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

2012

• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012, "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 1, pages 107-130, February, DOI: j.1468-0084.2011.00654.x.
• Bart Cockx & Matteo Picchio, 2012, "Are Short-lived Jobs Stepping Stones to Long-Lasting Jobs?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 5, pages 646-675, October, DOI: j.1468-0084.2011.00668.x.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Casto Martín Montero Kuscevic, 2012, "Inversión pública en Bolivia y su incidencia en el crecimiento económico: un análisis desde la perspectiva espacial," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 31-57, June.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
• Marco J. Lombardi & Francesco Ravazzolo, 2012, "Oil price density forecasts: exploring the linkages with stock markets," Working Paper, Norges Bank, number 2012/24, Dec.
• Francesco Ravazzolo & Marco J. Lombardi, 2012, "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2012, Dec.
• M. E. Bontempi & I. Mammi, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp843, Sep.
• Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone, 2012, "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 4, pages 425-460.
• Pesaran, M. H. & Yamagata, T., 2012, "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1210, Feb.
• Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012, "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 118.
• Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
• Tziogkidis, Panagiotis, 2012, "Bootstrap DEA and Hypothesis Testing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/18, Aug.
• Tziogkidis, Panagiotis, 2012, "The Simar and Wilson s Bootstrap DEA approach: a critique," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/19, Aug, revised Nov 2012.
• Pere Arqué-Castells & Pierre Mohnen, 2012, "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers, CIRANO, number 2012s-09, Apr.
• Wolfgang Polasek, 2012, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
• María Isabel Restrepo Estrada & Santiago Arango Aramburo & Luis Guillermo Vélez, 2012, "La confiabilidad en los sistemas eléctricos competitivos y el modelo colombiano de cargo por confiabilidad," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jos� Eduardo G�mez-Gonz�lez & Elioth Mirsha Sanabria-Buenaventura, 2012, "Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange," Borradores de Economia, Banco de la Republica, number 9384, Mar.
• Edgar Caicedo Garc�a & Evelyn Tique Calder�n, 2012, "La nueva f�rmula de la gasolina y su potencial impacto inflacionario en Colombia," Borradores de Economia, Banco de la Republica, number 9392, Mar.
• Ligia Alba Melo B & Carlos Andr�s Ballesteros R, 2012, "Creaci�n, destrucci�n y reasignaci�n del empleo en el sector manufacturero colombiano," Borradores de Economia, Banco de la Republica, number 9407, Mar.
• Carlos L�on, 2012, "Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica, number 9441, Apr.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
• Carlos Alberto Soto Quintero & Alejandra Arboleda Bedoya & Juan Carlos Guti�rrez Betancur, 2012, "Trayectorias óptimas de inversión durante el ciclo de vida en un sistema de multifondos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10713, Dec.
• Ana Maria Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2012, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Elkin Argemiro Castano Velez & Jorge Sierra Almanza, 2012, "Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Viviana María Oquendo Patino, 2012, "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9938, Mar.
• Fredy Ocaris Pérez Ramírez & Armando Len�n T�mara Ay�s, 2012, "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2012, "Sistema de Inferencia Difuso para la Inflación en Colombia," Documentos de Trabajo, Universidad Católica de Colombia, number 9815, Feb.
• DUFAYS, Arnaud, 2012, "Infinite-state Markov-switching for dynamic volatility and correlation models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012043, Nov.
• Fabian Irek & Thorsten Lehnert & Nicolas Martelin, 2012, "Noise Trading and the Cross-Section of Index Option Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-1.
• Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2012, "Sentiment Trades and Option Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-9.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 14150, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro, 2012, "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1202, Jan.
• Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1217, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
• Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
• Fischer, Thomas, 2012, "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 57576, Apr.
• Fischer, Thomas, 2012, "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 58930, Aug.
• Fischer, Thomas, 2012, "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77437, Apr.
• Chopin, Nicolas (ed.), 2012, "Monte Carlo methods for sampling high-dimensional binary vectors," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10860.
• Nussenbaum, Maurice (ed.), 2012, "La rémunération dans les fonds d’investissement : évaluation et traitement fiscal," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11178.
• Robert, Christian P. (ed.), 2012, "Contributions computationnelles à la statistique Bayésienne," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12804.
• Javier Alejo, 2012, "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0129, Mar.
• Donald W. K. Andrews & Xu Cheng, 2012, "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, volume 80, issue 5, pages 2153-2211, September, DOI: ECTA9456.
• Donald W. K. Andrews & Panle Jia Barwick, 2012, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, volume 80, issue 6, pages 2805-2826, November, DOI: ECTA8166.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 97-102.
• Pierre Rostan & Alexandra Rostan, 2012, "Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall," International Review of Management and Marketing, Econjournals, volume 2, issue 1, pages 59-74.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2012, "Are the determinants of CO2 emissions converging among OECD countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1215, Oct.
• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012, "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3398-3414, DOI: 10.1016/j.csda.2010.09.001.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012, "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 3, pages 732-740, DOI: 10.1016/j.csda.2011.09.022.
• Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2012, "Do institutional changes affect business cycles? Evidence from Europe," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1520-1533, DOI: 10.1016/j.jedc.2012.03.017.
• Şeker, Murat, 2012, "A structural model of firm and industry evolution: Evidence from Chile," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 891-913, DOI: 10.1016/j.jedc.2012.01.007.
• Ruge-Murcia, Francisco, 2012, "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 914-938, DOI: 10.1016/j.jedc.2012.01.008.
• Arbia, G. & Espa, G. & Giuliani, D. & Mazzitelli, A., 2012, "Clusters of firms in an inhomogeneous space: The high-tech industries in Milan," Economic Modelling, Elsevier, volume 29, issue 1, pages 3-11, DOI: 10.1016/j.econmod.2011.01.012.
• Buck, Andrew J. & Lady, George M., 2012, "Structural sign patterns and reduced form restrictions," Economic Modelling, Elsevier, volume 29, issue 2, pages 462-470, DOI: 10.1016/j.econmod.2011.12.003.
• Bao, Qunfang & Chen, Si & Li, Shenghong, 2012, "Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest," Economic Modelling, Elsevier, volume 29, issue 2, pages 471-477, DOI: 10.1016/j.econmod.2011.12.002.
• van Sonsbeek, Jan-Maarten & Alblas, Ridwan, 2012, "Disability benefit microsimulation models in the Netherlands," Economic Modelling, Elsevier, volume 29, issue 3, pages 700-715, DOI: 10.1016/j.econmod.2012.01.004.
• Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012, "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, volume 29, issue 3, pages 810-816, DOI: 10.1016/j.econmod.2011.08.006.
• Sadefo Kamdem, Jules, 2012, "A nice estimation of Gini index and power Pen's parade," Economic Modelling, Elsevier, volume 29, issue 4, pages 1299-1304, DOI: 10.1016/j.econmod.2012.03.015.
• Xu, Weijun & Sun, Qi & Xiao, Weilin, 2012, "A new energy model to capture the behavior of energy price processes," Economic Modelling, Elsevier, volume 29, issue 5, pages 1585-1591, DOI: 10.1016/j.econmod.2012.05.009.
• Baillie, Richard T. & Morana, Claudio, 2012, "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, volume 29, issue 6, pages 2451-2459, DOI: 10.1016/j.econmod.2012.07.011.
• Shi, Hui, 2012, "The efficiency of government promotion of inbound tourism: The case of Australia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2711-2718, DOI: 10.1016/j.econmod.2012.06.019.
• Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012, "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, volume 31, issue 5, pages 515-523, DOI: 10.1016/j.econedurev.2012.03.001.
• Di Iorio, Francesca & Fachin, Stefano, 2012, "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, volume 116, issue 2, pages 154-156, DOI: 10.1016/j.econlet.2012.02.025.
• Tanaka, Shinya & Kurozumi, Eiji, 2012, "Investigating finite sample properties of estimators for approximate factor models when N is small," Economics Letters, Elsevier, volume 116, issue 3, pages 465-468, DOI: 10.1016/j.econlet.2012.04.044.
• Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012, "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, volume 117, issue 1, pages 214-216, DOI: 10.1016/j.econlet.2012.05.006.
• Goddard, John & Onali, Enrico, 2012, "Short and long memory in stock returns data," Economics Letters, Elsevier, volume 117, issue 1, pages 253-255, DOI: 10.1016/j.econlet.2012.05.016.
• Cozzi, Marco, 2012, "Optimal unemployment insurance in GE: A robust calibration approach," Economics Letters, Elsevier, volume 117, issue 1, pages 28-31, DOI: 10.1016/j.econlet.2012.04.066.
• Feng, Qu & Horrace, William C., 2012, "Estimating technical efficiency in micro panels," Economics Letters, Elsevier, volume 117, issue 3, pages 730-733, DOI: 10.1016/j.econlet.2012.08.031.
• Massacci, Daniele, 2012, "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, volume 117, issue 3, pages 851-856, DOI: 10.1016/j.econlet.2012.09.002.
• Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012, "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 184-203, DOI: 10.1016/j.jeconom.2011.09.001.
• Hagemann, Andreas, 2012, "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 247-254, DOI: 10.1016/j.jeconom.2011.09.037.
• Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012, "Robust subsampling," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 197-210, DOI: 10.1016/j.jeconom.2011.11.005.
• Gagliardini, Patrick & Scaillet, Olivier, 2012, "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 61-75, DOI: 10.1016/j.jeconom.2011.08.006.
• Kristensen, Dennis & Shin, Yongseok, 2012, "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 76-94, DOI: 10.1016/j.jeconom.2011.09.042.
• Fan, Yanqin & Park, Sang Soo, 2012, "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 330-344, DOI: 10.1016/j.jeconom.2011.09.019.
• Yu, Jun, 2012, "A semiparametric stochastic volatility model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 473-482, DOI: 10.1016/j.jeconom.2011.09.029.
• Chang, Yoosoon & Nguyen, Chi Mai, 2012, "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 504-520, DOI: 10.1016/j.jeconom.2011.09.032.
• Bierens, Herman J. & Song, Hosin, 2012, "Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 108-119, DOI: 10.1016/j.jeconom.2011.09.012.
• Campo, Sandra, 2012, "Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 96-107, DOI: 10.1016/j.jeconom.2011.09.011.
• Chang, Yoosoon, 2012, "Taking a new contour: A novel approach to panel unit root tests," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 15-28, DOI: 10.1016/j.jeconom.2012.01.013.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
• Delgado, Miguel A. & Escanciano, Juan Carlos, 2012, "Distribution-free tests of stochastic monotonicity," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 68-75, DOI: 10.1016/j.jeconom.2012.02.005.
• Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012, "A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 101-120, DOI: 10.1016/j.jeconom.2012.06.011.
• Salimans, Tim, 2012, "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 267-280, DOI: 10.1016/j.jeconom.2012.06.007.
• Krüger, Jens J., 2012, "A Monte Carlo study of old and new frontier methods for efficiency measurement," European Journal of Operational Research, Elsevier, volume 222, issue 1, pages 137-148, DOI: 10.1016/j.ejor.2012.04.026.
• Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel, 2012, "Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis," European Journal of Operational Research, Elsevier, volume 222, issue 3, pages 673-683, DOI: 10.1016/j.ejor.2012.05.015.
• Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012, "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 741-761, DOI: 10.1016/j.jempfin.2012.08.003.
• Recktenwald, G.D. & Deinert, M.R., 2012, "Cost probability analysis of reprocessing spent nuclear fuel in the US," Energy Economics, Elsevier, volume 34, issue 6, pages 1873-1881, DOI: 10.1016/j.eneco.2012.07.016.
• Chevallier, Julien & Sévi, Benoît, 2012, "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, volume 34, issue 6, pages 1896-1909, DOI: 10.1016/j.eneco.2012.08.024.
• Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav, 2012, "How do skilled traders change the structure of the market," International Review of Financial Analysis, Elsevier, volume 23, issue C, pages 66-71, DOI: 10.1016/j.irfa.2011.06.011.
• Goddard, John & Onali, Enrico, 2012, "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.irfa.2012.06.004.
• van den End, Jan Willem & Tabbae, Mostafa, 2012, "When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 107-120, DOI: 10.1016/j.jfs.2011.05.003.
• Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012, "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 174-192, DOI: 10.1016/j.jfs.2011.10.003.
• Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012, "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 346-356, DOI: 10.1016/j.insmatheco.2012.01.001.
• Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012, "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 278-304, DOI: 10.1016/j.intfin.2011.09.007.
• Beliaeva, Natalia & Nawalkha, Sanjay, 2012, "Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 151-163, DOI: 10.1016/j.jbankfin.2011.06.012.
• Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin, 2012, "A systematic approach to multi-period stress testing of portfolio credit risk," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 332-340, DOI: 10.1016/j.jbankfin.2011.07.009.
• Fuchs-Schündeln, Nicola & Izem, Rima, 2012, "Explaining the low labor productivity in East Germany – A spatial analysis," Journal of Comparative Economics, Elsevier, volume 40, issue 1, pages 1-21, DOI: 10.1016/j.jce.2011.09.001.
• Bajgrowicz, Pierre & Scaillet, Olivier, 2012, "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 473-491, DOI: 10.1016/j.jfineco.2012.06.001.
• Gaure, Simen & Røed, Knut & Westlie, Lars, 2012, "Job search incentives and job match quality," Labour Economics, Elsevier, volume 19, issue 3, pages 438-450, DOI: 10.1016/j.labeco.2012.04.001.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012, "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 402-412, DOI: 10.1016/j.qref.2012.08.002.
• Azam, Mehtabul, 2012, "Changes in Wage Structure in Urban India, 1983–2004: A Quantile Regression Decomposition," World Development, Elsevier, volume 40, issue 6, pages 1135-1150, DOI: 10.1016/j.worlddev.2012.02.002.
• Joshua C C Chan & Gary Koop & Simon M Potter, 2012, "A New Model of Trend Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-08, Feb.
• Joshua C C Chan & Eric Eisenstat, 2012, "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-18, May.
• Koen Frenken & Luis R. Izquierdo & Paolo Zeppini, 2012, "Recombinant Innovation and Endogenous Transitions," Working Papers, Eindhoven Center for Innovation Studies, number 12-01, Jan, revised Jan 2012.
• Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012, "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 314, pages 333-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Noé Arón Fuentes & Gustavo del Castillo, 2012, "Redevelopment of the Dynamic Multisectoral Model for the Strategic Planning of the Mexican Economy and Simulation of the Trade Facilitation Program," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 5-33, January-J.
• Scott Hacker & Abdulnasser Hatemi‐J, 2012, "A bootstrap test for causality with endogenous lag length choice: theory and application in finance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 144-160, May, DOI: 10.1108/01443581211222635.
• Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde, 2012, "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 2, pages 273-293.
• di Cosmo, Valeria & Malaguzzi Valeri, Laura, 2012, "The Incentive to Invest in Thermal Plants in the Presence of Wind Generation," Papers, Economic and Social Research Institute (ESRI), number WP446, Dec.
• Jerome Adda & Christian Dustmann & Katrien Stevens, 2012, "The Career Costs of Children," Economics Working Papers, European University Institute, number ECO2012/.
• Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2012, "The Role of Oscillatory Modes in U.S. Business Cycles," Working Papers, Fondazione Eni Enrico Mattei, number 2012.26, May.
• Edward P. Herbst & Frank Schorfheide, 2012, "Sequential Monte Carlo sampling for DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 12-27.
• Stephan Klasen & Thomas Otter & Carlos Villalobos Barría, 2012, "The dynamics of inequality change in a highly dualistic economy: Honduras, 1991-2007," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 215, Feb.
• Carlos Villalobos Barría, 2012, "Sectorial shifts and Inequality. How to relate macroeconomic events to inequality changes," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 219, Jun.
• Michele PEZZONI & Francesco LISSONI & Gianluca TARASCONI, 2012, "How To Kill Inventors: Testing The Massacrator© Algorithm For Inventor Disambiguation," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-29.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring human development: a stochastic dominance approach," Working Papers, University of Guelph, Department of Economics and Finance, number 1209.
• Dominique Guegan & Zhiping Lu & Beijia Zhu, 2012, "Comparaison of Several Estimation Procedures for Long Term Behavior," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673934, Feb.
• Dominique Guegan & Philippe de Peretti, 2012, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721327, Jul.
• A. Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2012, "The Role of Oscillatory Modes in U.S. Business Cycles," Post-Print, HAL, number hal-00802052, DOI: 10.1787/jbcma-2015-5jrs0lv715wl.
• Julien Chevallier & Benoît Sévi, 2012, "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print, HAL, number hal-00988926, DOI: 10.1016/j.eneco.2012.08.024.
• Christian Bontemps & Nour Meddahi, 2012, "Testing distributional assumptions: A GMM aproach," Post-Print, HAL, number hal-02875123, Sep, DOI: 10.1002/jae.1250.
• Jules Sadefo-Kamdem, 2012, "A nice estimation of Gini index and power Pen's parade," Post-Print, HAL, number hal-02901877, Jul, DOI: 10.1016/j.econmod.2012.03.015.
• Emmanuel Duguet & Claire Lelarge, 2012, "Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis," Post-Print, HAL, number hal-04196770, DOI: 10.2307/23646577.
• Marcel Aloy & Gilles de Truchis, 2012, "Estimation and Testing for Fractional Cointegration," Working Papers, HAL, number halshs-00793206, Jun.
• Gilles de Truchis, 2012, "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," Working Papers, HAL, number halshs-00793220, Sep.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-500, Jul.
• Maican, Florin G. & Sweeney, Richard J., 2012, "Cost of Misspecification in Break-Model Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 536, Aug.
• Zeebari, Zangin & Shukur, Ghazi, 2012, "On the Least Absolute Deviations Method for Ridge Estimation of SURE Models," HUI Working Papers, HUI Research, number 69, Oct.
• Mantalos, Panagiotis, 2012, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers, Örebro University, School of Business, number 2012:2, Feb.
• Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
• Nakajima, Jouchi & Watanabe, Toshiaki, 2012, "Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-," Economic Review, Hitotsubashi University, volume 63, issue 3, pages 193-208, July, DOI: 10.15057/25864.
• Jouchi Nakajima & Toshiaki Watanabe, 2012, "Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-232, Apr.
• Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012, "News Impact Curve for Stochastic Volatility Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-242, Sep.
• Ahmed Bensaida, 2012, "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 51-64, July.
• Jorge Aníbal Restrepo Morales & Santiago Medina Hurtado, 2012, "Estimation Of Operative Risk For Fraud In The Car Insurance Industry," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 73-83.
• Márcio Laurini, 2012, "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-01, Mar.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012, "A nonparametric test of the leverage hypothesis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/12, Sep.
• Polasek, Wolfgang, 2012, "Marketing Response Models for Shrinking Beer Sales in Germany," Economics Series, Institute for Advanced Studies, number 284, Mar.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012, "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series, Institute for Advanced Studies, number 292, Oct.
• Hsinan Hsu & Emily Ho, 2012, "The Optimal Total Costs for Writing a Straddle," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 11, issue 1, pages 13-24, June.
• Eugenio Zucchelli & Andrew M Jones & Nigel Rice, 2012, "The evaluation of health policies through dynamic microsimulation methods," International Journal of Microsimulation, International Microsimulation Association, volume 5, issue 1, pages 2-20.
• Andrei Silviu DOSPINESCU, 2012, "The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior," Romanian Journal of Economics, Institute of National Economy, volume 35, issue 2(44), pages 201-217, December.
• Makram El-Shagi & Alexander Jung, 2012, "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers, International Network for Economic Research - INFER, number 2012.6.
• So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012, "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, volume 60, issue 4, pages 739-756, August, DOI: 10.1287/opre.1120.1072.
• Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco., 2012, "Una propuesta para medir dinámica y coherentemente el riesgo operacional," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 15, pages 101-116, segundo s.
• Pesaran, M. Hashem & Yamagata, Takashi, 2012, "Testing CAPM with a Large Number of Assets," IZA Discussion Papers, IZA Network @ LISER, number 6469, Apr.
• Gong, Xiaodong & Breunig, Robert, 2012, "Child Care Assistance: Are Subsidies or Tax Credits Better?," IZA Discussion Papers, IZA Network @ LISER, number 6606, May.
• José M. Albert & Nikolaos Georgantzis & Jorge Mateu & José I. Silva, 2012, "The agglomeration effect of the Athens 2004 Olympic Games," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2012/02.
• Chin-Ping King, 2012, "Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 1, pages 1-23, January.
• William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012, "A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201219, Sep, revised Sep 2012.

2011

• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011, "A Simple Test for Spurious Regressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-15, May.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
• Rasmus Tangsgaard Varneskov & Pierre Perron, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-26, Jun.
• Yushu Li, 2011, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-29, Jul.
• Rasmus Tangsgaard Varneskov, 2011, "Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-31, Sep.