## 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.

**M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements**

*by*Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf

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

*by*M. Hashem Pesaran & Takashi Yamagata

**Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant**

*by*Ryan T. Godwin & David E. Giles

**Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness**

*by*Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani

**Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching**

*by*Habiyaremye, Alexis

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer

**Simulation Optimization through Regression or Kriging Metamodels**

*by*Kleijnen, J.P.C.

**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

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong

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

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**Evaluating Investments in Portability and Interoperability between Software Service Platforms**

*by*Netsanet Haile & Jörn Altmann

**A new semiparametric approach for mediation analyses**

*by*Gloria Gheno

**An Econometric Method for Estimating Population Parameters from Non-Random Samples: An Application to Clinical Case Finding**

*by*Rulof P. Burger & PhD & ZoÃ« M. McLaren & PhD

**Validity of Wild Bootstrap Inference with Clustered Errors**

*by*Antoine Djogbenou & James G. MacKinnon & Morten Ã˜rregaard Nielsen

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

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

**Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts**

*by*Bisio, Laura & Moauro, Filippo

**Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk**

*by*Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A.

**New Bid-Ask Spread Estimators from Daily High and Low Prices**

*by*Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel

**Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma**

*by*Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T.

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

*by*Jangho Yang

**Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting**

*by*Siem Koopman & André Lucas & Marcin Zamojski

**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

**Divide, Allocate et Impera: Comparing Allocation Strategies via Simulation**

*by*Paola CHIODINI & Giancarlo MANZI & Bianca Maria MARTELLI & Flavio VERRECCHIA

**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

**Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses**

*by*Igari Ryosuke & Takahiro Hoshino

**Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data**

*by*Takahiro Hoshino & Ryosuke Igari

**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

**Theory and Application of an Economic Performance Measure of Risk**

*by*Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.K.

**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

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

*by*M. Hashem Pesaran & Takashi Yamagata

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

*by*Nazila Alinaghi & W. Robert Reed

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

*by*Daniele Coin

**Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models**

*by*Andrea Nocera

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**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

**Financial Instability and Inequality Dynamics in the WAEMU**

*by*Thierno Thioune

**The Future of Facilities Management in Lithuania**

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

**Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of the Economic Impact of Longevity Risk**

*by*BENCHIMOL, ANDRÉS

**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

**Tukey’s transformational ladder for portfolio management**

*by*Philip A. Ernst & James R. Thompson & Yinsen Miao

**A Practical, Accurate, Information Criterion for Nth Order Markov Processes**

*by*Sylvain Barde

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

*by*Marta Biancardi & Giovanni Villani

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**Inequality and Household Size: A Microsimulation for Uruguay**

*by*Veronica Amarante

**Microreg: A Traditional Tax-Benefit Microsimulation Model Extended To Indirect Taxes And In Kind Transfers**

*by*M Luisa Maitino & Letizia Ravagli & Nicola Sciclone

**Regressivity-Reducing VAT Reforms**

*by*Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi

**Economic Contagion Under Uncertainty: Cge With A Monte Carlo Experiment**

*by*Hiroshi SAKAMOTO

**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

**Does gold Liquidity learn from the greenback or the equity?**

*by*Smimou, K.

**Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia**

*by*Mezghani, Imed & Ben Haddad, Hedi

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**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

**Modeling net energy balance of ethanol production from native warm season grasses**

*by*Illukpitiya, Prabodh & Reddy, K.C. & Bansal, Ankit

**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

**Testing for prospect and Markowitz stochastic dominance efficiency**

*by*Arvanitis, Stelios & Topaloglou, Nikolas

**Higher-order properties of approximate estimators**

*by*Kristensen, Dennis & Salanié, Bernard

**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

**Evaluating the size of the bootstrap method for fund performance evaluation**

*by*Cheng, Tingting & Yan, Cheng

**On weak identification in structural VARMA models**

*by*Yao, Wenying & Kam, Timothy & Vahid, Farshid

**The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation**

*by*Dimitrakopoulos, Stefanos

**Is MORE LESS? The role of data augmentation in testing for structural breaks**

*by*Rao, Yao & McCabe, Brendan

**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

**Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies**

*by*Hu, Yang & Oxley, Les

**Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests**

*by*Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes

**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

**Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year**

*by*Boj del Val, Eva & Costa Cor, Teresa

**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

**A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence**

*by*DO ANGO, Simplicio & AMBA OYON, Claude Marius

**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

**Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data**

*by*Neumann, Anne & Nieswand, Maria & Schubert, Torben

**The Use of Indicator Kriging for Analyzing Prices in the Real Estate Market**

*by*Kobylińska Katarzyna & Cellmer Radosław

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

*by*Zyga Jacek

**A commonsense assessment of Arrow’s theorem**

*by*Ortona Guido

**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

**Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries**

*by*Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil

**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

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

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

*by*Matthew C. 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

**A Model For Optimising Earned Attention In Social Media Based On A Memetic Algorithm**

*by*Pedro Godinho & Luiz Moutinho & Manuela Silva

**Metaheuristics In Logistics**

*by*Thomas Hanne & Suash Deb & Simon Fong

**Data Mining Process Models: A Roadmap For Knowledge Discovery**

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

**Promethee: Technical Details And Developments, And Its Role In Performance Management**

*by*Malcolm J Beynon & Harry Barton

**Bayesian Prediction With Linear Dynamic Model: Principle And Application**

*by*Yun Li & Luiz Moutinho & Kwaku K Opong & Yang Pang

**Growth Models**

*by*Mladen Sokele

**Qualitative Comparison Analysis: An Example Analysis Of Clinical Directorates And Resource Management**

*by*Malcolm J Beynon & Aoife McDermott & Mary A Keating

**Interactive Virtual Platform For Shopping Furniture Based On Unity 3d**

*by*Yingwan Wu & Simon Fong & Suash Deb & Thomas Hanne

**Too Much Ado About Nothing? Fuzzy Measurement Of Job Stress For School Leaders**

*by*Berlin Wu & Mei Fen Liu

**Non-Parametric Test With Fuzzy Data And Its Applications In The Performance Evaluation Of Customer Capital**

*by*Yu-Lan Lee & Ming-leih Wu & Chunti Su

**Meta-Heuristics In Marketing**

*by*Stephen Hurley & Luiz Moutinho

**The Application Of Nn To Management Problems**

*by*Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva

**Artificial Neural Networks And Structural Equation Modelling: An Empirical Comparison To Evaluate Business Customer Loyalty**

*by*Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva

**Statistical Model Selection**

*by*Graeme D Hutcheson

**Partial Least Squares Path Modelling In Marketing And Management Research: An Annotated Application**

*by*Joaquín Aldás-Manzano

**Role Of Structural Equation Modelling In Theory Testing And Development**

*by*Parikshat S Manhas & Ajay K Manrai & Lalita A Manrai & Ramjit

**A Review Of The Major Multidimensional Scaling Models For The Analysis Of Preference/Dominance Data In Marketing**

*by*Wayne S DeSarbo & Sunghoon Kim

**Quantitative Modelling in Marketing and Management**

*by*

**Quantitative analysis of financial market infrastructures: further perspectives on financial stability**

*by*Laine, Tatu (ed.)

**Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum**

*by*Bendel, Daniel

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

*by*Reed, W. Robert

**Evolution of the Main Banking Sector Risks in Romania in the Last Decade**

*by*Dana Sisea & Emilia Stoica & Sandra Teodorescu

**Construction Of Economic Indicators Using Internet Searches**

*by*Mioara, POPESCU

**Dynamic optimization of an investment portfolio on European stock markets using pair copulas**

*by*Atskanov, Isuf

**Age characteristics of the happy life in Russia and Europe: The econometric approach**

*by*Rodionova, Lilia

**Wealth and Labor Supply Heterogeneity**

*by*Jose Mustre-del-Rio

**Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models**

*by*Marcin Owczarczuk

**Common Trends and Common Cycles – Bayesian Approach**

*by*Justyna Wróblewska

**Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency**

*by*Arabinda Das

**Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application**

*by*Jitka Poměnková & Roman Maršálek

**Estimating the Value-at-Risk from High-frequency Data**

*by*Pavol Krasnovský

**Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence**

*by*Alina Kulai

**The role of oscillatory modes in US business cycles**

*by*Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

**Comparison of Taxes and Social Insurance Premium Burdens in Household Accounts**

*by*Taro Ohno & Masahiko Nakazawa & Kazuaki Kikuta & Manabu Yamamoto

**Default Probability Prediction with Static Merton-D-Vine Copula Model**

*by*Václav Klepáč

**Guyana: A Half a Century of Struggles with Planning, Growth, and Development**

*by*Lall B. RAMRATTAN

**Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben**

*by*Vékás, Péter

**Weekend vs. Medium Stay Tourism**

*by*Petru Balogh & Pompiliu Golea

**Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data**

*by*KAMEL HELALI & MAHA KALAI

**Heavy-tailed modeling of CROBEX**

*by*Danijel Grahovac & Nenad Suvak

**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 Quantitative and Qualitative Evaluation of a Multi-Agent Microsimulation Model for Subway Carriage Design**

*by*Le-le Cao & Xiao-xue Li & Fen-ni Kang & Chang Liu & Fu-chun Sun & Ramamohanarao Kotagiri

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

*by*Jürgen Wiemers

**Centrality-Based Capital Allocations**

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

**Debt Repayment Capacity Of Local Government Sector In Poland During The 2008-2013 Economic Slowdown Period**

*by*Krzysztof Kluza

**Long-term Stochastic Forecasting of the Nuclear Energy Global Market**

*by*Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov

**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

**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

**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

**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

**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

**Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**The Capital Markets Research Based on the Financial Quantitative Models**

*by*Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

**Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis**

*by*Muhammad Irfan Malik & Atiq-ur-Rehman

**Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models**

*by*Biagio Ciuffo & Eckehard Rosenbaum

**Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options**

*by*Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti

**A nonparametric study of real exchange rate persistence over a century**

*by*Kim, Hyeongwoo & Ryu, Deockhyun

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions**

*by*Assaf, Ata

**Distortions, efficiency and the size distribution of firms**

*by*Goyette, Jonathan & Gallipoli, Giovanni

**Does the Greenspan era provide evidence on leadership in the FOMC?**

*by*El-Shagi, Makram & Jung, Alexander

**Financial incentives for kidney donation: A comparative case study using synthetic controls**

*by*Bilgel, Fırat & Galle, Brian

**Which continuous-time model is most appropriate for exchange rates?**

*by*Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.

**Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes**

*by*Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

**Counterparty risk for CDS: Default clustering effects**

*by*Bo, Lijun & Capponi, Agostino

**The effect of objective formulation on retirement decision making**

*by*Butt, Adam & Khemka, Gaurav

**Modelling longevity bonds: Analysing the Swiss Re Kortis bond**

*by*Hunt, Andrew & Blake, David

**Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models**

*by*Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V.

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**Equilibrium option pricing: A Monte Carlo approach**

*by*Buchner, Axel

**Testing equality of modified Sharpe ratios**

*by*Ardia, David & Boudt, Kris

**Are emerging MENA stock markets mean reverting? A Monte Carlo simulation**

*by*Neaime, Simon

**Determining the economic value of ambiguous loan portfolios**

*by*Parnes, Dror

**Stochastic volatility and leverage: Application to a panel of S&P500 stocks**

*by*Ozturk, Serda Selin & Richard, Jean-Francois

**On the use of panel cointegration tests in energy economics**

*by*Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan

**Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case**

*by*Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo

**Two-step estimation of the volatility functions in diffusion models with empirical applications**

*by*Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia

**ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models**

*by*Creel, Michael & Kristensen, Dennis

**Testing of a market fraction model and power-law behaviour in the DAX 30**

*by*He, Xue-Zhong & Li, Youwei

**A new hyperbolic GARCH model**

*by*Li, Muyi & Li, Wai Keung & Li, Guodong

**Sample quantile analysis for long-memory stochastic volatility models**

*by*Ho, Hwai-Chung

**Robust inference in nonlinear models with mixed identification strength**

*by*Cheng, Xu

**Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study**

*by*Li, Xianghong & Smith, Barry

**Bootstrap inference for linear dynamic panel data models with individual fixed effects**

*by*Gonçalves, Sílvia & Kaffo, Maximilien

**A general method for third-order bias and variance corrections on a nonlinear estimator**

*by*Yang, Zhenlin

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**LM tests of spatial dependence based on bootstrap critical values**

*by*Yang, Zhenlin

**Specification tests for partially identified models defined by moment inequalities**

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

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**Asymptotic theory for differentiated products demand models with many markets**

*by*Freyberger, Joachim

**On the bootstrap for Moran’s I test for spatial dependence**

*by*Jin, Fei & Lee, Lung-fei

**When is it justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Ashley, Richard A. & Parmeter, Christopher F.

**On the computation of LOT liquidity measure**

*by*Zhao, Wandi & Wang, Mingjin

**Pitfalls of estimating the marginal likelihood using the modified harmonic mean**

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

**Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models**

*by*Abay, Kibrom A.

**State-dependent jump risks for American gold futures option pricing**

*by*Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home

**Shifts in volatility driven by large stock market shocks**

*by*Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

**Estimation of ergodic agent-based models by simulated minimum distance**

*by*Grazzini, Jakob & Richiardi, Matteo

**Economic Valuation of Electrical Service Reliability for Households’ in Developing Country: A Censored Random Coefficient Model Approach**

*by*Alastaire Sèna ALINSATO

**Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado**

*by*Jose Luis Alayon G.

**Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mi?nimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden**

*by*Sebastia?n Montenegro & Julio Ce?sar Alonso

**Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden**

*by*Sebastián Montenegro & Julio César Alonso

**Valoración de derivados europeos con mixtura de distribuciones Weibull**

*by*Andrés Mauricio Molina & José Alfredo Jiménez

**Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

**Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

**Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models**

*by*Fernanda Maria Muller & Fábio Mariano Bayer

**Search Theories and Aggregate Demand**

*by*Annalisa Cristini & Piero Ferri & Anna Maria Variato

**The Study Of The Impact Of Active Measures On Labour Market By Factor Techniques**

*by*Ph.D. Mariana BALAN

**The Impact of the Informal Employment on the Social Security Deficits in Turkey**

*by*Adem Yavuz Elveren

**The New Economic Governance In The Eu Member States. Macroeconomic Results And Statistical Correlations For Romania**

*by*Mirela Cristea & Ionut Dragulin

**A Method For Systemic Risk Estimation Based On Cds Indices**

*by*Gabriel GAIDUCHEVICI

**Improving Graduates' Employability In It Field. The Case Of Accounting And Information Systems Study Program**

*by*Luminita HURBEAN & Vasile Daniel PAVALOAIA & Doina FOTACHE

**Simulation-Based E-Learning Framework for Entrepreneurship Education and Training**

*by*Constanta-Nicoleta Bodea & Radu Ioan Mogos & Maria-Iuliana Dascalu & Augustin Purnus

**The factors responsible with corporate reputation: A structural equation modelling approach**

*by*Mihaela Cornelia SANDU

**Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?**

*by*Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke

**Date Stamping Historical Oil Price Bubbles: 1876-2014**

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar

**Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System**

*by*Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM

**Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions**

*by*Stefan Bruder

**The identification of directed technical change revisited**

*by*Saam, Marianne

**How do employment tax credits work? An analysis of the German inheritance tax**

*by*Franke, Benedikt & Simons, Dirk & Voeller, Dennis

**The estimation uncertainty of permanent-transitory decompositions in co-integrated systems**

*by*Schreiber, Sven

**The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity**

*by*Becker, Gideon

**Systemic risk in an interconnected banking system with endogenous asset markets**

*by*Bluhm, Marcel & Krahnen, Jan Pieter

**Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID**

*by*Bush, C. Anthony

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**How do employment tax credits work? An analysis of the German inheritance tax**

*by*Franke, Benedikt & Simons, Dirk & Voeller, Dennis

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**Unit Root Tests In The Presence Of Multiple Breaks In Variance**

*by*SOO-BIN JEONG & BONG-HWAN KIM & TAE-HWAN KIM & HYUNG-HO MOON

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

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

**A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities**

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

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**Robust Subsampling**

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

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

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

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**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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**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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**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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