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

2011

• GUISAN, Maria-Carmen, 2011, "Industry, Fair Competition And Trade In Oecd Countries: Impact On Wages And On Employment By Sector, 2000-2010," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 11, issue 2.
• Ju-Ann Yang & Shyan-Rong Chou & Chen-Hsun Lee, 2011, "A new monetary aggregates measurement: Application to Taiwanese data," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 905-915.
• François Benhmad, 2011, "Noise traders or Fundamentalists? A Wavelet approach," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 782-791.
• Christos S Savva, 2011, "Modeling interbank relations during the international financial crisis," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 916-924.
• François Benhmad, 2011, "A wavelet analysis of oil price volatility dynamic," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 792-806.
• Sadek Melhem & Michel Terraza, 2011, "Onto Exchange Rate's Short Run Impact on Oil Prices Dynamics: An OPEC Members' perspective," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1163-1171.
• Ozlem Goktas & Aycan Hepsag, 2011, "Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2117-2127.
• Abdul Qayyum & Faisal Nawaz, 2011, "Measuring financial risk using extreme value theory: evidence from pakistan," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 1-2.
• Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy, 2011, "Nonlinear prediction of Malaysian exchange rate with monetary fundamentals," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1960-1967.
• Emmanuel Kemel & Roger Collet & Laurent Hivert, 2011, "Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 2777-2786.
• Mili Roy & Md. Israt Rayhan, 2011, "Trade Flows of Bangladesh: A Gravity Model Approach," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 950-959.
• Serge Rey, 2011, "Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1131-1150.
• Tran MANH Tuyen, 2011, "Modeling Volatility Using GARCH Models: Evidence from Vietnam," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1935-1942.
• Mei-yin Lin & Yi-ting Tseng & Jue-shyan Wang, 2011, "Closeness and Turnout: Evidence from Election of Taiwan," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1922-1928.
• Kazuhiro Miyagawa & Tadanobu Misawa & Tetsuya Shimokawa, 2011, "The role of the orbitofrontal cortex in human adaptive learning under strategic environments," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2284-2297.
• Khaled GUESMI, 2011, "What drive the regional integration of emerging stock markets?," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1-23.
• Khaled Guesmi, 2011, "What Drives the Regional Integration of Emerging Stock Markets?," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2603-2619.
• Muhammad Shahbaz & Nuno Carlos leitão & Summaira Malik, 2011, "Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 2824-2838.
• Tolga Omay, 2011, "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3006-3015.
• Zaichao Du, 2011, "Intraday probability of informed trading," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3103-3112.
• Tarkan Cavusoglu & Erdinc Telatar, 2011, "Purchasing Power Parity Revisited: A Time-Varying Parameter Approach," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2701-2708.
• Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011, "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-49.
• Hakimzadi Wagan, 2011, "Measuring the impact of monetary policy: a factor-augmented vector autoregressive (favar) approach under bayesian framework," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-48.
• Miller, J. Isaac, 2011, "Testing the bounds: Empirical behavior of target zone fundamentals," Economic Modelling, Elsevier, volume 28, issue 4, pages 1782-1792, July.
• Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011, "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 4-20, September.
• Cai, Lili & Swanson, Norman R., 2011, "In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008," Journal of Empirical Finance, Elsevier, volume 18, issue 4, pages 743-764, September.
• Yun, Jaeho, 2011, "The role of time-varying jump risk premia in pricing stock index options," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 833-846, DOI: 10.1016/j.jempfin.2011.07.003.
• Smith, L. Vanessa & Yamagata, Takashi, 2011, "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 847-867, DOI: 10.1016/j.jempfin.2011.07.001.
• Kim, Jae Ho & Powell, Warren B., 2011, "An hour-ahead prediction model for heavy-tailed spot prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1252-1266, DOI: 10.1016/j.eneco.2011.06.007.
• Lee, Yen-Hsien & Chiou, Jer-Shiou, 2011, "Oil sensitivity and its asymmetric impact on the stock market," Energy, Elsevier, volume 36, issue 1, pages 168-174, DOI: 10.1016/j.energy.2010.10.057.
• Matsumura, Marco & Moreira, Ajax & Vicente, José, 2011, "Forecasting the yield curve with linear factor models," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 237-243, DOI: 10.1016/j.irfa.2011.05.003.
• Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K., 2011, "Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 292-305, DOI: 10.1016/j.irfa.2011.06.006.
• Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011, "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2829-2841, November.
• Kapteyn, Arie & Teppa, Federica, 2011, "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, volume 32, issue 4, pages 564-580, August.
• Shuping Shi & Vipin Arora, 2011, "An Application Of Models Of Speculative Behaviour To Oil Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-11, May.
• Bovens, Luc & Rabinowicz, Wlodek, 2011, "Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 49667, Oct.
• Igor Lebrun, 2011, "Working Paper 08-11 - What has been the damage of the financial crisis to Belgian GDP? An assessment based on the FPB’s medium-term outlook," Working Papers, Federal Planning Bureau, Belgium, number 201108, Jun.
• �lexandr Knobel & Ilya Sokolov & Elizaveta Khudko, 2011, "The Impact of State Expenditure on the Quality of General Education in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 152P.
• Luca Flabbi and Andrea Moro, 2011, "The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model," Working Papers, Georgetown University, Department of Economics, number gueconwpa~11-11-04, Jan.
• Talat S. Genc & Pierre-Olivier Pineau & Ege Yazgan, 2011, "Electricity Trade Patterns in a Network: Evidence from the Ontario Market," Working Papers, University of Guelph, Department of Economics and Finance, number 1102.
• Timothy Halliday, 2011, "Health Inequality over the Life-Cycle," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201108, Jun.
• Cyprien Awono & Catherine Laroche-Dupraz & Dominique Vermersch, 2011, "Consumer willingness to pay for attributes of west-african poultry : using the microeconometrics of implicit price," Post-Print, HAL, number hal-00729349.
• Serge Rey, 2011, "Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France," Post-Print, HAL, number hal-01885303.
• Luiz Flavio Andrade, 2011, "Entry time effects and follow on drug competition," Post-Print, HAL, number halshs-00658247, Jun.
• Emilie Caldeira, 2011, "Yardstick competition in a Federation: Theory and Evidence from China," Working Papers, HAL, number halshs-00552242, Jan.
• Undp, 2011, "HDR 2011 - Sustainability and Equity: A Better Future for All," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2011, September.
• Federica Teppa, 2011, "Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 223.
• Ahmed Nawaz Hakro & Ikhtiar Ali Ghumro, 2011, "Determinants of foreign direct investment flows to Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 217-242, January-M.
• Hector Sala & Oriol Roca-Sagalés, 2011, "Government Expenditures and the Growth-Inequality Trade-Off: The Swedish Case," Journal of Income Distribution, Ad libros publications inc., volume 20, issue 2, pages 38-54, June.
• Julien Chevallier & Benoît Sévi, 2011, "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, volume 7, issue 1, pages 1-29, February, DOI: 10.1007/s10436-009-0142-x.
• Antonio Diez de los Rios & René Garcia, 2011, "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, volume 14, issue 2, pages 137-167, July, DOI: 10.1007/s11147-011-9062-9.
• Barbara Rossi & Sarah Zubairy, 2011, "What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 6, pages 1247-1270, September, DOI: j.1538-4616.2011.00424.x.
• Jitka Pomenkova & Roman Marsalek, 2011, "Time and frequency domain in the business cycle structure," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2011-07, Apr.
• Scott J. Colby & Timothy A. Graciano & Jeffrey T. LaFrance & Rulon D. Pope, 2011, "Money Illusion, Gorman And Lau," Monash Economics Working Papers, Monash University, Department of Economics, number 30-11, Dec.
• Vipin Arora & Pedro Gomis-Porqueras & Shuping Shi, 2011, "Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy," Monash Economics Working Papers, Monash University, Department of Economics, number 37-11, Dec.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2011, "Option pricing with discrete time jump processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11037, Jun.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2011, "Option pricing with discrete time jump processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11037r, Jun, revised Apr 2012.
• Stuart J. Fowler & Jennifer J. Wilgus, 2011, "An Estimatable DCDP Model of Search and Matching in Real Estate Markets," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 201105, Sep.
• Hui Chen & Scott Joslin, 2011, "Generalized Transform Analysis of Affine Processes and Applications in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 16906, Mar.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011, "How Prediction Markets Can Save Event Studies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16949, Apr.
• Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2011, "Foresight and Information Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16951, Apr.
• M. Barlet & M.-É. Clerc & M. Garnero & V. Lapègue & V. Marcus, 2011, "The New Version of the Model MZE, Macroeconometric Model for the Eurozone," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2011-15.
• Jesús Crespo Cuaresma & Jarko Fidrmuc & Mariya Hake, 2011, "Determinants of Foreign Currency Loans in CESEE Countries: A Meta-Analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 69-87.
• Elisabeth Beckmann & Sandra Dvorsky & Thomas Scheiber, 2011, "OeNB Euro Survey: Growing Uncertainty, but Overall Euroization Not Affected," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 88-99.
• Christian Ragacs & Klaus Vondra, 2011, "Austria’s Economy Moves beyond the Crisis: Powerful Economic Growth Provides a Tailwind to Reduce Budget Deficits – Economic Outlook for Austria from 2011 to 2013 (June 2011)," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-30.
• Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011, "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 82-122.
• David Hendry & Felix Pretis, 2011, "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers, University of Oxford, Department of Economics, number 584, Dec.
• Estrada, Fernando, 2011, "Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans," MPRA Paper, University Library of Munich, Germany, number 30563, Apr.
• Mohamed, Issam A.W., 2011, "Introduction to the Macroeconomic Structure of Yemen," MPRA Paper, University Library of Munich, Germany, number 31782.
• Sinha, Pankaj & Arora, Varun & Bansal, Vishakha, 2011, "Determinants of Public Debt for middle income and high income group countries using Panel Data regression," MPRA Paper, University Library of Munich, Germany, number 32079, Mar.
• Fotis, Panagiotis, 2011, "Firm's damages from antitrust & abuse of dominant position investigations," MPRA Paper, University Library of Munich, Germany, number 32788, Jul, revised 13 Aug 2011.
• Nwaobi, Godwin, 2011, "Agent-based computational economics and African modeling:perspectives and challenges," MPRA Paper, University Library of Munich, Germany, number 35414, Dec.
• Costa Junior, Celso Jose, 2011, "Avaliação de Bancos: Projeção das Demonstrações de Resultado do Exercício (DRE) com Enfoque em Modelos Econométricos
  [Valuation of Banks: Projection of Statements of Income for the Year with focus on Econometric Models]," MPRA Paper, University Library of Munich, Germany, number 45524, Jul.
• Chang, Jinyuan & Chen, Songxi, 2011, "On the Approximate Maximum Likelihood Estimation for Diffusion Processes," MPRA Paper, University Library of Munich, Germany, number 46279.
• Feeney, Katie & Brass, Daniel & Kua, Dominic & Yamamoto, Atsushi & Tourneboeuf, Elisabeth & Adams, David, 2011, "Impact Of Electric Vehicles And Natural Gas Vehicles On The Energy Markets," MPRA Paper, University Library of Munich, Germany, number 58388, Dec.
• Paget, Mia & Seacrest, Tom & Widergren, Steve & Balducci, Patrick & Orrell, Alice & Bloyd, Cary, 2011, "Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies," MPRA Paper, University Library of Munich, Germany, number 58391, May.
• Safiullah, Hameed, 2011, "Evaluation of Grid Level Impacts of Electric Vehicles," MPRA Paper, University Library of Munich, Germany, number 59175, Aug.
• Dinda, Soumyananda, 2011, "Global Economic Crisis: Enter the Dragon," MPRA Paper, University Library of Munich, Germany, number 93855, revised 2014.
• Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld, 2011, "The Economic Crisis and the Development of Tourism in the Czech Republic
  [Ekonomická krize a vývoj cestovního ruchu v České republice]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2011, issue 5, pages 17-33, DOI: 10.18267/j.aop.344.
• Anca Elena Nucu, 2011, "The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 41, pages 127-145, September.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2011, "A New Index of Environmental Quality," Working Paper series, Rimini Centre for Economic Analysis, number 31_11, Jul.
• Institute for Economic Forecasting & Centre for Macroeconomic Modelling, 2011, "The Dobrescu Macromodel of the Romanian Market Economy – 2005 Version Yearly Forecast Spring Forecast 2011, March Estimate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 277-281, March.
• Institute for Economic Forecasting & Centre for Macroeconomic Modelling, 2011, "The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Summer Forecast 2011, June Estimate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 171-174, March.
• Institute for Economic Forecasting & Centre for Macroeconomic Modelling, 2011, "The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast 2011, September Estimate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 267-269, September.
• Institute for Economic Forecasting & Centre for Macroeconomic Modelling, 2011, "The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Preliminate for 2011, November Estimates," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 197-199, December.
• Norman R. Swanson & Lili Cai, 2011, "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers, Rutgers University, Department of Economics, number 201102, May.
• Xiangjin Shen & Hiroki Tsurumi, 2011, "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201126, Jun.
• Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011, "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 9, issue 2, pages 107-165.
• Cervantes Jiménez, Miguel & López Sarabia, Pablo & Montiel Alejo, Jocelyne, 2011, "Impacto económico del aumento en el precio de la gasolina en México: un análisis de cointegración y vectores autorregresivos / Economic Impact of the Gasoline Price Increase in Mexico: A Cointegration," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 2, pages 63-93, julio-dic.
• Cyprien Awono & Catherine Laroche Dupraz & Dominique Vermersch, 2011, "Consumer willingness to pay for attributes of west-African poultry: using the microeconometrics of implicit price," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 11-01, Jan.
• Sigal Kaplan & Shlomo Bekhor & Yoram Shiftan, 2011, "Development and estimation of a semi-compensatory residential choice model based on explicit choice protocols," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 1, pages 51-80, August, DOI: 10.1007/s00168-009-0350-3.
• Jesús Mur & Jean Paelinck, 2011, "Deriving the W-matrix via p-median complete correlation analysis of residuals," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 2, pages 253-267, October, DOI: 10.1007/s00168-010-0379-3.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2011, "Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis," Empirical Economics, Springer, volume 40, issue 1, pages 253-268, February, DOI: 10.1007/s00181-010-0395-2.
• Guy Lacroix & Natalia Radtchenko, 2011, "The changing intra-household resource allocation in Russia," Journal of Population Economics, Springer;European Society for Population Economics, volume 24, issue 1, pages 85-106, January, DOI: 10.1007/s00148-009-0275-2.
• Giuseppe Arbia & Francesca Petrarca, 2011, "Effects of MAUP on spatial econometric models," Letters in Spatial and Resource Sciences, Springer, volume 4, issue 3, pages 173-185, October, DOI: 10.1007/s12076-011-0065-9.
• Ole E. Barndorff-Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2011, "Ambit Processes and Stochastic Partial Differential Equations," Springer Books, Springer, chapter 0, in: Giulia Di Nunno & Bernt Øksendal, "Advanced Mathematical Methods for Finance", DOI: 10.1007/978-3-642-18412-3_2.
• Mark Holmes & Theodore Panagiotidis & Abhijit Sharma, 2011, "The sustainability of India's current account," Applied Economics, Taylor & Francis Journals, volume 43, issue 2, pages 219-229, DOI: 10.1080/00036840802481876.
• Rohnn Sanderson, 2011, "Compartmentalising Gold Prices," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 2, pages 99-124, August.
• Evzen Kocenda & Vit Bubak & Filip Zikes, 2011, "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1020, Jul.
• Antonio Diez De Los Rios & René Garcia, 2011, "Assessing and valuing the nonlinear structure of hedge fund returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 193-212, March.
• Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011, "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 948-974, September.
• Gilles Dufrénot, 2011, "Monetary autonomy in the West African countries: What do the policy rules tell us?," Journal of International Development, John Wiley & Sons, Ltd., volume 23, issue 1, pages 63-81, January.
• Barbara Rossi & Sarah Zubairy, 2011, "What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 6, pages 1247-1270, September, DOI: 10.1111/j.1538-4616.2011.00424.x.

2010

• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Ambit processes and stochastic partial differential equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-17, Apr.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-18, Apr.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling electricity forward markets by ambit fields," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-41, Aug.
• Stefan Holst Bache, 2010, "Minimax Regression Quantiles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-54, Aug.
• Ozun, Alper & Turk, Mehmet, 2010, "Leading Economic Determinants of Foreign Trade Volume in Turkish Agriculture Sector," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 11, issue 01, pages 1-10, January, DOI: 10.22004/ag.econ.118579.
• Sauer, Johannes & Zilberman, David, 2010, "Innovation Behaviour At Farm Level – Selection And Identification," 114th Seminar, April 15-16, 2010, Berlin, Germany, European Association of Agricultural Economists, number 61354, Apr, DOI: 10.22004/ag.econ.61354.
• Alvaro Cartea & Pablo Villaplana Conde, 2007, "Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0718, Nov.
• Diego Gianelli & Leonardo Vicente & Jorge Basal & José Mourelle, 2010, "Un modelo macroeconométrico de estimación trimestral para la economía uruguaya," Documentos de trabajo, Banco Central del Uruguay, number 2010011, Aug, revised Jan 2011.
• Mehmet Caner, 2010, "Exponential Tilting with Weak Instruments: Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 3, pages 307-325, June, DOI: 10.1111/j.1468-0084.2009.00579.x.
• Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri, 2010, "Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 6, pages 717-743, December.
• Pablo Mendieta Ossio, 2010, "The renaissance of Friedman hypothesis: nature of global financial crisis and consequences in a small open and highly dollarized economy," Revista de Análisis del BCB, Banco Central de Bolivia, volume 13, issue 1, pages 119-151, December.
• Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
• Jaeho Yun, 2010, "Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 78-118, September.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/11, Apr.
• Sergio Tezanos Vázquez, 2010, "Ayuda y crecimiento: una relación en disputa," Documentos de trabajo sobre cooperación y desarrollo, Cátedra de Cooperación Internacional y con Iberoamérica (COIBA), Universidad de Cantabria, number 201001, Jan.
• Enrique Moral-Benito, 2010, "Model Averaging in Economics," Working Papers, CEMFI, number wp2010_1008, Oct.
• Fratzscher, Marcel & Chudik, Alexander, 2010, "Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8093, Nov.
• Grané Chávez, Aurea & Veiga, Helena, 2010, "Outliers in Garch models and the estimation of risk measures," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws100502, Jan.
• Ejrnæs, Mette & Persson, Karl Gunnar, 2010, "The gains from improved market efficiency: trade before and after the transatlantic telegraph," European Review of Economic History, Cambridge University Press, volume 14, issue 3, pages 361-381, December.
• Fan, Yanqin & Gençay, Ramazan, 2010, "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1305-1331, October.
• Hill, Jonathan B., 2010, "On Tail Index Estimation For Dependent, Heterogeneous Data," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1398-1436, October.
• Jürgen Blazejczak & Frauke G. Braun & Dietmar Edler & Wolf-Peter Schill, 2010, "Ausbau erneuerbarer Energien erhöht Wirtschaftsleistung in Deutschland," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 50, pages 10-16.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers, Duke University, Department of Economics, number 10-06.
• GHARTEY, Edward E., 2010, "Government Expenditures And Revenues Causation: Some Caribbean Empirical Evidence," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• GUISAN, Maria-Carmen & AGUAYO, Eva, 2010, "Education, Gender Equality, Social Well-Being And Economic Development In American Countries, 2000-2010," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• Ming-Chung Chang, 2010, "Insider patent holder licensing in an oligopoly market with different cost structures: Fixed-fee, royalty, and auction," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 20-31.
• Yen-Chen Chiu, 2010, "Industry Concentration and Cash Flow at Risk," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 405-413.
• William Barnett & Ousmane Seck, 2010, "A note on nonidentification in truncated sampling distribution estimation," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1670-1679.
• Luca Zanin, 2010, "The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 837-846.
• Andros Kourtellos & Thanasis Stengos & Chih ming Tan, 2010, "Do institutions rule? The role of heterogeneity in the institutions vs. geography debate," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1710-1719.
• Marco Maria Sorge, 2010, "A note on Kalman filter approach to solution of rational expectations models," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2002-2009.
• Tsangyao Chang & Su-yuan Lin & Horng-jinh Chang, 2010, "Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1897-1905.
• chrigui zouhair & younes boujelbene, 2010, "The adopting inflation targeting in the monetary policy of emerging countries: challenges and issues," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1-17.
• Andreas Knabe & Steffen Rätzel, 2010, "Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2486-2494.
• Masato Ubukata, 2010, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2906-2919.
• Kamel malik Bensafta, 2010, "Non-stationary Variance and Volatility Causality," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2920-2935.
• Fernanda G Barba & Paulo S Ceretta, 2010, "Long-run relationship among latin america stock markets and the us - impacts of the 2007/2008 crisis," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 1-30.
• Chorro, C. & Guégan, D. & Ielpo, F., 2010, "Martingalized historical approach for option pricing," Finance Research Letters, Elsevier, volume 7, issue 1, pages 24-28, March.
• Hong, Yongmiao & Lin, Hai & Wang, Shouyang, 2010, "Modeling the dynamics of Chinese spot interest rates," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1047-1061, May.
• van den Berg, Gerard J. & van Vuuren, Aico, 2010, "The effect of search frictions on wages," Labour Economics, Elsevier, volume 17, issue 6, pages 875-885, December.
• Yang, Zhenlin, 2010, "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, volume 40, issue 5, pages 299-310, September.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
• Elisa Yamazaki Tanabe & José Carlos Ramírez Sánchez, 2010, "Evaluación del impacto del mercado de derivados en los canales de transmisión de la política monetaria en México: Metodologías VAR y M-GARCH," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 2, pages 47-78.
• Ahmed Shamiri & Zaidi Isa, 2010, "Volatility transmission: what do Asia‐Pacific markets expect?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 4, pages 299-313, October, DOI: 10.1108/10867371011085147.
• Chang, C-L. & Khamkaew, T. & McAleer, M.J., 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-29, Apr.
• Ming Lu & Guanghua Wan & Zhao Chen, 2010, "Globalization and Regional Income Inequality: Evidence from within China," Working Papers, eSocialSciences, number id:3179, Nov.
• Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad, 2010, "Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 40-57, February.
• Kamil Kladívko, 2010, "The Czech Treasury Yield Curve from 1999 to the Present," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 4, pages 307-335, November.
• Ladislav Kristoufek, 2010, "Long-range dependence in returns and volatility of Central European Stock Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/03, Feb, revised Feb 2010.
• Robert J. Tetlow, 2010, "Real-time model uncertainty in the United States: 'Robust' policies put to the test," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-15.
• Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 993.
• Ludovic Dobbelaere & Igor Lebrun, 2010, "Working Paper 17-10 - A macro-econometric model for the economy of Lesotho," Working Papers, Federal Planning Bureau, Belgium, number 201017, Oct.
• Jean-Yves Lesueur, 2010, "La production scientifique des enseignants-chercheurs en économie : Quelques résultats économétriques issus du dispositif PES," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1030.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00437927, Mar, DOI: 10.1016/j.frl.2009.11.002.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00542475, Oct.
• Undp, 2010, "HDR 2010 - The Real Wealth of Nations: Pathways to Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2010, September.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Flabbi, Luca & Moro, Andrea, 2010, "The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4829, Mar.
• Eickmeier Sandra, 2010, "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 230, issue 5, pages 571-600, October, DOI: 10.1515/jbnst-2010-0505.
• G. Christodoulakis & E. Mamatzakis, 2010, "Return attribution analysis of the UK insurance portfolios," Annals of Finance, Springer, volume 6, issue 3, pages 405-420, July, DOI: 10.1007/s10436-009-0129-7.
• Francesco Carravetta & Marco Sorge, 2010, "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 4, pages 331-353, April, DOI: 10.1007/s10614-010-9201-7.
• Reinhard Neck & Gottfried Haber & Klaus Weyerstrass, 2010, "Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 1, pages 37-45, June, DOI: 10.1007/s10614-010-9211-5.
• Daniel Griffith, 2010, "Modeling spatio-temporal relationships: retrospect and prospect," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 111-123, June, DOI: 10.1007/s10109-010-0120-x.
• Vardit Landsman & Moshe Givon, 2010, "The diffusion of a new service: Combining service consideration and brand choice," Quantitative Marketing and Economics (QME), Springer, volume 8, issue 1, pages 91-121, March, DOI: 10.1007/s11129-009-9077-9.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Sounghun Kim & Donghwan An & Kwansoo Kim, 2010, "Measuring The Impacts Of Trade Liberalization Focusing On The Effects Of Processed Goods On Raw Material Markets: An Application To The Dairy Sector In Korea," Korean Economic Review, Korean Economic Association, volume 26, pages 341-360.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," KIER Working Papers, Kyoto University, Institute of Economic Research, number 725, Sep.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2010, "Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2010-02.
• Stefan Hlawatsch & Sebastian Ostrowski, 2010, "Simulation and Estimation of Loss Given Default," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100010, Mar.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10033, Apr.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10078, Oct.
• ONATSKI, Alexei & RUGE-MURCIA, Francisco J., 2010, "Factor Analysis of a Large DSGE Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2010-08.
• ONATSKI, Alexei & RUGE-MURCIA, Francisco J., 2010, "Factor Analysis of a Large DSGE Model," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2010.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010, "Business Cycles in the Euro Area," NBER Chapters, National Bureau of Economic Research, Inc, "Europe and the Euro".
• Łukasz Rawdanowicz, 2010, "After the Crisis: Mitigating Risks of Macroeconomic Instability in Turkey," OECD Economics Department Working Papers, OECD Publishing, number 820, Dec, DOI: 10.1787/5km36j745fbt-en.
• Christian Ragacs & Klaus Vondra, 2010, "Subdued Economic Recovery given Necessary Fiscal Consolidation: Economic Outlook for Austria from 2010 to 2012 (June 2010)," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-32.
• Gerhard Fenz & Martin Schneider, 2010, "Recovery of the Austrian Economy Continues
  Economic Outlook for Austria from 2010 to 2012 (December 2010)," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-31.
• Jason R. Blevins, 2010, "Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices," Working Papers, Ohio State University, Department of Economics, number 10-02, Nov.
• Willie Lahari, 2010, "Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union," Working Papers, University of Otago, Department of Economics, number 1001, Feb, revised Feb 2010.
• Cornelia Gaber, 2010, "The Improvement of the Company’s Management Using Econometric Techniques," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1020-1023, May.