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

2008

• Guillermo Cruces & Leonardo Gasparini, 2008, "A Distribution in Motion: The Case of Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0078, Nov.
• Liangjun Su & Zhenlin Yang, 2008, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22477, Jan.
• Peter C. B. Phillips & Jun Yu, 2008, "Simulation-based Estimation of Contingent-claims Prices," Finance Working Papers, East Asian Bureau of Economic Research, number 22473, Jan.
• Davin Chor, 2008, "Unpacking Sources of Comparative Advantage : A Quantitative Approach," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22071, Jan.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2008, "Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling," Working Paper Series, European Central Bank, number 850, Jan.
• Sánchez, Marcelo, 2008, "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," Working Paper Series, European Central Bank, number 860, Jan.
• Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008, "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series, European Central Bank, number 874, Feb.
• Jarociński, Marek, 2008, "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series, European Central Bank, number 970, Nov.
• John Stachurski & Vance Martin, 2008, "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, volume 76, issue 2, pages 443-450, March.
• Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008, "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 58-79, March.
• Russell Davidson & James G. MacKinnon, 2008, "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, volume 11, issue 3, pages 443-477, November.
• Hautsch, Nikolaus, 2008, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 12, pages 3978-4015, December.
• Westerlund, Joakim & Basher, Syed A., 2008, "Mixed signals among tests for panel cointegration," Economic Modelling, Elsevier, volume 25, issue 1, pages 128-136, January.
• Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008, "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, volume 25, issue 6, pages 1261-1275, November.
• Poskitt, D.S. & Skeels, C.L., 2008, "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, volume 100, issue 1, pages 138-142, July.
• Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
• Ahmad, Yamin S., 2008, "The effects of small sample bias in Threshold Autoregressive models," Economics Letters, Elsevier, volume 101, issue 1, pages 6-8, October.
• Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, volume 101, issue 3, pages 188-192, December.
• Zhao, Zhong, 2008, "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, volume 98, issue 3, pages 309-319, March.
• Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008, "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 399-424, January.
• Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008, "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 10-25, September.
• García-Solanes, José & Sancho-Portero, F. Israel & Torrejón-Flores, Fernando, 2008, "Beyond the Balassa-Samuelson effect in some new member states of the European Union," Economic Systems, Elsevier, volume 32, issue 1, pages 17-32, March.
• van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008, "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, volume 186, issue 3, pages 1099-1113, May.
• Stinstra, Erwin & den Hertog, Dick, 2008, "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, volume 191, issue 3, pages 816-837, December.
• Nielsen, Morten Ørregaard & Frederiksen, Per, 2008, "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 265-286, March.
• Amilon, Henrik, 2008, "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 342-362, March.
• Zhang, Xibin & King, Maxwell L., 2008, "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 549-566, June.
• Roques, Fabien A. & Newbery, David M. & Nuttall, William J., 2008, "Fuel mix diversification incentives in liberalized electricity markets: A Mean-Variance Portfolio theory approach," Energy Economics, Elsevier, volume 30, issue 4, pages 1831-1849, July.
• Méjean, Aurélie & Hope, Chris, 2008, "Modelling the costs of non-conventional oil: A case study of Canadian bitumen," Energy Policy, Elsevier, volume 36, issue 11, pages 4205-4216, November.
• Los, Cornelis A. & Yu, Bing, 2008, "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 64-82.
• Egger, Peter & Larch, Mario, 2008, "Interdependent preferential trade agreement memberships: An empirical analysis," Journal of International Economics, Elsevier, volume 76, issue 2, pages 384-399, December.
• Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008, "Regret aversion and annuity risk in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1050-1061, June.
• Genberg, Hans & Sulstarova, Astrit, 2008, "Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads," Journal of International Money and Finance, Elsevier, volume 27, issue 1, pages 26-39, February.
• Roques, Fabien A., 2008, "Technology choices for new entrants in liberalized markets: The value of operating flexibility and contractual arrangements," Utilities Policy, Elsevier, volume 16, issue 4, pages 245-253, December.
• Adán Díaz Hernández & José C. Ramírez Sánchez, 2008, "Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 1, pages 20-43.
• Tommy E. Murphy & Sandra González-Bailón, 2008, "When smaller families look contagious: a spatial look at the French fertility decline using an agent-based simulation model," Working Papers, Economic History Society, number 8017, Mar.
• Castillo, Augusto & Águila, Rafael, 2008, "Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 299, pages 755-778, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Michiel de Pooter & Francesco Ravazzolo & Rene Segers & Herman K. van Dijk, 2008, "Bayesian near-boundary analysis in basic macroeconomic time-series models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23011-2.
• Michael K. Andersson & Sune Karlsson, 2008, "Bayesian forecast combination for VAR models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23015-X.
• de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008, "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-13, Aug.
• Aurélie Méjean & Chris Hope, 2008, "Modelling the costs of non-conventional oil: A case study of Canadian bitumen," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0804, Apr.
• Christian De Peretti & Carole Siani, 2008, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-01.
• Christian De Peretti & Carole Siani, 2008, "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-02.
• Eleonora Bartoloni, 2008, "Small Area Estimation and the Labour Market in Lombardy?s Industrial Districts: a Methodological Approach," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2008, issue 2, pages 27-54.
• Madeleine O. Hosli, 2008, "Council Decision Rules and European Union Constitutional Design," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 1, pages 076-096, March.
• Milan Rippel & Petr Teply, 2008, "Operational Risk - Scenario Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/15, Sep, revised Sep 2008.
• Václav Hausenblas & Petr Svarc, 2008, "Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/30, Nov, revised Nov 2008.
• Peter Marko & Petr Svarc, 2008, "Firms formation and growth in the model with heterogeneous agents and monitoring," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/31, Nov, revised Nov 2008.
• Martina Nardon, 2008, "First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 1-25, October.
• Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2008_08, Mar.
• Paul Carrillo & Anthony Yezer, 2008, "Alternative Measures of Homeownership Gaps Across Segregated Neighboorhoods," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-07, Feb.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259193, Feb.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259225, Feb.
• Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259238, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00275767, Mar.
• Guillaume Horny & Bernhard Boockmann & Dragana Djurdjevic & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
  [Estimation bayésienne de modèles de Cox à effets aléatoires non-emboîtés : une application à la ratifi," Post-Print, HAL, number hal-00279414, Jan, DOI: 10.2307/27715167.
• Imed Drine & Christophe Rault, 2008, "Purchasing Power Parity for developing and developed countries. What can we learn from non-stationary panel data models?," Post-Print, HAL, number hal-00322105, Sep.
• A. Cheptea & A. Gohin & Marilyne Huchet, 2008, "Applying the gravity approach to sector trade: who bears the trade costs?," Post-Print, HAL, number hal-00742046, Dec.
• Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2008, "A selective bail-out international lending of last resort model," Post-Print, HAL, number hal-03318513.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Post-Print, HAL, number halshs-00259225, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Post-Print, HAL, number halshs-00275767, Mar.
• Imed Drine & Christophe Rault, 2008, "Purchasing Power Parity for Developing and Developed Countries: What can we learn from Non-Stationary Panel Data Models," Post-Print, HAL, number halshs-00363672, Jun.
• Imed Drine & Christophe Rault, 2008, "Purchasing Power Parity for Developing and Developed Countries: What can we learn from Non-Stationary Panel Data Models," Post-Print, HAL, number halshs-00363678, Apr.
• Edwin Le Héron, 2008, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00388042.
• Aurélie Méjean & Chris Hope, 2008, "Modelling the costs of non-conventional oil: A case study of Canadian bitumen," Post-Print, HAL, number halshs-00736147, Nov, DOI: 10.1016/j.enpol.2008.07.023.
• François Bourguignon & Ferreira Francisco H. G. & Philippe G. Leite, 2008, "Beyond Oaxaca-Blinder: Accounting for differences in household income distributions," Post-Print, HAL, number halshs-00754283, Jun, DOI: 10.1007/s10888-007-9063-y.
• Hjertstrand, Per, 2008, "A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability," Working Papers, Lund University, Department of Economics, number 2008:10, Jan, revised 11 Sep 2008.
• Andersson, Fredrik N. G., 2008, "Bandspectrum Cointegration," Working Papers, Lund University, Department of Economics, number 2008:18, Dec.
• Brekke, Kjell Arne & Golombek, Rolf & Kittelsen, Sverre, 2008, "Is electricity more important than natural gas? Partial liberalization of the Western-European energy markets," Memorandum, Oslo University, Department of Economics, number 01/2008, Oct.
• Gaure, Simen & Røed, Knut & Westlie, Lars, 2008, "The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality," Memorandum, Oslo University, Department of Economics, number 22/2008, Sep.
• Westlie, Lars, 2008, "Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?," Memorandum, Oslo University, Department of Economics, number 24/2008, Sep.
• Westlie, Lars, 2008, "The Long-Term Impacts of Vocational Rehabilitation," Memorandum, Oslo University, Department of Economics, number 25/2008, Oct.
• Queijo von Heideken, Virginia, 2008, "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 220, Feb.
• Queijo von Heideken, Virginia, 2008, "How Important are Financial Frictions in the U.S. and the Euro Area?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 223, May.
• Tom Pak-wing Fong & Chun-shan Wong, 2008, "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers, Hong Kong Monetary Authority, number 0813, Oct.
• Alexander Staus, 2008, "Standard and Shuffled Halton Sequences in a Mixed Logit Model," Hohenheimer Agrarökonomische Arbeitsberichte, University of Hohenheim, Institute for Agricultural Policy and Agricultural Markets, number 17, Sep.
• Büttner, Thomas & Rässler, Susanne, 2008, "Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200844.
• Eddy Junarsin & Eduardus Tandelilin, 2008, "The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 11-30.
• Dominique Guégan & Justin Leroux, 2008, "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-10, Sep.
• Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang, 2008, "Testing for stochastic monotonicity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/08, Jul.
• Nikola Tarashev & Haibin Zhu, 2008, "Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 2, pages 129-173, June.
• Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2008, "The Determinants of Economic Growth in European Regions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-26, Dec.
• Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2008, "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-006, Apr.
• Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei, 2008, "Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 10, issue 1, pages 59-72, October.
• Dennis L. Gärtner & Daniel Halbheer, 2008, "Are There Waves in Merger Activity After All?," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0092.
• Qu, Zhaopeng (Frank) & Zhao, Zhong, 2008, "Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition," IZA Discussion Papers, IZA Network @ LISER, number 3659, Aug.
• Gaure, Simen & Røed, Knut & Westlie, Lars, 2008, "The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality," IZA Discussion Papers, IZA Network @ LISER, number 3802, Oct.
• Chen, Wen-Hao & Duclos, Jean-Yves, 2008, "Testing for Poverty Dominance: An Application to Canada," IZA Discussion Papers, IZA Network @ LISER, number 3829, Nov.
• LeBaron Blake & Winker Peter, 2008, "Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 141-148, April, DOI: 10.1515/jbnst-2008-2-302.
• Demary Markus, 2008, "Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 228-250, April, DOI: 10.1515/jbnst-2008-2-306.
• Dag Kolsrud, 2008, "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 1, pages 21-43, February, DOI: 10.1007/s10614-007-9105-3.
• Frank Hespeler, 2008, "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 207-223, April, DOI: 10.1007/s10614-007-9114-2.
• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.

2007

• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 7438, DOI: 10.22004/ag.econ.7438.
• MacKinnon, James, 2007, "Bootstrap Hypothesis Testing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273603, Jun, DOI: 10.22004/ag.econ.273603.
• Andrea BONFIGLIO & Francesco CHELLI, 2007, "Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 293, Jun.
• Bernhard Herz & Marco Wagner, 2007, "Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 020, Jan.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• Nikola Tarashev & Haibin Zhu, 2007, "Measuring portfolio credit risk: modelling versus calibration errors," BIS Quarterly Review, Bank for International Settlements, March.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Are real wages rigid downwards?," Working Paper, Norges Bank, number 2007/01, Apr.
• Naohito Abe & Noriko Inakura & Tomoaki Yamada, 2007, "Consumption, Working Hours, and Wealth Determination in a Life Cycle Model," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-14, Jun.
• Scarpa Riccardo & Thiene Mara & Marangon Francesco, 2007, "The Value of Collective Reputation for Environmentally-Friendly Production Methods: The Case of Val di Gresta," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 5, issue 1, pages 1-28, September, DOI: 10.2202/1542-0485.1149.
• Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbet & Danilo Soares de Medeiros, 2007, "Cash flow at risk: different estimation methods tested in the Brazilian steel industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 2, pages 165-204.
• Anna Sess & Michel Grun-Rehomme, 2007, "Note sur les méthodes univariées d’extraction du cycle économique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 335-360.
• Imed Drine & Christophe Rault, 2007, "Fluctuations de Change et Performances Economiques," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 427-444.
• Doppelhofer, G. & Cuaresma, J.C., 2007, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0706, Feb.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Roques, F.A., 2007, "Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0759, Apr.
• Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0775, Dec.
• Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
• S.F. Chin & Ann Harding & Anthea Bill, 2007, "Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 34, Mar.
• W. Robert Reed & Haichun Ye, 2007, "A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 07/01, Apr.
• Ambra Poggi & Xavier Ramos, 2007, "Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 59.
• Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007, "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/26, Sep.
• José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores, 2007, "Beyond the Salassa-Samuelson Effect in some New Member States of the European Union," CESifo Working Paper Series, CESifo, number 1886.
• Balazs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil, 2007, "Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?," CESifo Working Paper Series, CESifo, number 1928.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-01, Feb.
• Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography, UCLA Department of Economics, number 321307000000000805, Jan.
• Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007, "How Structural Are Structural Parameters?," Levine's Bibliography, UCLA Department of Economics, number 843644000000000057, Jul.
• Kamil Galuscak & Jan Pavel, 2007, "Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/9, Dec.
• Christian R. Jaramillo H. & Jorge Tovar, 2007, "Reflexiones Sobre La Teor√Ça Y La Pr√Åctica Del Iva En Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3425, Apr.
• Christian R. Jaramillo & Jorge Tovar, 2007, "Reflexiones sobre la teoría y la práctica del IVA en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Jorge Hernan Restrepo Correa & Eduardo Arturo Cruz Trejos & Pedro Daniel Medina Varela, 2007, "Negociación de portafolios de acciones," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• María Eugenia Morales Rubiano & Oscar Fernando Castellanos Domínguez & Claudia Nelcy Jiménez Hernández, 2007, "Consideraciones metodológicas para el análisis de la competitividad en empresas de base tecnológica," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• LOMBARDI, Marco & VEREDAS, David, 2007, "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007018, Mar.
• BAUWENS, Luc & STORTI, Giuseppe, 2007, "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007019, Mar.
• BAUWENS, Luc & GALLI, Fausto, 2007, "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007053, Aug.
• Van den Berg, Gerard & van der Klaauw, Bas, 2007, "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 6323, Jun.
• Tristani, Oreste & Amisano, Giovanni, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 6373, Jun.
• Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007, "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers, University of Crete, Department of Economics, number 0704, Sep.
• Giovanni Cerulli & Bianca Potì, 2007, "Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200711, Dec.
• Grané Chávez, Aurea & Veiga, Helena, 2007, "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws076316, Sep.
• Luc, BAUWENS & G., STORTI, 2007, "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007012, Mar.
• Luc, BAUWENS & Fausto Galli, 2007, "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007032, Sep.
• Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Olmo, J. & Pilbeam, K., 2007, "A resolution of the forward discount puzzle," Working Papers, Department of Economics, City St George's, University of London, number 07/10.
• Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
• Kapetanios, G. & Labhard, V. & Price, S., 2007, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers, Department of Economics, City St George's, University of London, number 07/15.
• Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
• Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1598, Jan.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605R, Mar, revised Jul 2007.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1606, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1608, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1620, Jul.
• Donald W.K. Andrews & Gustavo Soares, 2007, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1631, Oct.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," 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 34399.
• Joachim R. Frick & Olaf Groh-Samberg, 2007, "To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 53.
• Joachim R. Frick & Olaf Groh-Samberg, 2007, "To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 734.
• Attiya Y. Javid, 2007, "Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms," Finance Working Papers, East Asian Bureau of Economic Research, number 22199, Jan.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07008, Apr.
• Tristani, Oreste & Amisano, Gianni, 2007, "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series, European Central Bank, number 754, May.
• Holden, Steinar & Wulfsberg, Fredrik, 2007, "Downward nominal wage rigidity in the OECD," Working Paper Series, European Central Bank, number 777, Jul.
• Lombardi, Marco J. & Sgherri, Silvia, 2007, "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank, number 794, Aug.
• Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007, "Is the New Keynesian Phillips curve flat?," Working Paper Series, European Central Bank, number 809, Sep.
• L. Bauwens & J.V.K. Rombouts, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 408-425, July.
• Jason Allen, 2007, "Size matters: covariance matrix estimation under the alternative," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 637-644, November.
• Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
• Davidson, Russell & MacKinnon, James G., 2007, "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3259-3281, April.
• Kiviet, Jan F. & Niemczyk, Jerzy, 2007, "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3296-3318, April.
• Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007, "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3418-3432, April.
• Perez-Alonso, Alicia, 2007, "A bootstrap approach to test the conditional symmetry in time series models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3484-3504, April.
• Staszewska, Anna, 2007, "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 121-132, September.
• Ruge-Murcia, Francisco J., 2007, "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2599-2636, August.
• Hertel, Thomas & Hummels, David & Ivanic, Maros & Keeney, Roman, 2007, "How confident can we be of CGE-based assessments of Free Trade Agreements?," Economic Modelling, Elsevier, volume 24, issue 4, pages 611-635, July.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, volume 97, issue 2, pages 179-184, November.
• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
• Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
• Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 154-180, July.
• Gaure, Simen & Roed, Knut & Zhang, Tao, 2007, "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1159-1195, December.
• Fedrizzi, Michele & Giove, Silvio, 2007, "Incomplete pairwise comparison and consistency optimization," European Journal of Operational Research, Elsevier, volume 183, issue 1, pages 303-313, November.
• de Andrade, Fabio Wendling Muniz & Thomas, Lyn, 2007, "Structural models in consumer credit," European Journal of Operational Research, Elsevier, volume 183, issue 3, pages 1569-1581, December.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.