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

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C3: Multiple or Simultaneous Equation Models; Multiple Variables**

/ / / C30: General

/ / / C31: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

/ / / C33: Models with Panel Data; Spatio-temporal Models

/ / / C34: Truncated and Censored Models; Switching Regression Models

/ / / C35: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

/ / / C36: Instrumental Variables (IV) Estimation

/ / / C38: Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis

/ / / C39: Other

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

Most recent items first, undated at the end.

**Verwertung der Innovationen von an Hochschulen tätigen Wissenschaftlerinnen und Wissenschaftlern**

*by*Bijedić, Teita & Brink, Siegrun & Chlosta, Simone & Werner, Arndt

**Microeconometric evidence on demand-side real rigidity and implications for monetary non-neutrality**

*by*Beck, Günter W. & Lein-Rupprecht, Sarah M.

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

**Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison**

*by*Pennoni, Fulvia & Romeo, Isabella

**Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test**

*by*Hamrita, Mohamed Essaied & Mekdam, Mejdi

**Testing for Financial Market Integration of the Chinese Market with the US Market**

*by*Hatemi-J, Abdulnasser & Mustafa, Alan

**Autonomy, Social Interactions and Culture**

*by*Marini, Annalisa & Navarra, Pietro

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha

**A new model for interdependent durations with an application to joint retirement**

*by*Bo Honoré & Áureo de Paula

**The abolition of the municipal property tax on owner-occupied dwellings accomplished in Italy in 2008 offers a quasi-natural experiment that allows for the identification of the presence of political budget cycles - the incentives for municipalities close to elections to manipulate policy outcome decisions. Our empirical analysis shows that the reform impacted on municipalities that in 2008 were in their pre-electoral year, by expanding the size of their budget in the form of an increase of current expenditure and fees and charges, but this did not occurred in municipalities that experienced their pre-electoral year before 2008**

*by*Massimiliano Ferraresi & Umberto Galmarini & Leonzio Rizzo & Alberto Zanardi

**Zuwanderung nach Deutschland – Mittel- bis langfristige Projektionen mit dem Modell TINFORGE**

*by*Kristina Gorodetski & Anke Mönnig & Dr. Marc Ingo Wolter

**Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs**

*by*Dario Caldara & Edward Herbst

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Chen, Kaiji & Waggoner, Daniel F. & Higgins, Patrick C. & Zha, Tao

**New Methods for Macro-Financial Model Comparison and Policy Analysis**

*by*Afanasyeva, Elena & Kuete, Meguy & Wieland, Volker & Yoo, Jinhyuk

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Corporate Governance and Financial Performance Nexus: Any Bidirectional Causality?**

*by*Alley Ibrahim S. & Adebayo Abimbola L. & Oligbi Blessing O.

**Análisis de la demanda residencial de los servicios básicos en España usando un modelo QUAIDS censurado**

*by*Pablo Gálvez & Petr Mariel & David Hoyos

**Market Structure as a Determinant of Patient Care Quality**

*by*Nathan E. Wilso

**On Italian Households’ Economic Inadequacy Using Quali-Quantitative Measures**

*by*Luca Zanin

**Portfolio Decisions and Brain Reactions via the CEAD method**

*by*Piotr Majer & Peter N. C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle

**Price risk in commodities: Sensitivity of agricultural commodities to interest rate shocks?**

*by*Gonzalo Rondinone & Esteban Otto Thomasz

**Is the interest rate more important than inventories? The case of agricultural commodities in the context of the financialization process**

*by*Esteban Thomasz & Juan Massot & Gonzalo Rondinone

**The impact of negative work home interface on intention to leave and the role of flexible working arrangements in Malaysia**

*by*Azlinzuraini Ahmad & Nicky E. Shaw & Nicola J. Bown & Khatijah Omar & Jean Gardiner

**Of Inflation and Growth Nexus in BRIMC Economies**

*by*Waseem Khadim & Saddam Ilyas & Bilal Mehmood

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

**Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited**

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Editorial Office

**Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets**

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

**Measuring the Distance between Sets of ARMA Models**

*by*Umberto Triacca

**Market Microstructure Effects on Firm Default Risk Evaluation**

*by*Flavia Barsotti & Simona Sanfelici

**Estimation of Gini Index within Pre-Specified Error Bound**

*by*Bhargab Chattopadhyay & Shyamal Krishna De

**Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables**

*by*Daniel A. Griffith & Yongwan Chun

**Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels**

*by*Masayuki Hirukawa & Mari Sakudo

**Continuous and Jump Betas: Implications for Portfolio Diversification**

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

**Removing Specification Errors from the Usual Formulation of Binary Choice Models**

*by*P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

**Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability**

*by*Marc S. Paolella

**Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

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

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

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

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Continuous wavelet transform and rolling correlation of European stock markets**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu

**Differential demand response to gasoline taxes and gasoline prices in the U.S**

*by*Tiezzi, Silvia & Verde, Stefano F.

**Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis**

*by*Boubaker, Sabri & Jouini, Jamel & Lahiani, Amine

**Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation**

*by*Castelnuovo, Efrem

**The interest rate pass-through in the euro area during the sovereign debt crisis**

*by*von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo

**Determinants of global spillovers from US monetary policy**

*by*Georgiadis, Georgios

**Can market power in the electricity spot market translate into market power in the hedge market?**

*by*Fiuza de Bragança, Gabriel Godofredo & Daglish, Toby

**Decomposing energy demand across BRIIC countries**

*by*Adetutu, Morakinyo O. & Glass, Anthony J. & Weyman-Jones, Thomas G.

**The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences**

*by*Kocsis, Zalan & Monostori, Zoltan

**Brokers’ financial network and stock return**

*by*Chuang, Hongwei

**Festivity Anomaly in Indian Stock Market**

*by*Xing Lu & Neel Patel

**Real exchange rate and bilateral trade balance of Cambodia: A panel investigation**

*by*Yannick Bineau

**Are investment promotion agencies doing the right thing? evidence from China**

*by*Bin Ni

**The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation**

*by*Heather L. Bednarek & Hailong Qian

**Impact of institutional environment on irrigation practices : the case of a france area**

*by*Liliane Bonnal & Ornella Boutry

**Taxation and Income Inequality in Developing Countries: An Empirical Investigation**

*by*N''Yilimon Nantob

**Apoyo organizacional y empoderamiento como antecedentes de comportamientos empoderados y participación de los empleados**

*by*Juan Pablo Román-Calderón & Alicia Krikorian & Camilo Franco Ruiz & Alejandra Betancur Gaviria

**How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data**

*by*Gregor Bäurle & Elizabeth Steiner

**El papel de las posiciones netas de los especuladores en el proceso de formación de precios en un régimen de flotación. Evidencia de un modelo SVAR cointegrado para México**

*by*Sánchez, Armando & Arenas, Guillermo & Villarespe, Verónica

**Producción potencial y brecha de producción en Centroamérica, Panamá y la República Dominicana (CAPRD)**

*by*Christian A., Johnson

**The interest rate pass-through in the euro area during the sovereign debt crisis**

*by*von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo

**Recent Trends in Regional Financial Integration and Trade Liberalization in Maghreb Countries: A Multivariate Threshold Autoregressive Analysis**

*by*Soumia Zenasni

**Gini-PLS Regressions**

*by*Stephane Mussard & Fattouma Souissi-Benrejab

**Microfinance and Moneylenders: Long-run Effects of MFIs on Informal Credit Market in Bangladesh**

*by*Berg, Claudia & Emran, Shahe & Shilpi, Forhad

**Composite likelihood inference for hidden Markov models for dynamic networks**

*by*Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia

**Dynamic Support of Government in Online Shopping**

*by*Hai, Le Chi & Alam Kazmi, Syed Hasnain

**Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble**

*by*Damianov, Damian S & Escobari, Diego

**Banks’ Risk Endogenous to Strategic Management Choices**

*by*Delis, Manthos & Hasan, Iftekhar & Tsionas, Efthymios

**Formal volunteering and self-perceived health. Causal evidence from the UK-SILC**

*by*Fiorillo, Damiano & Nappo, Nunzia

**Local government cooperation at work: A control function approach**

*by*Zineb Abidi & Edoardo Di Porto & Angela Parenti & Sonia Paty

**Intergenerational Transmission in Health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children**

*by*Huong Thu Le & Ha Trong Nguyen

**Survey self-asessments, reporting behaviour and the use of externally collected vignettes**

*by*Mark N. Harris & Rachel Knott & Paul Lorgelly & Nigel Rice

**Estimation of Multivariate Probit Models via Bivariate Probit**

*by*John Mullahy

**Identification in Differentiated Products Markets**

*by*Steven T. Berry & Philip Haile

**Schooling, Marriage and Age of First Birth in Madagascar**

*by*Glick, Peter & Handy, Christopher & Sahn, David E.

**Determinants of Co-movement and of Lead and Lag Behavior of Business Cycles in the Eurozone**

*by*Hasan Engin Duran & Alexandra Ferreira-Lopes

**Binge Drinking, Antisocial and Unlawful Behaviours, and Beverage Types**

*by*Ou Yang & Xueyan Zhao & Preety Srivastava

**Risk Related Brain Regions Detected with 3D Image FPCA**

*by*Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer

**Business cycle fluctuations and the distribution of consumption**

*by*De Giorgi, Giacomo & Gambetti, Luca

**Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement**

*by*Jackson, Laura E. & Kose, M. Ayhan & Otrok, Christopher & Owyang, Michael T.

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Health condition and job status interactions: Econometric evidence of causality from a French longitudinal survey**

*by*Eric Delattre & Richard Moussa & Mareva Sabatier

**The global impact of the great depression**

*by*Thilo Albers & Martin Uebele

**The interest rate pass-through in the euro area during the sovereign debt crisis**

*by*Julia von Borstel & Sandra Eickmeier & Leo Krippner

**Cournot Oligopoly, Homogeneous Products and Grappa Market: An Econometric Study**

*by*Laura Onofri & Vasco Boatto

**Identification in Differentiated Products Markets**

*by*Steven T. Berry & Philip A. Haile

**Inference Based on Many Conditional Moment Inequalities**

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

**Inference Based on Many Conditional Moment Inequalities**

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

**Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure**

*by*Steven T. Berry & Philip A. Haile

**Business Cycles, Technology and Exports**

*by*Francesco Bogliacino & Dario Guarascio & Mario Pianta & Matteo Lucchese

**Financial Soundness Index for the Private Corporate Sector in Colombia**

*by*Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar

**Invariant tests based on M-estimators, estimating functions, and the generalized method of moments**

*by*Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj

**Index options realized returns distributions from passive investment strategies**

*by*José P. Dapena & Julian R. Siri

**Microeconometric evidence on demand-side real rigidity and implications for monetary non-neutrality**

*by*Günter W. Beck & Sarah M. Lein

**Speculators, Prices and Market Volatility**

*by*Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris

**Does Trade Tariff Liberalisation Matter for Intra-ECOWAS Trade?**

*by*Mohammed Shuaibu

**International Tourist Arrivals Volatility Comovements and Spillovers. The Case of Thailand**

*by*Tanattrin BUNNAG

**Greek Shipping Earnings and Investment Expenditure: Exploring the Pre & Post "Ordering -Frenzy" Period**

*by*Zacharias G. Bragoudakis & Stelios Th. Panagiotou & Helen A. Thanopoulou

**Estimación de modelos multivariados GARCH en los mercados accionarios de China y México**

*by*Francisco Javier Reyes Zárate

**Use of multi-criteria decision analysis for location decision: Developing a risk reaction spectrum**

*by*Khan Muhammad Saqiful Alam* & Faisal Ibne Wali & Md & Shahid Hossain & Muhammad Maruf Ibne Wali

**Use of multi-criteria decision analysis for location decision: Developing a risk reaction spectrum**

*by*Khan Muhammad Saqiful Alam* & Faisal Ibne Wali & Md & Shahid Hossain & Muhammad Maruf Ibne Wali

**A Quick Estimate of Power and Cost for Micro-Scale Generation Wind Turbine Utilising Weibull Method for Non-Specialists**

*by*Yasser Maklad

**Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification**

*by*Ying-Ying Lee

**How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?**

*by*Duo Qin & Sophie van Huellen & Qing-Chao Wang

**Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality**

*by*Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu

**Bootstrap Tests for Overidentification in Linear Regression Models**

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

**Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables**

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach**

*by*Javier Alejo & Nicolás Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benford’s Law a Universal Behavioral Theory?**

*by*Sofia B. Villas-Boas & Qiuzi Fu & George Judge

**A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models**

*by*Masamune Iwasawa

**On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study**

*by*Antonio F. Galvao & Gabriel Montes-Rojas

**A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index**

*by*Jose Olmo

**Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting**

*by*Stanislav Anatolyev & Stanislav Khrapov

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

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

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag Tjøstheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Global Sensitivity Analysis in Economic Modelling**

*by*Sandra Albert

**Cournot Oligopoly, Homogeneous Products and Grappa Market: An Econometric Study**

*by*Laura Onofri & Vasco Boatto

**Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach**

*by*Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A.

**Effects of financial developments and income on energy consumption**

*by*Chang, Shu-Chen

**What drives housing dynamics in China? A sign restrictions VAR approach**

*by*Bian, Timothy Yang & Gete, Pedro

**Imbalances over the Pacific**

*by*Kim, Soyoung & Lee, Jaewoo

**Orthogonalized regressors and spurious precision, with an application to currency exposures**

*by*Liu, Fang & Sercu, Piet & Vandebroek, Martina

**Do negative and positive equity returns share the same volatility dynamics?**

*by*Palandri, Alessandro

**Examining industrial interdependence between Japan and South Korea: A FAVAR approach**

*by*Selover, David D. & Yagihashi, Takeshi

**Dynamic branching and interest rate competition of commercial banks: Evidence from Hungary**

*by*Temesvary, Judit

**Financial stress spillovers across the banking, securities and foreign exchange markets**

*by*Apostolakis, George & Papadopoulos, Athanasios P.

**Modelling interregional links in electricity price spikes**

*by*Clements, A.E. & Herrera, R. & Hurn, A.S.

**Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach**

*by*Salisu, Afees A. & Oloko, Tirimisiyu F.

**Financial development, environmental quality, trade and economic growth: What causes what in MENA countries**

*by*Omri, Anis & Daly, Saida & Rault, Christophe & Chaibi, Anissa

**Obesity and health expenditures: Evidence from Australia**

*by*Buchmueller, Thomas C. & Johar, Meliyanni

**Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model**

*by*Georgiadis, Georgios

**How do US credit supply shocks propagate internationally? A GVAR approach**

*by*Eickmeier, Sandra & Ng, Tim

**The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach**

*by*Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane

**Volatility persistence in stock market**

*by*Chuang, Hongwei

**Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables**

*by*Yıldız, Neşe

**Estimating the common break date in large factor models**

*by*Chen, Liang

**Causality Analysis between Electricity Consumption, Real Gross Domestic Product, Foreign Direct Investment, Human Development and Remittances in Colombia, Ecuador and Mexico**

*by*Daniel A. Sanchez-Loor & Manuel A. Zambrano-Monserrate

**Does Capacity Utilization Rate Affect Imports of Raw Materials in Nigeria?**

*by*Augustine C. Osigwe & Kenneth Obi

**Islamic Banks and Financial Stability: A Quantile Estimation**

*by*Wassim Rajhi

**Does liquidity matter for money demand in euro area countries?**

*by*Alexander C. Jung

**International tourism demand in Tunisia: Evidence from dynamic panel data model**

*by*Amira Gasmi & Seifallah Sassi

**On Wealth Volatility, Asymmetries And The Average Propensity To Consume In The United States**

*by*Mark J. HOLMES & Xin SHEN

**Is the Rand Really Decoupled from Economic Fundamentals?**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?**

*by*Charl Jooste & Rangan Gupta

**Customer Satisfaction in Private Banking**

*by*Volker Seiler & Markus Rudolf

**Sustainable intensification of pineapple farming in Ghana: Training and complexity**

*by*Wuepper, David & Sauer, Johannes & Kleemann, Linda

**Gravity model estimation: Fixed effects vs. random intercept poisson pseudo maximum likelihood**

*by*Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas

**Energy Planning in the Big Data Era: A Theme Study of the Residential Sector**

*by*Estiri, Hossein

**International capital flows and economic growth in CESEE: a structural break in the great recession**

*by*Željko Bogdan & Milan Deskar-Škrbić & Velimir Šonje

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