Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C18: Methodolical Issues: General

2017

• Razzak, Weshah, 2017, "The PPP Puzzle: An Update," MPRA Paper, University Library of Munich, Germany, number 80774, Aug.
• Nelimarkka, Jaakko, 2017, "Evidence on News Shocks under Information Deficiency," MPRA Paper, University Library of Munich, Germany, number 80850, Aug.
• Kocięcki, Andrzej, 2017, "Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions," MPRA Paper, University Library of Munich, Germany, number 81094, Aug.
• Nelimarkka, Jaakko, 2017, "The effects of government spending under anticipation: the noncausal VAR approach," MPRA Paper, University Library of Munich, Germany, number 81303, Aug.
• Sapre, Amey & Sengupta, Rajeswari, 2017, "An analysis of revisions in Indian GDP data," MPRA Paper, University Library of Munich, Germany, number 81340, Sep.
• Shaar, Karam, 2017, "Reconciling International Trade Data," MPRA Paper, University Library of Munich, Germany, number 81572, Sep.
• Bukvić, Rajko, 2017, "Концентрација И Конкуренција У Банковном Сектору Србије
  [Concentration and Competition in Serbian Banking Sector]," MPRA Paper, University Library of Munich, Germany, number 81711, revised 2017.
• Limani, Jeta & Bettinger, Régis & Dacorogna, Michel M, 2017, "On the diversification benefit of reinsurance portfolios," MPRA Paper, University Library of Munich, Germany, number 82466, Oct.
• Bogliacino, Francesco & Codagnone, Cristiano, 2017, "Microfoundations, Behaviour, and Evolution: Evidence from Experiments," MPRA Paper, University Library of Munich, Germany, number 82479, Oct.
• Kebede, Shemelis, 2017, "Modeling Energy Consumption, CO2 Emissions and Economic Growth Nexus in Ethiopia: Evidence from ARDL Approach to Cointegration and Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 83000, Nov.
• Harin, Alexander, 2017, "Behavioral economics and auto-images of distributions of random variables," MPRA Paper, University Library of Munich, Germany, number 83025, Nov.
• Ayoki, Milton, 2017, "Estimating the Revenue Impacts of Tax Harmonisation," MPRA Paper, University Library of Munich, Germany, number 83548, Dec.
• Grand, Nathalie & Kamaly, Ahmed, 2017, "On the guidelines of good planning : The case of the Arab region," MPRA Paper, University Library of Munich, Germany, number 84146, Dec.
• Grand, Nathalie & Lorenz, Adam & Woodford, Georgina, 2017, "Documentation note ESCWA'S national plans database," MPRA Paper, University Library of Munich, Germany, number 84149, Dec.
• Alvi, Mohsin, 2017, "Critical Issues in Accounting," MPRA Paper, University Library of Munich, Germany, number 87398, Aug.
• Hasan, Zubair, 2017, "Academic sociology: The alarming rise in predatory publishing and its consequences for Islamic economics and finance," MPRA Paper, University Library of Munich, Germany, number 87853, Jan, revised 18 Sep 2018.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
• Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
• Michal Gerthofer & Michal Pešta, 2017, "Stochastic Claims Reserving in Insurance Using Random Effects," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 542-560, DOI: 10.18267/j.pep.625.
• D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran, 2017, "UQICD v2.1.2 User Guide," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 534, Mar.
• John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure, 2017, "What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 17-04, Feb.
• Elena Sinelnikova-Muryleva & Anton Skrobotov, 2017, "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 46, pages 90-103.
• Elena Kotyrlo, 2017, "Social network sites: What users post and to whom they address. Some approaches to the study," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 47, pages 74-99.
• Oyvind Langsrud, 2017, "Methods library of embedded R functions at Statistics Norway," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 129-139, December.
• Ivana Jurina & Lidija Gligorova, 2017, "Determination of the Optimal Stratum Boundaries in the Monthly Retail Trade Survey in the Croatian Bureau of Statistics," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 41-56, December.
• Ana-Maria TIRU & Iulia Elena TOMA & Marian NECULA, 2017, "rTempo – an R package to access the TEMPO-Online database," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 57-66, December.
• Daniela-Emanuela Danacica, 2017, "Methodological and Applicative Problems of using Pearson Correlation Coefficient in the Analysis of Socio-Economic Variables," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 148-163, February.
• Abdurrahman Korkmaz & Mustafa Erhan Bilman, 2017, "The S-curve Behaviour of the Trade Balance," Foreign Trade Review, , volume 52, issue 1, pages 1-14, February, DOI: 10.1177/0015732516650826.
• Javed Iqbal & Muhammad Nadim Hanif, 2017, "Performance Comparison of Modified HP Filter, Wavelet Analysis and Empirical Mode Decomposition for Smoothing Macroeconomic Time Series," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 87, Mar.
• Muhammad Nadim Hanif & Javed Iqbal & M. Ali Choudhary, 2017, "Fully Modified HP Filter," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 88, Apr.
• Пляскина Н.И. & Харитонова В.Н., 2017, "Трансформация методологических подходов и модельного аппарата системы стратегического планирования и управления. Transformation of methodological approaches and models of strategic planning and management system," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 4, pages 22-38.
• Taras Bodnar & Taras Zabolotskyy, 2017, "How risky is the optimal portfolio which maximizes the Sharpe ratio?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 101, issue 1, pages 1-28, January, DOI: 10.1007/s10182-016-0270-3.
• Craig Gundersen & Brent Kreider & John Pepper & Valerie Tarasuk, 2017, "Food assistance programs and food insecurity: implications for Canada in light of the mixing problem," Empirical Economics, Springer, volume 52, issue 3, pages 1065-1087, May, DOI: 10.1007/s00181-016-1191-4.
• Martyna Marczak & Víctor Gómez, 2017, "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, volume 52, issue 4, pages 1379-1408, June, DOI: 10.1007/s00181-016-1108-2.
• Barbara Rossi & Tatevik Sekhposyan, 2017, "Macroeconomic uncertainty indices for the Euro Area and its individual member countries," Empirical Economics, Springer, volume 53, issue 1, pages 41-62, August, DOI: 10.1007/s00181-017-1248-z.
• Sedef Sen & Murat Donduran, 2017, "Does stock market performance affect the government satisfaction rating in the UK?," Empirical Economics, Springer, volume 53, issue 3, pages 999-1009, November, DOI: 10.1007/s00181-016-1156-7.
• K. Vela Velupillai, 2017, "The magic market and the Nobel turn: a review article," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 34, issue 3, pages 565-585, December, DOI: 10.1007/s40888-017-0072-4.
• Alexandru Mandes & Peter Winker, 2017, "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 3, pages 469-506, October, DOI: 10.1007/s11403-016-0173-0.
• Florian Kreuchauff & Vladimir Korzinov, 2017, "A patent search strategy based on machine learning for the emerging field of service robotics," Scientometrics, Springer;Akadémiai Kiadó, volume 111, issue 2, pages 743-772, May, DOI: 10.1007/s11192-017-2268-3.
• Amita Majumder & Ranjan Ray, 2017, "Estimates of Spatial Prices in India and Their Sensitivity to Alternative Estimation Methods and Choice of Commodities," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 145-167, March, DOI: 10.1007/s11205-015-1124-1.
• Norbert Hirschauer & Oliver Mußhoff & Sven Grüner, 2017, "False Discoveries und Fehlinterpretationen wissenschaftlicher Ergebnisse
  [False Discoveries and Misinterpretations of Scientific Findings — Implications for Science Communication]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 3, pages 201-206, March, DOI: 10.1007/s10273-017-2108-3.
• Gioele Figus & Katerina Lisenkova & Peter G McGregor & Graeme Roy & J Kim Swales, 2017, "The long-term economic implications of BREXIT for Scotland: an interregional analysis," Working Papers, University of Strathclyde Business School, Department of Economics, number 1711, Nov.
• Gunes Kamber & James Morley & Benjamin Wong, 2017, "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers, School of Economics, The University of New South Wales, number 2016-09A, Jan.
• Christopher G. Gibbs & Andrey L. Vasnev, 2017, "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2017-10, Feb.
• V. Filimonov & G. Demos & D. Sornette, 2017, "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1167-1186, August, DOI: 10.1080/14697688.2016.1276298.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Hans (J.L.W.) van Kippersluis & Niels (C.A.) Rietveld, 2017, "Beyond Plausibly Exogenous," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-096/V, Oct.
• Manabu Asai & Michael McAleer & Shelton Peiris, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-105/III, Nov.
• Francisco (F.) Blasques & Andre (A.) Lucas & Andries van Vlodrop, 2017, "Finite Sample Optimality of Score-Driven Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-111/III, Nov.
• Franc Klaassen & Rutger Teulings, 2017, "Untangling Real Gravity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-121/VI, Dec.
• Suppliet, Moritz, 2017, "Umbrella Branding in Pharmaceutical Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-033.
• Suppliet, Moritz, 2017, "Umbrella Branding in Pharmaceutical Markets," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2017-034.
• Manabu Asai & Shelton Peiris & Michael McAleer, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-26, Nov.
• Claude Diebolt & Michael Haupert, 2017, "A Cliometric Counterfactual: What if There Had Been Neither Fogel nor North?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2017-04.
• Carolina Román, 2017, "Producto Interno Bruto y los componentes del gasto en Uruguay, 1955-2016: propuestas de empalmes," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 17-19, Dec.
• Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani, 2017, "Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness," Department of Economics University of Siena, Department of Economics, University of Siena, number 753, May.
• David E. Giles, 2017, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1703, Aug.
• Margarita Lambova & Veselin Hadzhiev, 2018, "Problem Situations In Assessing The Quality Of Academic Work Through Surveys," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 89, issue 1, pages 5-43, January.
• Jackson Emerson Abraham, 2017, "Theoretical and Methodological Context of (Post)-Modern Econometrics and Competing Philosophical Discourses for Policy Prescription," Journal of Heterodox Economics, Paradigm, volume 4, issue 2, pages 119-129, December, DOI: 10.1515/jheec-2017-0006.
• Alinaghi, Nazila & Reed, W. Robert, 2017, "Meta-Analysis and Publication Bias: How Well Does the Fat-Pet-Peese Procedure Work?," Working Paper Series, Victoria University of Wellington, Chair in Public Finance, number 20285.
• Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl & Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl, 2017, "Distributional impact analysis: toolkit and illustrations of impacts beyond the average treatment effect," Policy Research Working Paper Series, The World Bank, number 8139, Jul.
• Amey Sapre & Rajeswari Sengupta, 2017, "Analysis of Revisions in Indian GDP Data," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 18, issue 4, pages 129-172, October.
• LeSage, James P. & Fischer, Manfred M., 2017, "Cross-sectional dependence model specifications in a static trade panel data setting," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2017/01.
• Terence C. Cheng & Nattavudh Powdthavee & Andrew J. Oswald, 2017, "Longitudinal Evidence for a Midlife Nadir in Human Well‐being: Results from Four Data Sets," Economic Journal, Royal Economic Society, volume 127, issue 599, pages 126-142, February.
• Bo E. Honoré & Luojia Hu, 2017, "Poor (Wo)man's Bootstrap," Econometrica, Econometric Society, volume 85, issue , pages 1277-1301, July.
• František Čech & Jozef Baruník, 2017, "On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 181-206, March.
• N�stor A. Le Clech & Carmen Fillat Castej�n, 2017, "Productivity, efficiency and technical change in world agriculture: a f�re-primont index approach," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2017-09, Sep.
• Brodbeck, Karl-Heinz, 2017, "Die Selbstwahrnehmung der Wirtschaft: Entstehung und Wandel von Statistik und Ökonomik als Theorie für Eliten," Working Paper Serie des Instituts für Ökonomie, Hochschule für Gesellschaftsgestaltung (HfGG), Institut für Ökonomie, number Ök-25.
• Bucevska, Vesna, 2017, "The Impact of an Internet-Based Computer Laboratory on Graduate Students' Learning of Econometrics," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2017), Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Dubrovnik, Croatia, 7-9 September 2017".
• Augustyński, Iwo & Laskoś-Grabowski, Paweł, 2017, "Clustering Macroeconomic Time Series," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 171380.
• Islam, Nizamul & Colombino, Ugo, 2017, "The case for NIT+FT in Europe. An empirical optimal taxation exercise," GLO Discussion Paper Series, Global Labor Organization (GLO), number 140.
• Hubbard, Raymond, 2017, "A proposal for replicating Evanschitzky, Baumgarth, Hubbard, and Armstrong's "Replication research's disturbing trend" (Journal of Business Research, 2007)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-75.
• Warnke, Arne Jonas, 2017, "An investigation of record linkage refusal and its implications for empirical research," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-031.

2016

• Besa SHAHINI, 2016, "Financial Constraints Of Small And Medium Enterprises: Case Of Albania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 21-34, JULY.
• Rosas, Francisco & Lence, Sergio H., 2016, "How Reliable is Duality Theory in Empirical Work?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236091, May, DOI: 10.22004/ag.econ.236091.
• Kareem, Fatima Olanike & Martinez-Zarzoso, Inmaculada & Brümmer, Bernhard, 2016, "Fitting the Gravity Model when Zero Trade Flows are Frequent: a Comparison of Estimation Techniques using Africa's Trade Data," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 230588, Jan, DOI: 10.22004/ag.econ.230588.
• Cracau, Daniel & Lima, José E. Durán, 2016, "On the Normalized Herfindahl-Hirschman Index: A Technical Note," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, volume 7, issue 4, pages 1-5, August, DOI: 10.22004/ag.econ.244557.
• Hyslop, Dean & Townsend, Wilbur, 2016, "Employment misclassification in survey and administrative reports," Motu Working Papers, Motu Economic and Public Policy Research, number 290560, Oct, DOI: 10.22004/ag.econ.290560.
• MacKinnon, James G., 2016, "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274691, Sep, DOI: 10.22004/ag.econ.274691.
• Dharmasena, Senarath & Bessler, David A., 2016, "Decomposition of Discrete Choice Model Generated Probabilities and their Robustness to Changing Substantive Knowledge (Conditioning Variables)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229839, Feb, DOI: 10.22004/ag.econ.229839.
• Holmes, Madilyn & Dharmasena, Senarath, 2016, "Dynamics Of Macroeconomic Shocks On Food Assistace Programs In The United States," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229953, Feb, DOI: 10.22004/ag.econ.229953.
• Chavez, Daniel & Palma, Marco & Collart, Alba J., , "Eye Tracking to Model Attribute Attendance," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 230011, DOI: 10.22004/ag.econ.230011.
• Burton, Michael & Davis, Katrina & Kragt, Marit Ellen, , "Interpretation issues in heteroscedastic conditional logit models," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 235296, DOI: 10.22004/ag.econ.235296.
• Davis, Katrina J & Burton, Michael & Kragt, Marit E, , "Discrete choice models: scale heterogeneity and why it matters," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 235373, DOI: 10.22004/ag.econ.235373.
• Jan F. Kiviet, 2016, "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-03, Dec.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
• Tomas Krehlik & Jozef Barunik, 2016, "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers, arXiv.org, number 1603.07020, Mar, revised Jan 2017.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016, "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers, Institute for Fiscal Studies, number 36/16, Aug, DOI: 10.1920/wp.cem.2016.3616.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Institute for Fiscal Studies, number 45/16, Aug, DOI: 10.1920/wp.cem.2016.4516.
• Alexander Naidenov, 2016, "Contemporary methods for statistical disclosure control," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 125-134.
• Alfonso Ugarte, 2016, "Long and short-run components in explanatory variables and different panel-data estimates," Working Papers, BBVA Bank, Economic Research Department, number 16/10, May.
• Iván Higuera-Mendieta, 2016, "Persistencias históricas y discontinuidades espaciales: territorios comunitarios en el Pacífico colombiano," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 239, Jun, DOI: 10.32468/dtseru.239.
• Bruno Tissot, 2016, "Development of financial sectoral accounts: new opportunities and challenges for supporting financial stability analysis," IFC Working Papers, Bank for International Settlements, number 15, Nov.
• Güneş Kamber & James Morley & Benjamin Wong, 2016, "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers, Bank for International Settlements, number 584, Sep.
• Seong Yeon Chang & Pierre Perron, 2016, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 4, pages 555-574, July.
• Laura-Lucia Richter & Michael G. Pollitt, 2016, "Which Smart Electricity Service Contracts Will Consumers Accept? The demand for compensation in a platform market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1632, May.
• W. Robert Reed, 2016, "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/01, Jan.
• W. Robert Reed & Aaron Smith, 2016, "A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/19, Sep.
• Nazila Alinaghi & W. Robert Reed, 2016, "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/26, Nov.
• Markus Hertrich, 2016, "The distribution of exchange rates under a minimum exchange rate regime," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 351-362, November.
• Gebhard Kirchgässner, 2016, "On Estimating the Size of the Shadow Economy," CESifo Working Paper Series, CESifo, number 5753.
• Julian Dieler, 2016, "Effectiveness of Climate Policies: Empirical Methods and Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68, April.
• Gabriel Felbermayr & Erdal Yalcin & Alexander-Nikolai Sandkamp & Philipp Lang, 2015, "Beschäftigungseffekte der Exportkreditgarantien des Bundes und globale Wertschöpfungsketten," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68, February.
• Didier Sornette & Sandra Andraszewicz & Ryan O. Murphy & Philipp B. Rindler & Dorsa Sanadgol, 2016, "Resolving Persistent Uncertainty by Self-Organized Consensus to Mitigate Market Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-08, Feb.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-12, Feb.
• Jeffrey Smith & Arthur Sweetman, 2016, "Viewpoint: Estimating the causal effects of policies and programs," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 3, pages 871-905, August, DOI: 10.1111/caje.12217.
• Iván Higuera-Mendieta, 2016, "Persistencias históricas y discontinuidades espaciales: territorios comunitarios en el Pacífico colombiano," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 14635, Jun, DOI: 10.32468/dtseru.239.
• Elkin Castano & Santiago Gallon, 2016, "A solution for multicollinearity in stochastic frontier production function models," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 9-23.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• MOUCHART, Michel & ORSI, R., 2016, "Building a Structural Model: Parameterization and Structurality," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2734, Jan.
• Fafchamps, Marcel & Labonne, Julien, 2016, "Using Split Samples to Improve Inference on Causal Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 11077, Jan.
• Franco Varetto, 2016, "L’ALBERO DEL RISCHIO: RELAZIONI STOCASTICHE (ELEMENTARI) TRA GLI INDICATORI DI BILANCIO [The tree of risk: (elementary) stochastic relations between financial ratios]," IRCrES Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY, number 201604, Oct.
• Eric A. BONDZIE, 2016, "Effect of Smoking and other Economic Variables on Wages in the Euro Area," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 1, pages 38-52, March.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
• Beate Jochimsen & Christian Raffer, 2016, "Herausforderungen bei der Messung von Wohlfahrt," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1595.
• Stefano Soccorsi, 2016, "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-01, Jan.
• Farida F. Galimulina & Alexey I. Shinkevich & Irina P. Komissarova & Albina N. Mayorova & Irina A. Astafyeva & Natalia V. Klimova & Karina R. Nabiullina & Irina V. Zhukovskaya, 2016, "Technology Platforms as an Efficient Tool to Modernize Russia's Economy," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 163-168.
• Chee Yin Yip & Hock Eam Lim & Hooi Hooi Lean, 2016, "Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 728-735.
• Soccorsi, Stefano, 2016, "Measuring nonfundamentalness for structural VARs," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 86-101, DOI: 10.1016/j.jedc.2016.08.001.
• Pritchett, Lant & Sen, Kunal & Kar, Sabyasachi & Raihan, Selim, 2016, "Trillions gained and lost: Estimating the magnitude of growth episodes," Economic Modelling, Elsevier, volume 55, issue C, pages 279-291, DOI: 10.1016/j.econmod.2016.02.020.
• Roman, Philippe & Thiry, Géraldine, 2016, "The inclusive wealth index. A critical appraisal," Ecological Economics, Elsevier, volume 124, issue C, pages 185-192, DOI: 10.1016/j.ecolecon.2015.12.008.
• Li, Cong & Wang, Yanfei, 2016, "Gradient-based bandwidth selection for estimating average derivatives," Economics Letters, Elsevier, volume 140, issue C, pages 19-22, DOI: 10.1016/j.econlet.2015.12.005.
• Fuleky, Peter & Ventura, Luigi, 2016, "Mean lag in general error correction models," Economics Letters, Elsevier, volume 143, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.03.028.
• Neusser, Klaus, 2016, "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, volume 144, issue C, pages 107-111, DOI: 10.1016/j.econlet.2016.05.003.
• Kim, Kyoo il & Petrin, Amil & Song, Suyong, 2016, "Estimating production functions with control functions when capital is measured with error," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 267-279, DOI: 10.1016/j.jeconom.2015.06.016.
• Rao, D.S. Prasada & Hajargasht, Gholamreza, 2016, "Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 414-425, DOI: 10.1016/j.jeconom.2015.12.012.
• Leamer, Edward E., 2016, "S-values: Conventional context-minimal measures of the sturdiness of regression coefficients," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 147-161, DOI: 10.1016/j.jeconom.2015.10.013.
• Shonkwiler, J.S., 2016, "Variance of the truncated negative binomial distribution," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 209-210, DOI: 10.1016/j.jeconom.2016.09.002.
• Sueyoshi, Toshiyuki & Goto, Mika, 2016, "Undesirable congestion under natural disposability and desirable congestion under managerial disposability in U.S. electric power industry measured by DEA environmental assessment," Energy Economics, Elsevier, volume 55, issue C, pages 173-188, DOI: 10.1016/j.eneco.2016.01.004.
• Sueyoshi, Toshiyuki & Yuan, Yan, 2016, "Marginal Rate of Transformation and Rate of Substitution measured by DEA environmental assessment: Comparison among European and North American nations," Energy Economics, Elsevier, volume 56, issue C, pages 270-287, DOI: 10.1016/j.eneco.2016.01.017.
• Sueyoshi, Toshiyuki & Yuan, Yan, 2016, "Returns to damage under undesirable congestion and damages to return under desirable congestion measured by DEA environmental assessment with multiplier restriction: Economic and energy planning for social sustainability in China," Energy Economics, Elsevier, volume 56, issue C, pages 288-309, DOI: 10.1016/j.eneco.2016.02.014.
• Krauss, Alexander, 2016, "How natural gas tariff increases can influence poverty: Results, measurement constraints and bias," Energy Economics, Elsevier, volume 60, issue C, pages 244-254, DOI: 10.1016/j.eneco.2016.09.010.
• Gündüz, Güngör & Gündüz, Yalin, 2016, "A thermodynamical view on asset pricing," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 310-327, DOI: 10.1016/j.irfa.2016.01.013.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, volume 17, issue C, pages 158-166, DOI: 10.1016/j.frl.2016.03.005.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 55-78, DOI: 10.1016/j.finmar.2015.09.003.
• Leccadito, Arturo & Paletta, Tommaso & Tunaru, Radu, 2016, "Pricing and hedging basket options with exact moment matching," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 59-69, DOI: 10.1016/j.insmatheco.2016.03.013.
• Hedegaard, Esben & Hodrick, Robert J., 2016, "Estimating the risk-return trade-off with overlapping data inference," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 135-145, DOI: 10.1016/j.jbankfin.2016.03.008.
• Verschoor, Arjan & D’Exelle, Ben & Perez-Viana, Borja, 2016, "Lab and life: Does risky choice behaviour observed in experiments reflect that in the real world?," Journal of Economic Behavior & Organization, Elsevier, volume 128, issue C, pages 134-148, DOI: 10.1016/j.jebo.2016.05.009.
• Crossley, Thomas F. & Low, Hamish & Smith, Sarah, 2016, "Do consumers gamble to convexify?," Journal of Economic Behavior & Organization, Elsevier, volume 131, issue PA, pages 276-291, DOI: 10.1016/j.jebo.2016.07.023.
• McCarthy, Ian M., 2016, "Eliminating composite bias in treatment effects estimates: Applications to quality of life assessment," Journal of Health Economics, Elsevier, volume 50, issue C, pages 47-58, DOI: 10.1016/j.jhealeco.2016.09.004.
• Fabozzi, Frank J. & Giacometti, Rosella & Tsuchida, Naoshi, 2016, "Factor decomposition of the Eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2016.03.003.
• Hashem Pesaran, M. & Smith, Ron P., 2016, "Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing," Research in Economics, Elsevier, volume 70, issue 2, pages 262-280, DOI: 10.1016/j.rie.2016.01.004.
• Galanti, Sébastien, 2016, "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 466-473, DOI: 10.1016/j.ribaf.2016.07.015.
• Rubi Tonantzin Gutiérrez Villanueva, 2016, "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," Graduate theses (Spanish), CIDE, División de Economía, number TESG 008, Jun.
• Lukas Koelbl & Alexander Braumann & Elisabeth Felsenstein & Manfred Deistler, 2016, "Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035002.
• Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2016, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035009.
• Pilar Poncela & Esther Ruiz, 2016, "Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035010.
• Kairat Mynbaev & Carlos Martins-Filho & Aziza Aipenova, 2016, "A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036026.
• Peiris, S. & Asai, M. & McAleer, M.J., 2016, "Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-27, Jun.
• Laura-Lucia Richter & Melvyn Weeks, 2016, "Flexible Mixed Logit with Posterior Analysis: Eliciting Willingness to Pay for Grid Resilience," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1615, May.
• Laura-Lucia Richter & Michael G. Pollitt, 2016, "Which Smart Electricity Services Contracts Will Consumers Accept? The demand for compensation in a platform market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1616, Nov.
• Diana Ioana POPA & Nicoleta CARAGEA, 2016, "Patterns of Employment in Romania – Future Challenges," Working papers, Ecological University of Bucharest, Department of Economics, number 05, Apr.
• Masha Maslianskaia-Pautrel & Catherine Baumont pba148, 2016, "The nature and impacts of environmental spillovers on housing prices: A spatial hedonic analysis," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2016.04, Feb.
• Daniel O. Beltran & David Draper, 2016, "Estimating Dynamic Macroeconomic Models : How Informative Are the Data?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1175, Aug, DOI: 10.17016/IFDP.2016.1175.
• Simona-Mihaela Iftimie (Chiru), 2016, "Aproximarea probabilităţii de ruină atunci când distribuţia severităţii daunelor este lognormală," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 15-30, June.
• Michel Mouchart & Renzo Orsi, 2016, "Building a Structural Model: Parameterization and Structurality," Econometrics, MDPI, volume 4, issue 2, pages 1-16, April.
• Bouscasse, H. & Joly, I. & Peyhardi, J., 2016, "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-04.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are critical slowing down indicators useful to detect financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339815, Jan.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339826, Sep.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are Critical Slowing Down Indicators Useful to Detect Financial Crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01505202, Nov, DOI: 10.2139/ssrn.2861258.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print, HAL, number hal-01724241.
• Claude Diebolt, 2016, "Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des événements rares," Post-Print, HAL, number hal-01762538.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Post-Print, HAL, number halshs-01339826, Sep.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers, HAL, number hal-01392253.
• Hélène Bouscasse & Iragaël Joly & Jean Peyhardi, 2016, "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers, HAL, number hal-01847227, Apr.
• Edvardsen, Dag Fjeld & Førsund, Finn & Kittelsen, Sverre A. C, 2016, "Productivity Development of Norwegian Institutions of Higher Education 2004 – 2013," Memorandum, Oslo University, Department of Economics, number 04/2016, Apr.
• Kravdal, Øystein, 2016, "Expected and unexpected consequences of childbearing – a methodologically and politically important distinction that is overlooked," Memorandum, Oslo University, Department of Economics, number 05/2016, Apr.
• Jerome Dumortier & Nathan S. Kauffman & Dermot J. Hayes, 2016, "Production and Spatial Distribution of Switchgrass and Miscanthus in the United States under Uncertainty and Sunk Cost," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 16-wp568, Sep.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016, "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/16, Aug.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/16, Aug.
• Michal Andrle & Miroslav Plašil, 2016, "System Priors for Econometric Time Series," IMF Working Papers, International Monetary Fund, number 2016/231, Nov.
• Smith, Jeffrey A. & Sweetman, Arthur, 2016, "Viewpoint: Estimating the Causal Effects of Policies and Programs," IZA Discussion Papers, IZA Network @ LISER, number 10108, Jul.
• Pei, Zhuan & Shen, Yi, 2016, "The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable," IZA Discussion Papers, IZA Network @ LISER, number 10320, Oct.
• Bazen, Stephen & Joutard, Xavier & Magdalou, Brice, 2016, "An Oaxaca Decomposition for Nonlinear Models," IZA Discussion Papers, IZA Network @ LISER, number 9909, Apr.
• Sabuj Kumar Mandal & Devleena Chakravarty, 2016, "Is environmental Kuznets curve a universal phenomenon?: - An econometric analysis of the existing studies," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 261-276, Special I.
• Stefan Behrendt, 2016, "Taking Stock - Credit Measures in Monetary Transmission," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2016-002, Jan.
• Stefan Behrendt, 2016, "Determinants of lending activity in the Euro area," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2016-017, Oct.
• Jun Wang & Yang Wang & Hui Zeng, 2016, "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 45-66, January, DOI: 10.1007/s10109-015-0224-4.
• Jun Wang & Yang Wang & Hui Zeng, 2016, "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 45-66, January, DOI: 10.1007/s10109-015-0224-4.
• Richard Andrášik & Michal Bíl, 2016, "Efficient road geometry identification from digital vector data," Journal of Geographical Systems, Springer, volume 18, issue 3, pages 249-264, July, DOI: 10.1007/s10109-016-0230-1.
• Li Shi & Lun Wu & Guanghua Chi & Yu Liu, 2016, "Geographical impacts on social networks from perspectives of space and place: an empirical study using mobile phone data," Journal of Geographical Systems, Springer, volume 18, issue 4, pages 359-376, October, DOI: 10.1007/s10109-016-0236-8.
• A. Stewart Fotheringham & Taylor M. Oshan, 2016, "Geographically weighted regression and multicollinearity: dispelling the myth," Journal of Geographical Systems, Springer, volume 18, issue 4, pages 303-329, October, DOI: 10.1007/s10109-016-0239-5.
• Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2016, "Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action," Quantitative Marketing and Economics (QME), Springer, volume 14, issue 4, pages 271-323, December, DOI: 10.1007/s11129-016-9176-3.
• Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016, "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 943-971, November, DOI: 10.1007/s11156-015-0526-0.
• Taro Ikeda, 2016, "Relume: A fractal analysis for the US stock market," Discussion Papers, Graduate School of Economics, Kobe University, number 1637, Oct.
• Kenichi Mizobuchi & Kenji Takeuchi, 2016, "The Rebound Effect in Residential Electricity Use: Evidence from a Propensity Score Matching Estimator," Discussion Papers, Graduate School of Economics, Kobe University, number 1639, Oct.
• Taro Ikeda, 2016, "A fractal analysis of US industrial sector stocks," Discussion Papers, Graduate School of Economics, Kobe University, number 1643, Nov.
• Eric A. BONDZIE, 2016, "Effect of Smoking and other Economic Variables on Wages in the Euro Area," Journal of Economics Bibliography, KSP Journals, volume 3, issue 1, pages 38-52, March.