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

1990

• Tesfatsion, Leigh & Veitch, John M., 1990, "U.S. money demand instability A flexible least squares approach," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 151-173, February.
• Kalaba, R. & Tesfatsion, L., 1990, "A further note on flexible least squares and Kalman filtering," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 183-185, February.
• Undp, 1990, "HDR 1990 - Concept and Measurement of Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1990, September.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "Flexible Least Squares for Approximately Linear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11190, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "A Further Note on Flexible Least Squares and Kalman Filtering," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11192, Feb.
• Tesfatsion, Leigh S. & Veitch, J., 1990, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11193, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "An Organizing Principle for Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11194, Mar.
• Andrew C. Harvey, 1990, "The Econometric Analysis of Time Series, 2nd Edition," MIT Press Books, The MIT Press, number 026208189x, edition 2, December.

1989

• Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989, "A FORTRAN program for time-varying linear regression via flexible least squares," Computational Statistics & Data Analysis, Elsevier, volume 7, issue 3, pages 291-309, February.
• Henri Bogaert & Tanguy de Biolley & Joost Verlinden, 1989, "Planning Paper 39 - A disequilibrium macroeconomic model of the Belgian economy : the Maribel II model of the Planning office," Planning Papers, Federal Planning Bureau, Belgium, number 39, Jul.
• Kalaba, R. & Tesfatsion, L., 1989, "A Multicriteria Approach To Dynamic Estimation," Papers, Southern California - Department of Economics, number 8904.
• Kalaba, R. & Lichtenstein, Z. & Tesfatsion, L., 1989, "Linear And Nonlinear Associative Memories For Parameter Estimation," Papers, Southern California - Department of Economics, number m8913.
• Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989, "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11195, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11196, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Sequential Nonlinear Estimation With Nonaugmented Priors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11197, Jan.
• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40900, Feb.

1988

• Kalaba, Robert & Tesfatsion, Leigh, 1988, "The flexible least squares approach to time-varying linear regression," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 1, pages 43-48, March.
• Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988, "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers, Southern California - Department of Economics, number m8730.
• Tesfatsion, L. & Veitch, J., 1988, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers, Southern California - Department of Economics, number m8809.
• Kalaba, R. & Tesfatsion, L., 1988, "An Organizing Principle For Dynamic Estimation," Papers, Southern California - Department of Economics, number m8818.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "The Flexible Least Squares Approach to Time-Varying Linear Regression," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11198, Mar.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11199, Jan.

1987

• Robert C. Feenstra (ed.), 1987, "Empirical Methods for International Trade," MIT Press Books, The MIT Press, number 0262561646, edition 1, ISBN: ARRAY(0x68505b30), December.

1986

• Fusari, Angelo, 1986, "A development model of a dualistic economy. The Italian case," MPRA Paper, University Library of Munich, Germany, number 74175, revised 1986.

1985

• David A. Belsley & Edwin Kuh (ed.), 1985, "Model Reliability," MIT Press Books, The MIT Press, number 0262524015, edition 1, ISBN: ARRAY(0x6822f3f0), December.
• Jeff Dominitz & Charles F. Manski, 1996, "Eliciting Student Expectations of the Returns to Schooling," Journal of Human Resources, University of Wisconsin Press, volume 31, issue 1, pages 1-26.

1982

• Tian, Guoqiang, 1982, "Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)," MPRA Paper, University Library of Munich, Germany, number 41303, Oct.

1981

• Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S., 1981, "A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11215, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1981, "Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11216, Jan.

1980

• Kalaba, Robert E. & Tesfatsion, Leigh S., 1980, "A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11222, Jan.

1978

• Chichilnisky, Graciela & Cole, Sam, 1978, "Modeling with scenarios: technology in north-south development," MPRA Paper, University Library of Munich, Germany, number 7847.

1974

• Armstrong, J. Scott & Shapiro, Alan C., 1974, "Analyzing Quantitative Models," MPRA Paper, University Library of Munich, Germany, number 81696.

1971

• Kuzmin, Anton, 1971, "A Structural Model of Exchange Rate Dynamics," MPRA Paper, University Library of Munich, Germany, number 64614, Oct.

1970

• Arnold E. Amstutz, 1970, "Computer Simulation of Competitive Market Response," MIT Press Books, The MIT Press, number 026251009x, edition 1, ISBN: ARRAY(0x6889c800), December.

0

• Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010, "FX Smile in the Heston Model," Papers, arXiv.org, number 1010.1617, Oct.
• Robert Amano & Tony S. Wirjanto, , "A Further Analysis of Exchange Rate Targeting in Canada," Staff Working Papers, Bank of Canada, number 94-2, DOI: 10.34989/swp-1994-2.
• Robert Amano & Tony S. Wirjanto, , "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Staff Working Papers, Bank of Canada, number 94-6, DOI: 10.34989/swp-1994-6.
• Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, 2011, "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 062, Sep, DOI: 10.32468/tef.62.
• Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, 2024, "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers, Bank for International Settlements, number 1222, Oct.
• Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
• Tom Doan, 2025, "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components, Boston College Department of Economics, number RTZ00002, revised .
• Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
• Tom Doan, 2025, "RATS program to estimate various forms of DCC GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00174, revised .
• FORGES, Françoise, 1991, "Sunspot eqilibrium as a game-theoretical solution concept," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 952, Jan.
• BEFFY Pierre-Olivier & BONNET Xavier & DARRACQ-PARRIES Matthieu & MONFORT Brieuc, 2010, "MZE: A Small Macro-model for the Euro Area," EcoMod2003, EcoMod, number 330700011, Jan.
• UTKULU Utku & OZDEMIR Durmus, 2010, "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey?," EcoMod2003, EcoMod, number 330700147, Jan.
• Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2017, "Forecasting with Julia," Liberty Street Economics, Federal Reserve Bank of New York, number 20170508, May.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li, 2018, "Forecasts of the Lost Recovery," Liberty Street Economics, Federal Reserve Bank of New York, number 20180509, May.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics, Federal Reserve Bank of New York, number 20180521, May.
• Selva Demiralp & Oscar Jorda, , "The Announcement Effect: Evidence from Open Market Desk Data," Department of Economics, California Davis - Department of Economics, number 01-04.
• Selva Demiralp & Oscar Jorda, , "The Pavlovian Response of Term Rates to Fed Announcements," Department of Economics, California Davis - Department of Economics, number 99-06.
• Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi, 2023, "When Climate Meets Real Estate: A Survey of the Literature," FHFA Staff Working Papers, Federal Housing Finance Agency, number 23-05, Jul, DOI: 10.1111/1540-6229.12489.
• Sri Rajitha Tattikota & Naveen Srinivasan, 2021, "Integration of Econometric Models and Machine Learning- Study on US Inflation and Unemployment," Working Papers, Madras School of Economics,Chennai,India, number 2021-207, Jun.
• Sandra Zerafa, , "Access to finance for firms in Malta: Estimating the impact of reduced credit," CBM Policy Papers, Central Bank of Malta, number PP/03/2017.
• Aaron G. Grech, , "An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/01/2014.
• Brian Micallef, , "Estimating a credit gap for non-financial corporations in Malta," CBM Working Papers, Central Bank of Malta, number WP/04/2015.
• Mark Andor & Frederik Hesse, , "A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201177.
• Mark Andor & Frederik Hesse, , "The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201285.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, , "Technology Spillovers from the Final Frontier: A Long–Run View of U.S. Space Innovation," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 573.
• Sangjoon Kim, Neil Shephard & Siddhartha Chib, , "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W26, revised version of W.
• Brian Erard & Patrick Langetieg & Mark Payne & Alan Plumley, 0, "Flying under the Radar: Ghosts and the Income Tax," CESifo Economic Studies, CESifo Group, volume 66, issue 3, pages 185-197.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112019, Oct.
• Scott Farrow, , "Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-103, revised 26 Jan 2008.
• Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, , "Fitting Equilibrium Search Models to Labour Market Data," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _005.
• Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, , "Evaluating Density Forecasts," CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences, number 97-18.
• J. Dominitz & C. F. Manski, , "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1049-94.
• J. Dominitz & C. F. Manski, , "Using expectations data to study subjective income expectations," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1050-94.

None

• Halliday Timothy, 2011, "Health Inequality over the Life-Cycle," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 11, issue 3, pages 1-21, October, DOI: 10.2202/1935-1682.2758.
• Conley Timothy G. & Flyer Fredrick & Tsiang Grace R, 2003, "Spillovers from Local Market Human Capital and the Spatial Distribution of Productivity in Malaysia," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 3, issue 1, pages 1-47, December, DOI: 10.2202/1538-0637.1229.
• Auld M. Christopher, 2006, "Estimating Behavioral Response to the AIDS Epidemic," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-29, April, DOI: 10.1515/1538-0645.1235.
• Holmes Mark J. & Panagiotidis Theodore, 2009, "Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-25, June, DOI: 10.2202/1935-1690.1665.
• Edwards Jeffrey A & Sams Alfred & Yang Benhua, 2006, "A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-26, October, DOI: 10.2202/1534-5998.1410.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008, "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-32, December, DOI: 10.2202/1558-3708.1565.
• Ergun A. Tolga & Jun Jongbyung, 2010, "Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-21, September, DOI: 10.2202/1558-3708.1709.
• Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
• Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003, "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1101.
• Fair Ray C, 2003, "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1110.
• Ram Sharan Kharel, Ph.D., 2012, "Modelling and Forecasting Fiscal Policy and Economic Growth in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 1, pages 1-15, April.
• Hans M. Amman & David A. Kendrick, None, "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, December.
• S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021, "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 41, pages 96-120, July, DOI: 10.1016/j.red.2020.12.003.
• Hie Joo Ahn & James Hamilton, 2022, "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 44, pages 1-32, April, DOI: 10.1016/j.red.2021.04.005.
• Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023, "Monetary Policy and Firm Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 278-296, January, DOI: 10.1016/j.red.2022.02.002.
• M. Hadzi-Vaskov & C.J.M. Kool, 2006, "The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity," Working Papers, Utrecht School of Economics, number 06-16.