## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C15: Statistical Simulation Methods: General**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities**

*by*M. Hashem Pesaran & Takashi Yamagata

**Design and Analysis of simulation experiments : Tutorial**

*by*Kleijnen, J.P.C.

**Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)**

*by*Shi, Wen & Kleijnen, J.P.C.

**Sequential Probability Ration Tests : Conservative and Robust**

*by*Kleijnen, J.P.C. & Shi, Wen

**Agent-Based Model Calibration using Machine Learning Surrogates**

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier**

*by*Jangho Yang

**Bayesian Inference for a 1-Factor Copula Model**

*by*Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

**Bayesian estimation based on summary statistics: Double asymptotics and practice**

*by*Tingting Cheng & Jiti Gao & Peter CB Phillips

**Impact of multimodality of distributions on VaR and ES calculations**

*by*Dominique Guegan & Bertrand Hassani & Kehan Li

**The contribution of jumps to forecasting the density of returns**

*by*Christophe Chorro & Florian Ielpo & Benoît Sévi

**Identification-robust moment-based tests for Markov-switching in autoregressive models**

*by*Jean-Marie Dufour & Richard Luger

**The Global Role of the U.S. Economy: Linkages, Policies and Spillovers**

*by*M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker

**Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities**

*by*Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina

**The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data**

*by*Benedetta Frassi & Fabio Pammolli & Luca Regis

**Mother’s Time Allocation, Child Care and Child Cognitive Development**

*by*Brilli, Ylenia

**Changes in Persistence in Outlier Contaminated Time Series**

*by*Hirsch, Tristan & Rinke, Saskia

**Measuring Transaction Costs in the Absence of Timestamps**

*by*Filip Zikes

**A Likelihood-Based Comparison of Macro Asset Pricing Models**

*by*Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler

**The global role of the US economy: Linkages, policies and spillovers**

*by*M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker

**Pitfall in labour market flows modeling: a Reappraisal**

*by*Maurizio Baussola & Camilla Ferretti & Chiara Mussida

**The Global Role of the U.S. Economy: Linkages, Policies and Spillovers**

*by*Kose, Ayhan & Lakatos, Csilla & Ohnsorge, Franziska & Stocker, Marc

**Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors**

*by*Elise Coudin & Jean-Marie Dufour

**A goodness-of-fit test for Generalized Error Distribution**

*by*Daniele Coin

**Assessing the economic effects of server launches in free-to-play MMO games**

*by*Sebastian Voigt & Oliver Hinz

**A generalization to QUAIDS**

*by*Arman Bidarbakht Nia

**The Future of Facilities Management in Lithuania**

*by*Willem Karel M. BRAUERS & Edmundas Kazimieras ZAVADSKAS & Natalija LEPKOVA

**Who benefits from job placement services? A two-sided analysis**

*by*German Blanco

**Sectoral scope and colocalisation of Spanish manufacturing industries**

*by*Marta R. Casanova & Vicente Orts & José M. Albert

**A divide-and-conquer method for space–time series prediction**

*by*Min Deng & Wentao Yang & Qiliang Liu & Yunfei Zhang

**Robust Monte Carlo Method for R&D Real Options Valuation**

*by*Marta Biancardi & Giovanni Villani

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**Common and country specific economic uncertainty**

*by*Mumtaz, Haroon & Theodoridis, Konstantinos

**Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data**

*by*Degiannakis, Stavros & Potamia, Artemis

**FX technical trading rules can be profitable sometimes!**

*by*Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry

**Effects of common factors on stock correlation networks and portfolio diversification**

*by*Eom, Cheoljun & Park, Jong Won

**Meta-analytic cointegrating rank tests for dependent panels**

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation**

*by*Kiviet, Jan F. & Pleus, Milan

**A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation**

*by*Hounyo, Ulrich & Varneskov, Rasmus T.

**Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading**

*by*Hounyo, Ulrich

**Tests for conditional ellipticity in multivariate GARCH models**

*by*Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G.

**Inference based on many conditional moment inequalities**

*by*Andrews, Donald W.K. & Shi, Xiaoxia

**Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target**

*by*Dimitrakopoulos, Stefanos & Dey, Dipak K.

**Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility**

*by*Dimitrakopoulos, Stefanos

**Bayesian estimation of agent-based models**

*by*Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike

**On the estimation of regime-switching Lévy models**

*by*Chevallier Julien & Goutte Stéphane

**Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects**

*by*M. Kozlova & M. Collan & P. Luukka

**Differences in welfare take-up between immigrants and natives**

*by*Bruckmeier, Kerstin & Wiemers, Jürgen

**A panel cointegration rank test with structural breaks and cross-sectional dependence**

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**Confidence Intervals for Projections of Partially Identified Parameters**

*by*Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca

**On the applicability of maximum likelihood methods: From experimental to financial data**

*by*Jakusch, Sven Thorsten

**中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析**

*by*牛霖琳 & 洪智武 & 陈国进

**Multilateral mechanism analysis of interprovincial migration flows in China**

*by*Yingxia Pu & Ying Ge

**Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries**

*by*Yang Hu & Les Oxley

**Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence**

*by*Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

**The time-series linkages between US fiscal policy and asset prices**

*by*Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

**A Hausman Specification Test of Conditional Moment Restrictions**

*by*Lavergne, Pascal & Nguimkeu, Pierre

**Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Estimating a Falsified Model**

*by*Andrew J. Buck & George M. Lady

**Testing for Symmetry in Weakly Dependent Time Series**

*by*Luke Hartigan

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

**How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser**

*by*Snezhana Gocheva-Ilieva & Iliycho Iliev

**Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap**

*by*Mehmet Fatih Tra? & Esra Ball? & Çiler Sigeze

**Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels**

*by*Ignace De Vos & Gerdie Everaert

**Estimation Of Star-Garch Models With Iteratively Weighted Least Squares**

*by*Murat Midilic

**Multivariate Method Of Simulated Quantiles**

*by*Paola Stolfi & Mauro Bernardi & Lea Petrella

**Testarea proprietatilor predictive ale modelelor macroeconomice prin utilizarea simulărilor stohastice. Influenta numarului de observatii asupra restrangerii intervalului de prognoza**

*by*Bianca Pauna

**The Real GDP Rate in European Union. A Panel Data Approach**

*by*Mihaela Simionescu

**Shifting the tax burden from labor to property: The case of Germany**

*by*Paetzold, Jörg & Tiefenbacher, Markus

**Policy Evaluation In Presence Of Interferences: A Spatial Multilevel Did Approach**

*by*Daniele Di Gennaro & Guido Pellegrini

**From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis**

*by*Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

**Projection de la population des exploitations agricoles françaises à l’horizon 2025**

*by*Laurent, Piet & Legrand D.F. Saint-Cyr

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

*by*Shuping Shi & Stan Hurn & Peter C B Phillips

**Volatility Co-movement and the Great Moderation. An Empirical Analysis**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**The State Level Impact of Uncertainty Shocks**

*by*Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou

**Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking**

*by*Manh D. Pham & Valentin Zelenyuk

**Inference with Large Clustered Datasets**

*by*James G. MacKinnon

**The Subcluster Wild Bootstrap for Few (Treated) Clusters**

*by*James G. MacKinnon & Matthew D. Webb

**A General framework for modelling mortality to better estimate its relationship with interest rate risks**

*by*Apicella, Giovanna & Dacorogna, Michel M

**Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data**

*by*Degiannakis, Stavros & Potamia, Artemis

**Fuzzy models in regional statistics**

*by*Sunanta, Owat & Viertl, Reinhard

**Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets**

*by*Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung

**Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets**

*by*Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung

**Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities**

*by*Gencer, Murat & Unal, Gazanfer

**How compliant is the Romanian accounting with the Europan directives and international accounting standards?**

*by*Iacob, Constanta & Bosoteanu, Maria Cristina

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?**

*by*Fantazzini, Dean

**Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT**

*by*NJAMEN KENGDO, Arsène Aurélien

**The Path-Dependence Bias in Approximating Local Price Levels by CPIs**

*by*Gluschenko, Konstantin

**Considering the use of random fields in the Modifiable Areal Unit Problem**

*by*Michal Bernard Pietrzak & Bartosz Ziemkiewicz

**Prospects for Africa's economic growth**

*by*Przemyslaw Cieslak

**Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies**

*by*William D. Nordhaus

**Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models**

*by*Jean-Marie DUFOUR & Richard LUGER

**Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**A Frequency Approach to Bayesian Asymptotics**

*by*Tingting Cheng & Jiti Gao & Peter CB Phillips

**Asymptotic Properties of Approximate Bayesian Computation**

*by*D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau

**Bayesian Indirect Inference and the ABC of GMM**

*by*Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

**A note on normalization schemes:The case of generalized forecast error variance decompositions**

*by*Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli

**Intraday volatility, trading volume and trading intensity in the interbank market e-MID**

*by*Markus Engler & Vahidin Jeleskovic

**The Fragility of Meta-Regression Models in Observational Research**

*by*Stephan B. Bruns

**Sparse Change-point HAR Models for Realized Variance**

*by*Arnaud Dufays & Jeroen V.K. Rombouts

**An intersection test for the cointegrating rank in dependent panel data**

*by*Antonia Arsova & Deniz Dilan Karaman Örsal

**Correcting for Misreporting of Government Benefits**

*by*Mittag, Nikolas

**Differences in welfare take-up between immigrants and natives : a microsimulation study**

*by*Bruckmeier, Kerstin & Wiemers, Jürgen

**On Specification and Inference in the Econometrics of Public Procurement**

*by*Sundström, David

**A Comparison of Techniques to Evaluate Policies in Public Procurement**

*by*Sundström, David

**Relations between immigration and adult skills: findings based on PIAAC**

*by*Lind, Patrik & Mellander, Erik

**The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity**

*by*Rinke, Saskia

**A wild bootstrap algorithm for propensity score matching estimators**

*by*Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

**Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States**

*by*Lunsford, Kurt Graden & Jentsch, Carsen

**How useful are (Censored) Quantile Regressions for Contingent Valuation?**

*by*Victor Champonnois & Olivier Chanel

**Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015**

*by*Rubi Tonantzin Gutiérrez Villanueva

**Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach**

*by*Fırat Bilgel & Burhan Can Karahasan

**International spill-overs of uncertainty shocks: Evidence from a FAVAR**

*by*Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

*by*Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips

**"Change Detection and the Causal Impact of the Yield Curve**

*by*Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi

**Job Flexibility and Occupational Selection: An Application of Maximum Simulated Likelihood Using Data from Ghana**

*by*Jonathan Lain

**The Career Costs of Children**

*by*Adda, Jerome & Dustmann, Christian & Stevens, Katrien

**Una nota sobre la construcción de intervalos de confianza para autocorrelaciones de k-ésimo orden**

*by*Daniel Ordoñez-Callamand

**Identification-robust moment-based tests for Markov-switching in autoregressive models**

*by*Jean-Marie Dufour & Richard Luger

**Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**A Pseudo-Panel Approach to Estimating Dynamic Effects of Road Infrastructure Provision on Firm Performance in a Developing Country Context**

*by*Samira Barzin & Sabine D'Costa & Daniel Graham

**Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?**

*by*Nazila Alinaghi & W. Robert Reed

**The Subcluster Wild Bootstrap for Few (Treated) Clusters**

*by*James G. MacKinnon & Matthew D. Webb

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics**

*by*Cebreros Zurita Carlos Alfonso

**Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods**

*by*Zyga Jacek

**Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone**

*by*Jan Limbers & Thieß Petersen & Michael Böhmer

**Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?**

*by*Jaya Krishnakumar & Florian Chávez-Juárez

**On the lumpability of regional income convergence**

*by*Levi John Wolf & Sergio Rey

**The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India**

*by*B. Balaji & S. Raja Sethu Durai & M. Ramachandran

**Using simulation experiments to test historical explanations: the development of the German dye industry 1857-1913**

*by*Thomas Brenner & Johann Peter Murmann

**Who benefits from the preferential treatment of business property under the German inheritance tax?**

*by*Benedikt Franke & Dirk Simons & Dennis Voeller

**Correlation structure and principal components in the global crude oil market**

*by*Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou

**Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey**

*by*Galip Altinay & A. Talha Yalta

**A Monte Carlo study of the BE estimator for growth regressions**

*by*Jan Ditzen & Erich Gundlach

**Robust estimation of the Pareto tail index: a Monte Carlo analysis**

*by*Michal Brzezinski

**Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures**

*by*Xiaodong Du & Fengxia Dong

**PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection**

*by*Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim

**The Application of the Monte Carlo Method in the Management of Value at Risk of an Investment Portfolio (Zastosowanie metody Monte Carlo w zarzadzaniu Value at Risk portfela inwestycyjnego)**

*by*Tomasz Krawczyk

**Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors**

*by*Dobromił Serwa

**Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas**

*by*Bucio, Christian & De Jesús, Raul & Cabello, Alejandra

**Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices**

*by*Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³

**Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates**

*by*Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu

**Statistical Analysis of KEMIRA Type Weights Balancing Methods**

*by*Aleksandras KRYLOVAS & Natalja KOSAREVA & Edmundas Kazimieras ZAVADSKAS

**Identifying Key Sectors in Iranian Economy using Eigenvector Method Based on Input-Output Table for year 2011**

*by*Hakimipoor, Nader & Akbarian, Hojjat

**Joint distribution of stock indices: Methodological aspects of construction and selection of copula models**

*by*Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

**Active Portfolio Management with Conditional Tracking Error**

*by*Winfried G. Hallerback & Igor Pouchkarev

**Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions**

*by*David Magaña Lemus

**Why Are Savings Accounts Perceived as Risky Bank Products?**

*by*Hana Džmuráňová & Petr Teplý

**Economía artificial: una valoración crítica || Artificial Economics: A Critical Review**

*by*Izquierdo, Segismundo S. & Izquierdo, Luis R. & Galán, José M. & Santos, José I.

**Migration Impact On Economical Situation**

*by*Virginia COJOCARU & Alexandru GRIBINCEA

**Pricing of average value options versus European options with stochastic interest rate**

*by*Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios

**The International Practice of Statistical Property Valuation Methods and the Possibilities of Introducing Automated Valuation Models in Hungary**

*by*Áron Horváth & Blanka Imre & Zoltán Sápi

**The Capability Index when Some Assumptions are not Satisfied: Analysis and Empirical Comparisons/El índice de capacidad cuando no se cumplen algunas hipótesis de partida: Análisis y comparaciones empíricas**

*by*MOYA FERNÁNDEZ, PABLO JOSÉ & MUÑOZ ROSAS, JUAN FRANCISCO & ÁLVAREZ VERDEJO, ENCARNACIÓN

**The Path-Dependence Bias in Approximating Local Price Levels by CPIs**

*by*Konstantin GLUSCHENKO

**A new spread estimator**

*by*Michael Bleaney & Zhiyong Li

**The Coordinated Effect of a Merger with Balanced Sharing of Collusive Profits**

*by*Pierluigi Sabbatini

**A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies**

*by*Heni Boubaker

**Calculating Value-at-Risk Using the Granularity Adjustment Method in the Portfolio Credit Risk Model with Random Loss Given Default**

*by*Yi-Ping Chang & Jing-Xiu Lin & Chih-Tun Yu

**Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries**

*by*Waseem Khadim & Bilal Mehmood

**Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights**

*by*Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar

**Constructing a Synthetic City for Estimating Spatially Disaggregated Heat Demand**

*by*M. Esteban Muñoz H. & Ivan Dochev & Hannes Seller & Irene Peters

**Evaluating The Quality Of Gross Incomes In SILC: Compare Them With Fiscal Data And Re-calibrate Them Using EUROMOD**

*by*Dieter Vandelannoote & André Decoster & Toon Vanheukelom & Gerlinde Verbist

**The Eurosystem Household Finance and Consumption Survey: A New Underlying Database for EUROMOD**

*by*Sarah Kuypers & Francesco Figari & Gerlinde Verbist

**Building a Microsimulation Model of Heroin Use Careers in Australia**

*by*Alison Ritter & Nagesh Shukla & Marian Shanahan & Phuong Van Hoang & Vu Lam Cao & Pascal Perez & Michael Farrell

**NCDMod: A Microsimulation Model Projecting Chronic Disease and Risk Factors for Australian Adults**

*by*Sharyn Lymer & Deborah Schofield & Crystal M Y Lee & Stephen Colagiuri

**A Microsimulation Model for Risk in Irish Tillage Farming**

*by*Jason Loughrey & Fiona Thorne & Thia Hennessy

**Intertemporal Income in Ireland 1996-2011 – A Spatial Analysis**

*by*Paul Kilgarriff & Cathal O’Donoghue & Martin Charlton & Ronan Foley

**Assessing the Impacts of a Major Tax Reform: a CGE-microsimulation analysis for Uruguay**

*by*Cecilia Llambi & Silvia Laens & Marcelo Perera

**Freshwater White Shrimp Supply Chain Performance Assessment, Evaluacion Del Desempeno De La Cadena De Suministro Del Camaron Blanco De Agua**

*by*Ernesto A. Lagarda-Leyva

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Inference for Optimal Split Point in Conditional Quantiles**

*by*fany88@uw.edu & Ruixuan Liu & Dongming Zhu

**Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic**

*by*Tomas Konecny & Oxana Babecka-Kucharcukova

**Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods**

*by*Milan Ficura & Jiri Witzany

**Capacidad redistributiva de los gastos fiscales en el contexto de la polarización del ingreso en México, 2008-2012**

*by*José Luis Manzanares Rivera.

**Empleo femenino, pobreza y desigualdad. Un análisis de microdescomposiciones. Uruguay (1991-2012)**

*by*Parada, Cecilia

**Decision uncertainty in multi-attribute stated preference studies**

*by*Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan

**Bias correction and refined inferences for fixed effects spatial panel data models**

*by*Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan

**On the correlation between commodity and equity returns: Implications for portfolio allocation**

*by*Lombardi, Marco J. & Ravazzolo, Francesco

**Estimation of bid-ask prices for options on LIBOR based instruments**

*by*Energy Sonono, Masimba & Phillip Mashele, Hopolang

**The oil price crash in 2014/15: Was there a (negative) financial bubble?**

*by*Fantazzini, Dean

**A real options model for renewable energy investment with application to solar photovoltaic power generation in China**

*by*Zhang, M.M. & Zhou, P. & Zhou, D.Q.

**Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated markets**

*by*Tietjen, Oliver & Pahle, Michael & Fuss, Sabine

**The dynamics of fuel demand and illegal fuel activity in Turkey**

*by*Yalta, A. Talha & Yalta, A. Yasemin

**Bubbling over! The behaviour of oil futures along the yield curve**

*by*Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil

**Private information and limitations of Heckman's estimator in banking and corporate finance research**

*by*Campbell, Randall C. & Nagel, Gregory L.

**Panel multi-predictor test procedures with an application to emerging market sovereign risk**

*by*Westerlund, Joakim & Thuraisamy, Kannan

**A rational, economic model of paygo tax rates**

*by*De Menil, Georges & Murtin, Fabrice & Sheshinski, Eytan & Yokossi, Tite

**A nonparametric test of a strong leverage hypothesis**

*by*Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min

**Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators**

*by*Lee, Seojeong

**Bootstrap inference for instrumental variable models with many weak instruments**

*by*Wang, Wenjie & Kaffo, Maximilien

**Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers**

*by*Blazsek, Szabolcs & Escribano, Alvaro

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Wild bootstrap Ljung–Box test for cross correlations of multivariate time series**

*by*Lee, Taewook

**An auxiliary particle filter for nonlinear dynamic equilibrium models**

*by*Yang, Yuan & Wang, Lu

**Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods**

*by*Costantini, Mauro & Lupi, Claudio

**Aggregation and long-memory: An analysis based on the discrete Fourier transform**

*by*Shi, Wendong & Sun, Jingwei

**Structural breaks and monetary dynamics: A time series analysis**

*by*El-Shazly, Alaa

**Direct comparison of agent-based models of herding in financial markets**

*by*Barde, Sylvain

**Technological heterogeneity and corporate investment**

*by*Dimopoulos, Theodosios & Sacchetto, Stefano

**The Leveling of Environmental Polarization as a Part of Strategy of Perspective Innovation Policy of Economic Systems**

*by*Aleksandr A. Novikov & Elena V. Novikova & Elena V. Moiseyeva & Larisa E. Fatikhova & Olga V. Ruzakova & Olga V. Ruzakova & Lenar R. Khairullin

**Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks**

*by*Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA

**Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo**

*by*Julián Fernández Mejía & Jorge Mario Uribe

**Salud y el uso de Internet: Un estudio de la relación médico-paciente**

*by*Carolina Barrios Laborda & Dayana Pinzón Callejas

**An analysis on operational risk in international banking: A Bayesian approach (2007–2011)**

*by*Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

**Qual VAR revisited: Good forecast, bad story**

*by*Makram El-Shagi & Gregor von Schweinitz

**Constant Proportion Portfolio Insurance Strategy in Southeast European Markets**

*by*Agić-Šabeta Elma

**Work incentives across the income distribution and for model families in Lithuania: 2005-2013**

*by*Jekaterina Navicke & Romas Lazutka

**A "litmus test" of Deficit Sustainability: The Case of the Greek Budget Deficit**

*by*Dimitris Hatzinikolaou

**GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts**

*by*Srini Vasan & Adelamar Alcantara

**Examination of Inequalities in Hungary by Microsimulation in Consistency with Macro Data**

*by*Ilona Cserháti & Tibor Keresztély & Tibor Takács

**The new economic governance in the EU Member States. Macroeconomic results and statistical correlations for Romania**

*by*Mirela Cristea & Ionu? Dr?gulin

**Analysis Of Correlation Between Indicators Of Asset Management And Profitability For Companies In The Food Industry Spanish**

*by*Marian SIMINICA & Silviu CARSTINA & Mirela SICHIGEA (GANEA)

**The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries**

*by*Raluca Necula & Mirela Stoian & Manea Draghici

**Currency Risk: Comovements and Intraday Cojumps**

*by*Jérôme Lahaye

**Sparse Graphical Vector Autoregression: A Bayesian Approach**

*by*Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

**Detection of Multiple Bubbles in South African Electricity Prices**

*by*Rangan Gupta & Roula Inglesi-Lotz

**The Time-Series Linkages between US Fiscal Policy and Asset Prices**

*by*Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph

**Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes**

*by*Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois

**Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility**

*by*Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson

**Mehr Boden für die Grundsteuer: Eine Simulationsanalyse verschiedener Grundsteuermodelle**

*by*Henger, Ralph & Schaefer, Thilo

**A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias**

*by*Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques

**Unternehmensbewertung mit Monte-Carlo-Simulationen**

*by*Schmallowsky, Katrin

**Estimation of sentiment effects in financial markets: A simulated method of moments approach**

*by*Zhenxi, Chen & Lux, Thomas

**Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?**

*by*Koziol, Philipp & Schell, Carmen & Eckhardt, Meik

**Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks**

*by*Busch, Ramona & Koziol, Philipp & Mitrovic, Marc

**Calculating trading book capital: Is risk separation appropriate?**

*by*Raupach, Peter

**Centrality-based capital allocations**

*by*Alter, Adrian & Craig, Ben & Raupach, Peter

**QML Estimation of the Spatial Weight Matrix in the MR-SAR Model**

*by*Saruta Benjanuvatra & Peter Burridge

**Growing Together? Projecting Income Growth in Europe at the Regional Level**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer

**Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy**

*by*Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

**The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30**

*by*Xue-Zhong He & Youwei Li

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

**Direct calibration and comparison of agent-based herding models of financial markets**

*by*Sylvain Barde

**A Practical, Universal, Information Criterion over Nth Order Markov Processes**

*by*Sylvain Barde

**Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence**

*by*Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

**Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms**

*by*Yongchen Zhao

**Estimating the Variance of the Predictor in Stochastic Kriging**

*by*Kleijnen, J.P.C. & Mehdad, Ehsan

**Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review**

*by*Kleijnen, J.P.C.

**GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)**

*by*Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H.

**Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging**

*by*Mehdad, Ehsan & Kleijnen, J.P.C.

**Validating the Assumptions of Sequential Bifurcation in Factor Screening**

*by*Shi, W. & Kleijnen, J.P.C.

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

*by*Mehdad, Ehsan & Kleijnen, J.P.C.

**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**In-Sample Bounds for Time-Varying Parameters of Observation Driven Models**

*by*Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

**Penalized Indirect Inference**

*by*Francisco Blasques & Artem Duplinskiy

**Estimating a Falsified Model: Some Impossibility Theorems**

*by*Andrew J. Buck & George M. Lady

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

**Minimum Distance Estimation of Search Costs using Price Distribution**

*by*Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma

**Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector**

*by*Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann

**Value Creation in Software Service Platforms**

*by*Netsanet Haile & Jorn Altmann

**Consistent Variance of the Laplace Type Estimators: Application to DSGE Models**

*by*Anna Kormilitsina & Denis Nekipelov

**Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels**

*by*Yang Zhenlin

**Bias correction for fixed effects spatial panel data models**

*by*Zhenlin Yang & Jihai Yu & Shew Fan Liu

**Jackknife-2 confidence regions for the ratio of two percentiles**

*by*LI-FEI HUANG

**The Performance of Conditional CAPMs based on Evidence from the European Union?s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis**

*by*Serdar Neslihanoglu

**Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound**

*by*Valerio Scalone

**A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania**

*by*Mihaela Simionescu

**Stress Testing the Australian Household Sector Using the HILDA Survey**

*by*Tom Bilston & Robert Johnson & Matthew Read

**Inference with Correlated Clusters**

*by*Powell, David

**Empirical modeling of production decisions of heterogeneous farmers with random parameter models**

*by*Philippe Koutchade & Alain Carpentier & Fabienne Féménia

**Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change**

*by*Legrand D.F. Saint-Cyr & Laurent Piet

**Change Detection and the Casual Impact of the Yield Curve**

*by*Stan Hurn & Peter C B Phillips & Shuping Shi

**Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory**

*by*Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Common and Country Specific Economic Uncertainty**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**What do VARs Tell Us about the Impact of a Credit Supply Shock?**

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

**Wild Bootstrap Inference for Wildly Different Cluster Sizes**

*by*James G. MacKinnon & Matthew D. Webb

**Covariate-augmented unit root tests with mixed-frequency data**

*by*Cláudia Duarte

**An improved bootstrap test of density ratio ordering**

*by*beare, brendan & shi, xiaoxia

**Identifying the Median Path of a Stochastic Processes**

*by*Bell, Peter N

**Financial Methods: A Quantitative Approach**

*by*Giandomenico, Rossano

**Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it**

*by*Azimi, Mohammad Naim

**Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?**

*by*Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele

**The future of the Romanian rural household from the perspective of agricultural censuses**

*by*Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian

**Population food security assessment – a methodological approach**

*by*Alexandri, Cecilia

**Bootstrap for Value at Risk Prediction**

*by*Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi

**How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models**

*by*Abonazel, Mohamed R.

**A Simple Estimator for Short Panels with Common Factors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**Tests for sphericity in multivariate garch models**

*by*Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos

**On Capturing the Spreading Dynamics over Trading Prices in the Market**

*by*Situngkir, Hokky

**Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market**

*by*Kim, Jaeho

**Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan**

*by*Maulana, Ardian & Situngkir, Hokky

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

**Decomposition of the European GDP based on Singular Spectrum Analysis**

*by*Leon, Costas

**Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito**

*by*Gambetta Podesta, Renzo

**Lagged Explanatory Variables and the Estimation of Causal Effects**

*by*Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B.

**Unit Roots and Smooth Transitions: A Replication**

*by*Kulaksizoglu, Tamer

**Monetary transmission models for bank interest rates**

*by*Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici

**Impacto de Esquemas de Fijacion de Cargos de Terminacion Movil sobre el Bienestar en una Industria Asimetrica: Un Modelo Economico**

*by*Manuel Gavilano

**Application of ß – Convergence Approach in Visegrad Four Regions**

*by*Jan Nevima & Ingrid Majerová

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

**Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Testing for a Structural Break in Dynamic Panel Data Models with Common Factors**

*by*Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

**On Consistency of Approximate Bayesian Computation**

*by*David T. Frazier & Gael M. Martin & Christian P. Robert

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**A Comprehensive Simulation Study on the Forward Imputation**

*by*Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

**Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India**

*by*Santosh K. Sahu & Sukanya Das

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**Comparing the Homogeneity of Income Distributions using Polarization Indices**

*by*André-Marie Taptué

**Comparing the Size of the Middle Class using the Alienation Component of Polarization**

*by*André-Marie Taptué

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**Comparing the Homogeneity of Income Distributions using Polarization Indices**

*by*André-Marie Taptué

**Comparing the Size of the Middle Class using the Alienation Component of Polarization**

*by*Andrée Marie-Taptue

**Meta-analytic cointegrating rank tests for dependent panels**

*by*Deniz Dilan Karaman Örsal & Antonia Arsova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

**Backtesting Value-at-Risk: A Generalized Markov Framework**

*by*Thor Pajhede

**The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis**

*by*Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa

**Supply Analysis of the Forestry Industry**

*by*Géraud Krähenbühl

**Inference for functions of partially identified parameters in moment inequality models**

*by*Federico Bugni & Ivan A. Canay & Xiaoxia Shi

**Finite sample bias corrected IV estimation for weak and many instruments**

*by*Matthew Harding & Jerry Hausman & Christopher Palmer

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**Endogenizing take-up of social assistance in a microsimulation model : a case study for Germany**

*by*Wiemers, Jürgen

**Simultaneous likelihood-based bootstrap confidence sets for a large number of models**

*by*Mayya Zhilova & & &

**Change point and trend analyses of annual expectile curves of tropical storms**

*by*P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong

**Poverty mapping based on first order dominance with an example from Mozambique**

*by*Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter

**Speeding Up Mcmc By Delayed Acceptance And Data Subsampling**

*by*Quiroz, Matias

**Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Speeding Up Mcmc By Efficient Data Subsampling**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Applying the Fractional Response Model to Survey Research in Accounting**

*by*Susanna Gallani & Ranjani Krishnan

**Grid and shake - Spatial aggregation and robustness of regionally estimated elasticities**

*by*Gabor Bekes & Peter Harasztosi

**Information Criteria for Nonlinear Time Series Models**

*by*Rinke, Saskia & Sibbertsen, Philipp

**Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms**

*by*Yongchen Zhao

**Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis**

*by*Jisu Yoon & Tatyana Krivobokova

**Composite Indices Based on Partial Least Squares**

*by*Jisu Yoon & Stephan Klasen & Axel Dreher & Tatyana Krivobokova

**On the Forecasting of Financial Volatility Using Ultra-High Frequency Data**

*by*António A. F. Santos

**The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures**

*by*António Alberto Santos

**Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach**

*by*Pedro Godinho

**Bayesian Estimation of Time-Changed Default Intensity Models**

*by*Gordy, Michael B. & Szerszen, Pawel J.

**Centrality-based Capital Allocations**

*by*Alter, Adrian & Craig, Ben R. & Raupach, Peter

**GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation**

*by*Roman Horváth & Boril Sopov

**Mother's Time Allocation, Child Care and Child Cognitive Development**

*by*Brilli, Ylenia

**Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)**

*by*Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)**

*by*Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

**Banking Stress Scenarios for Public Debt Projections**

*by*Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean**

*by*Joshua C.C. Chan & Angelia L. Grant

**The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling**

*by*Joshua C.C. Chan

**No evidence of financial accelerator in France**

*by*B. CAMPAGNE & V. ALHENC-GELAS & J.-B. BERNARD

**Estimating rational stock-market bubbles with sequential Monte Carlo methods**

*by*Benedikt Rotermann & Bernd Wilfling

**An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models**

*by*Yang, Yuan & Wang, Lu

**Sparse Change-Point Time Series Models**

*by*Dufays, A. & Rombouts, V.

**Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors**

*by*Deschamps, P.

**Autoregressive moving average infinite hidden markov-switching models**

*by*Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

**Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects**

*by*Andr´es Ramírez Hassan & Santiago Montoya Blandón

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**A Non-linear Forecast Combination Procedure for Binary Outcomes**

*by*Kajal Lahiri & Liu Yang

**Quantifying the Impacts of Limited Supply: The Case of Nursing Homes**

*by*Andrew Ching & Fumiko Hayashi & Hui Wang

**Is the Maastricht debt limit safe enough for Slovakia?**

*by*Zuzana Mucka

**Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie**

*by*Ben Jann

**GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests**

*by*I. Mammi

**Dynamic predictive density combinations for large data sets in economics and finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Statistical matching and uncertainty analysis in combining household income and expenditure data**

*by*Pier Luigi Conti & Daniela Marella & Andrea Neri

**The impact of lower oil prices on energy expenditure and economic activity**

*by*Ivan Faiella & Alessandro Mistretta

**Simulation of the term structure. An application for measuring the interest rate risk**

*by*Mirta González & María Cecilia Pérez

**Log-Transform Kernel Density Estimation of Income Distribution**

*by*Arthur Charpentier & Emmanuel Flachaire

**Consistent tests for risk seeking behavior: A stochastic dominance approach Abstract We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) with rejection regions determined by block bootstrap resampling techniques. Under the appropriate conditions we show that they are asymptotically conservative and consistent. We engage into Monte Carlo experiments to assess the nite sample size and power of the tests allowing for the presence of numerical errors. We use them to empirically analyze investor preferences and beliefs by testing whether the value-weighted market portfolio can be considered as efficient according to prospect and Markowitz stochastic dominance criteria when confronted to diversi cation principles made of risky assets. Our results indicate that we cannot reject the hypothesis of prospect stochastic dominance efficiency for the market portfolio. This is supportive of the claim that the particular portfolio can be rationalized as the optimal choice for any S-shaped utility function. Instead, we reject the hypothesis for Markowitz stochastic dominance, which could imply that there exist reverse S-shaped utility functions that do not rationalize the market portfolio**

*by*Stelios Arvanitis & Nikolas Topaloglou

**A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation**

*by*Ulrich Hounyo & Rasmus T. Varneskov

**Validity of Edgeworth expansions for realized volatility estimators**

*by*Ulrich Hounyo & Bezirgen Veliyev

**Mathematical Programming Applied To Benchmarking In Economics And Management**

*by*Jorge Santos & Armando B Mendes & Luís Cavique & Magdalena Kapelko

**Measuring The Effects Of Marketing Actions: The Role Of Matching Methodologies**

*by*Iola Pinto & Margarida GMS Cardoso

**Clique Communities In Social Networks**

*by*Luís Cavique & Armando B Mendes & Jorge MA Santos

**Stream-Based Classification For Social Network Recommendation Systems**

*by*Yan Zhuang & Hang Yang

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**Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts**

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**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

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**Optimization of Simulated Inventory Systems : OptQuest and Alternatives**

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**Applications of the Fast Double Bootstrap**

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**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

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**Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods**

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**Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?**

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**Examining the segment retention problem for the “Group Satellite” case**

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**Optimal asset allocation based on utility maximization in the presence of market frictions**

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**Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison**

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**Sources of Knowledge and Productivity: How Robust is the Relationship?**

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**A Small New Keynesian Model of the New Zealand economy**

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**Estimating Macroeconomic Models: A Likelihood Approach**

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**Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity**

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**Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes**

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**Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach**

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**Pillar I treatment of concentrations in the banking book – a multifactor approach**

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**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**

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**Testing For Restricted Stochastic Dominance**

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**The Case Against Jive**

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**Statistical Comparison of Aggregation Rules for Votes**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

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**Testing for Restricted Stochastic Dominance**

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**Heterogeneous Basket Options Pricing Using Analytical Approximations**

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**Estimation with Numerical Integration on Sparse Grids**

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**Nonlinear State-Space Models for Microeconometric Panel Data**

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**Modeling the Duration of Patent Examination at the European Patent Office**

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**Computing the Distributions of Economic Models Via Simulation**

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**Vicious and Virtuous Circles: The Political Economy of Unemployment**

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**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

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**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

*by*Jean-Yves Duclos & Abdelkrim Araar & John Giles

**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

*by*Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T.

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Davidson, Russell & Duclos, Jean-Yves

**A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models**

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**Consistent Specification Test For Ordered Discrete Choice Models**

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**Inappropriate Detrending and Spurious Cointegration**

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**Testing for Restricted Stochastic Dominance**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

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**Ranking Inequality: Applications of Multivariate Subset Selection**

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**Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing**

*by*Joseph Francois & Julia Woerz

**Simulation based selection of competing structural econometric models**

*by*Tong Li

**Bayesian inference for the mixed conditional heteroskedasticity model**

*by*Luc Bauwens & Jeroen V.K. Rombouts

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

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**Measuring overeducation with earnings frontiers and multiply imputed censored income data**

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**Regression methods in pricing American and Bermudan options using consumption processes**

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**An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems**

*by*Denis Belomestny & Pavel V. Gapeev

**Forward and reverse representations for Markov chains**

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**Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market**

*by*Denis Belomestny & Grigori Milstein

**A jump-diffusion Libor model and its robust calibration**

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**Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions**

*by*Ralf Brüggemann

**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Carsten Trenkler

**Incorporating Judgement in Fan Charts**

*by*Österholm, Pär

**Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis**

*by*Angelov, Nikolay

**Modelling firm mergers as a roommate problem**

*by*Angelov, Nikolay

**Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models**

*by*Giordani, Paolo & Kohn, Robert

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Bayesian simultaneous determination of structural breaks and lag lengths**

*by*Hultblad, Brigitta & Karlsson, Sune

**Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure**

*by*Akay, Alpaslan & Tsakas, Elias

**Real Exchange Rate Adjustment In European Transition Countries**

*by*Maican, Florin G. & Sweeney, Richard J.

**Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations**

*by*Eric Meyermans & Patrick Van Brusselen

**Business Cycle Analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**Does rounding matter for payment efficiency?**

*by*Bijwaard, G.E. & Franses, Ph.H.B.F.

**Gibbs sampling in econometric practice**

*by*de Pooter, M.D. & Segers, R. & van Dijk, H.K.

**Measuring volatility with the realized range**

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**Testing for stochastic monotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Are there Monday effects in stock returns: a stochastic dominance approach**

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**Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand**

*by*Philip Liu

**A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

**Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation**

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**Decomposing the causes of health care use inequalities: a micro-simulations approach**

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**Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones**

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**Development under Regulation: The Way of the Ukrainian Insurance Market**

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**The Data Quality Concept of Accuracy in the Context of Public Use Data Sets**

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**Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency**

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**Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing**

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**Estimation of stable distributions by indirect inference**

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**A GARCH (1,1) estimator with (almost) no moment conditions on the error term**

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**Do Wealth Differences Affect Fairness Considerations?**

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**Testing For Equality Between Two Copulas**

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**Robust Subsampling**

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**Tikhonov Regularization for Functional Minimum Distance Estimators**

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**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

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**Testing For Stochasticmonotonicity**

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**Simulating Stock Returns under switching regimes - a new test of market efficiency**

*by*Meenagh, David & Minford, Patrick & Peel, David

**Bootstrap-Based Improvements for Inference with Clustered Errors**

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**A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator**

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**Another Look at what to do with Time-series Cross-section Data**

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**Problems and Prospects for Dynamic Microsimulation: A review and lessons for APPSIM**

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**Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty**

*by*Roques, F.A. & Nuttall, W.J. & Newbery, D.M.

**A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion**

*by*Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer

**Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models**

*by*Alois Kneip & Léopold Simar & Paul W. Wilson

**The pricing of portfolio credit risk**

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**An Optimal Method Of Binary Information Transfer (Bit) Between Surveys Of An Identical Population**

*by*Daniel Gottlieb & Leonid Kushnir

**Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector**

*by*Miroslav Misina & David Tessier & Shubhasis Dey

**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

*by*Jean-Marie Dufour & David Tessier

**Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization**

*by*Tilke, Stephan

**Bootstrapping pairs in Distance-Based Regression**

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**Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix**

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**Social Free Energy of a Pareto-Like Resource Distribution**

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**Mercato del credito e imprese in un modello con agenti eterogenei**

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**Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte**

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**Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process**

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**An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy**

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**Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach**

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**Has Production Management Improved Since 1984?**

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**Multiple Imputation Of Missing Data In Sustainable Development Modelling**

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**Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español**

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**A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System**

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**Modelos de valoración de opciones europeas en tiempo continuo**

*by*Jaime Villamil

**Le « risque de montant » des primes de rentes viagères. L'exemple de la loterie-tontine de 1743**

*by*Georges Gallais-Hamonno & Nicolas Zamfirescu & Laurent Monsigny

**Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation**

*by*Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior

**Application of Compound Options in the Evaluation of American Puts**

*by*José Ferreira Marinho Junior & Mauro Antonio Rincon

**A Critical Approach To The Demographic Policy**

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**Unit Roots and Cointegration in Panels**

*by*Jörg Breitung & M. Hashem Pesaran

**Swing Options: A Mechanism for Pricing Peak IT Demand**

*by*Bernardo A. Huberman & Scott H. Clearwater

**Estimating the Deep Parameters of RBC Model with Learning**

*by*Stefano Eusepi & Stefania D'Amico

**Stochastic Volatility in DSGE models**

*by*Giorgio Primiceri & Alejandro Justiniano

**Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models**

*by*Kai Christoffel

**Bootstrap inference on a nonlinear time series model of advertising effects**

*by*Miguel A. Arranz

**Test for serial independence based on quadratic forms**

*by*Cees Diks & Valentyn Panchenko

**The accuracy of welfare computations**

*by*Michel Juillard

**Heterogeneity, Profitability and Autocorrelations**

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**Limited Dependet Panel Data: a Bayesian Approach**

*by*Giuseppe Bruno

**Long Swings in the US-Dollar: a Stochastic Control Approach**

*by*Rita L. Dâ€™Ecclesia & Rosella Castellano

**Estimating default probabilities using a non parametric approach**

*by*Rita L. D'Ecclesia & Robert G. Tompkins

**Panel Cointegration Tests of the Fisher Hypothesis**

*by*Westerlund, Joakim

**Simulation-based finite-sample linearity test against smooth transition models**

*by*González, Andrés & Teräsvirta, Timo

**Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

**On the cost of delayed currency fixing announcements**

*by*Becker, Christoph & Wystup, Uwe

**The Decline in German Output Volatility: A Bayesian Analysis**

*by*Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

**Unit roots and cointegration in panels**

*by*Breitung, Jörg & Pesaran, Mohammad Hashem

**Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence**

*by*Shengzu Wang & Shen Guo

**Can the SupLR test discriminate between different switching**

*by*CHARFEDDINE Lanouar

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**Valuing defaultable bonds: an excursion time approach**

*by*Martina Nardon

**The Foresight Bias in Monte-Carlo Pricing of Options with Early**

*by*Christian Fries

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)**

*by*Christian P. Fries & Joerg Kampen

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

*by*Pierangelo De Pace

**Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment**

*by*Matthias Kredler

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Zacharias Bragoudakis

**Nonparametric Slope Estimators for Fixed-Effect Panel Data**

*by*Kusum Mundra

**Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues**

*by*Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald

**Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis**

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**Testing for inflation convergence between the Euro Zone and its CEE partners**

*by*Imed Drine & Christophe Rault &

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**A Recursive Thick Frontier Approach To Estimating Production Efficiency**

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**Long Memory, Heterogeneity and Trend Chasing**

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**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

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**Structural Change and the Order of Integration in Univariate Time Series**

*by*Luis Alberiko Gil-Alana

**Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf**

*by*Luis Alberiko Gil-Alana

**Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994**

*by*Luis Alberiko Gil-Alana & Guglielmo M.Caporale

**Technical Efficiency and Stock Market Reaction to Horizontal Mergers**

*by*Yanna Wu & Subhash C. Ray

**Unit Roots and Cointegrating Matrix Estimation using Subspace Methods**

*by*Alfredo Garcia Hiernaux & Miguel Jerez & José Casals

**The KPSS Test with Two Structural Breaks**

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**The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study**

*by*Jaroslava Hlouskova & Martin Wagner

**Labor Income and the Demand for Long-term Bonds**

*by*Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

**Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping**

*by*van Beers, W.C.M. & Kleijnen, J.P.C.

**Robust Optimization Using Computer Experiments**

*by*Stinstra, E. & den Hertog, D.

**Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)**

*by*Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C.

**On Importance Sampling for State Space Models**

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**Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models**

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**Total Factor Productivity and the Mongolian Transition**

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**Nonparametric Tests for Serial Independence Based on Quadratic Forms**

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**The Multi-State Latent Factor Intensity Model for Credit Rating Transitions**

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**A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk**

*by*Siem Jan Koopman & André Lucas & Robert Daniels

**Correcting for Primary Study Misspecifications in Meta-Analysis**

*by*Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

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