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

2013

• Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9380, Mar.
• Rossi, Barbara, 2013, "Exchange Rate Predictability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9575, Jul.
• Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013, "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9738, Nov.
• Pino, Gabriel & Tena Horrillo, Juan de Dios & Espasa, Antoni, 2013, "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws130807, May.
• Ginsburgh, Victor & Monzak, Muriel & Monzak, Andras, 2013, "Red Wines of Médoc: What is Wine Tasting Worth?," Journal of Wine Economics, Cambridge University Press, volume 8, issue 2, pages 159-188, November.
• Poilly, Céline & Sahuc, Jean-Guillaume, 2013, "Welfare Implications Of Heterogeneous Labor Markets In A Currency Area," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 2, pages 294-325, March.
• Geanakoplos, John & William R. Zame, 2013, "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1906, Aug.
• Guisan, M.C., 2013, "Macro-Econometric Models Of Supply And Demand: Industry, Trade And Wages In 6 Countries, 1960-2012," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 2, pages 45-56.
• KURKALOVA, Lyubov A. & WADE, Tara R., 2013, "Aggregated Choice Data And Logit Models: Application To Environmental Benign Practices Of Conservation Tillage By Farmers In The State Of Iowa," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 2, pages 119-128.
• Afees Salisu & Idris Ademuyiwa & Basiru Fatai, 2013, "Modelling the Demand for Money in Sub-Saharan Africa (SSA)," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 635-647.
• Rosemarie Bröker Bone & Eduardo P Ribeiro, 2013, "Informational content of corporate ratings in a developing country: the case of Brazilian firms," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 35-45.
• Maddalena Cavicchioli, 2013, "On asymptotic properties of the QLM estimators for GARCH models," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 959-966.
• Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013, "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 625-634.
• Helmi Hamdi, 2013, "Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 677-686.
• Ertan Oktay & Giray Gozgor, 2013, "Estimation of disaggregated import demand functions for Turkey," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 575-585.
• Helmi Hamdi & Rashid Sbia & Hakimi Abdelaziz & Wafa Khlaifia hakimi, 2013, "Multivariate Granger causality between foreign direct investment and economic growth in Tunisia," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 1193-1203.
• Gazi Salah Uddin & Aviral Kumar Tiwari, 2013, "Measuring co-movement of oil price and exchange rate differential in Bangladesh," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1922-1930.
• Helmi Hamdi & Rashid Sbia, 2013, "The relationship between natural resources rents, trade openness and economic growth in Algeria," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 1649-1659.
• Vipin Arora, 2013, "Comparisons of Chinese and Indian Energy Consumption Forecasting Models," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 2110-2121.
• Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009, "Business cycles in the euro area," Working Paper Series, European Central Bank, number 1010, Feb.
• Fratzscher, Marcel & Chudik, Alexander, 2011, "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series, European Central Bank, number 1285, Jan.
• Schulz, Christian, 2011, "Liquidity requirements and payment delays - participant type dependent preferences," Working Paper Series, European Central Bank, number 1291, Feb.
• Fratzscher, Marcel & Chudik, Alexander, 2012, "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series, European Central Bank, number 1416, Feb.
• Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel vector autoregressive models: a survey," Working Paper Series, European Central Bank, number 1507, Jan.
• Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2013, "How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment," Working Paper Series, European Central Bank, number 1546, May.
• Messinis, George, 2013, "Returns to education and urban-migrant wage differentials in China: IV quantile treatment effects," China Economic Review, Elsevier, volume 26, issue C, pages 39-55, DOI: 10.1016/j.chieco.2013.03.006.
• Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr, 2013, "Spatial spillovers in the development of institutions," Journal of Development Economics, Elsevier, volume 101, issue C, pages 297-315, DOI: 10.1016/j.jdeveco.2012.12.003.
• Cúrdia, Vasco & Finocchiaro, Daria, 2013, "Monetary regime change and business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 756-773, DOI: 10.1016/j.jedc.2012.12.004.
• Kolawole Ogundari, 2013, "A Note on Socio-Economic Characteristics and the Demand for Beverages in Nigeria: Does Income Matter?," Economic Analysis and Policy, Elsevier, volume 43, issue 3, pages 293-302, December.
• Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013, "The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries," Economic Modelling, Elsevier, volume 30, issue C, pages 90-116, DOI: 10.1016/j.econmod.2012.07.020.
• Yalta, A. Yasemin, 2013, "Revisiting the FDI-led growth Hypothesis: The case of China," Economic Modelling, Elsevier, volume 31, issue C, pages 335-343, DOI: 10.1016/j.econmod.2012.11.030.
• Scheiblecker, Marcus, 2013, "Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models," Economic Modelling, Elsevier, volume 31, issue C, pages 511-517, DOI: 10.1016/j.econmod.2012.11.042.
• Chevallier, Julien, 2013, "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, volume 31, issue C, pages 598-605, DOI: 10.1016/j.econmod.2012.12.017.
• Zheng, Tingguo & Guo, Huiming, 2013, "Estimating a small open economy DSGE model with indeterminacy: Evidence from China," Economic Modelling, Elsevier, volume 31, issue C, pages 642-652, DOI: 10.1016/j.econmod.2013.01.002.
• Kaya, Huseyin, 2013, "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, volume 32, issue C, pages 100-107, DOI: 10.1016/j.econmod.2013.01.042.
• Sriananthakumar, Sivagowry, 2013, "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, volume 33, issue C, pages 126-136, DOI: 10.1016/j.econmod.2013.03.022.
• Kiani, Khurshid M., 2013, "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, volume 33, issue C, pages 926-939, DOI: 10.1016/j.econmod.2013.06.005.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013, "Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach," Economic Modelling, Elsevier, volume 35, issue C, pages 199-206, DOI: 10.1016/j.econmod.2013.06.012.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013, "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00011-6.
• Sin, Chor-Yiu (CY), 2013, "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 552-564, DOI: 10.1016/j.najef.2013.02.021.
• Onofri, Laura & Nunes, Paulo A.L.D., 2013, "Beach ‘lovers’ and ‘greens’: A worldwide empirical analysis of coastal tourism," Ecological Economics, Elsevier, volume 88, issue C, pages 49-56, DOI: 10.1016/j.ecolecon.2013.01.003.
• Tsuchiya, Yoichi, 2013, "Are government and IMF forecasts useful? An application of a new market-timing test," Economics Letters, Elsevier, volume 118, issue 1, pages 118-120, DOI: 10.1016/j.econlet.2012.10.005.
• Schnytzer, Adi & Westreich, Sara, 2013, "A global index of riskiness," Economics Letters, Elsevier, volume 118, issue 3, pages 493-496, DOI: 10.1016/j.econlet.2012.12.018.
• Zhang, Xinyu, 2013, "Model averaging with covariates that are missing completely at random," Economics Letters, Elsevier, volume 121, issue 3, pages 360-363, DOI: 10.1016/j.econlet.2013.09.008.
• Liddle, Brantley & Lung, Sidney, 2013, "The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence," Economics Letters, Elsevier, volume 121, issue 3, pages 524-527, DOI: 10.1016/j.econlet.2013.10.011.
• Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany, 2013, "Combining day-ahead forecasts for British electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 88-103, DOI: 10.1016/j.eneco.2011.12.001.
• Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013, "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, volume 36, issue C, pages 518-525, DOI: 10.1016/j.eneco.2012.10.009.
• Salisu, Afees A. & Mobolaji, Hakeem, 2013, "Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate," Energy Economics, Elsevier, volume 39, issue C, pages 169-176, DOI: 10.1016/j.eneco.2013.05.003.
• Erdogdu, Erkan, 2013, "A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics," Energy Economics, Elsevier, volume 39, issue C, pages 239-251, DOI: 10.1016/j.eneco.2013.05.012.
• Souček, Michael & Todorova, Neda, 2013, "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 586-597, DOI: 10.1016/j.eneco.2013.08.011.
• Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013, "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, volume 40, issue C, pages 743-752, DOI: 10.1016/j.eneco.2013.09.006.
• Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
• He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013, "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, volume 28, issue C, pages 24-32, DOI: 10.1016/j.japwor.2013.06.002.
• Bregantini, Daniele, 2013, "Moment-based estimation of stochastic volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4755-4764, DOI: 10.1016/j.jbankfin.2013.08.008.
• Dias, Alexandra, 2013, "Market capitalization and Value-at-Risk," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5248-5260, DOI: 10.1016/j.jbankfin.2013.04.015.
• Bakshi, Gurdip & Panayotov, George, 2013, "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 139-163, DOI: 10.1016/j.jfineco.2013.04.010.
• Rafiq, Sohrab, 2013, "Sources of time-varying trade balance and real exchange rate dynamics in East Asia," Journal of the Japanese and International Economies, Elsevier, volume 29, issue C, pages 117-141, DOI: 10.1016/j.jjie.2013.06.001.
• Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping, 2013, "The divergence between core and headline inflation: Implications for consumers’ inflation expectations," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 497-504, DOI: 10.1016/j.jmacro.2013.07.006.
• Baltagi, Badi H. & Yang, Zhenlin, 2013, "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 725-739, DOI: 10.1016/j.regsciurbeco.2013.05.001.
• Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders, 2013, "A link based network route choice model with unrestricted choice set," Transportation Research Part B: Methodological, Elsevier, volume 56, issue C, pages 70-80, DOI: 10.1016/j.trb.2013.07.012.
• John Geanakoplos & William Zame, 2013, "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1319, revised Aug 2013.
• David F. Hendry & Felix Pretis, 2013, "Anthropogenic influences on atmospheric CO2," Chapters, Edward Elgar Publishing, chapter 12, in: Roger Fouquet, "Handbook on Energy and Climate Change".
• Nawata, K. & McAleer, M.J., 2013, "The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-35, Dec.
• Kunyuan Qiao, 2013, "Consumption Inequality in China: Theory and Evidence from the China Health and Nutrition Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 1, pages 91-112, March.
• Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 735, Jun.
• Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 744, Aug.
• Vasco Curdia & Daria Finocchiaro, 2012, "Monetary Regime Change and Business Cycles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-02, Oct, DOI: 10.24148/wp2013-02.
• S. Boragan Aruoba & Frank Schorfheide, 2013, "Macroeconomic dynamics near the ZLB: a tale of two equilibria," Working Papers, Federal Reserve Bank of Philadelphia, number 13-29.
• Martin Browning & Lars Gårn Hansen & Sinne Smed, 2013, "Rational inattention or rational overreaction? Consumer reactions to health news," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/14, Sep.
• Delphine Bassilière & Didier Baudewyns & Francis Bossier & Ingrid Bracke & Igor Lebrun & Peter Stockman & Peter Willemé, 2013, "Working Paper 13-13 - A new version of the HERMES model - HERMES III," Working Papers, Federal Planning Bureau, Belgium, number 201313, Nov.
• David Laborde & Simla Tokgoz & Lindsay Shutes & Hugo Valin, 2013, "Assessment framework and operational definitions for long-term scenarios," FOODSECURE Working papers, LEI Wageningen UR, number 14, Sep.
• Martine Rutten & Andrzej Tabeau & Frans Godeschalk, 2013, "A new methodology for incorporating nutrition indicators in economy-wide scenario analyses," FOODSECURE Technical papers, LEI Wageningen UR, number 1, Dec.
• Christian Zimmermann, 2013, "Academic Rankings with RePEc," Econometrics, MDPI, volume 1, issue 3, pages 1-32, December.
• Ertur, C. & Musolesi, A., 2013, "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2013-09.
• Gro Klaeboe & Anders Lund Eriksrud & Stein-Erik Fleten, 2013, "Benchmarking time series based forecasting models for electricity balancing market prices," Working Papers, The George Washington University, The Center for Economic Research, number 2013-006, Oct.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964950, Dec, DOI: 10.1016/j.jedc.2013.07.003.
• Laurent Ferrara & Clément Marsilli, 2013, "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Post-Print, HAL, number hal-01385844, DOI: 10.1080/13504851.2012.689099.
• Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
• Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," Working Papers, HAL, number halshs-00844413, Jul.
• Martine Audibert & Yong He & Jacky Mathonnat, 2013, "Multinomial and Mixed Logit Modeling in the Presence of Heterogeneity: A Two-Period Comparison of Healthcare Provider Choice in Rural China," Working Papers, HAL, number halshs-00846085, Jul.
• Martine Audibert & Yong He & Jacky Mathonnat, 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, HAL, number halshs-00846088, Jul.
• George Alogoskoufis, 2013, "Macroeconomics and Politics in the Accumulation of Greece’s Debt: An econometric investigation, 1975-2009," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 68, Mar.
• Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/13, May.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/13, Oct.
• Canlin Li & Min Wei, 2013, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 3-39, March.
• Jinjing Li & Cathal O'Donoghue, 2013, "A survey of dynamic microsimulation models: uses, model structure and methodology," International Journal of Microsimulation, International Microsimulation Association, volume 6, issue 2, pages 3-55.
• S.C. Teiusan & L.M. Rof, 2013, "Monitoring Costs With Electricity Production From Renewable Sources By Means Of Econometric Tools," Romanian Journal of Economics, Institute of National Economy, volume 37, issue 2(46), pages 91-111, December.
• Martínez-García, Miguel Ángel. & Venegas-Martínez, Francisco. & Trejo-García, José Carlos., 2013, "Un análisis de la política monetaria en México y sus efectos en variables reales, 1995-2011: un modelo VAR en un ambiente browniano," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 16, pages 77-103, primer se.
• Brixiova Schwidrowski, Zuzana & Égert, Balázs & Hadj Amor Essid, Thouraya, 2013, "The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7822, Dec.
• William A. Barnett & Taniya Ghosh, 2013, "Stability Analysis of Uzawa-Lucas Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201304, May, revised May 2013.
• Hung-pin Lai & Cliff Huang, 2013, "Maximum likelihood estimation of seemingly unrelated stochastic frontier regressions," Journal of Productivity Analysis, Springer, volume 40, issue 1, pages 1-14, August, DOI: 10.1007/s11123-012-0289-8.
• Sumon Datta & K. Sudhir, 2013, "Does reducing spatial differentiation increase product differentiation? Effects of zoning on retail entry and format variety," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 83-116, March, DOI: 10.1007/s11129-012-9131-x.
• Sumon Datta & K. Sudhir, 2013, "Does reducing spatial differentiation increase product differentiation? Effects of zoning on retail entry and format variety," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 83-116, March, DOI: 10.1007/s11129-012-9131-x.
• Cem ERTUR & Antonio MUSOLESI, 2013, "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1961.
• Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman, 2013, "Trade Costs, Conflicts, and Defense Spending," Discussion Papers in Economics, University of Munich, Department of Economics, number 15733, Jul.
• Rachidi Kotchoni & Dalibor Stevanovic, 2013, "Probability and Severity of Recessions," Cahiers de recherche, CIRPEE, number 1341.
• Badi H. Baltagi & Zhenlin Yang, 2013, "Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 156, May.
• S. Nuray Akin & Oksana Leukhina, 2013, "Risk-Sharing Within Families: Evidence From the Health and Retirement Study," Working Papers, University of Miami, Department of Economics, number 2013-09, Mar.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013, "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/13.
• Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013, "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 18850, Feb.
• S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013, "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 19248, Jul.
• Gunnar Bårdsen & Luca Fanelli, 2013, "Frequentist evaluation of small DSGE models," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 14113, Jan.
• Nec?ulescu Consuela & ?erbãnescu Lumini?a, 2013, "The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflati," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 327-332, May.
• Gabriel Rodriguez & Dionisio Ramirez, 2013, "A comparison between Tau-d and the procedure TRAMO-SEATS is also included," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-355.
• Gabriel Rodriguez, 2013, "A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-356.
• Gabriel Rodriguez & Dionisio Ramirez, 2013, "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-357.
• Minchul Shin & Molin Zhong, 2013, "Does realized volatility help bond yield density prediction?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-064, Nov.
• Maria Rocha Sousa & João Gama & Elísio Brandão, 2013, "Introducing time-changing economics into credit scoring," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 513, Nov.
• Asghar, Zahid & Muhammad, Ahmed, 2013, "Socio-economic Determinants of Household Food Insecurity in Pakistan," MPRA Paper, University Library of Munich, Germany, number 21510, Aug.
• Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper, University Library of Munich, Germany, number 44417, Feb.
• Albers, Scott & Albers, Andrew L., 2013, "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 44843, Mar.
• Lamé, Gildas, 2013, "Was there a "Greenspan conundrum" in the Euro area ?," MPRA Paper, University Library of Munich, Germany, number 45870, Mar.
• Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William, 2013, "A Structural Macro-Econometric Model of the Maltese Economy," MPRA Paper, University Library of Munich, Germany, number 46128, Apr.
• Chen, Songxi, 2013, "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper, University Library of Munich, Germany, number 46239, Jan.
• Chen, Songxi & Peng, Liang & Yu, Cindy, 2013, "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions," MPRA Paper, University Library of Munich, Germany, number 46273.
• Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid, 2013, "Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon," MPRA Paper, University Library of Munich, Germany, number 46580, Apr.
• Albers, Scott, 2013, "Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 46633, Apr.
• Erdogdu, Erkan, 2013, "Essays on Electricity Market Reforms: A Cross-Country Applied Approach," MPRA Paper, University Library of Munich, Germany, number 47139, May.
• Erdogdu, Erkan, 2013, "A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics," MPRA Paper, University Library of Munich, Germany, number 47496, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "To the problem of evaluation of market risk of global equity index portfolio in global capital markets," MPRA Paper, University Library of Munich, Germany, number 47708, Jun, revised 20 Jun 2013.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric, 2013, "Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?," MPRA Paper, University Library of Munich, Germany, number 47923, Jul, revised 01 Jul 2013.
• Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran, 2013, "Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 47924, Jul, revised 01 Jul 2013.
• Sbia, Rashid & Shahbaz, Muhammad, 2013, "The Weight of Economic Growth and Urbanization on Electricity Demand in UAE," MPRA Paper, University Library of Munich, Germany, number 47981, Jul, revised 03 Jul 2013.
• Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi, 2013, "The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE," MPRA Paper, University Library of Munich, Germany, number 48007, Jun, revised 03 Jul 2013.
• Farhani, Sahbi & Shahbaz, Muhammad, 2013, "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper, University Library of Munich, Germany, number 48083, Jun, revised 05 Jun 2013.
• Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi, 2013, "Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 48084, May, revised 04 Jul 2013.
• Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal, 2013, "Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets," MPRA Paper, University Library of Munich, Germany, number 48086, Apr, revised 05 Jul 2013.
• Mora Rodriguez, Jhon James, 2013, "Introduccion a la teoría del consumidor
  [Introduction to Consumer Theory]," MPRA Paper, University Library of Munich, Germany, number 48129, Jul, revised 08 Jul 2013.
• Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad, 2013, "The Nexus between Electricity Consumption and Economic Growth in Bahrain," MPRA Paper, University Library of Munich, Germany, number 48472, Jul, revised 19 Jul 2013.
• Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders, 2013, "A link based network route choice model with unrestricted choice set," MPRA Paper, University Library of Munich, Germany, number 48707, Jul.
• Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi, 2013, "Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries," MPRA Paper, University Library of Munich, Germany, number 49258, Aug, revised 20 Aug 2013.
• Cruz, Christopher John & Mapa, Dennis, 2013, "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper, University Library of Munich, Germany, number 50078.
• Satti, Saqlain Latif & Hassan, Muhammad shahid & Mahmood, Haider & Shahbaz, Muhammad, 2013, "Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan," MPRA Paper, University Library of Munich, Germany, number 50147, Sep, revised 17 Sep 2013.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• DIAF, Sami & TOUMACHE, Rachid, 2013, "Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate," MPRA Paper, University Library of Munich, Germany, number 50701, Oct.
• Liebl, Dominik, 2013, "Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective," MPRA Paper, University Library of Munich, Germany, number 50881, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• Zhu, Ke & Ling, Shiqing, 2013, "Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models," MPRA Paper, University Library of Munich, Germany, number 51509, Nov.
• Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013, "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper, University Library of Munich, Germany, number 51570, Nov.
• Chorus, Caspar, 2013, "A Generalized Random Regret Minimization Model," MPRA Paper, University Library of Munich, Germany, number 51637, Nov.
• Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif, 2013, "Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test," MPRA Paper, University Library of Munich, Germany, number 51724, Nov, revised 25 Nov 2013.
• Hina, Hafsa & Qayyum, Abdul, 2013, "Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors," MPRA Paper, University Library of Munich, Germany, number 52611.
• El GHINI, Ahmed & SAIDI, Youssef, 2013, "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper, University Library of Munich, Germany, number 53392, Dec.
• Hassan, Faiza & Qayyum, Abdul, 2013, "Modelling the Demand for Bank Loans by Private Business Sector in Pakistan," MPRA Paper, University Library of Munich, Germany, number 55366, Dec, revised Apr 2014.
• Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
• Bamikole, Oluwafemi, 2013, "The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)," MPRA Paper, University Library of Munich, Germany, number 57363, Jan.
• Chow, Sheung Chi, 2013, "The sustainability of fiscal policy: A group-mean panel estimator approach," MPRA Paper, University Library of Munich, Germany, number 57808.
• Molenaars, Tomas K. & Reinerink, Nick H. & Hemminga, Marcus A., 2013, "Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008," MPRA Paper, University Library of Munich, Germany, number 61862, Jul.
• Muteba Mwamba, John & Mokwena, Paula, 2013, "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper, University Library of Munich, Germany, number 64384, Aug.
• Kundu, Nobinkhor & Chowdhury, J.M. Adeeb Salman & Sikdar, Asaduzzaman, 2013, "Millennium development goals affecting child mortality in Bangladesh: A Vector Error Correction model," MPRA Paper, University Library of Munich, Germany, number 65211, Jun, revised 15 Oct 2013.
• Emara, Noha & Plotkin, David & Stein, Alyssa, 2013, "Foreign aid and growth in Egypt: The role of economic policy," MPRA Paper, University Library of Munich, Germany, number 68687.
• Hamidi Sahneh, Mehdi, 2013, "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper, University Library of Munich, Germany, number 68867, Aug, revised 16 Aug 2014.
• Urbina, Jilber, 2013, "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper, University Library of Munich, Germany, number 75756, Nov.
• Shijaku, Gerti, 2013, "The probability of sudden stop of capital flows - the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79138.
• Heidari, Hassan & Babaei Balderlou, Saharnaz, 2013, "عوامل مؤثر بر انتقال نوسانات قیمت نفت خام به رشد بخش صنعت و معدن در ایران رهیافتی از مدل‌های تبدیل مارکف
  [Crude Oil Price Contagion to the Growth of Industry and Mine Sector in Iran: An Approach to Markov-Switching Models]," MPRA Paper, University Library of Munich, Germany, number 79234, Nov.
• Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
• Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld, 2013, "Příčiny neúspěchu prosazování sanačních postupů v insolvenční realitě
  [Reasons for the Failure to Implement Financial Rehabilitation Procedures in Insolvent Reality]," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 2, pages 188-208, DOI: 10.18267/j.polek.894.
• Karim M. Abadir, 2013, "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 231-248, December.
• Rabindra Nepal & John Foster, 2013, "Testing for Market Integration in the Australian National Electricity Market," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 11-2013, Dec.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013, "A New Index of Environmental Quality Based on Greenhouse Gas Emissions," Working Paper series, Rimini Centre for Economic Analysis, number 12_13, Jan.
• Fotis Papailias & Dimitrios D. Thomakos, 2013, "The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies," Working Paper series, Rimini Centre for Economic Analysis, number 65_13, Dec.
• Ion Zgreaban, Irina, 2013, "Education in Romania - How much is it Worth?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 149-163, March.
• Gaftea, Viorel, 2013, "The Input-Output Modeling Approach to the National Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 211-222, June.
• Roger Bivand & Gianfranco Piras, 2013, "Comparing Implementations of Estimation Methods for Spatial Econometrics," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-01, Jan.
• Gianfranco Piras & Ingmar R. Prucha, 2013, "On the Finite Sample Properties of Pre-test Estimators of Spatial Models," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-07, Oct.
• J.L. Ford & Wee Ching Pok & S. Poshakwale, 2012, "The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 37-60, April, DOI: 10.1177/097265271101100102.
• Степанова О.А., 2013, "Моделирование и прогнозирование временной структуры процентных ставок. Modeling and forecasting the term structure of interest rates," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 13, issue 4, pages 123-131.
• Chia-Hsuan Wu & Ching-Cheng Chang & Po-Chi Chen & Ken-Nan Kuo, 2013, "Efficiency and productivity change in Taiwan’s hospitals: a non-radial quality-adjusted measurement," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 21, issue 2, pages 431-453, March, DOI: 10.1007/s10100-012-0238-7.
• Farhat Iqbal, 2013, "Robust estimation of the simplified multivariate GARCH model," Empirical Economics, Springer, volume 44, issue 3, pages 1353-1372, June, DOI: 10.1007/s00181-012-0588-y.
• Fredrik Ødegaard & Pontus Roos, 2013, "Measuring Worksite Health Promotion Programs: an application of Structural Equation Modeling with ordinal data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 4, pages 639-653, August, DOI: 10.1007/s10198-012-0409-4.
• Christopher CRUZ & Claire MAPA, 2013, "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 4, issue 2, pages 136-150.
• Pauwels, Laurent & Vasnev, Andrey, 2013, "Forecast combination for U.S. recessions with real-time data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 02/2013, Jan.
• Pauwels, Laurent & Vasnev, Andrey, 2013, "Forecast combination for U.S. recessions with real-time data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2013-05, Mar.
• Laurent Ferrara & Cl�ment Marsilli, 2013, "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 3, pages 233-237, February, DOI: 10.1080/13504851.2012.689099.
• Kazumitsu Nawata & Michael McAleer, 2013, "The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-197/III, Dec.
• Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman, 2013, "Trade Costs, Conflicts, and Defense Spending," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 404, Jul.