Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C33: Models with Panel Data; Spatio-temporal Models

2016

• Shah, Mumtaz Hussain, 2016, "Financial development and foreign direct investment: The case of Middle East and North African (MENA) developing nations," MPRA Paper, University Library of Munich, Germany, number 82013, Oct.
• GBANDI, Tchapo, 2016, "Ratios d’adéquation et fonction de demande des réserves de change dans les pays de l’UEMOA
  [Title: Foreign reserve adequacy ratios and reserve demand function in WAEMU countries]," MPRA Paper, University Library of Munich, Germany, number 82145, Jun, revised 25 Jun 2016.
• Makreshanska, Suzana & Petrevski, Goran, 2016, "Fiscal decentralization and government size across Europe," MPRA Paper, University Library of Munich, Germany, number 82472, Dec.
• Otero, Karina V., 2016, "Nonparametric identification of dynamic multinomial choice games: unknown payoffs and shocks without interchangeability," MPRA Paper, University Library of Munich, Germany, number 86784.
• BIKAI, J. Landry & BATOUMEN M., Hardit & FOSSOUO, Armand, 2016, "Determinants of inflation in CEMAC: the role of money," MPRA Paper, University Library of Munich, Germany, number 89111, Nov.
• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016, "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper, University Library of Munich, Germany, number 98489, Mar, revised 26 Jul 2019.
• Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
• Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee, 2016, "An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure," Working Papers, University of Pretoria, Department of Economics, number 201618, Mar.
• Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
• Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Price Convergence Patterns across U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201629, Apr.
• Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
• Irina Raluca Busuioc Witowschi & Florin Alexandru Luca, 2016, "Bank Capital, Risk and Performance in European Banking: A Case Study on Seven Banking Sectors," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 2, pages 127-142, DOI: 10.18267/j.pep.541.
• Yusuf Ekrem Akbaş & Fuat Lebe, 2016, "Current Account Deficit, Budget Deficit and Savings Gap: Is the Twin or Triplet Deficit Hypothesis Valid in G7 Countries?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 271-286, DOI: 10.18267/j.pep.565.
• Mato Njavro & Petra Posedel & Maruška Vizek, 2016, "Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 396-410, DOI: 10.18267/j.pep.560.
• Piotr Kębłowski, 2016, "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 203-217, December.
• Pym Manopimoke & Vorada Limjaroenrat, 2016, "Trend Inflation Estimates for Thailand from Disaggregated Data," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 51, Dec.
• Adugna Olani & Samuel Gamtessa, 2016, "How Does Energy-cost Lead To Energy Efficiency? Panel Evidence From Canada," Working Paper, Economics Department, Queen's University, number 1368, Sep.
• Jose N. Martinez, 2016, "Victimization and spillover effects in Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 2, pages 7-31, Julio-Dic.
• Fuentes-Dávila, Hugo, 2016, "Determinantes del margen financiero en el sector microfinanciero: El caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 71-80.
• Pérez Forero, Fernando & Serván, Sergio, 2016, "The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies," Working Papers, Banco Central de Reserva del Perú, number 2016-012, Dec.
• Pérez Forero, Fernando, 2016, "Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America," Working Papers, Banco Central de Reserva del Perú, number 2016-013, Dec.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016, "Nowcasting Real GDP growth in South Africa," Working Papers, South African Reserve Bank, number 7068, Feb.
• Romila Qamar & Shahid Mansoor Hashmi & Mughees Tahir Bhalli, 2016, "Are Basel Capital Standards Implemented Successfully in Pakistan?," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 19, issue 62, pages 119-152, December.
• Nicholas Apergis, 2016, "Unemployment and Organizational Commitment: Evidence from a Panel of Australian Manufacturing Firms," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 8, issue 2, pages 135-152, December.
• Predrag Petroviæ, 2016, "Backus–Smith puzzle and the European Union: It’s not just the nominal exchange rate," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 2, pages 393-418.
• Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, 2016, "ARCO: an artificial counterfactual approach for high-dimensional panel time-series data," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 653, Aug.
• Nathapornpan Piyaareekul Uttama, 2016, "Spatial Estimation of the Nexus between the PRC’s Foreign Direct Investment and ASEAN’s Growth," ADBI Working Papers, Asian Development Bank Institute, number 597, Nov.
• Papar Kananurak, 2016, "Do Public Transfers Crowd-out Private Transfers? Evidence from the Thai Socio-Economic Panel Survey," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 23, issue 2, pages 29-47.
• Marina Lifshits, 2016, "Forecasting of the global migration situation based on the analysis of net migration in the countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 41, pages 96-122.
• Beáta Udvari & Gábor Dávid Kiss & Julianna Pontet, 2016, "Challenges of Missing Data in Analyses of Aid Activity: The Case of US Aid Activity," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 39, issue 1-2, pages 1-25.
• Gönül Muratoğlu & Yusuf Muratoğlu, 2016, "Immigration to the OECD Countries from Turkey in 1960-2010 Period: A Gravity Model Approach," Bulletin of Economic Theory and Analysis, BETA Journals, volume 1, issue 1, pages 51-69.
• Sümeyra Gazel, 2016, "The Relationship Between Financial Development and Economic Growth: An Analysis on Troubled Ten Countries 1990 -2014," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 39-52.
• Ahmet Ay & Oktay Kızılkaya & Tuba Akar, 2016, "The Effects of Corruption and Democracy on FDI in Developing Countries: An Empirical Investigation," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 73-88.
• Ali Bayrakdaroğlu & Çağatay Mirgen, 2016, "The Impact of Brand Value on Stock Returns: A Empirical Research on the BİST," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 111-123.
• Juergen Kruse & Heike Wetzel, 2016, "Innovation in Clean Coal Technologies: Empirical Evidence from Firm-Level Patent Data," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2016-1, Feb.
• Juergen Kruse, 2016, "Innovation in Green Energy Technologies and the Economic Performance of Firms," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2016-2, Feb.
• Sylvain Bouyon, 2016, "Policy Options for European Household Saving," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 134-165.
• Domingo Rodríguez Benavides & Francisco López Herrera & Miguel Ángel Mendoza González, 2016, "Clubs de convergencia regional en México: un análisis a través de un modelo no lineal de un solo factor," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 34, pages 7-22.
• Amin Hedayati & Moein Hedayati & Morteza Esfandyari, 2016, "Stock market index prediction using artificial neural network," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 21, issue 41, pages 89-93.
• Esmaiel Abounoori & Hasan Lajevardi, 2016, "Estimated the Index of Economic Vulnerability and Resilience Using Parametric Method: The Case of OPEC," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 3, pages 25-44.
• Eugen Scarlat, 2016, "Connectivity - Based Clustering of GDP Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-38, March.
• Brankica Pažun & Zlatko Langović & Ana Langovic Milićević, 2016, "Equilibrium Real Exchange Rate Assessment of the Serbian Dinar: The MB approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 76-87, March.
• Bayar, Yilmaz, 2016, "Economic Freedom and Unemployment in Emerging Market Economies," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 11, issue 1, pages 5-12, June.
• Margherita Scarlato & Giorgio D'Agostino, 2016, "Gender Disparities In The South African Labour Market: The Impact Of The Child Support Grant," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0210, Nov.
• Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2016, "Spatial panel data models using Stata," CEIS Research Paper, Tor Vergata University, CEIS, number 373, Mar, revised 28 Jul 2016.
• Aslihan Arslan & Federico Belotti & Leslie Lipper, 2016, "Smallholder productivity and weather shocks: Adoption and impact of widely promoted agricultural practices in Tanzania," CEIS Research Paper, Tor Vergata University, CEIS, number 388, Jun, revised 24 Jun 2016.
• Mariarosaria Comunale, 2016, "A Closer Look at EU Current Accounts," CEIS Research Paper, Tor Vergata University, CEIS, number 393, Aug, revised 11 Aug 2016.
• Christian Hansen & Yuan Liao, 2016, "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Departmental Working Papers, Rutgers University, Department of Economics, number 201610, Nov.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016, "Nowcasting Real GDP growth in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 54, Feb.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016, "Nowcasting Real GDP growth in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 581, Feb.
• Stephanié Rossouw & Talita Dalton-Greyling, 2016, "Non-Economic Quality of Life and Population Density in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 640, Oct.
• Selien De Schryder & Gert Peersman, 2016, "The U.S. Dollar Exchange Rate and the Demand for Oil," The Energy Journal, , volume 37, issue 1, pages 90-114, January, DOI: 10.5547/01956574.37.1.ssch.
• Hariprasad Govinda, 2016, "Competition, Openness and Inequality of Firm Size in the Indian Manufacturing," Foreign Trade Review, , volume 51, issue 1, pages 81-97, February, DOI: 10.1177/0015732515616546.
• Vidya Sukumara Panicker & Sumit Mitra & Rudra Sensarma, 2016, "Corporate Governance Determinants of FII in Indian IT Firms," Indian Journal of Corporate Governance, , volume 9, issue 1, pages 1-18, June, DOI: 10.1177/0974686216635785.
• Anders Frederiksen & Timothy Halliday & Alexander K. Koch, 2016, "Within- and Cross-Firm Mobility and Earnings Growth," ILR Review, Cornell University, ILR School, volume 69, issue 2, pages 320-353, March.
• Syed Ali Raza & Syed Tehseen Jawaid & Mohammad Haris Siddiqui, 2016, "Electricity Consumption and Economic Growth in South Asia," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 17, issue 2, pages 200-215, September, DOI: 10.1177/1391561416649721.
• Marina Tkalec & MaruÅ¡ka Vizek, 2016, "The Price Tag of Tourism: Does Tourism Activity Increase the Prices of Goods and Services?," Tourism Economics, , volume 22, issue 1, pages 93-109, February, DOI: 10.5367/te.2014.0415.
• Elisa Fusco & Bernardo Maggi, 2016, "Bank Financial world crisis: Inefficiencies and Responsibilities," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2016/2, Jul.
• Mehmet Akif Destek & Ilyas Okumus, 2016, "Military Expenditure and Economic Growth in Brics and Mist Countries: Evidence from Bootstrap Panel Granger Causality Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 14, issue 2, pages 175-186.
• Silvia Golem, 2016, "The impact of government size and composition on growth in EU15 countries," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606344, May.
• Olivier Damette, 2016, "Renewable energy drivers: a novel econometric approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5306976, Nov.
• Natalia Drzewoszewska, 2016, "Związki przyczynowo-skutkowe między bilateralnymi przepływami handlu, bezpośrednich inwestycji zagranicznych i migracji w państwach rozwiniętych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 203-220.
• Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2016, "Measuring the consequences of short-termism in business – the econometric evidence for a sample of European companies," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 63-78.
• Evelyn Osaretin Ogbeide & Richardson Kojo Edeme & Innocent A. Ifelunini, 2016, "Can Income Inequality Reduction Be Used As An Instrument For Poverty Reduction? Dynamic Evidence From Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 307-319.
• Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers, The University of Sheffield, Department of Economics, number 2016012, Dec.
• Xun Lu & Liangjun Su & Halbert White, 2016, "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers, Singapore Management University, School of Economics, number 04-2016, Feb.
• Shujie Ma & Liangjun Su, 2016, "Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks," Working Papers, Singapore Management University, School of Economics, number 05-2016, Mar.
• François Rycx & Yves Saks & Ilan Tojerow, 2016, "Misalignment of Productivity and Wages Across Regions ?Evidence from Belgian Matched Panel Data," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-043, Nov.
• Mehmet DEMİRAL & Harun BAL & Emrah Eray AKÇA, 2016, "Petrol Gelirleri ve Ekonomik Büyüme: Seçilmiş Petrol Zengini Gelişmekte Olan Ülkeler Üzerine Bir Panel Veri Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Burcu BERKE, 2016, "Avrupa Birliği’nde Kamu Borç Stokunun Ekonomik Büyümeye Etkisi: Panel Veri Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Ayşe Elif AY YALÇINKAYA & Selim ŞANLISOY & Üzeyir AYDIN, 2016, "Türk Bankacılık Endüstrisinde Performansın Belirleyenleri ve Politik İstikrarsızlık İlişkisi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Peter Egger & Michael Pfaffermayr, 2016, "A generalized spatial error components model for gravity equations," Empirical Economics, Springer, volume 50, issue 1, pages 177-195, February, DOI: 10.1007/s00181-015-0980-5.
• Saadet Kasman & Adnan Kasman, 2016, "Multimarket contact, market power and financial stability in the Turkish banking industry," Empirical Economics, Springer, volume 50, issue 2, pages 361-382, March, DOI: 10.1007/s00181-015-0936-9.
• Johan Blomquist & Joakim Westerlund, 2016, "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, volume 50, issue 4, pages 1359-1381, June, DOI: 10.1007/s00181-015-0978-z.
• Hans G. Bloemen, 2016, "Private wealth and job exit at older age: a random effects model," Empirical Economics, Springer, volume 51, issue 2, pages 763-807, September, DOI: 10.1007/s00181-015-1016-x.
• Richard Dorsett & Silvia Lui & Martin Weale, 2016, "The effect of lifelong learning on men’s wages," Empirical Economics, Springer, volume 51, issue 2, pages 737-762, September, DOI: 10.1007/s00181-015-1024-x.
• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016, "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 43, issue 1, pages 67-83, March, DOI: 10.1007/s40812-015-0021-6.
• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016, "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 43, issue 1, pages 67-83, March, DOI: 10.1007/s40812-015-0021-6.
• Giray Gozgor & Muhlis Can, 2016, "Effects of the product diversification of exports on income at different stages of economic development," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 215-235, August, DOI: 10.1007/s40821-016-0045-5.
• Pavlos Almanidis & Robin C. Sickles, 2016, "Banking Crises, Early Warning Models, and Efficiency," International Series in Operations Research & Management Science, Springer, chapter 0, in: Juan Aparicio & C. A. Knox Lovell & Jesus T. Pastor, "Advances in Efficiency and Productivity", DOI: 10.1007/978-3-319-48461-7_14.
• Flavia Coda Moscarola & Elsa Fornero & Steinar Strøm, 2016, "Absenteeism, childcare and the effectiveness of pension reforms," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-18, December, DOI: 10.1186/s40174-016-0056-3.
• Flavia Coda Moscarola & Elsa Fornero & Steinar Strøm, 2016, "Absenteeism, childcare and the effectiveness of pension reforms," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-18, December, DOI: 10.1186/s40174-016-0056-3.
• Alpaslan Akay, 2016, "Dynamics of employment assimilation," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-22, December, DOI: 10.1186/s40176-016-0061-3.
• Chiraz Feki & Sirine Mnif, 2016, "Entrepreneurship, Technological Innovation, and Economic Growth: Empirical Analysis of Panel Data," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 7, issue 4, pages 984-999, December, DOI: 10.1007/s13132-016-0413-5.
• Somesh K. Mathur & Rahul Arora & Ishita Ghoshal & Sarbjit Singh, 2016, "Domestic Energy Consumption and Country’s Income Growth: A Quantitative Analysis of Developing and Developed Countries Using Panel Causality, Panel VECM, Panel Cointegration and SURE," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 87-116, June, DOI: 10.1007/s40953-015-0021-4.
• Kais Saidi & Sami Hammami, 2016, "Economic growth, energy consumption and carbone dioxide emissions: recent evidence from panel data analysis for 58 countries," Quality & Quantity: International Journal of Methodology, Springer, volume 50, issue 1, pages 361-383, January, DOI: 10.1007/s11135-014-0153-1.
• José A. Clemente-Almendros & Francisco Sogorb-Mira, 2016, "The effect of taxes on the debt policy of spanish listed companies," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 3, pages 359-391, August, DOI: 10.1007/s13209-016-0147-4.
• Muhammad Azam & Faisal Khan & Khalid Zaman & Amran Md. Rasli, 2016, "Military Expenditures and Unemployment Nexus for Selected South Asian Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 127, issue 3, pages 1103-1117, July, DOI: 10.1007/s11205-015-0993-7.
• John K. Dagsvik & Tom Kornstad & Terje Skjerpen, 2016, "Discouraged worker effects and barriers against employment for immigrant and non-immigrant women," Discussion Papers, Statistics Norway, Research Department, number 845, Aug.
• Håvard Hungnes, 2016, "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers, Statistics Norway, Research Department, number 849, Nov.
• Nektarios Aslanidis & Luke Hartigan, 2016, "Is the Assumption of Linearity in Factor Models too Strong in Practice?," Discussion Papers, School of Economics, The University of New South Wales, number 2016-03, Mar.
• Timothy Neal, 2016, "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers, School of Economics, The University of New South Wales, number 2016-15, Oct.
• Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
• Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016, "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
• Guglielmo Maria Caporale & Stefano Di Colli & Roberto Di Salvo & Juan Sergio Lopez, 2016, "Local banking and local economic growth in Italy: some panel evidence," Applied Economics, Taylor & Francis Journals, volume 48, issue 28, pages 2665-2674, June, DOI: 10.1080/00036846.2015.1128075.
• Christina Boll & Julian Sebastian Leppin & Klaus Schömann, 2016, "Who is overeducated and why? Probit and dynamic mixed multinomial logit analyses of vertical mismatch in East and West Germany," Education Economics, Taylor & Francis Journals, volume 24, issue 6, pages 639-662, November, DOI: 10.1080/09645292.2016.1158787.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016, "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 232-256, February, DOI: 10.1080/07474938.2013.833809.
• G. Mesters & S. J. Koopman & M. Ooms, 2016, "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 4, pages 659-687, April, DOI: 10.1080/07474938.2015.1031014.
• Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger, 2016, "The Local Power of the CADF and CIPS Panel Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 5, pages 845-870, May, DOI: 10.1080/07474938.2014.977077.
• Fabio Rumler & Walter Waschiczek, 2016, "Have changes in the financial structure affected bank profitability? Evidence for Austria," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 10, pages 803-824, August, DOI: 10.1080/1351847X.2014.984815.
• Edoardo Otranto & Massimo Mucciardi & Pietro Bertuccelli, 2016, "Spatial effects in dynamic conditional correlations," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 604-626, March, DOI: 10.1080/02664763.2015.1071343.
• Sermin Gungor & Richard Luger, 2016, "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 161-175, April, DOI: 10.1080/07350015.2015.1019510.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 375-390, July, DOI: 10.1080/07350015.2015.1040116.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016, "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 472-485, July, DOI: 10.1080/07350015.2015.1052456.
• Michael W. McCracken & Serena Ng, 2016, "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 4, pages 574-589, October, DOI: 10.1080/07350015.2015.1086655.
• Jean-Christophe Delfim & Martin Hoesli, 2016, "Risk factors of European non-listed real estate fund returns," Journal of Property Research, Taylor & Francis Journals, volume 33, issue 3, pages 190-213, July, DOI: 10.1080/09599916.2016.1199590.
• Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016, "Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres," New Zealand Economic Papers, Taylor & Francis Journals, volume 50, issue 1, pages 88-113, April, DOI: 10.1080/00779954.2015.1065903.
• Mahmoud M. Sabra, 2016, "Government size, country size, openness and economic growth in selected MENA countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 9, issue 1, pages 39-45, April.
• Ali Cevat Taşıran & Ceylan Ünver, 2016, "Calculation of the Human Development Index for Northern Cyprus Using Economic Measurements from the Post-Conflict Period," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 5, issue 3, pages 1-20, September.
• Andre Lucas & Julia Schaumburg & Bernd Schwaab, 2016, "Bank Business Models at Zero Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-066/IV, Aug.
• Jushan Bai & Kunpeng Li, 2016, "Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension," The Review of Economics and Statistics, MIT Press, volume 98, issue 2, pages 298-309, May.
• James H. Stock & Mark W. Watson, 2016, "Core Inflation and Trend Inflation," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 770-784, October.
• Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
• Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016, "Identification and Estimation of a Large Factor Model with Structural Instability," Working papers, University of Connecticut, Department of Economics, number 2016-34, Oct.
• Antonio Marcos de Queiroz & Juliene Barbosa Ferreira & Josiane Souza de Paula, 2016, "A Relação do Setor Sucroalcooleiro e o Preço da Terra Agrícola em Goiás e em Minas Gerais," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 055, Sep.
• Aslanidis, Nektarios & Hartigan, Luke, 2016, "Is the Assumption of Linearity in Factor Models too Strong in Practice?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261531.
• Alex Kihm & Nolan Ritter & Colin Vance, 2016, "Is the German Retail Gasoline Market Competitive? A Spatial-Temporal Analysis Using Quantile Regression," Land Economics, University of Wisconsin Press, volume 92, issue 4, pages 718-736.
• Mauro Costantini & Iris Meco & Antonio Paradiso, 2016, "Common trends in the US state-level crime.What do panel data say?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:14.
• Ojewumi, J. S. & Posu, S. M. A., 2016, "The Causal Relationship Among Foreign Direct Investment, Pollution, And Economic Growth In Sub Saharan Africa Countries: A Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 2, pages 23-44, December.
• Ismaila Jarju & Edward Nyarko & Kormay Adams & Ozolina Haffner & Olukayode S. Odeniran, 2016, "The Relationship Between External Debt And Economic Growth In The West African Monetary Zone: A Panel Data Analysis," Working Papers, West African Monetary Institute, number 12, Dec.
• Anna Białek-Jaworska & Natalia Nehrebecka, 2016, "The role of bank credit in business financing in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-03.
• Anna Białek-Jaworska & Natalia Nehrebecka, 2016, "Determinants of Polish Enterprises' Propensity to Lease," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-07.
• Vasily Astrov & Serkan Çiçek & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Michael Landesmann & Sebastian Leitner & Isilda Mara & Olga Pindyu, 2016, "Labour Shortages Driving Economic Growth?," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Autumn2016, Nov.
• Amat Adarov & Vasily Astrov & Serkan Çiçek & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Simona Jokubauskaite & Sebastian Leitner & Isilda Ma, 2016, "Growth Stabilises: Investment a Major Driver, Except in Countries Plagued by Recession," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Spring2016, Mar.
• Jorge Ferreira & Alexandre Alves & Emilie Caldeira, 2016, "Elections and externalities of health expenditures: Spatial patterns and opportunism in the local budget allocation," ERSA conference papers, European Regional Science Association, number ersa16p933, Dec.
• Elizaveta Lukmanova & Gabriele Tondl, 2016, "Macroeconomic Imbalances and Business Cycle Synchronization. Why Common Economic Governance is Imperative for the Eurozone," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp229, Jun.
• Lukmanova, Elizaveta & Tondl, Gabriele, 2016, "Macroeconomic Imbalances and Business Cycle Synchronization. Why Common Economic Governance is Imperative for the Eurozone," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 229, Jun.
• Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016, "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, volume 84, issue , pages 2215-2264, November.
• Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016, "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, volume 84, issue , pages 809-833, March.
• Julian S. Leppin & Stefan Reitz, 2016, "The Role of a Changing Market Environment for Credit Default Swap Pricing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 209-223, July.
• Simon Reese & Joakim Westerlund, 2016, "Panicca: Panic on Cross‐Section Averages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 961-981, September.
• Emir Malikov & Subal C. Kumbhakar & Mike G. Tsionas, 2016, "A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1407-1429, November.
• Badi H. Baltagi & Long Liu, 2016, "Prediction in a Generalized Spatial Panel Data Model with Serial Correlation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 573-591, November.
• Ummad Mazhar & Cheick Kader M’baye, 2016, "Forecast Transparency and Inflation Volatility: Empirical Evidence from Developing Countries," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 4, pages 769-787, December, DOI: 10.1515/GEJ-2016-0060.
• Cheng Hsiao, 2016, "Panel Macroeconometric Modeling," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2016-02-21, Feb.
• Pilar Gracia de Renter�a & Ram�n Barber�n & Jes�s Mur, 2016, "La demanda de agua urbana para actividades productivas. Un an�lisis con microdatos," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2016-05, May.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016, "Credit risk interconnectedness: What does the market really know?," Discussion Papers, Deutsche Bundesbank, number 09/2016.
• Magrini, Emiliano & Balié, Jean & Morales Opazo, Cristian, 2016, "Price signals and supply responses for staple food crops in SSA countries," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1601.
• Böing, Tobias & Stadtmann, Georg, 2016, "Competitiveness and current account adjustments in the euro area," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 382.
• Potjagailo, Galina, 2016, "Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach," Kiel Working Papers, Kiel Institute for the World Economy, number 2033.
• Klaiber, H. Allen & Salhofer, Klaus & Thompson, Stan, 2016, "Capitalization of the SPS into Agricultural Land Rental Prices under Harmonization of Payments," Discussion Papers, University of Natural Resources and Life Sciences, Vienna, Department of Economics and Social Sciences, Institute for Sustainable Economic Development, number DP-62-2016.
• Pohlan, Laura & Bergemann, Annette & Uhlendorff, Arne, 2016, "Job Creation Schemes in Turbulent Times," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145495.
• Schnücker, Annika, 2016, "Restrictions Search for Panel VARs," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145566.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016, "A panel cointegration rank test with structural breaks and cross-sectional dependence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145822.
• Wetzel, Heike & Kruse, Jürgen, 2016, "Innovation in Clean Coal Technologies: Empirical Evidence from Firm-Level Patent Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145913.
• Zwick, Thomas & Frosch, Katharina, 2016, "Attenuation bias when measuring inventive performance," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-014.
• Gürtzgen, Nicole & Nolte, André, 2016, "Changing fortunes during economic transition: Low-wage persistence before and after German unification," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-028.
• Tovar Reaños, Miguel Angel & Sommerfeld, Katrin, 2016, "Fuel for inequality: Distributional effects of environmental reforms on private transport," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-090.
• Ksenija Dumicic & Berislav Zmuk & Iris Mihajlovic, 2016, "Panel analysis of internet booking of travel and holiday accommodation indicators," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 14, issue 1, pages 23-38.
• Yunus Emre Ergemen, 2016, "System Estimation of Panel Data Models under Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-02, Jan.
• Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
• Carlos Vladimir Rodríguez-Caballero, 2016, "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-31, Oct.
• Tue Gorgens & Dean Hyslop, 2016, "The specification of dynamic discrete-time two-state panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-631, Feb.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Ramin Bashir Khodaparasti & Reza Mohammadpour, 2016, "The Effect of External Debt on Real Economic Sector in Selected CESEE Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 548-548, August.
• Olayinka Idowu Kareem, 2016, "European Union's Standards and Food Exports from Africa: Implications of the Comprehensive Africa Agricultural Development Program for Coffee and Fish," Journal of African Development, African Finance and Economic Association (AFEA), volume 18, issue 1, pages 83-97.
• George Tweneboah & Daniel Agyapong & Siaw Frimpong, 2016, "Economic Integration and Exchange Rate Dynamics in the West African Monetary Zone," The African Finance Journal, Africagrowth Institute, volume 18, issue 1, pages 53-76.
• Britz, Wolfgang & Arata, Linda, 2016, "How important are crop shares in managing risk for specialized arable farms? A panel estimation of a programming model for three European regions," 2016 Fifth AIEAA Congress, June 16-17, 2016, Bologna, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 242316, Jul, DOI: 10.22004/ag.econ.242316.
• Drago, Carlo & Ricciuti, Roberto & Santella, Paolo, , "An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform," Economy and Society, Fondazione Eni Enrico Mattei (FEEM), number 230584, DOI: 10.22004/ag.econ.230584.
• Magrini, Emiliano & Balié, Jean & Morales Opazo, Christian, 2016, "Price signals and supply responses for staple food crops in SSA countries," Department of Agricultural and Rural Development (DARE) Discussion Papers, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE), number 260779, DOI: 10.22004/ag.econ.260779.
• Hyslop, Dean & Twonsend, WIlbur, 2016, "Earnings Dynamics and Measurement Error in Matched Survey and Administrative Data," Motu Working Papers, Motu Economic and Public Policy Research, number 290561, Oct, DOI: 10.22004/ag.econ.290561.
• Gorgens, Tue & Hyslop, Dean, 2016, "The specification of dynamic discrete-time two-state panel data models," Motu Working Papers, Motu Economic and Public Policy Research, number 290578, Feb, DOI: 10.22004/ag.econ.290578.
• Estrades, Carmen & Flores, Manuel & Lezama, Guillermo, 2016, "The role of export restrictions in agricultural trade," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332778.
• Gamtessa, Samuel & Olani, Adugna, 2016, "How Does Energy-Cost Lead to Energy Efficiency? Panel Evidence from Canada," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274694, Sep, DOI: 10.22004/ag.econ.274694.
• Yilmaz BAYAR, 2016, "Financial Development And Unemployment In Emerging Market Economies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 2, pages 237-245, July.
• Stijn BAERT & Bart COCKX & Matteo PICCHIO, 2016, "Modeling the Effects of Grade Retention in High School," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 417, Feb.
• Gian Paulo Soave, 2016, "Choques Fiscais E Instabilidade Financeira No Brasil: Uma Abordagem Tvar," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 045.
• Solomon Hsiang, 2016, "Climate Econometrics," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 43-75, October.
• Jushan Bai & Peng Wang, 2016, "Econometric Analysis of Large Factor Models," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 53-80, October.
• Gonzalo Manrique & Gustavo Yamada, 2016, "Los determinantes y la persistencia de la sobreeducación en el Perú," Working Papers, Peruvian Economic Association, number 81, Dec.
• José Luis Nolazco & Claudio Bravo-Ortega, 2016, "Instituciones, recursos naturales y sus efectos en el crecimiento económico: un sistema de ecuaciones simultáneas en panel de datos," Working Papers, Peruvian Economic Association, number 82, Dec.
• Nelson R. Ramírez-Rondán, 2016, "Balance Sheet and Currency Mismatch: Evidence for Peruvian Firms," Working Papers, Peruvian Economic Association, number 85, Dec.
• Christian Hansen & Yuan Liao, 2016, "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers, arXiv.org, number 1611.09420, Nov, revised Dec 2016.
• Greenaway-McGrevy, Ryan & Hood, K, 2016, "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers, Department of Economics, The University of Auckland, number 28513.
• Iulia-Oana ?TEFAN(BELCIC-?TEFAN), 2016, "The implications of financial performance on stock exchange indicators of listed companies: empirical evidence for the Romanian capital market," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 14, issue 140, pages 875-875, August.
• Talita Greyling & Stephanié Rossouw, 2016, "Non-Economic Quality of Life and Population Density in South Africa," Working Papers, Auckland University of Technology, Department of Economics, number 2016-03, Mar.
• Leyla Mammadova & Aytan Mammadova & Fuad Mammadov & Leyla Yusifzada, 2016, "Determinants of Depositors’ Behaviour: Heterogeneous Panel Estimates," Working Papers, Central Bank of Azerbaijan Republic, number 1603, May.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1639.
• Ron Smith & Elisa Cavatorta, 2016, "Factor models in panels with cross-sectional dependence: an application to the extended SIPRI military expenditure data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1602, Apr.
• 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.
• Maxime Leboeuf & Robert Fay, 2016, "What Is Behind the Weakness in Global Investment?," Discussion Papers, Bank of Canada, number 16-5, DOI: 10.34989/sdp-2016-5.
• Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.