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

2016

• Koliai, Lyes, 2016, "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 1-22, DOI: 10.1016/j.jbankfin.2016.02.004.
• Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.004.
• Dogan, Eyup, 2016, "Analyzing the linkage between renewable and non-renewable energy consumption and economic growth by considering structural break in time-series data," Renewable Energy, Elsevier, volume 99, issue C, pages 1126-1136, DOI: 10.1016/j.renene.2016.07.078.
• Guarda, Pablo & Galilea, Patricia & Handy, Susan & Muñoz, Juan Carlos & Ortúzar, Juan de Dios, 2016, "Decreasing fare evasion without fines? A microeconomic analysis," Research in Transportation Economics, Elsevier, volume 59, issue C, pages 151-158, DOI: 10.1016/j.retrec.2016.06.001.
• Wild, Joerg, 2016, "Efficiency and risk convergence of Eurozone financial markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 196-211, DOI: 10.1016/j.ribaf.2015.09.015.
• Chan, Steven & Han, Gaofeng & Zhang, Wenlang, 2016, "How strong are the linkages between real estate and other sectors in China?," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 52-72, DOI: 10.1016/j.ribaf.2015.09.018.
• Ji, Qiang & Fan, Ying, 2016, "Modelling the joint dynamics of oil prices and investor fear gauge," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 242-251, DOI: 10.1016/j.ribaf.2015.11.016.
• Bendinelli, William E. & Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M., 2016, "Airline delays, congestion internalization and non-price spillover effects of low cost carrier entry," Transportation Research Part A: Policy and Practice, Elsevier, volume 85, issue C, pages 39-52, DOI: 10.1016/j.tra.2016.01.001.
• Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M., 2016, "Two-sided platforms in airport privatization," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 93, issue C, pages 262-278, DOI: 10.1016/j.tre.2016.06.003.
• Hassan B. Ghassan & Hassan R. Alhajhoj, 2016, "Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 2, pages 16-43.
• Hassan B. Ghassan & Hassan R. Alhajhoj, 2016, "Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/16, Jan.
• Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel, 2016, "The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-10, Feb.
• Martin Belvisi & Riccardo Pianeti & Giovanni Urga, 2016, "Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035008.
• Wei Zou & Xiaokun Wang & Yiyi Wang, 2016, "A Multivariate Spatial-Time of Day Analysis of Truck Crash Frequency across Neighborhoods in New York City," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037015.
• Justin Doran & Declan Jordan, 2016, "Cross-sectoral differences in the drivers of innovation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 5, pages 719-748, October, DOI: 10.1108/JES-10-2014-0171.
• Karsten Neuhoff & Nolan Ritter & Aymen SalahAbou-El-Enien & Philippe Vassilopoulos, 2016, "Intraday Markets for Power: Discretizing the Continuous Trading?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1609, Mar.
• Manuel Llorca & Tooraj Jamasb, 2016, "Energy Efficiency and Rebound Effect in European Road Freight Transport," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1622, Sep.
• Silvia Trifonova & Atanas Atanasov & Svilen Kolev, 2016, "The Effects of the ECB’s Unconventional Monetary Policy on the Non-Euro Area EU Member States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 93-112.
• Takashi HANAGAKI & Masahiro HORI & Koichiro IWAMOTO, 2016, "A practical tool for policy analysis: The ESRI Short-Run Macroeconometric Model of the Japanese Economy (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), volume 190, pages 87-92, January.
• Chambers, MJ & Kyriacou, M, 2016, "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers, University of Essex, Department of Economics, number 17623.
• Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel, 2016, "The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 269, Feb, DOI: 10.24149/gwp269.
• Dario Caldara & Edward P. Herbst, 2016, "Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-049, May, DOI: 10.17016/FEDS.2016.049.
• S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016, "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1163, May, DOI: 10.17016/IFDP.2016.1163.
• Troy Davig & Aaron Smalter Hall, 2016, "Recession forecasting using Bayesian classification," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-6, Aug, DOI: 10.18651/RWP2016-06.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016, "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, volume 4, issue 2, pages 1-27, April.
• P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Econometrics, MDPI, volume 4, issue 2, pages 1-21, June.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, volume 4, issue 4, pages 1-24, November.
• Byron Gangnes & Ari Van Assche, 2016, "Global Value Chains and Changing Trade Elasticities," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2016-11, Sep.
• Byron Gangnes & Ari Van Assche, 2016, "Global Value Chains and Changing Trade Elasticities," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201617, Sep.
• Roman Matkovskyy, 2016, "Arbitrary temporal heterogeneity in time of European countries panel model," Post-Print, HAL, number hal-02010689, Mar.
• Bruno Ducoudre & Eric Heyer & Mathieu Plane, 2016, "CICE et Pacte de responsabilité : une évaluation selon la position dans le cycle," Post-Print, HAL, number hal-03459309, Jun, DOI: 10.3917/reof.146.0005.
• Salah Abosedra & Muhammad Shahbaz & Kishwar Nawaz, 2016, "Modeling Causality Between Financial Deepening and Poverty Reduction in Egypt," Post-Print, HAL, number hal-03558090, Apr, DOI: 10.1007/s11205-015-0929-2.
• Luiz Flavio Andrade & Catherine Sermet & Sylvain Pichetti, 2016, "Entry time effects and follow-on drug competition," Post-Print, HAL, number halshs-01156509, DOI: 10.1007/s10198-014-0654-9.
• Sofiane Aboura & Julien Chevallier, 2016, "Oil vs. gasoline: The dark side of volatility and taxation," Post-Print, HAL, number halshs-01348705, Feb, DOI: 10.1016/j.ribaf.2016.02.005.
• Bruno Ducoudre & Eric Heyer & Mathieu Plane, 2016, "CICE et Pacte de responsabilité : une évaluation selon la position dans le cycle," Sciences Po Economics Publications (main), HAL, number hal-03459309, Jun, DOI: 10.3917/reof.146.0005.
• Gulnara I. Abdrakhmanova & Galina G. Kovaleva & Natalia V. Bulchenko, 2016, "The Information Industry: Measuring Russia By International Standards," HSE Working papers, National Research University Higher School of Economics, number WP BRP 56/STI/2016.
• Azka Azifah Dienillah & Lukytawati Anggraeni, 2016, "Dampak Inklusi Keuangan Terhadap Stabilitas Sistem Keuangan Di Asia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 18, issue 4, pages 409-430, April, DOI: https://doi.org/10.21098/bemp.v18i4.
• Jerónimo Montalvo, 2016, "Elasticidad-precio de la demanda del transporte público urbano: un análisis para los servicios de ómnibus y subterráneo de la Ciudad Autónoma de Buenos Aires," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 26, issue 88, pages 7-19, Ene-Abr.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/16, Aug.
• Peter Stephensen, 2016, "Logit Scaling: A General Method for Alignment in Microsimulation models," International Journal of Microsimulation, International Microsimulation Association, volume 9, issue 3, pages 89-102.
• Mohamed Arouri & Sahbi Farhani & Muhammad Shahbaz & Frédéric Teulon, 2014, "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," Working Papers, Department of Research, Ipag Business School, number 2014-57, Jan.
• Reyes-Hernández, Miguel Santiago & Cerón-Vargas, José Arturo & López-López, Miguel & miguel.lpz.lpz@gmail.com, 2016, "México: un país que no se mueve. Un análisis de movilidad social a partir de un enfoque de clases./ Mexico: a country that does not move. An analysis of social mobility from of a class approach," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 23, pages 87-122, Segundo s.
• Dupuy, Arnaud & Galichon, Alfred & Sun, Yifei, 2016, "Estimating Matching Affinity Matrix under Low-Rank Constraints," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10449, Dec.
• Biewen, Martin & Tapalaga, Madalina, 2016, "Life-Cycle Educational Choices: Evidence for Two German Cohorts," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9699, Feb.
• Nyankomo Marwa & Meshach Aziakpono, 2016, "Technical and scale efficiency of Tanzanian saving and credit cooperatives," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 29-46, January-M.
• Francois Boye, 2016, "The BRIC grouping’s mutually beneficial policies: A macro-modeling test," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 77-91, January-M.
• Mellár, Tamás, 2016, "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása?
  [From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 285-306, DOI: 10.18414/KSZ.2016.3.285.
• Kőrösi, Gábor, 2016, "A lány továbbra is szolgál..
  [Modelling and econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 647-667, DOI: 10.18414/KSZ.2016.6.647.
• Mellár, Tamás, 2016, "Válasz Kőrösi Gábornak
  [Response to Gábor Kőrösi]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 668-672, DOI: 10.18414/KSZ.2016.6.668.
• Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares, 2016, "The Impact of the Mining Boom in Colombia: the case of the gold," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 75.
• P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
• Miguel Flores & Roldán Andrés-Rosales & Amado Villarreal, 2016, "An Exploration of Regional Labor Productivity Patterns of Manufacturing SMEs in Mexico," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 116-130.
• Andrew Phiri, 2016, "Tourism and Economic Growth in South Africa: Evidence from Linear and Nonlinear Cointegration Frameworks," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 1 (Spring, pages 31-53.
• Owen Grech & Noel Rapa, 2016, "STREAM: A structural macro-econometric model of the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/01/2016.
• Kul B Luintel & Khan Mosahid & Leon-Gonzalez Roberto & Li Guangjie, 2016, "Financial Development, Structure and Growth : New Data, Method and Results," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-27, Mar.
• Llorca, Manuel & Jamasb, Tooraj, 2016, "Energy efficiency and rebound effect in European road freight transport," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2016/03.
• Getu Hailu & B. James Deaton, 2016, "Agglomeration Effects in Ontario’s Dairy Farming," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 98, issue 4, pages 1055-1073.
• Andrew Phiri, 2016, "Inflation persistence in African countries: Does inflation targeting matter?," Economics and Business Letters, Oviedo University Press, volume 5, issue 3, pages 65-71.
• Monika Hadas-Dyduch, 2016, "Model – spatial approach to prediction of minimum wage," Working Papers, Institute of Economic Research, number 29/2016, Jun, revised Jun 2016.
• Beja, Edsel Jr., 2016, "The asymmetric effects of macroeconomic performance on happiness: Evidence for the EU," MPRA Paper, University Library of Munich, Germany, number 101079, Jan.
• Soto, Marcelo & Sampietro-Colom, Laura & Vilella, Anna & Marcos, María Ángeles, 2016, "Economic Impact of a New Rapid PCR Assay for Detecting Influenza Virus in an Emergency Department and Hospitalized Patients," MPRA Paper, University Library of Munich, Germany, number 105581, Jan.
• Li, Dong & Ling, Shiqing & Zhu, Ke, 2016, "ZD-GARCH model: a new way to study heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 68621, Jan.
• Phiri, Andrew, 2016, "Inflation persistence in African countries: Does inflation targeting matter?," MPRA Paper, University Library of Munich, Germany, number 69153, Feb.
• Naurin, Abida & Qayyum, Abdul, 2016, "Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model," MPRA Paper, University Library of Munich, Germany, number 69774, Feb.
• Abonazel, Mohamed R., 2016, "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 70628, Apr.
• Nagayasu, Jun, 2016, "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper, University Library of Munich, Germany, number 71192, Apr.
• Hamidi Sahneh, Mehdi, 2016, "Testing for Non-Fundamentalness," MPRA Paper, University Library of Munich, Germany, number 71924, Jun.
• Kebalo, Leleng, 2016, "South african exchange rate after 2000s: an econometric investigation," MPRA Paper, University Library of Munich, Germany, number 72440, Feb.
• Abonazel, Mohamed R., 2016, "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper, University Library of Munich, Germany, number 72586, Apr.
• Abonazel, Mohamed R., 2016, "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 72587, Apr.
• Kebalo, Leleng, 2016, "South african exchange rate after 2000s: an econometric investigation," MPRA Paper, University Library of Munich, Germany, number 72632, Feb.
• Davis, Brent, 2016, "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper, University Library of Munich, Germany, number 72792, Aug.
• Ben Rejeb, Aymen, 2016, "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper, University Library of Munich, Germany, number 73302, Jul.
• Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016, "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper, University Library of Munich, Germany, number 74641, Jul, revised 17 Oct 2016.
• SBIA, Rashid & Shahbaz, Muhammad & Ozturk, Ilhan, 2016, "Economic Growth, Financial Development, Urbanization and Electricity Consumption Nexus in UAE," MPRA Paper, University Library of Munich, Germany, number 74790, Oct, revised 24 Oct 2016.
• Combey, Adama, 2016, "Private Consumption in The WAEMU Zone: Does Interest Rate Matter?," MPRA Paper, University Library of Munich, Germany, number 75426, Dec.
• Bijou, Mohammed & Elhassouni, Mohammed, 2016, "L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine
  [The attractiveness of foreign direct investments Case of the Moroccan manufacturing industry]," MPRA Paper, University Library of Munich, Germany, number 75815.
• Yang, Bill Huajian & Du, Zunwei, 2016, "Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations," MPRA Paper, University Library of Munich, Germany, number 76270, Sep.
• Nababan, Tongam Sihol, 2016, "Analysis Of Factors Affecting the Electricity Supply in Indonesia," MPRA Paper, University Library of Munich, Germany, number 76910, Apr.
• Ghassan, Hassan B. & Al-Jefri, Essam H., 2016, "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي
  [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper, University Library of Munich, Germany, number 80302, Sep, revised Jun 2017.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.
• Samia OMRANE BELGUITH, 2016, "Twin deficit in MENA countries: an empirical investigation," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 19, issue 60, pages 123-146, June.
• Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin, 2016, "Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-12, June.
• Murad A. BEIN & Mehmet AGA, 2016, "On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 115-134, December.
• Volkova, Olga (Волкова, Ольга) & Lvova, Irina (Львова, Ирина), 2016, "The bank's rating, the rating agencies, Basel II of, financial indicator, the econometric model
  [Влияние Финансовых Показателей На Международные Рейтинги Российских Банков]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 177-195, February.
• Farida Akhtar, 2016, "The probability of a firm making a takeover bid: An empirical analysis of Australian firms," Australian Journal of Management, Australian School of Business, volume 41, issue 1, pages 27-54, February, DOI: 10.1177/0312896214534863.
• Rabindra Nepal & John Foster, 2016, "Testing for Market Integration in the Australian National Electricity Market," The Energy Journal, , volume 37, issue 4, pages 215-238, October, DOI: 10.5547/01956574.37.4.rnep.
• Francis Tuan & Agapi Somwaru & Sun Ling Wang & Efthimia Tsakiridou, 2016, "The Dynamics of China's Export Growth: An Intertemporal Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 14, issue 1, pages 37-57.
• Florin Teodor Boldeanu & Ileana Tache, 2016, "A Regional Approach To The Metropolitan Economic Grwoth: Evidence From The European Union," Journal of Smart Economic Growth, , volume 1, issue 1, pages 29-72, August.
• Michael L. Polemis & Aikaterina Oikonomou, 2016, "Does regulation affect market power? Evidence from Greek SMEs," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 4, pages 43-60, October-D.
• Luiz Andrade & Catherine Sermet & Sylvain Pichetti, 2016, "Entry time effects and follow-on drug competition," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 17, issue 1, pages 45-60, January, DOI: 10.1007/s10198-014-0654-9.
• Raj Arunachalam & Trevon Logan, 2016, "On the heterogeneity of dowry motives," Journal of Population Economics, Springer;European Society for Population Economics, volume 29, issue 1, pages 135-166, January, DOI: 10.1007/s00148-015-0544-1.
• Dmitri Byzalov & Sudipta Basu, 2016, "Conditional conservatism and disaggregated bad news indicators in accrual models," Review of Accounting Studies, Springer, volume 21, issue 3, pages 859-897, September, DOI: 10.1007/s11142-016-9361-3.
• Paulo Mourao, 2016, "Socio-economic Determinants for the Portuguese Immigration: An Empirical Discussion," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 125, issue 3, pages 955-975, February, DOI: 10.1007/s11205-015-0860-6.
• Lumengo Bonga-Bonga & Ekerete Umoetok, 2016, "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, volume 48, issue 42, pages 3999-4018, September, DOI: 10.1080/00036846.2016.1150948.
• S.J Retief & M. Pretorius & I. Botha, 2016, "Comparing Linear and Non-Linear Benchmarks of Exchange Rate Forecasting," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 40, issue 1, pages 119-138, April, DOI: 10.1080/10800379.2016.12097294.
• Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016, "Structural Break Tests Robust to Regression Misspecification," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-019.
• Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016, "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3b21f21c-2cef-49d7-bb9b-a.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2016, "Testing for Instability in Covariance Structures," Working papers, University of Connecticut, Department of Economics, number 2016-33, Aug.
• Antonio Musolesi & Cem Ertur, 2016, "Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion," Working Papers, University of Ferrara, Department of Economics, number 2016035, May.
• Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016, "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2016013.
• Cintia Martínez, 2016, "Impuestos directos e indirectos en la argentina: su relación con el desempeño económico," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 33, issue 66, pages 47-64, january-j.
• Florian Huber & Daniel Kaufmann, 2016, "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp214, Jan.
• Huber, Florian & Kaufmann, Daniel, 2016, "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 214, Jan.
• Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016, "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 4, pages 573-601, June, DOI: 10.1111/jmcb.12311.
• Carrieri, V. & Jones, M.A., 2016, "Inequality of opportunity in health: a decomposition-based approach," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 16/05, Mar.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016, "Why do investors buy sovereign default insurance?," CFS Working Paper Series, Center for Financial Studies (CFS), number 540, DOI: 10.2139/ssrn.2848944.
• Chen, Zhenxi & Reitz, Stefan, 2016, "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 57.
• Chen, Zhenxi, 2016, "Regimes dependent speculative trading: Evidence from the United States housing market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 66.

2015

• Carrieri, V. & Jones, A.M., 2015, "The Income-Health Relationship “Beyond the Mean†: New Evidence from Biomarkers," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 15/22, Sep.
• Dovern, Jonas & Jannsen, Nils, 2015, "Systematic errors in growth expectations over the business cycle," Kiel Working Papers, Kiel Institute for the World Economy, number 1989.
• Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
• Etienne, Xiaoli L., 2015, "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205124, Jul, DOI: 10.22004/ag.econ.205124.
• Etienne, Xiaoli L. & Hoffman, Linwood A., 2015, "Price Discovery and Risk Management in the U.S. Distiller’s Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205125, Jul, DOI: 10.22004/ag.econ.205125.
• Plastina, Alejandro & Lence, Sergio H., 2015, "Effects of restrictions on parameter estimates of US agricultural production," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205514, DOI: 10.22004/ag.econ.205514.
• Arouna, Aminou & Adegbola, Patrice Y. & Raphael, Babatunde & Diagne, Aliou, 2015, "Contract farming preferences by smallholder rice producers in Africa: a stated choice model using mixed logic," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 210957, DOI: 10.22004/ag.econ.210957.
• Assefa, Tsion & Meuwissen, Miranda & Lansink, Alfons G.J.M., 2015, "Food scares and price volatility: the case of German and Spanish pig chains," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 210966, DOI: 10.22004/ag.econ.210966.
• Baba, Yasmina & Kallas, Zein & Gil, Jose M. & Realini, Carolina, 2015, "Impact of hedonic evaluation on consumers’ preferences for beef enriched with Omega 3: A Generalized Multinomial Logit Model approach," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211191, DOI: 10.22004/ag.econ.211191.
• Bahta, Sirak & Baker, Derek & Malope, Patrick & Katijuongua, Hikuepi, 2015, "A metafronteir analysis of determinants of technical efficiency in beef farm types: an application to Botswana," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211194, DOI: 10.22004/ag.econ.211194.
• Bentivoglio, Deborah & Finco, Adele & Bacchi, Mirian, 2015, "Examining Price Transmission between Fuels and Food Prices: the Brazilian Sugar-Ethanol Market," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211327, DOI: 10.22004/ag.econ.211327.
• Corsi, Alessandro & Novelli, Silvia, 2015, "Relational goods and direct purchase from farmers: estimating the value of the relationship between consumers and producers," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211550, DOI: 10.22004/ag.econ.211550.
• da Silva, Carlos Alberto & Ferreira, Leo da, 2015, "Asymmetric Volatility Modeling of Spot Prices of Arabic Coffee in Brazil," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211556, DOI: 10.22004/ag.econ.211556.
• Etienne, Xiaoli, 2015, "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211626, DOI: 10.22004/ag.econ.211626.
• Falola, Abraham & Ayinde, Opeyemi & Mark, Mercy & Ezekiel, Israel, 2015, "Comparative Poverty Status of Users and Non-Users of Micro Credit in Kwara State, Nigeria," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211629, DOI: 10.22004/ag.econ.211629.
• Gillespie, Patrick & O'Donoghue, Cathal & Hynes, Stephen & Thorne, Fiona & Hennessy, Thia, 2015, "Milk quota and the development of Irish dairy productivity: a Malmquist index using a stochastic frontier approach," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211684, DOI: 10.22004/ag.econ.211684.
• Hailu, Getu & Deaton, Brady, 2015, "Agglomeration Effects in Ontario's Dairy Farming," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211700, DOI: 10.22004/ag.econ.211700.
• Eilson, Norbert L.W., 2015, "When Higher Quality Does Not Translate to Higher Prices: A Case of Quality and Specialty Coffees from the Cup of Excellence Auctions," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211898, DOI: 10.22004/ag.econ.211898.
• Lanfranco, Bruno A. & Ferraro, Bruno & Rostan, Francisco, 2015, "Beef Cattle in the MERCOSUR bloc: Integrated or Separate Markets?," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212030, DOI: 10.22004/ag.econ.212030.
• Shi, Xiaohua & Hu, Ruifa, 2015, "The Impact of Exotic Genetic Materials on Rice Production in China," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212236, DOI: 10.22004/ag.econ.212236.
• Shikuku, Kelvin M. & Laderach, Peter & Winowiecki, Leigh & Mwongera, Caroline, 2015, "A cost function analysis of trade-offs within climate smart agriculture: does mulching save the cost of crop production among smallholder farmers in Uganda?," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212238, DOI: 10.22004/ag.econ.212238.
• Ryan, Mary & O'Donoghue, Cathal & Upton, Vincent, 2015, "Land use change from agriculture to forestry: a structural model of the income and leisure choices of farmers," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212285, DOI: 10.22004/ag.econ.212285.
• Ahmed, Osama & Serra, Teresa, 2015, "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212522, DOI: 10.22004/ag.econ.212522.
• Ahmed, Osama & Serra, Teresa, 2015, "Vertical Price Transmission in the Egyptian Tomato Sector After the Arab Spring," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212523, DOI: 10.22004/ag.econ.212523.
• Pace Guerrero, Ignacio & Berges, Miriam & Casellas, Karina, 2015, "An Analysis of Meat Demand in Argentina using Household Survey Data," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212607, DOI: 10.22004/ag.econ.212607.
• Rosales, Francisco & von-Cramon, Stephan, 2015, "Analysis of Price Transmission using a Nonparametric Error Correction Model with Time-Varying Cointegration," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 230227, Aug, DOI: 10.22004/ag.econ.230227.
• Ben Omrane, Walid & Hafner, Christian, 2015, "Macroeconomic news surprises and volatility spillover in foreign exchange markets," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015028, Jan.
• Hans Föllmer & Stefan Weber, 2015, "The Axiomatic Approach to Risk Measures for Capital Determination," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 301-337, December, DOI: 10.1146/annurev-financial-111914-04.
• Steven Berry & Phil Haile, 2015, "Identification in differentiated product markets," CeMMAP working papers, Institute for Fiscal Studies, number 47/15, Aug, DOI: 10.1920/wp.cem.2015.4715.
• Michele Loberto & Chiara Perricone, 2015, "Does trend inflation make a difference?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1033, Sep.
• Guerrero Santiago & Martínez-Ovando Juan Carlos, 2015, "A note on the diffusion of business cycles," Working Papers, Banco de México, number 2015-01, Jan.
• Cansu Unver, 2015, "Does Broadband Facilitate Immigration Flows?," Discussion Papers, Department of Economics, University of Birmingham, number 15-01, Jan.
• Fernando Borraz & Nicolás González Pampillón, 2015, "Financial Risk of Uruguayan Households," Documentos de trabajo, Banco Central del Uruguay, number 2015007.
• William Robert Reed, 2015, "On the Practice of Lagging Variables to Avoid Simultaneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 6, pages 897-905, December.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A New Monthly Indicator of Global Real Economic Activity," Working Paper, Norges Bank, number 2015/06, Apr.
• Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A New Monthly Indicator of Global Real Economic Activity," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2015, Feb.
• George Kapetanious & Simon Price & Konstantinos Theodoridis, 2015, "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Bank of England working papers, Bank of England, number 567, Nov.
• Takashi Isogai, 2015, "An Empirical Study of the Dynamic Correlation of Japanese Stock Returns," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-7, Jul.
• Villas-Boas, Sofia & Fu, Qiuzi & Judge, George, 2015, "Is Benford's Law a Universal Behavioral Theory?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt6x45h2fw, Oct.
• E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
• Hanousek, Jan & Alimukhamedova, Nargiza, 2015, "What Do We Know about Microfinance at Macro Glance?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10484, Mar.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015, "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 8, pages 1749-1779, December.
• Alper Veli AM, 2015, "The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange," Journal of Economics Library, EconSciences Journals, volume 2, issue 3, pages 147-154, September.
• GUISAN, Maria-Carmen, 2015, "Selected Readings On Econometrics Methodology, 2001-2010: Causality, Measure Of Variables, Dynamic Models And Economic Approaches To Growth And Development," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 2, pages 213-220.
• Pavel Yakovlev & David Gilson, 2015, "Public Trust and Press Freedom," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 214-225.
• Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2015, "Step-by-Step Causality Revisited: Theory and Evidence," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 871-877.
• Walid Chkili, 2015, "Gold–oil prices co-movements and portfolio diversification implications," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2832-2845.
• Joao Tovar Jalles, 2015, "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2802-2812.
• Nyholm, Ken, 2015, "A rotated Dynamic Nelson-Siegel model with macro-financial applications," Working Paper Series, European Central Bank, number 1851, Sep.
• Mohamed Aymen Ben Moussa, 2015, "The Determinants of Bank Liquidity: Case of Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 249-259.
• Brooke Alexandra Maeda, 2015, "Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 790-801.
• Thongphet Lamphayphan & Toshihisa Toyoda & Chris Czerkawsk & Phouphet Kyophilavong, 2015, "Export Supply of Electricity from Laos to Thailand: An Econometric Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 450-460.
• Aditya Rachman & Usman Rianse & Mustarum Musaruddin & Kurniati Ornam, 2015, "Technical, Economical and Environmental Assessments of the Solar Photovoltaic Technology in Southeast Sulawesi, a Developing Province in Eastern Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 918-925.
• Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Speculative behaviour and oil price predictability," Economic Modelling, Elsevier, volume 47, issue C, pages 128-136, DOI: 10.1016/j.econmod.2015.02.019.
• Moniruzzaman, Shaikh, 2015, "Crop choice as climate change adaptation: Evidence from Bangladesh," Ecological Economics, Elsevier, volume 118, issue C, pages 90-98, DOI: 10.1016/j.ecolecon.2015.07.012.
• Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015, "The inequality–growth plateau," Economics Letters, Elsevier, volume 128, issue C, pages 17-20, DOI: 10.1016/j.econlet.2015.01.001.
• Anatolyev, Stanislav & Tarasyuk, Irina, 2015, "Missing mean does no harm to volatility!," Economics Letters, Elsevier, volume 134, issue C, pages 62-64, DOI: 10.1016/j.econlet.2015.06.011.
• Gao, Yichen & Long, Wei & Wang, Zhengwei, 2015, "Estimating average treatment effect by model averaging," Economics Letters, Elsevier, volume 135, issue C, pages 42-45, DOI: 10.1016/j.econlet.2015.08.002.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015, "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, volume 136, issue C, pages 118-124, DOI: 10.1016/j.econlet.2015.09.011.
• Kapetanios, George & Price, Simon & Theodoridis, Konstantinos, 2015, "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Economics Letters, Elsevier, volume 136, issue C, pages 237-242, DOI: 10.1016/j.econlet.2015.09.034.
• Woo, Seokjin & Lee, Soohyung & Kim, Kyunghee, 2015, "Carrot and stick?: Impact of a low-stakes school accountability program on student achievement," Economics Letters, Elsevier, volume 137, issue C, pages 195-199, DOI: 10.1016/j.econlet.2015.10.007.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Abdelradi, Fadi & Serra, Teresa, 2015, "Food–energy nexus in Europe: Price volatility approach," Energy Economics, Elsevier, volume 48, issue C, pages 157-167, DOI: 10.1016/j.eneco.2014.11.022.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Orea, Luis & Llorca, Manuel & Filippini, Massimo, 2015, "A new approach to measuring the rebound effect associated to energy efficiency improvements: An application to the US residential energy demand," Energy Economics, Elsevier, volume 49, issue C, pages 599-609, DOI: 10.1016/j.eneco.2015.03.016.
• Legendre, Bérangère & Ricci, Olivia, 2015, "Measuring fuel poverty in France: Which households are the most fuel vulnerable?," Energy Economics, Elsevier, volume 49, issue C, pages 620-628, DOI: 10.1016/j.eneco.2015.01.022.
• Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2015, "What drives the formation of global oil trade patterns?," Energy Economics, Elsevier, volume 49, issue C, pages 639-648, DOI: 10.1016/j.eneco.2015.02.017.
• Sun, Jingwei & Shi, Wendong, 2015, "Breaks, trends, and unit roots in spot prices for crude oil and petroleum products," Energy Economics, Elsevier, volume 50, issue C, pages 169-177, DOI: 10.1016/j.eneco.2015.05.001.
• Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015, "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, volume 51, issue C, pages 99-110, DOI: 10.1016/j.eneco.2015.06.010.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Yazgan, M. Ege & Özkan, Harun, 2015, "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, volume 12, issue C, pages 23-37, DOI: 10.1016/j.frl.2014.12.003.
• Kishor, N. Kundan & Kumari, Swati & Song, Suyong, 2015, "Time variation in the relative importance of permanent and transitory components in the U.S. housing market," Finance Research Letters, Elsevier, volume 12, issue C, pages 92-99, DOI: 10.1016/j.frl.2014.11.004.