Nyholm, Ken & Vidova-Koleva, Rositsa, 2010, "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?," Working Paper Series, European Central Bank, number 1205, Jun.
• Schulz, Christian, 2011, "Liquidity requirements and payment delays - participant type dependent preferences," Working Paper Series, European Central Bank, number 1291, Feb.
• Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012, "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series, European Central Bank, number 1464, Aug.
• El-Shagi, Makram & Jung, Alexander, 2013, "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series, European Central Bank, number 1579, Aug.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Donald W. K. Andrews & Xiaoxia Shi, 2013, "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, volume 81, issue 2, pages 609-666, March, DOI: ECTA9370.
• Rohin Anhal, 2013, "Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 4, pages 434-446.
• Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2013, "Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1309, Mar.
• Tomás del Barrio Casto & William Nilsson & Andrés J. Picazo-Tadeo, 2013, "How wrong can you be, without noticing? Further evidence on speci?cation errors in the Conditional Logit," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1318, Jul.
• Schäfer, Rudi & Koivusalo, Alexander F.R., 2013, "Dependence of defaults and recoveries in structural credit risk models," Economic Modelling, Elsevier, volume 30, issue C, pages 1-9, DOI: 10.1016/j.econmod.2012.08.033.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, volume 30, issue C, pages 212-216, DOI: 10.1016/j.econmod.2012.09.027.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Kumar, Dilip & Maheswaran, S., 2013, "Detecting sudden changes in volatility estimated from high, low and closing prices," Economic Modelling, Elsevier, volume 31, issue C, pages 484-491, DOI: 10.1016/j.econmod.2012.12.021.
• Witte, Björn-Christopher, 2013, "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, volume 32, issue C, pages 377-385, DOI: 10.1016/j.econmod.2013.02.030.
• Sun, Qi & Xu, Weijun & Xiao, Weilin, 2013, "An empirical estimation for mean-reverting coal prices with long memory," Economic Modelling, Elsevier, volume 33, issue C, pages 174-181, DOI: 10.1016/j.econmod.2013.04.015.
• Maheswaran, S. & Kumar, Dilip, 2013, "An automatic bias correction procedure for volatility estimation using extreme values of asset prices," Economic Modelling, Elsevier, volume 33, issue C, pages 701-712, DOI: 10.1016/j.econmod.2013.05.019.
• Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013, "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, volume 33, issue C, pages 867-883, DOI: 10.1016/j.econmod.2013.05.014.
• de Truchis, Gilles, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, volume 34, issue C, pages 98-105, DOI: 10.1016/j.econmod.2012.12.011.
• Golombek, Rolf & Brekke, Kjell Arne & Kittelsen, Sverre A.C., 2013, "Is electricity more important than natural gas? Partial liberalizations of the Western European energy markets," Economic Modelling, Elsevier, volume 35, issue C, pages 99-111, DOI: 10.1016/j.econmod.2013.06.023.
• Higgins, Tim & Sinning, Mathias, 2013, "Modeling income dynamics for public policy design: An application to income contingent student loans," Economics of Education Review, Elsevier, volume 37, issue C, pages 273-285, DOI: 10.1016/j.econedurev.2013.08.009.
• Camarero, Mariam & Picazo-Tadeo, Andrés J. & Tamarit, Cecilio, 2013, "Are the determinants of CO2 emissions converging among OECD countries?," Economics Letters, Elsevier, volume 118, issue 1, pages 159-162, DOI: 10.1016/j.econlet.2012.10.009.
• Hrazdil, Karel & Trottier, Kim & Zhang, Ray, 2013, "A comparison of industry classification schemes: A large sample study," Economics Letters, Elsevier, volume 118, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2012.09.022.
• Mao, Guangyu, 2013, "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, volume 118, issue 3, pages 497-501, DOI: 10.1016/j.econlet.2012.12.035.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Volatility and persistence of simulated DSGE real exchange rates," Economics Letters, Elsevier, volume 119, issue 1, pages 38-41, DOI: 10.1016/j.econlet.2012.12.032.
• Brzezinski, Michal, 2013, "Asymptotic and bootstrap inference for top income shares," Economics Letters, Elsevier, volume 120, issue 1, pages 10-13, DOI: 10.1016/j.econlet.2013.03.045.
• Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013, "News impact curve for stochastic volatility models," Economics Letters, Elsevier, volume 120, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2013.03.001.
• Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
• Fosgerau, Mogens & Mabit, Stefan L., 2013, "Easy and flexible mixture distributions," Economics Letters, Elsevier, volume 120, issue 2, pages 206-210, DOI: 10.1016/j.econlet.2013.03.050.
• Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013, "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 49-65, DOI: 10.1016/j.jeconom.2012.08.003.
• Andrews, Donald W.K. & Cheng, Xu, 2013, "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 36-56, DOI: 10.1016/j.jeconom.2012.10.003.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013, "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 132-141, DOI: 10.1016/j.jeconom.2013.03.002.
• Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013, "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 94-115, DOI: 10.1016/j.jeconom.2013.02.001.
• Galichon, Alfred & Henry, Marc, 2013, "Dilation bootstrap," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 109-115, DOI: 10.1016/j.jeconom.2013.07.001.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.
• Cuthbertson, Keith & Nitzsche, Dirk, 2013, "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 86-101, DOI: 10.1016/j.jempfin.2012.12.002.
• Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J., 2013, "Risk–return incentives in liberalised electricity markets," Energy Economics, Elsevier, volume 40, issue C, pages 598-608, DOI: 10.1016/j.eneco.2013.08.015.
• Schneider, Eric B., 2013, "Real wages and the family: Adjusting real wages to changing demography in pre-modern England," Explorations in Economic History, Elsevier, volume 50, issue 1, pages 99-115, DOI: 10.1016/j.eeh.2012.08.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Bourguignon, François & Bussolo, Maurizio, 2013, "Income Distribution in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, volume 91, issue 1, pages 128-141, DOI: 10.1016/j.jinteco.2013.04.008.
• Dingeç, Kemal Dinçer & Hörmann, Wolfgang, 2013, "Control variates and conditional Monte Carlo for basket and Asian options," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 421-434, DOI: 10.1016/j.insmatheco.2013.03.002.
• Cascos, Ignacio & Molchanov, Ilya, 2013, "Choosing a random distribution with prescribed risks," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 599-605, DOI: 10.1016/j.insmatheco.2013.03.014.
• Milcheva, Stanimira, 2013, "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5329-5345, DOI: 10.1016/j.jbankfin.2013.05.011.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 907-926, DOI: 10.1016/j.jbankfin.2012.10.007.
• Puzanova, Natalia & Düllmann, Klaus, 2013, "Systemic risk contributions: A credit portfolio approach," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1243-1257, DOI: 10.1016/j.jbankfin.2012.11.017.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• El-Shagi, M. & Knedlik, T. & von Schweinitz, G., 2013, "Predicting financial crises: The (statistical) significance of the signals approach," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 76-103, DOI: 10.1016/j.jimonfin.2013.02.001.
• Bottasso, Anna & Castagnetti, Carolina & Conti, Maurizio, 2013, "And yet they Co-move! Public capital and productivity in OECD," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 713-729, DOI: 10.1016/j.jpolmod.2013.02.007.
• Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013, "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 617-634, DOI: 10.1016/j.regsciurbeco.2013.03.005.
• Karmakar, Madhusudan, 2013, "Estimation of tail-related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 79-85, DOI: 10.1016/j.rfe.2013.05.001.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• McAleer, M.J. & Chan, F. & Oxley, L., 2013, "Modelling and Simulation: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-19, May.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics: insights from spatial agent-based simulation," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1305, Apr.
• José Francisco Martínez Sánchez & Francisco Venegas Martínez, 2013, "Riesgo operacional en la banca trasnacional: un enfoque bayesiano," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, volume 32, issue 1, pages 31-72, May, DOI: 10.29105/ensayos32.1-2.
• Xavier Jara Tamayo, Holguer & Tumino, Alberto, 2013, "Tax-benefit systems, income distribution and work incentives in the European Union," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM7/13, Mar.
• Katia Berti, 2013, "Stochastic public debt projections using the historical variance-covariance matrix approach for EU countries," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 480, Apr.
• Wenjun Liu & Shuliang Zou, 2013, "Does Openness Increase the Efficiency of China¡¯s Manufacturing Firms? Evidence from the World Bank Investment Climate Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 3, pages 430-451, September.
• L. Sella & G. Vivaldo & A. Groth & M. Ghil, 2013, "Economic Cycles and Their Synchronization: A Survey of Spectral Properties," Working Papers, Fondazione Eni Enrico Mattei, number 2013.105, Dec.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2013, "A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-05, Sep.
• Hirbod Assa & Amal Dabbous & Nikolay Gospodinov, 2013, "A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-08, Sep.
• Nikolay Gospodinov & Serena Ng, 2013, "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-11.
• Edward P. Herbst & Frank Schorfheide, 2013, "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-43.
• Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013, "Which continuous-time model is most appropriate for exchange rates?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-024, DOI: 10.20955/wp.2013.024.
• Marco Del Negro & Giorgio E. Primiceri, 2013, "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports, Federal Reserve Bank of New York, number 619.
• Laura Mørch Andersen, 2013, "Obtaining reliable Likelihood Ratio tests from simulated likelihood functions," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/1, Jan.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, volume 1, issue 3, pages 1-13, November.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• François Bourguignon & Maurizio Bussolo, 2013, "Income Distribution in Computable General Equilibrium Modeling," Post-Print, HAL, number hal-00812905, Jan, DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Gilles De Truchis, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Post-Print, HAL, number hal-01498262, DOI: 10.1016/j.econmod.2012.12.011.
• Russell Davidson & Jean-Yves Duclos, 2013, "Testing for Restricted Stochastic Dominance," Post-Print, HAL, number hal-01499628, DOI: 10.1080/07474938.2012.690332.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• François Bourguignon & Maurizio Bussolo, 2013, "Income Distribution in Computable General Equilibrium Modeling," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00812905, Jan, DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Jérôme Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career Progression, Economic Downturns and Skills," Sciences Po Economics Publications (main), HAL, number hal-01070441, Mar.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Sciences Po Economics Publications (main), HAL, number hal-03473908, Jan.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient Estimation Using the Characteristic Function," Working Papers, HAL, number hal-00867850, Sep.
• Jérôme Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career Progression, Economic Downturns and Skills," Working Papers, HAL, number hal-01070441, Mar.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Working Papers, HAL, number hal-03473908, Jan.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.