Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Large Data Sets: Modeling and Analysis
/ / / C57: Econometrics of Games and Auctions
/ / / C58: Financial Econometrics
/ / / C59: Other

2014

• Pauwels, Laurent & Vasnev, Andrey, 2014, "Forecast combination for U.S. recessions with real-time data," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 138-148, DOI: 10.1016/j.najef.2014.02.005.
• Umino, Shingo, 2014, "Real-time estimation of the equilibrium real interest rate: Evidence from Japan," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 17-32, DOI: 10.1016/j.najef.2014.01.001.
• Souček, Michael & Todorova, Neda, 2014, "Realized volatility transmission: The role of jumps and leverage effects," Economics Letters, Elsevier, volume 122, issue 2, pages 111-115, DOI: 10.1016/j.econlet.2013.11.007.
• Pesaran, M. Hashem & Smith, Ron P., 2014, "Signs of impact effects in time series regression models," Economics Letters, Elsevier, volume 122, issue 2, pages 150-153, DOI: 10.1016/j.econlet.2013.11.015.
• Sun, Jingwei & Shi, Wendong, 2014, "Aggregation of the generalized fractional processes," Economics Letters, Elsevier, volume 124, issue 2, pages 258-262, DOI: 10.1016/j.econlet.2014.05.026.
• Dungey, Mardi & Long, Xiangdong & Ullah, Aman & Wang, Yun, 2014, "A semiparametric conditional duration model," Economics Letters, Elsevier, volume 124, issue 3, pages 362-366, DOI: 10.1016/j.econlet.2014.06.013.
• Yi, Yanping & Feng, Xingdong & Huang, Zhuo, 2014, "Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model," Economics Letters, Elsevier, volume 124, issue 3, pages 378-381, DOI: 10.1016/j.econlet.2014.06.028.
• Le, Vu & Wang, Qing, 2014, "Robust thresholding for Diffusion Index forecast," Economics Letters, Elsevier, volume 125, issue 1, pages 52-56, DOI: 10.1016/j.econlet.2014.08.010.
• Kim, Jae-Young, 2014, "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 132-145, DOI: 10.1016/j.jeconom.2013.08.012.
• Shrestha, Keshab, 2014, "Price discovery in energy markets," Energy Economics, Elsevier, volume 45, issue C, pages 229-233, DOI: 10.1016/j.eneco.2014.06.007.
• Mount, Timothy D. & Ju, Jaeuk, 2014, "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, volume 46, issue C, pages 176-185, DOI: 10.1016/j.eneco.2014.09.014.
• Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014, "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, volume 66, issue C, pages 677-684, DOI: 10.1016/j.enpol.2013.11.040.
• Lee, Tae-Hwy & Yang, Weiping, 2014, "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 70-78, DOI: 10.1016/j.irfa.2013.08.008.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "How does trading volume affect financial return distributions?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 190-206, DOI: 10.1016/j.irfa.2014.09.003.
• Todorova, Neda & Souček, Michael, 2014, "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, volume 11, issue 4, pages 420-428, DOI: 10.1016/j.frl.2014.07.001.
• Fell, Harrison & Li, Shanjun & Paul, Anthony, 2014, "A new look at residential electricity demand using household expenditure data," International Journal of Industrial Organization, Elsevier, volume 33, issue C, pages 37-47, DOI: 10.1016/j.ijindorg.2014.02.001.
• Nowell, Clifford & Gale, Lewis R. & Kerkvliet, Joe, 2014, "Non-response bias in student evaluations of teaching," International Review of Economics Education, Elsevier, volume 17, issue C, pages 30-38, DOI: 10.1016/j.iree.2014.05.002.
• Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014, "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 134-146, DOI: 10.1016/j.jbankfin.2014.06.022.
• Paiardini, Paola, 2014, "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 302-322, DOI: 10.1016/j.jbankfin.2014.08.007.
• Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 310-335, DOI: 10.1016/j.jimonfin.2013.08.017.
• Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014, "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, volume 39, issue C, pages 21-31, DOI: 10.1016/j.resourpol.2013.10.008.
• Piras, Gianfranco & Prucha, Ingmar R., 2014, "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 103-115, DOI: 10.1016/j.regsciurbeco.2014.03.002.
• Blazejczak, Jürgen & Braun, Frauke G. & Edler, Dietmar & Schill, Wolf-Peter, 2014, "Economic effects of renewable energy expansion: A model-based analysis for Germany," Renewable and Sustainable Energy Reviews, Elsevier, volume 40, issue C, pages 1070-1080, DOI: 10.1016/j.rser.2014.07.134.
• Farhani, Sahbi & Shahbaz, Muhammad, 2014, "What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?," Renewable and Sustainable Energy Reviews, Elsevier, volume 40, issue C, pages 80-90, DOI: 10.1016/j.rser.2014.07.170.
• Chorus, Caspar G., 2014, "A Generalized Random Regret Minimization model," Transportation Research Part B: Methodological, Elsevier, volume 68, issue C, pages 224-238, DOI: 10.1016/j.trb.2014.06.009.
• Hans Christian Muller-Droge & Tara M. Sinclair & H.O. Stekler, 2014, "Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-55, Jul.
• Claudia M. Buch & Oliver Holtemöller, 2014, "Do we need new modelling approaches in macroeconomics?," Chapters, Edward Elgar Publishing, chapter 3, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé, "Financial Cycles and the Real Economy".
• Stavros Degiannakis & Apostolos Kiohos, 2014, "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 41, issue 2, pages 216-232, March, DOI: 10.1108/JES-06-2012-0082.
• Xin Shen & Mark J. Holmes, 2014, "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 387-405, September, DOI: 10.1108/SEF-09-2012-0106.
• McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
• Sri HASTUTI & Diah Hari SURYANINGRUM & Luky SUSILOWATI & Muchtolifah, 2014, "Implementation of Decomposed Theory of Planned Behavior on the Adoption of E-Filling Systems Taxation Policy in Indonesia," Expert Journal of Business and Management, Sprint Investify, volume 2, issue 1, pages 1-8.
• Pierre-Alexandre Mahieu & François-Charles Wolff & Jason Shogren, 2014, "Interval Bidding in a Distribution Elicitation Format," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2014.16, Dec.
• Xiaoli He & Hongwu Wang & Haoran Pan, 2014, "Energy Consumption, Economic Development and Temperature in China: Evidence from PSTR Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 4, pages 695-712, December.
• Canlin Li & Min Wei, 2014, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-07, Mar.
• Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
• Richard A. Ashley & Kwok Ping Tsang, 2014, "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, volume 2, issue 1, pages 1-20, March.
• Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, volume 2, issue 3, pages 1-22, September.
• Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014, "What Can We Learn From Revisions To The Greenbook Forecasts?," Working Papers, The George Washington University, The Center for Economic Research, number 2014-003, Jun.
• Hans Christian Müller-Dröge & Tara M. Sinclair & Herman O. Stekler, 2014, "Evaluating Forecasts Of A Vector Of Variables: A German Forecasting Competition," Working Papers, The George Washington University, The Center for Economic Research, number 2014-004, Jul.
• Tara M. Sinclair & Jeff Messina & Herman Stekler, 2014, "What Can We Learn From Revisions to the Greenbook Forecasts?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-14.
• Anthony M. Yezer & Daniel A. Broxterman, 2014, "Why Does Skill Intensity Vary Across Cities? Housing Cost and True Human Capital," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-15.
• Tara M. Sinclair & Hans Christian Müller-Dröge & Herman Stekler, 2014, "Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-17, Jul.
• Zuzana Brixiova & Balázs Égert & Essid Thouraya Hadj Amor, 2014, "The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia," Post-Print, HAL, number hal-01386042.
• Fabien Candau & Serge Rey, 2014, "International Trade in Outermost Europe : a Comparative Analysis of Mayotte Island and of the French Overseas Departments," Post-Print, HAL, number hal-01844380.
• Jamal Bouoiyour & Refk Selmi, 2014, "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print, HAL, number hal-01879689.
• Helmi Hamdi & Rashid Sbia & Bedri Kamil Onur Tas, 2014, "Financial Deepening and Economic Growth in Gulf Cooperation Council Countries," Post-Print, HAL, number halshs-01902766, Aug, DOI: 10.1080/10168737.2014.913653.
• Helmi Hamdi & Rashid Sbia & Muhammad Shahbaz, 2014, "The nexus between electricity consumption and economic growth in Bahrain," Post-Print, HAL, number halshs-01902777, Feb, DOI: 10.1016/j.econmod.2013.12.012.
• Cem Ertur & Antonio Musolesi, 2014, "Weak and Strong cross-sectional dependence : a panel data analysis of international technology diffusion
  [Dépendance individuelle forte et faible : une analyse en données de panel de la diffusion internationale de la technologie]," Working Papers, HAL, number halshs-01015208, Jun.
• Jamal Bouoiyour & Refk Selmi, 2014, "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT, HAL, number hal-01880338, Oct.
• Lamara HADJOU, 2014, "Mondialisation, Territorialisation Et Modeles De L’Echange International : Quelle Place Pourl’Avantage Spécifique Territorial ?," Géographies, Géopolitiques et Géostratégies Régionales, Société Grecque de Scientifiques Régionaux, volume 0, issue 1, pages 29-40, Décembre.
• Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014, "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School, number 2014-124, Jan.
• Rahul Deora & Duc Khuong Nguyen, 2014, "Time-scale comovement between the Indian and world stock markets," Working Papers, Department of Research, Ipag Business School, number 2014-242, Jan.
• Luis Eduardo Quintero, 2014, "Housing Consumption and Prices in a Unified Metropolitan Market with Heterogeneous Preferences," 2014 Papers, Job Market Papers, number pqu53, Dec.
• Rosa Puertas & Luisa Martí & Leandro García, 2014, "Logistics performance and export competitiveness: European experience," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 3, pages 467-480, August, DOI: 10.1007/s10663-013-9241-z.
• Mark Andor & Frederik Hesse, 2014, "The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA)," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 85-109, February, DOI: 10.1007/s11123-013-0354-y.
• Michael Wickens, 2014, "How Useful are DSGE Macroeconomic Models for Forecasting?," Open Economies Review, Springer, volume 25, issue 1, pages 171-193, February, DOI: 10.1007/s11079-013-9304-6.
• Fabien Candau & Serge Rey, 2014, "International Trade in Outermost Europe: A Comparative Analysis of Mayotte Island and French Overseas Departments," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 11, issue 1, pages 123-146, June.
• Ekaterini Panopoulou & Theologos Pantelidis, 2014, "Speculative behaviour and oil price predictability," Discussion Paper Series, Department of Economics, University of Macedonia, number 2014_09, Dec, revised Dec 2014.
• Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014, "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/14.
• Drew D. Creal & Jing Cynthia Wu, 2014, "Monetary Policy Uncertainty and Economic Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20594, Oct.
• Stefan Cristian Ciucu & Raluca Dragoescu, 2014, "The Influence of Education on Economic Growth," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 2, issue 1, pages 243-257, May.
• David Bernstein & Bent Nielsen, 2014, "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W06, Oct.
• Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014, "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series, New Zealand Treasury, number 14/19, Nov.
• Marco Gallegati, 2014, "Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 1, pages 1-21, DOI: 10.1787/jbcma-2014-5jxx56gqmhf1.
• Orea, Luis & Llorca, Manuel & Filippini, Massimo, 2014, "Measuring energy efficiency and rebound effects using a stochastic demand frontier approach: the US residential energy demand," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2014/01.
• Mariya Hake & Fernando Lopez-Vicente & Luis Molina, 2014, "Do the Drivers of Loan Dollarization Differ between CESEE and Latin America? A Meta-Analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-35.
• Andreea Pece, 2014, "The Herding Behavior On Small Capital Markets: Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 795-801, July.
• Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini, 2014, "Bond Returns and Market Expectations," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 708-729.
• Nec?ulescu Consuela & ?erbãnescu Lumini?a, 2014, "Analysis and Forecast of the Gross Domestic Product in Romania Using Econometric Methods," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 380-385, May.
• Gabriel Rodriguez & Dionisio Ramirez, 2014, "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 37, issue 73, pages 113-132.
• Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54030, Feb.
• Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius, 2014, "Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines," MPRA Paper, University Library of Munich, Germany, number 54448, Mar.
• Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54841, Feb.
• Albers, Scott, 2014, "Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit," MPRA Paper, University Library of Munich, Germany, number 55276, Apr.
• Albers, Scott, 2014, "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper, University Library of Munich, Germany, number 55632, Apr.
• Travaglini, Guido, 2014, "Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records," MPRA Paper, University Library of Munich, Germany, number 55835, Apr.
• Franco, Ray John Gabriel & Mapa, Dennis S., 2014, "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper, University Library of Munich, Germany, number 55858.
• Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014, "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper, University Library of Munich, Germany, number 55861.
• Albis, Manuel Leonard F. & Mapa, Dennis S., 2014, "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper, University Library of Munich, Germany, number 55902.
• Zareen, Shumaila & Qayyum, Abdul, 2014, "An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth," MPRA Paper, University Library of Munich, Germany, number 56139.
• Kakorina, Ekaterina, 2014, "Forecasting conditional volatility on the RIN market using MS GARCH model," MPRA Paper, University Library of Munich, Germany, number 56704, Jul.
• Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer, 2014, "Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan," MPRA Paper, University Library of Munich, Germany, number 56828, Jun, revised 23 Jun 2014.
• Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla, 2014, "Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms," MPRA Paper, University Library of Munich, Germany, number 56953, Jun.
• Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M., 2014, "Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study," MPRA Paper, University Library of Munich, Germany, number 56954, Jun.
• Grech, Aaron George, 2014, "An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy," MPRA Paper, University Library of Munich, Germany, number 57130, Jun.
• Kadria, Mohamed & Ben Aissa, Mohamed Safouane, 2014, "Inflation Targeting and Public Deficit in Emerging Countries: A Time Varying Treatment Effect Approach," MPRA Paper, University Library of Munich, Germany, number 57442, May.
• Sahbi, Farhani & Shahbaz, Muhammad, 2014, "What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?," MPRA Paper, University Library of Munich, Germany, number 57461, Jul, revised 19 Jul 2014.
• Forson, Joseph Ato & Janrattanagul, Jakkaphong, 2014, "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 57582, Jun.
• Raihan, Selim, 2014, "South-South Trade: A Quantitative Assessment," MPRA Paper, University Library of Munich, Germany, number 57776, May.
• Mat Rahim, Siti Rohaya, 2014, "Asymmetric Cointegration: Barley and Crude Oil Price in United States," MPRA Paper, University Library of Munich, Germany, number 58447, Sep.
• Yang, Bill Huajian, 2014, "Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework," MPRA Paper, University Library of Munich, Germany, number 59025, Mar.
• Li, Wu & Li, Bangxi, 2014, "A Linear Multi-Sector Equilibrium Model with Taxation," MPRA Paper, University Library of Munich, Germany, number 59313, Jun.
• Qiu, Yumou & Chen, Song Xi, 2014, "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper, University Library of Munich, Germany, number 59641.
• Chen, Song Xi & Guo, Bin, 2014, "Tests for High Dimensional Generalized Linear Models," MPRA Paper, University Library of Munich, Germany, number 59816.
• Wayne, James J., 2014, "Commonly Shared Foundation of Mathematics, Information Science, Natural Science, Social Science, and Theology," MPRA Paper, University Library of Munich, Germany, number 59834, Oct.
• Alvi, Mohsin, 2014, "A Manual for Basic Techniques of Data Analysis and Distribution," MPRA Paper, University Library of Munich, Germany, number 60138, Nov.
• Bayram, Deniz & Dayé, Modeste, 2014, "Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction," MPRA Paper, University Library of Munich, Germany, number 60465.
• Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2014, "Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries," MPRA Paper, University Library of Munich, Germany, number 60598, Dec.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014, "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper, University Library of Munich, Germany, number 61153.
• Genest, benoit & Fares, Ziad & Gombert, Arnault, 2014, "Dynamic Stress Test Diffusion Model Considering the Credit Score Performance," MPRA Paper, University Library of Munich, Germany, number 62905, Jan.
• Genest, Benoit & Cao, Zhili, 2014, "Value-at-Risk in turbulence time," MPRA Paper, University Library of Munich, Germany, number 62906, Jan.
• Genest, benoit & Fares, Ziad, 2014, "Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios," MPRA Paper, University Library of Munich, Germany, number 62907, Apr.
• masudi, Patrick, 2014, "Consommation d’énergie électrique et performance économique dans la zone SADC : une analyse empirique
  [Electricity consumption and economic performance in the SADC region : an empirical analysis]," MPRA Paper, University Library of Munich, Germany, number 63492, Oct, revised 2013.
• Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014, "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper, University Library of Munich, Germany, number 64386, Aug.
• Zou, Tao & Chen, Song Xi, 2014, "Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices," MPRA Paper, University Library of Munich, Germany, number 67073, Jan, revised Apr 2015.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
• Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "Improving the Efficiency of GMM Estimators for Dynamic Panel Models," MPRA Paper, University Library of Munich, Germany, number 68675, Jun.
• Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "New GMM Estimators for Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 68676, Oct.
• Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014, "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper, University Library of Munich, Germany, number 70481, Nov, revised 15 May 2015.
• Younis, Fizza, 2014, "Significance of Infrastructure Investment for Economic Growth," MPRA Paper, University Library of Munich, Germany, number 72659, Jan, revised 01 Jun 2015.
• Carbajal De Nova, Carolina, 2014, "Synthetic data: an endogeneity simulation," MPRA Paper, University Library of Munich, Germany, number 79067, Feb, revised 10 May 2017.
• Degiannakis, Stavros & Kiohos, Apostolos, 2014, "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," MPRA Paper, University Library of Munich, Germany, number 80438.
• Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe, 2014, "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models," MPRA Paper, University Library of Munich, Germany, number 82504, Aug, revised 01 Jul 2014.
• Benzarour, Choukri, 2014, "صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟
  [The formulation of macroeconomic policies in Algeria: Is it necessary to be guided by Macroeconometric models?]," MPRA Paper, University Library of Munich, Germany, number 87071, revised 29 May 2018.
• Ramadas, Sendhil & Palanisamy, Ramasundaram & Kuruvila, Anil & Chandrasekaran, Sundaramoorthy & Singh, Randhir & Sharma, Indu, 2014, "Food Price Volatility in India – Drivers, Impact and Policy Response," MPRA Paper, University Library of Munich, Germany, number 91131, Nov.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
• Luboš Smrčka & Markéta Arltová, 2014, "Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 84-107, DOI: 10.18267/j.pep.474.
• Dennis Sánchez Navarro & Natalia Cantor Vargas & Juan Pablo Herrera Saavedra & Jacobo Campo Robledo & Miguel de Quinto Arrendonda, 2014, "Propuesta de regionalización del sistema nacional de propiedad industrial," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 16, issue 31, pages 263-286, July-Dece.
• Michael Ellington & Costas Milas, 2014, "Global liquidity, money growth and UK inflation," Working Paper series, Rimini Centre for Economic Analysis, number 21_14, Oct.
• Marek Kociñski, 2014, "Transaction Costs And Market Impact In Investment Management," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 4, pages 28-35, May.
• Shinoj Parappurathu & Anjani Kumar & Shiv Kumar & Rajni Jain, 2014, "A Partial Equilibrium Model for Future Outlooks on Major Cereals in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 2, pages 155-192, May, DOI: 10.1177/0973801013520000.
• Pami Dua & Nishita Raje, 2014, "Determinants of Yields on Government Securities in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 4, pages 375-400, November, DOI: 10.1177/0973801014544577.
• George Kapetanios & Tony Yates, 2014, "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Empirical Economics, Springer, volume 47, issue 1, pages 305-345, August, DOI: 10.1007/s00181-013-0743-0.
• William A. Barnett & Taniya Ghosh, 2014, "Stability analysis of Uzawa–Lucas endogenous growth model," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 1, pages 33-44, April, DOI: 10.1007/s40505-013-0024-2.
• John Geanakoplos & William Zame, 2014, "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 56, issue 3, pages 443-492, August, DOI: 10.1007/s00199-013-0797-4.
• Oliver Holtemöller & Axel Lindner, 2014, "Gemeinschaftsdiagnose im Frühjahr 2014," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 94, issue 5, pages 352-355, May, DOI: 10.1007/s10273-014-1678-6.
• N. Kundan Kishor & James Morley, 2014, "What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach," Discussion Papers, School of Economics, The University of New South Wales, number 2014-20, Apr.
• Bo Xiong & Sixia Chen, 2014, "Estimating gravity equation models in the presence of sample selection and heteroscedasticity," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2993-3003, August, DOI: 10.1080/00036846.2014.920481.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014, "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 553-574, August, DOI: 10.1080/07474938.2013.825137.
• Helmi Hamdi & Rashid Sbia & Bedri Kamil Onur Tas, 2014, "Financial Deepening and Economic Growth in Gulf Cooperation Council Countries," International Economic Journal, Taylor & Francis Journals, volume 28, issue 3, pages 459-473, September, DOI: 10.1080/10168737.2014.913653.
• Yao Luo & Isabelle Perrigne & Quang Vuong, 2014, "Structural Analysis of Nonlinear Pricing," Working Papers, University of Toronto, Department of Economics, number tecipa-518, Oct.
• Tae-Hwy Lee & Weiping Yang, 2014, "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers, University of California at Riverside, Department of Economics, number 201406, Sep.
• Aman Ullah & Mardi Dungey & Xiangdong Long & Yun Wang, 2014, "A Semiparametric Conditional Duration Model," Working Papers, University of California at Riverside, Department of Economics, number 201408, Sep.
• Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers, University of California at Riverside, Department of Economics, number 201411, Sep.
• Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014, "Bagging Constrained Equity Premium Predictors," Working Papers, University of California at Riverside, Department of Economics, number 201421, Sep, revised Feb 2013.
• Tae-Hwy Lee & Weiping Yang, 2014, "Money-Income Granger-Causality in Quantiles," Working Papers, University of California at Riverside, Department of Economics, number 201423, Sep, revised Sep 2012.
• José Contreras & Nora Guarata, 2014, "Determinants of inflation in Venezuela: Markup approach," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 39, issue 38, pages 9-31, july-dece.
• Helmi Hamdi & Rashid Sbia & Bedri Kamil Onur Tas, 2014, "Financial Deepening and Economic Growth in Gulf Cooperation Council Countries," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/206827, Sep.
• Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014, "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 14-00014, Dec.
• Zuzana Brixiova & Bal??zs ??gert & Thouraya Hadj Amor Essid, 2014, "The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1068, Jan.
• Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers, WIFO, number 472, Jun.
• Serena Ng, 2014, "Viewpoint: Boosting Recessions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 47, issue 1, pages 1-34, February, DOI: 10.1111/caje.12070.
• Andrew M. Jones & James Lomas & Nigel Rice, 2014, "Applying Beta‐Type Size Distributions To Healthcare Cost Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 4, pages 649-670, June.
• Joseph Ato Forson & Jakkaphong Janrattanagul, 2014, "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," Contemporary Economics, Vizja University, volume 8, issue 2, June.
• Jones, A. M. & Laporte, A. & Rice, N. & Zucchelli, E., 2014, "A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/07, Apr.
• Kreif, N. & Grieve, R. & Díaz, I. & Harrison, D., 2014, "Health econometric evaluation of the effects of a continuous treatment: a machine learning approach," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/19, Aug.
• Jones, A. & Lomas, J. & Rice, N., 2014, "Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/26, Aug.
• Blazejczak, Jürgen & Braun, Frauke G. & Edler, Dietmar & Schill, Wolf-Peter, 2014, "Economic Effects of Renewable Energy Expansion: A Model-Based Analysis for Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 40, pages 1070-1080.
• Wuepper, David & Sauer, Johannes & Kleemann, Linda, 2014, "Sustainable intensification of pineapple farming in Ghana: Training and complexity," Kiel Working Papers, Kiel Institute for the World Economy, number 1973.
• Buch, Claudia M. & Holtemöller, Oliver, 2014, "Do We Need New Modelling Approaches in Macroeconomics?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 8/2014.

2013

• Jones, A. M. & Lomas, J. & Moore, P. & Rice, N., 2013, "A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/30, Oct.
• Julijana Angelovska, 2013, "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 1, pages 93-101, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Haucap, Justus & Heimeshoff, Ulrich & Klein, Gordon J. & Rickert, Dennis & Wey, Christian, 2013, "Inter-format competition among retailers: The role of private label products in market delineation," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 101.
• Andor, Mark & Hesse, Frederik, 2013, "The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the "Oldies" (SFA and DEA)," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 394, DOI: 10.4419/86788449.
• Gürtler, Marc & Rauh, Ronald, 2013, "Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF43V1.
• Asger Lunde & Anne Floor Brix & Wei Wei, 2015, "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-46, Feb.
• Landi, Chiara & Stefani, Gianluca & Rocchi, Benedetto & Lombardi, Ginevra V. & Giampaolo, Sabina, 2013, "Determinants of Structural Change in the agricultural sector: An Empirical Analysis of Farm Exit in Tuscany," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149893, Jun, DOI: 10.22004/ag.econ.149893.
• Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1339, Jul, revised 14 Jul 2013.
• Ben Omrane, Walid & Hafner, Christian, 2013, "Macroeconomic news surprises and volatility spillover in foreign exchange markets," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013059, Jan.
• Saten Kumar & Barrett Owen, 2013, "Financial Crisis and Sticky Expectations," Working Papers, Auckland University of Technology, Department of Economics, number 2013-05, May.
• Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Institute for Fiscal Studies, number 20/13, May, DOI: 10.1920/wp.cem.2013.2013.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Institute for Fiscal Studies, number 52/13, Oct, DOI: 10.1920/wp.cem.2013.5213.
• Valentina Aprigliano & Lorenzo Bencivelli, 2013, "Ita-coin: a new coincident indicator for the Italian economy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 935, Oct.
• Luis Fernando Melo & Hernán Rincón, 2013, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 71, pages 1-35, June, DOI: 10.1016/S0120-4483(13)70008-3.
• Barbara Rossi, 2015, "Exchange Rate Predictability," Working Papers, Barcelona School of Economics, number 690, Sep.
• Zacharias G. Bragoudakis & Stelios Panagiotou & Helen Thanopoulou, 2013, "Investment strategy and Greek shipping earnings: exploring the pre & post "ordering-frenzy" period," Working Papers, Bank of Greece, number 157, Apr.
• Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 1, pages 61-68, January, DOI: 10.1515/jtse-2012-0021.
• W. Robert Reed, 2013, "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/32, Oct.
• Jacky MATHONNAT & Yong HE & Martine AUDIBERT, 2013, "Multinomial and Mixed Logit Modeling in the Presence of Heterogeneity: A Two-Period Comparison of Healthcare Provider Choice in Rural China," Working Papers, CERDI, number 201314.
• Jacky MATHONNAT & Yong HE & Martine AUDIBERT, 2013, "Two-Period Comparison of Healthcare Demand with Income Growth and Population Aging in Rural China: Implications for Adjustment of the Healthcare Supply and Development," Working Papers, CERDI, number 201315.
• Sergio Tezanos & Ainoa Quiñones & Marta Guijarro, 2013, "Inequality, aid and growth: Macroeconomic impact of aid grants and loans in Latin America and the Caribbean," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 153-177, May.
• Dalibor Stevanovic, 2013, "Probability and Severity of Recessions," CIRANO Working Papers, CIRANO, number 2013s-43, Nov.
• John Geanakoplos & William R. Zame, 2013, "Collateral Equilibrium: A Basic Framework," Levine's Working Paper Archive, David K. Levine, number 786969000000000741, Sep.
• Camilo Alvis & Cristian Castrill�n, 2013, "Tamano óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo & Hern�n Rinc�n, 2013, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 1-35, DOI: 10.1016/S0120-4483(13)70008-3.
• Esmeralda Villegas & Nelson Labarca & Bladimir Pozo, 2013, "Un análisis del comportamiento del tipo de cambio real en Venezuela," Revista Tendencias, Universidad de Narino, volume 14, issue 1, pages 122-145.