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

• Mamadou Diop, 2013, "Stability pact and risk of pro-cyclical fiscal policy in Economic and Monetary Union countries: the case of UEMOA," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201408, Nov, revised May 2014.
• Murteza Sanjarani Pour & Parviz Nasir Khani & Gholamreza Zamanian & Kamran Barghandan, 2013, "Specifying The Effective Determinants Of House Price Volatilities In Iran," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 11, issue 2, pages 15-20.
• Clavet, Nicholas-James & Duclos, Jean - Yves & Fortin, Bernard & Marchand, Steeve, 2013, "Sources de revenu de retraite au Québec 2004 - 2030: une analyse de microsimulation," CLSSRN working papers, Vancouver School of Economics, number clsrn_admin-2013-19, Apr, revised 29 Apr 2013.
• Kazumitsu Nawata & Michael McAleer, 2013, "The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-39, Dec.
• Helmi Hamdi & Rashid Sbia, 2013, "The relationship between natural resources rents, trade openness and economic growth in algeria," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/199932.
• Barbara Rossi, 2013, "Exchange rate predictability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1369, Feb.
• Stavros Stavroyiannis & Leonidas Zarangas, 2013, "Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 2, pages 231-247.
• Badi H. Baltagi & Zhenlin Yang, 2013, "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, volume 16, issue 1, pages 103-134, February.
• Alexei Onatski & Francisco Ruge‐Murcia, 2013, "Factor Analysis Of A Large Dsge Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 6, pages 903-928, September.

2012

• Almut E. D. Veraart & Luitgard A. M. Veraart, 2012, "Modelling electricity day–ahead prices by multivariate Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-13, Mar.
• Eric Hillebrand & Tae-Hwy Lee, 2012, "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-18, 04.
• Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012, "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-41, Sep.
• Xiong, Bo & Chen, Sixia, 2012, "Estimating Gravity Equation Models in the Presence of Sample Selection and Heteroskedasticity," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124530, DOI: 10.22004/ag.econ.124530.
• Wocken, Meike & Kneib, Thomas, , "Tobit regression to estimate impact of EU market intervention in dairy sector," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122528, DOI: 10.22004/ag.econ.122528.
• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Hernán Rincon, 2012, "External Shocks and Asset Prices in Latin America before and after Lehman Brothers’ Bankruptcy," Borradores de Economia, Banco de la Republica de Colombia, number 704i, Apr, DOI: 10.32468/be.704I.
• Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincon, 2012, "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," Borradores de Economia, Banco de la Republica de Colombia, number 717, Jul, DOI: 10.32468/be.717.
• Guillaume Horny & Frédérique Savignac & Patrick Sevestre, 2012, "18e colloque international sur l’analyse des données de panel : une brève synthèse," Bulletin de la Banque de France, Banque de France, issue 189, pages 83-86.
• G. Horny,. & F. Savignac. & P. Sevestre., 2012, "Firms’ financing and default risk during and after the crisis (Summary of a conference hosted by the Banque de France and OSEO on 9 and 10 February 2012)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 26, pages 79-82, Summer.
• M. Falagiarda & M. Marzo, 2012, "A DSGE model with Endogenous Term Structure," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp830, Jun.
• Romain Legrand, 2012, "L'effet dynamique des chocs d'offre et de demande agrégés. Une étude sur le cas allemand," Revue économique, Presses de Sciences-Po, volume 63, issue 1, pages 129-155.
• Jean-Yves Lesueur, 2012, "La production scientifique des enseignants-chercheurs en économie. Quelques résultats économétriques issus du dispositif PES," Revue économique, Presses de Sciences-Po, volume 63, issue 4, pages 743-778.
• Jean-Yves Lesueur, 2012, "La production scientifique des enseignants-chercheurs en économie. Quelques résultats économétriques issus du dispositif PES," Revue économique, Presses de Sciences-Po, volume 63, issue 4, pages 743-778.
• Sena Kimm GNANGNON, 2012, "The Effect of Development Aid Unpredictability and Migrants’ Remittances on Fiscal Consolidation in Developing Countries," Working Papers, CERDI, number 201210.
• Cern Ertur & Antonio Musolesi, 2012, "Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion," INRA UMR CESAER Working Papers, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux, number 2012/9, Dec.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Fernando Arias & Daira Garrido & Daniel Parra & Hern�n Rinc�n, 2012, "�Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para pa�ses emergentes," Borradores de Economia, Banco de la Republica, number 9764, Jul.
• Dennis Sánchez-Navarro & Jacobo Campo Robledo & Juan Pablo Herrera-Saavedra & Natalia Cantor-Vargas, 2012, "Construcción de un índice de regionalización para el Sistema Nacional de Propiedad Industrial (SPI)," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 10090, May.
• Fratzscher, Marcel & Chudik, Alexander, 2012, "Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8787, Jan.
• Wickens, Michael R., 2012, "How Useful are DSGE Macroeconomic Models for Forecasting?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9049, Jul.
• Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012, "Prediction Markets for Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9059, Jul.
• Laurent Ferrara & Clément Marsilli, 2012, "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-19.
• Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012, "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-27.
• Tze-Haw Chan & Chee-Wooi Hooy & Ahmad Zubaidi Baharumshah, 2012, "A structural VARX modelling of international parities between China and Japan in the liberalization era," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 730-736.
• Ghassen El Montasser & Ahdi Noomen Ajmi, 2012, "The fractional integrated bi- parameter smooth transition autoregressive model," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 755-765.
• Jens Boysen-Hogrefe, 2012, "A note on predicting recessions in the euro area using real M1," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1291-1301.
• Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012, "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 37-50.
• Dimitrios P. Louzis & Spyros Xanthopoulos - Sissinis & Apostolos P. Refenes, 2012, "Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 981-991.
• Farhan Akbar & Irfan Kazi & Thierry Chauveau, 2012, "Active portfolio strategies to manage exchange rate risk exposure related to external debt portfolio of pakistan," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 1-8.
• Aymen Belgacem & Amine Lahiani, 2012, "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1509-1526.
• Raymond Li & Guy C.K. Leung, 2012, "Gasoline consumption in China: a dynamic panel data analysis," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2375-2382.
• Matthias Hartmann & Helmut Herwartz & Yabibal M. Walle, 2012, "Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 871-882.
• Gijsbert Suren & Guilherme Moura, 2012, "Heteroskedastic Dynamic Factor Models: A Monte Carlo Study," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2884-2898.
• João Caldeira & Guilherme Moura & André A.P. Santos, 2012, "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1848-1857.
• Shigeyuki Hamori & Yoshihiro Hashiguchi, 2012, "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2353-2365.
• Tara M. Sinclair & H. O. Stekler & Warren Carnow, 2012, "A new approach for evaluating economic forecasts," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2332-2342.
• Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012, "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2849-2859.
• Afees Salisu & Idris Ademuyiwa, 2012, "Trade creation and trade diversion in West African Monetary Zone (WAMZ)," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3071-3081.
• Afees Salisu & Idris Ademuyiwa, 2012, "Is uemoa trade creating? an empirical investigation," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1-21.
• Yashobanta Parida, 2012, "Causal Link between Central Government Revenue and Expenditure: Evidence for India," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2808-2816.
• Neeliah Harris & Deenapanray Prakash, 2012, "The economic growth and electricity consumption nexus: Evidence from Mauritius," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2930-2943.
• Hyeon-seung Huh & Yeana Lee, 2012, "A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2646-2652.
• Faisal Nawaz & Abdul Qayyum, 2012, "Estimation of value at risk for financial returns of pakistan using archimedean copula," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1-26.
• Carmine Trecroci, 2012, "Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2453-2463.
• Amalendu Bhunia, 2012, "The shock of domestic gold price on stock price indices-an evidence of india," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 1-29.
• Nwosu O. Emmanuel & Fonta M. William & Aneke Gladys & Yuni N. Denis, 2012, "Microeconomic determinants of migrant remittances to Nigerian households," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3425-3438.
• Caldeira, Emilie, 2012, "Yardstick competition in a federation: Theory and evidence from China," China Economic Review, Elsevier, volume 23, issue 4, pages 878-897, DOI: 10.1016/j.chieco.2012.04.011.
• Hautsch, Nikolaus & Yang, Fuyu, 2012, "Bayesian inference in a Stochastic Volatility Nelson–Siegel model," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3774-3792, DOI: 10.1016/j.csda.2010.07.003.
• Halbleib, Roxana & Pohlmeier, Winfried, 2012, "Improving the value at risk forecasts: Theory and evidence from the financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1212-1228, DOI: 10.1016/j.jedc.2011.10.005.
• Müller, Christian, 2012, "A new interpretation of known facts: The case of two-way causality between trading and volatility," Economic Modelling, Elsevier, volume 29, issue 3, pages 664-670, DOI: 10.1016/j.econmod.2012.01.011.
• Akbar, Muhammad & Jamil, Faisal, 2012, "Monetary and fiscal policies' effect on agricultural growth: GMM estimation and simulation analysis," Economic Modelling, Elsevier, volume 29, issue 5, pages 1909-1920, DOI: 10.1016/j.econmod.2012.06.001.
• Shi, Shuping & Arora, Vipin, 2012, "An application of models of speculative behaviour to oil prices," Economics Letters, Elsevier, volume 115, issue 3, pages 469-472, DOI: 10.1016/j.econlet.2011.12.126.
• Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012, "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, volume 115, issue 3, pages 496-499, DOI: 10.1016/j.econlet.2011.12.112.
• Lin, Jianhao & Wang, Meijin & Cai, Lingfeng, 2012, "Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China," Economics Letters, Elsevier, volume 116, issue 2, pages 265-268, DOI: 10.1016/j.econlet.2012.02.026.
• Hornstein, Abigail S. & Greene, William H., 2012, "Usage of an estimated coefficient as a dependent variable," Economics Letters, Elsevier, volume 116, issue 3, pages 316-318, DOI: 10.1016/j.econlet.2012.03.027.
• Pitarakis, Jean-Yves, 2012, "Jointly testing linearity and nonstationarity within threshold autoregressions," Economics Letters, Elsevier, volume 117, issue 2, pages 411-413, DOI: 10.1016/j.econlet.2012.06.025.
• Zhang, Guoxiong, 2012, "Bayesian estimation of exchange rate regime choice with spatial effect," Economics Letters, Elsevier, volume 117, issue 3, pages 604-607, DOI: 10.1016/j.econlet.2012.07.030.
• Brock, William A. & Cooley, Jane & Durlauf, Steven N. & Navarro, Salvador, 2012, "On the observational implications of taste-based discrimination in racial profiling," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 66-78, DOI: 10.1016/j.jeconom.2011.06.006.
• Flabbi, Luca & Moro, Andrea, 2012, "The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 81-95, DOI: 10.1016/j.jeconom.2011.09.003.
• Kim, Jae-Young, 2012, "Model selection in the presence of nonstationarity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 247-257, DOI: 10.1016/j.jeconom.2012.01.029.
• Almeida, Caio & Garcia, René, 2012, "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 519-537, DOI: 10.1016/j.jeconom.2012.05.020.
• Lindström, Erik & Regland, Fredrik, 2012, "Modeling extreme dependence between European electricity markets," Energy Economics, Elsevier, volume 34, issue 4, pages 899-904, DOI: 10.1016/j.eneco.2012.04.006.
• Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L., 2012, "Econometric modeling and value-at-risk using the Pearson type-IV distribution," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 10-17, DOI: 10.1016/j.irfa.2012.02.003.
• Yunus, Nafeesa & Swanson, Peggy E., 2012, "Changing integration of EMU public property markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 194-208, DOI: 10.1016/j.intfin.2011.09.001.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2012, "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2988-3007, DOI: 10.1016/j.jbankfin.2012.06.020.
• Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
• Pericoli, Marcello & Taboga, Marco, 2012, "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 42-65, DOI: 10.1016/j.iref.2011.08.008.
• Yang, Qing Gong & Temple, Paul, 2012, "Reform and competitive selection in China: An analysis of firm exits," Structural Change and Economic Dynamics, Elsevier, volume 23, issue 3, pages 286-299, DOI: 10.1016/j.strueco.2012.04.004.
• Eric Hillebrand & Tae-Hwy Lee, 2012, "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," Advances in Econometrics, Emerald Group Publishing Limited, "30th Anniversary Edition", DOI: 10.1108/S0731-9053(2012)0000030011.
• Tae-Hwy Lee & Weiping Yang, 2012, "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, Emerald Group Publishing Limited, "30th Anniversary Edition", DOI: 10.1108/S0731-9053(2012)0000030017.
• Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012, "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 1, pages 133-167.
• Canlin Li & Min Wei, 2012, "Term structure modelling 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 2012-37.
• Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012, "Expectations about the Federal Reserve's balance sheet and the term structure of interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-57.
• Christian Zimmermann, 2012, "Academic rankings with RePEc," Working Papers, Federal Reserve Bank of St. Louis, number 2012-023, DOI: 10.20955/wp.2012.023.
• Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012, "Evaluating A Vector Of The Fed’S Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2012-002, Jan.
• Jason B. Jorgensen & Fred Joutz, 2012, "Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region," Working Papers, The George Washington University, The Center for Economic Research, number 2012-003, Jan.
• Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012, "A New Approach For Evaluating Economic Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2012-004, Mar.
• Tara Sinclair & Herman O. Stekler & Warren Carnow, 2012, "A New Approach For Evaluating Economic Forecasts," Working Papers, The George Washington University, Institute for International Economic Policy, number 2012-2, Feb.
• Tara Sinclair & Herman O. Stekler & Warren Carrow, 2012, "Evaluating a Vector of the Fed's Forecasts," Working Papers, The George Washington University, Institute for International Economic Policy, number 2012-3, Mar.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2012, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611706, Apr.
• Marie-Odile Carrère & Nathalie Havet & Magali Morelle & Raphaël Remonnay, 2012, "Cancer Patients' Willingness to Pay for Blood Transfusion at Home: Results from a contingent valuation study in a French cancer network," Post-Print, HAL, number halshs-00642497.
• Laurent Ferrara & Clément Marsilli, 2012, "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Working Papers, HAL, number hal-04141077.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012, "Prediction Markets for Economic Forecasting," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6720, Jul.
• William Barnett & Alfredo Medio & Apostolos Serletis, 2012, "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201223, Sep, revised Sep 2012.
• William Barnett & Haiyang Xu, 2012, "Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201224, Sep, revised Sep 2012.
• Donatien Hainaut & Renaud MacGilchrist, 2012, "Strategic asset allocation with switching dependence," Annals of Finance, Springer, volume 8, issue 1, pages 75-96, February, DOI: 10.1007/s10436-011-0183-9.
• Frederi Viens, 2012, "Symposium on stochastic volatility: an introductory overview," Annals of Finance, Springer, volume 8, issue 2, pages 151-157, May, DOI: 10.1007/s10436-010-0162-6.
• Almut Veraart & Luitgard Veraart, 2012, "Stochastic volatility and stochastic leverage," Annals of Finance, Springer, volume 8, issue 2, pages 205-233, May, DOI: 10.1007/s10436-010-0157-3.
• Alexandra Chronopoulou & Frederi Viens, 2012, "Estimation and pricing under long-memory stochastic volatility," Annals of Finance, Springer, volume 8, issue 2, pages 379-403, May, DOI: 10.1007/s10436-010-0156-4.
• Bettina Becker & Stephen G Hall, 2012, "Spurious Common Factors," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_12, Oct, revised Oct 2012.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Testing for Instability in Covariance Structures," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 131, Apr.
• Badi H. Baltagi & Zhenlin Yang, 2012, "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 142, Aug.
• Reinhard Neck & Gottfried Haber & Klaus Weyerstrass, 2012, "Optimal Exchange Rate and Fiscal Policies for Slovenia on its Way into the Euro Area," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 10, issue 3 (Fall), pages 231-243.
• Harrison Fell & Shanjun Li & Anthony Paul, 2012, "A New Look at Residential Electricity Demand Using Household Expenditure Data," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2012-04, Jul.
• John H. Cochrane, 2012, "Continuous-Time Linear Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18181, Jun.
• Bent Nielsen & Andrew Whitby, 2012, "A Joint Chow Test for Structural Instability," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W07, Jun.
• Christopher Ferrall, 2012, "Explaining and Forecasting Results of the Self-sufficiency Project," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 4, pages 1495-1526.
• Hui Chen & Scott Joslin, 2012, "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 7, pages 2225-2256.
• Marcel Boumans, 2012, "Sims, Christopher Albert (born 1942)," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• Pierre Perron & Gabriel Rodriguez, 2012, "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-327.
• S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012, "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-035, Sep, revised 19 Jun 2014.
• Chukiat Chaiboonsri & Prasert Chaitip, 2012, "A Comparative Analysis of ASEAN Currencies Using a Copula Approach and a Dynamic Copula Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 4, pages 39-52.
• Pangapanga, Phiriinnocent & Thangalimodzi, Lucy Tembo, 2012, "Participation in pro poor agro based enterprises in Malawi: do households’ poverty levels change automatically?," MPRA Paper, University Library of Munich, Germany, number 39446, May.
• Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012, "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper, University Library of Munich, Germany, number 39806, Jul.
• Hassan, Gazi & Wu, Eliza, 2012, "Sovereign country rating, growth volatility and financial crisis," MPRA Paper, University Library of Munich, Germany, number 40085, Jun.
• Marinela, Simuţ Ramona & Lavinia, Delcea (Săutiuţ), 2012, "Challenges for Romania’s employment policy in the Real Economy," MPRA Paper, University Library of Munich, Germany, number 40369.
• Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012, "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper, University Library of Munich, Germany, number 41486, Aug.
• Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012, "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper, University Library of Munich, Germany, number 41886, Oct.
• Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012, "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper, University Library of Munich, Germany, number 42062, Oct.
• Fulli-Lemaire, Nicolas, 2012, "A Dynamic Inflation Hedging Trading Strategy Using a CPPI," MPRA Paper, University Library of Munich, Germany, number 42851, Jan, revised 13 Nov 2012.
• Albers, Scott, 2012, "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper, University Library of Munich, Germany, number 43484, Dec.
• Doran, Justin & Jordan, Declan, 2012, "Cross Sectoral Differences in Drivers of Innovation," MPRA Paper, University Library of Munich, Germany, number 44470.
• Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
• Chen, Songxi, 2012, "Estimation in semiparametric models with missing data," MPRA Paper, University Library of Munich, Germany, number 46216, Dec.
• Qiu, Yumou & Chen, Songxi, 2012, "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper, University Library of Munich, Germany, number 46242.
• Imori, Denise & Guilhoto, Joaquim José Martins & Postali, Fernando Antonio Slaibe, 2012, "Eficiência técnica das agropecuárias familiar e patronal – diferenças regionais no Brasil
  [Technical efficiency of agricultural households and business - regional differences in Brazil]," MPRA Paper, University Library of Munich, Germany, number 46954.
• HAMDI, Helmi & SBIA, Rashid & TAS, Bedri, 2012, "Financial deepening and economic growth in Gulf Cooperation Council countries," MPRA Paper, University Library of Munich, Germany, number 49907, revised 2012.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Ezzat, Hassan, 2012, "The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt," MPRA Paper, University Library of Munich, Germany, number 50530, Aug.
• Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb, 2012, "Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008," MPRA Paper, University Library of Munich, Germany, number 50942.
• ABALO, Kodzovi, 2012, "Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach," MPRA Paper, University Library of Munich, Germany, number 54940, Jun.
• Quang Tran, Tuyen, 2012, "The impact of farmland loss on income distribution of households in Hanoi's peri-urban areas, Vietnam," MPRA Paper, University Library of Munich, Germany, number 55817, Mar, revised 08 May 2014.
• Yang, Bill Huajian & Tkachenko, Mykola, 2012, "Modeling of EAD and LGD: Empirical Approaches and Technical Implementation," MPRA Paper, University Library of Munich, Germany, number 57298, Feb.
• Yao, Yuan & Meurier, Beatrice, 2012, "Understanding the supply chain resilience: a Dynamic Capabilities approach," MPRA Paper, University Library of Munich, Germany, number 58124, Aug.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012, "Long Run Relationship between IFDI and Domestic Investment in GCC Countries," MPRA Paper, University Library of Munich, Germany, number 62544, May, revised Jul 2013.
• ABALO, Kodzovi, 2012, "Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach," MPRA Paper, University Library of Munich, Germany, number 69117, Jun.
• Currarini, Sergio & Marini, Marco A., 2012, "On the Effect of Premia and Penalties on the Optimal Portfolio Choice," MPRA Paper, University Library of Munich, Germany, number 70726, Oct.
• Widodo, Tri, 2012, "Household’s Welfare Impact of Fuel Subsidy Removal," MPRA Paper, University Library of Munich, Germany, number 77997, Jun.
• Gräbe, Hans-Gert, 2012, "Some remarks on a paper of Nils Fröhlic on labour value theory," MPRA Paper, University Library of Munich, Germany, number 89033, revised 2012.
• Ertugrul, Hasan Murat & Mangir, Fatih, 2012, "The tourism-led growth hypothesis: empirical evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 96419, Sep.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012, "Mis-specification Testing: Non-Invariance of Expectations Models of Inflation," Working Paper series, Rimini Centre for Economic Analysis, number 50_12, Jul.
• Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros, 2012, "Let´s do it again: bagging equity premium predictors," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 604, Oct.
• Stratan, Alexandru & Chistruga, Marcel, 2012, "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 68-84, June.
• Zhiguang Wang & Prasad Bidarkota, 2012, "Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods," Empirical Economics, Springer, volume 42, issue 1, pages 21-51, February, DOI: 10.1007/s00181-010-0427-y.
• Arne Hole & Julie Kolstad, 2012, "Mixed logit estimation of willingness to pay distributions: a comparison of models in preference and WTP space using data from a health-related choice experiment," Empirical Economics, Springer, volume 42, issue 2, pages 445-469, April, DOI: 10.1007/s00181-011-0500-1.
• Nathalie Havet & Magali Morelle & Raphaël Remonnay & Marie-Odile Carrere, 2012, "Cancer patients’ willingness to pay for blood transfusions at home: results from a contingent valuation study in a French cancer network," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 3, pages 289-300, June, DOI: 10.1007/s10198-011-0328-9.
• Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2012, "Improving the multi-dimensional comparison of simulation results: a spatial visualization approach," Letters in Spatial and Resource Sciences, Springer, volume 5, issue 2, pages 55-63, July, DOI: 10.1007/s12076-011-0064-x.
• Xiaodong Du & David A. Hennessy, 2012, "The planting real option in cash rent valuation," Applied Economics, Taylor & Francis Journals, volume 44, issue 6, pages 765-776, February, DOI: 10.1080/00036846.2010.522524.
• Bruno Feunou & Roméo Tédongap, 2012, "A Stochastic Volatility Model With Conditional Skewness," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 576-591, July, DOI: 10.1080/07350015.2012.715958.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-02.
• Abigail S. Hornstein & William H. Greene, 2012, "Usage of an estimated coefficient as a dependent variable," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2012-011, Sep, DOI: 10.1016/j.econlet.2012.03.027.
• Marcus Scheiblecker, 2012, "Between Cointegration and Multicointegration. Modelling Time Series Dynamics by Cumulative Error Correction Models," WIFO Working Papers, WIFO, number 431, Jun.
• Vasily Astrov & Peter Havlik & Olga Pindyuk, 2012, "Trade Integration in the CIS: Alternate Options, Economic Effects and Policy Implications for Belarus, Kazakhstan, Russia and Ukraine," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 381, Sep.
• Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012, "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 3, pages 203-229, March.
• Andor, Mark & Hesse, Frederik, 2012, "The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 60.
• Härdle, Wolfgang Karl & Majer, Piotr, 2012, "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-048.
• Gürtler, Marc & Rauh, Ronald, 2012, "Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF41V1.

2011

• Ron Mittelhammer & Robert Rosenman & Vidhura Tennekoon, 2011, "Sequential Self-Selection of Program Adherence," Working Papers, School of Economic Sciences, Washington State University, number 2011-7, Sep.
• Jones, A & Lomas, J & Rice, N, 2011, "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/31, Oct.
• Carravetta, Francesco & Sorge, Marco M., 2011, "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 05/2011.
• Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011, "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,05.
• Andor, Mark & Hesse, Frederik, 2011, "A Monte Carlo simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 51.
• Zeddies, Götz, 2011, "Der Euro als Triebfeder des deutschen Exports?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 130.
• Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011, "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-17, 12.
• Du, Xiaodong & Hennessy, David A., 2011, "Local Geography of Row-Crop Quality Land and Cropland Cash Rental Rates," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103450, May, DOI: 10.22004/ag.econ.103450.
• Yuan, Yan & Hu, Youxin & Gao, Ping, 2011, "Farmers’ Choice and Informal Credit Markets in China," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103887, DOI: 10.22004/ag.econ.103887.
• Romuald, Kinda Somlanare, 2011, "Democratic Institutions and Environmental Quality: Effects and Transmission Channels," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120396, DOI: 10.22004/ag.econ.120396.
• Olegs Krasnopjorovs, 2011, "Is Public Capital More Productive than Private Capital: Evidence from Latvia 1995-2009," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 168-180.
• Bruno Feunou & Roméo Tedongap, 2011, "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers, Bank of Canada, number 11-20, DOI: 10.34989/swp-2011-20.
• Enrique Moral-Benito, 2011, "Model averaging in economics," Working Papers, Banco de España, number 1123, Sep.
• Valentina Aprigliano, 2011, "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 820, Sep.
• Julien Idier. & Lam , G. & Jean-Stéphane Mésonnier, 2011, "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers, Banque de France, number 348.
• Zuxiang Wang & Yew‐Kwang Ng & Russell Smyth, 2011, "A General Method For Creating Lorenz Curves," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue 3, pages 561-582, September.
• Oriana Bandiera & Iwan Baranky & Imran Rasul, 2011, "Field Experiments with Firms," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 028, Jul.
• Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2011, "The speculative efficiency of the aluminum market: A nonlinear Investigation," International Economics, CEPII research center, issue 126-127, pages 73-89.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Juan Esteban Carranza, 2011, "La indexación de los saldos hipotecarios y la crisis colombiana de final de siglo XX," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011, "Dynare: Reference Manual Version 4," Dynare Working Papers, CEPREMAP, number 1, Apr, revised Mar 2021.
• Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011, "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8341, Apr.
• Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
• Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011, "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 57.
• Jürgen Blazejczak & Frauke G. Braun & Dietmar Edler & Wolf-Peter Schill, 2011, "Economic Effects of Renewable Energy Expansion: A Model-Based Analysis for Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1156.
• Barbara Rossi & Sarah Zubairy, 2011, "What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?," Working Papers, Duke University, Department of Economics, number 11-02.
• GUISAN, Maria-Carmen, 2011, "Industry, Foreign Trade and Employment in EU Countries; Comparison of France, Germany, Italy, Spain and the UK with the United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 11, issue 2.