## Research classified by
*Journal of
Economic Literature* (JEL) codes

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

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Testing for breaks in the weighting matrix**

*by*Ana Angulo & Peter Burridge & Jesús Mur

**The income-health gradient: Evidence from self-reported health and biomarkers using longitudinal data on income**

*by*Davillas, A.; Jones, A.M.; Benzeval, M.;

**Long-term effects of fiscal policy in Uruguay**

*by*Leonel Muinelo-Gallo & Oriol Roca-Sagalés

**Fiscal Policy Shocks and Stock Prices in the United States**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**The key factors of export intensity in Tunisia: A Logistic regression with random effect model**

*by*Kahia, Montassar

**Nowcasting Building Permits with Google Trends**

*by*Coble, David & Pincheira, Pablo

**The Framework of Tunisian Textile and Clothing Industry**

*by*Kahia, Montassar

**An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond**

*by*Chakravartti, Parma & Mundle, Sudipto

**Shock Restricted Structural Vector-Autoregressions**

*by*Sydney C. Ludvigson & Sai Ma & Serena Ng

**Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach**

*by*Hyunju Kang & Hyunduk Suh

**La Línea Negra y otras áreas de protección de la Sierra Nevada de Santa Marta: ¿han funcionado?**

*by*Gerson Javier Pérez-Valbuena & Iván Higuera-Mendieta & Leonardo Bonilla-Mejía

**Modeling and forecasting electricity price jumps in the Nord Pool power market**

*by*Oskar Knapik

**Matching espacial para georreferenciar datos de encuestas de hogar**

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

**Return and volatility spillovers in the Moroccan stock market during the financial crisis**

*by*Ahmed El Ghini & Youssef Saidi

**The Baltic Dry Index: cyclicalities, forecasting and hedging strategies**

*by*Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu

**The Australian retirement lottery: A system failure**

*by*Amandha Ganegoda & John Evans

**Credit risk management at retail in Mexico: An econometric improvement in the selection of variables and changes in their characteristics**

*by*José Carlos Trejo-García & Miguel Ángel Martínez-García & Francisco Venegas-Martínez

**Administración del riesgo crediticio al menudeo en México: una mejora econométrica en la selección de variables y cambios en sus características**

*by*José Carlos Trejo-García & Miguel Ángel Martínez-García & Francisco Venegas-Martínez

**Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria**

*by*Agya Atabani Adi

**Volatility forecasting in the Chinese commodity futures market with intraday data**

*by*Ying Jiang & Shamim Ahmed & Xiaoquan Liu

**Maximum likelihood and economic modeling**

*by*Gauthier Lanot

**A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators**

*by*Jochen Heberle & Cristina Sattarhoff

**Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models**

*by*P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

**Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation**

*by*Ragnar Nymoen

**Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses**

*by*Seong Yeon Chang & Pierre Perron

**Consistency of Trend Break Point Estimator with Underspecified Break Number**

*by*Jingjing Yang

**Regime Switching Vine Copula Models for Global Equity and Volatility Indices**

*by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

**Goodness-of-Fit Tests for Copulas of Multivariate Time Series**

*by*Bruno Rémillard

**Testing for a Structural Break in a Spatial Panel Model**

*by*Aparna Sengupta

**Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries**

*by*Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

**A Note on Identification of Bivariate Copulas for Discrete Count Data**

*by*Pravin Trivedi & David Zimmer

**Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression**

*by*Luis J. Álvarez

**Characterizing investor expectations for assets with varying risk**

*by*Gaus, Eric & Sinha, Arunima

**Oil vs. gasoline: The dark side of volatility and taxation**

*by*Aboura, Sofiane & Chevallier, Julien

**Systemic interconnectedness among Asian Banks**

*by*Mensah, Jones Odei & Premaratne, Gamini

**On the non-identification of counterfactuals in dynamic discrete games**

*by*Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo

**Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios**

*by*Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia

**Another look on the relationships between oil prices and energy prices**

*by*Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad

**The time-varying correlation between output and prices in the United States over the period 1800–2014**

*by*Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K.

**Determining the number of factors when the number of factors can increase with sample size**

*by*Li, Hongjun & Li, Qi & Shi, Yutang

**An extension of stochastic volatility model with mixed frequency information**

*by*Shang, Yuhuang & Liu, Lulu

**A note on the macroeconomic consequences of ethnic/racial tension**

*by*Arin, K. Peren & Koyuncu, Murat & Spagnolo, Nicola

**A shape constrained estimator of bidding function of first-price sealed-bid auctions**

*by*Zhang, Yu Yvette

**The inequality-emissions nexus in the context of trade and development: A quantile regression approach**

*by*Hübler, Michael

**Do precious metal prices help in forecasting South African inflation?**

*by*Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan

**Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆**

*by*Li, Shaoyu & Zheng, Tingguo

**Life-cycle educational choices in a system with early tracking and ‘second chance’ options**

*by*Biewen, Martin & Tapalaga, Madalina

**The growth-volatility nexus: New evidence from an augmented GARCH-M model**

*by*Trypsteen, Steven

**Does trend inflation make a difference?**

*by*Loberto, Michele & Perricone, Chiara

**Investigating the Relationship between Employee Empowerment and the Development of an Entrepreneurial Culture at Fatemieh Technical and Vocational University of Bandar Abbas**

*by*Azade Aryana & Reza Ameri Siyahouei & Tahereh Mahmoudi

**The Relationship between Manager’s Strategic Intelligence and Organization Development in Governmental Agencies in Iran (Case Study: Office of Cooperatives Labor and Social Welfare)**

*by*Fahime Baei & Masoud Ahmadi & Neda Sharifi Asadi Malafeh & Abbasali Baee

**Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan**

*by*Mahdi Rezapour & Mehraban Hadi Peykani

**Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil)**

*by*Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

**Design and Presentation of Professional Ethics Criteria and Indicators for the Promotion of Political Accountability within Iranian’s Government Organizations (Case Study: National Chief Executive Devices)**

*by*Rasool Sarihi Asfestani & Mehraban Hadi Peykani & Akbar Eetebaryan

**The Relationship between Demographic Characteristics with Information and Communication Technology and Empowerment in General Organizations (Case Study: Sari Municipality)**

*by*Neda Sharifi Asadi Malafe & Masoud Ahmadi & Fahime Baei

**Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo)**

*by*Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

**Gas Consumption and Metropolitan Economic Performance: Models and Empirical Studies from Guangzhou, China**

*by*Yiming He & Shaohui Gao

**Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran**

*by*Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi

**The Effects of Asymmetric Oil Price Shocks on the Saudi Consumption: An Empirical Investigation**

*by*Abdulaziz Hamad Algaeed

**Incorrect Pricing Impact on Investment and the Capital Structure of Companies with Financial Constraints**

*by*Khalil Abbasi Museloo & Shaker Abartavi

**Rural Households’ Credit Access and Loan Amount in Wa Municipality, Ghana**

*by*Samuel Sekyi

**Modeling volatility of the French stock market**

*by*Nidhal Mgadmi & Khemaies Bougatef

**On log-symmetric duration models applied to high frequency financial data**

*by*Helton Saulo & Jeremias LeÃ£o

**What Drives US Inflation and Unemployment in the Long Run?**

*by*Antonio Ribba

**Monetary policy credibility and inflation in an emerging economy**

*by*Cleiton Silva de Jesus & Thiago Rios Lopes & Silvana Dantas GuimarÃ£es

**Residential Water Demand and Price Perception under Increasing Block Rates**

*by*RenÃ© Cabral & Luciano Ayala & Victor Hugo Delgado

**Handling Endogeneity in Stochastic Frontier Analysis**

*by*Mustafa U. Karakaplan & Levent Kutlu

**Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés**

*by*Diego Alexander Restrepo-Tobón & Sara Isabel Álvarez-Franco & Mateo Velásquez-Giraldo

**A DEA-logistics performance index**

*by*Luisa Martí & Juan Carlos Martín & Rosa Puertas

**Regimes dependent speculative trading: Evidence from the United States housing market**

*by*Chen, Zhenxi

**Dynamics of the European sovereign bonds and the identification of crisis periods**

*by*Chen, Zhenxi & Reitz, Stefan

**Why do investors buy sovereign default insurance?**

*by*Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G.

**Inequality of opportunity in health: a decomposition-based approach**

*by*Carrieri, V. & Jones, M.A.

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Florian Huber & Daniel Kaufmann

**Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion**

*by*Antonio Musolesi & Cem Ertur

**CICE et Pacte de responsabilité : une évaluation selon la position dans le cycle**

*by*Bruno Ducoudre & Eric Heyer & Mathieu Plane

**Analysis Of Factors Affecting the Electricity Supply in Indonesia**

*by*Nababan, Tongam Sihol

**Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations**

*by*Yang, Bill Huajian & Du, Zunwei

**L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine**

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

**Private Consumption in The WAEMU Zone: Does Interest Rate Matter?**

*by*Combey, Adama

**Economic Growth, Financial Development, Urbanization and Electricity Consumption Nexus in UAE**

*by*SBIA, Rashid & Shahbaz, Muhammad & Ozturk, Ilhan

**Forecasting United States Presidential election 2016 using multiple regression models**

*by*Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

**Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis**

*by*Ben Rejeb, Aymen

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**South african exchange rate after 2000s: an econometric investigation**

*by*Kebalo, Leleng

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties**

*by*Abonazel, Mohamed R.

**South african exchange rate after 2000s: an econometric investigation**

*by*Kebalo, Leleng

**Testing for Non-Fundamentalness**

*by*Hamidi Sahneh, Mehdi

**Inflation and Bubbles in the Japanese Condominium Market**

*by*Nagayasu, Jun

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model**

*by*Naurin, Abida & Qayyum, Abdul

**Inflation persistence in African countries: Does inflation targeting matter?**

*by*Phiri, Andrew

**ZD-GARCH model: a new way to study heteroscedasticity**

*by*Li, Dong & Ling, Shiqing & Zhu, Ke

**Model – spatial approach to prediction of minimum wage**

*by*Monika Hadas-Dyduch

**STREAM: A structural macro-econometric model of the Maltese economy**

*by*Owen Grech & Noel Rapa

**The Impact of the Mining Boom in Colombia: the case of the gold**

*by*Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares

**Life-Cycle Educational Choices: Evidence for Two German Cohorts**

*by*Biewen, Martin & Tapalaga, Madalina

**Estimating Matching Affinity Matrix under Low-Rank Constraints**

*by*Dupuy, Arnaud & Galichon, Alfred & Sun, Yifei

**The Information Industry: Measuring Russia By International Standards**

*by*Gulnara I. Abdrakhmanova & Galina G. Kovaleva & Natalia V. Bulchenko

**Technological differences, theoretically consistent frontiers and technical efficiency: a Random parameter application in the Hungarian crop producing farms**

*by*Lajos Barath & Heinrich Hockmann

**Global Value Chains and Changing Trade Elasticities**

*by*Byron Gangnes & Ari Van Assche

**Global Value Chains and Changing Trade Elasticities**

*by*Byron Gangnes & Ari Van Assche

**Recession forecasting using Bayesian classification**

*by*Davig, Troy A. & Smalter Hall, Aaron

**Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries**

*by*Frank Schorfheide & Pablo Cuba-Borda & S. Boragan Aruoba

**Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs**

*by*Dario Caldara & Edward Herbst

**The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model**

*by*Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas

**The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model**

*by*Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel

**Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries**

*by*Hassan B. Ghassan & Hassan R. Alhajhoj

**Individual inflation expectations in a declining-inflation environment: Evidence from survey data**

*by*Malka de Castro Campos & Federica Teppa

**Intraday Markets for Power: Discretizing the Continuous Trading?**

*by*Karsten Neuhoff & Nolan Ritter & Aymen Salah-Abou-El-Enien & Philippe Vassilopoulos

**Short selling constraints and stock returns volatility: empirical evidence from the German stock market**

*by*Martin T. Bohl & Gerrit Reher & Bernd Wilfling

**Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls**

*by*Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P

**New Methods for Macro-Financial Model Comparison and Policy Analysis**

*by*Afanasyeva, Elena & Kuete, Meguy & Wieland, Volker & Yoo, Jinhyuk

**The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model**

*by*Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas

**Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness**

*by*Canova, Fabio & Hamidi Sahneh, Mehdi

**Una visión unificada del contagio en mercados financieros: un enfoque causal en el dominio de la frecuencia**

*by*Nicolás Ronderos Pulido

**How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?**

*by*Ines Chaieb & Vihang R. Errunza & Rajna Gibson

**Energy efficiency and rebound effect in European road freight transport**

*by*Llorca, M. & Jamasb, T.

**Intraday Markets for Power: Discretizing the Continuous Trading**

*by*Karsten Neuhoff & Nolan Ritter & Aymen Salah-Abou-El-Enien & Philippe Vassilopoulos

**Assessing Gamma kernels and BSS/LSS processes**

*by*Ole E. Barndorff-Nielsen

**A generalized exponential time series regression model for electricity prices**

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

**Socio-economic Determinants for the Portuguese Immigration: An Empirical Discussion**

*by*Paulo Reis Mourao

**Conditional conservatism and disaggregated bad news indicators in accrual models**

*by*Dmitri Byzalov & Sudipta Basu

**Unchained melody: revisiting the estimation of SF-6D values**

*by*Benjamin M. Craig

**Cost-of-illness studies based on massive data: a prevalence-based, top-down regression approach**

*by*Björn Stollenwerk & Thomas Welchowski & Matthias Vogl & Stephanie Stock

**Entry time effects and follow-on drug competition**

*by*Luiz Flavio Andrade & Catherine Sermet & Sylvain Pichetti

**Does regulation affect market power? Evidence from Greek SMEs**

*by*Michael L. Polemis & Aikaterina Oikonomou

**A Regional Approach To The Metropolitan Economic Growth: Evidence From The European Union**

*by*Florin Teodor Boldeanu & Ileana Tache

**The Dynamics of China's Export Growth: An Intertemporal Analysis**

*by*Francis Tuan & Agapi Somwaru & Sun Ling Wang & Efthimia Tsakiridou

**The probability of a firm making a takeover bid: An empirical analysis of Australian firms**

*by*Farida Akhtar

**Effect of financial indicators on international ratings of russian banks**

*by*Volkova, Olga & Lvova, Irina

**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**

*by*Murad A. BEIN & Mehmet AGA

**Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets**

*by*Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin

**Twin deficit in MENA countries: an empirical investigation**

*by*Samia OMRANE BELGUITH

**Tourism and Economic Growth in South Africa: Evidence from Linear and Nonlinear Cointegration Frameworks**

*by*Andrew Phiri

**An Exploration of Regional Labor Productivity Patterns of Manufacturing SMEs in Mexico**

*by*Miguel Flores & Roldán Andrés-Rosales & Amado Villarreal

**Válasz Kőrösi Gábornak**

*by*Mellár, Tamás

**A lány továbbra is szolgál..**

*by*Kőrösi, Gábor

**Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása?**

*by*Mellár, Tamás

**The BRIC grouping’s mutually beneficial policies: A macro-modeling test**

*by*Francois Boye

**Technical and scale efficiency of Tanzanian saving and credit cooperatives**

*by*Nyankomo Marwa & Meshach Aziakpono

**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**

*by*Reyes-Hernández, Miguel Santiago & Cerón-Vargas, José Arturo & López-López, Miguel & miguel.lpz.lpz@gmail.com

**Logit Scaling: A General Method for Alignment in Microsimulation models**

*by*Peter Stephensen

**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**

*by*Jerónimo Montalvo

**Fixed- b Inference for Testing Structural Change in a Time Series Regression**

*by*Cheol-Keun Cho & Timothy J. Vogelsang

**The Status of Bridge Principles in Applied Econometrics**

*by*Bernt P. Stigum

**Testing for the Equality of Integration Orders of Multiple Series**

*by*Man Wang & Ngai Hang Chan

**Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency**

*by*Kyoo il Kim

**Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models**

*by*Richard A. Ashley & Xiaojin Sun

**Generalized Information Matrix Tests for Detecting Model Misspecification**

*by*Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner

**Panel Cointegration Testing in the Presence of Linear Time Trends**

*by*Uwe Hassler & Mehdi Hosseinkouchack

**Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation**

*by*Badi H. Baltagi & Chihwa Kao & Bin Peng

**Pair-Copula Constructions for Financial Applications: A Review**

*by*Kjersti Aas

**Social Networks and Choice Set Formation in Discrete Choice Models**

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

**Oil Price and Economic Growth: A Long Story?**

*by*María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

**Editorial Announcement**

*by*Kerry Patterson

**Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters**

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

**Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited**

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

**Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets**

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

**Measuring the Distance between Sets of ARMA Models**

*by*Umberto Triacca

**Market Microstructure Effects on Firm Default Risk Evaluation**

*by*Flavia Barsotti & Simona Sanfelici

**Estimation of Gini Index within Pre-Specified Error Bound**

*by*Bhargab Chattopadhyay & Shyamal Krishna De

**Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables**

*by*Daniel A. Griffith & Yongwan Chun

**Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels**

*by*Masayuki Hirukawa & Mari Sakudo

**Continuous and Jump Betas: Implications for Portfolio Diversification**

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

**Removing Specification Errors from the Usual Formulation of Binary Choice Models**

*by*P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

**Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability**

*by*Marc S. Paolella

**Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

**Evolutionary Sequential Monte Carlo Samplers for Change-Point Models**

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

*by*Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries**

*by*Hassan B. Ghassan & Hassan R. Alhajhoj

**Two-sided platforms in airport privatization**

*by*Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M.

**Airline delays, congestion internalization and non-price spillover effects of low cost carrier entry**

*by*Bendinelli, William E. & Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M.

**Modelling the joint dynamics of oil prices and investor fear gauge**

*by*Ji, Qiang & Fan, Ying

**How strong are the linkages between real estate and other sectors in China?**

*by*Chan, Steven & Han, Gaofeng & Zhang, Wenlang

**Decreasing fare evasion without fines? A microeconomic analysis**

*by*Guarda, Pablo & Galilea, Patricia & Handy, Susan & Muñoz, Juan Carlos & Ortúzar, Juan de Dios

**Analyzing the linkage between renewable and non-renewable energy consumption and economic growth by considering structural break in time-series data**

*by*Dogan, Eyup

**Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests**

*by*Koliai, Lyes

**Estimating the impact of airport privatization on airline demand: AÂ regression-based event study**

*by*Rolim, Paula S.W. & Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M.

**Financial development, structure and growth: New data, method and results**

*by*Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie

**Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange**

*by*Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas

**Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500**

*by*Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N.

**Dating the financial cycle with uncertainty estimates: a wavelet proposition**

*by*Ardila, Diego & Sornette, Didier

**Optimal rates from eigenvalues**

*by*Carr, Peter & Worah, Pratik

**Energy paradox and political intervention: A stochastic model for the case of electrical equipments**

*by*Jridi, Omar & Jridi, Maher & Barguaoui, Saoussen Aguir & Nouri, Fethi Zouheir

**Electricity price forecasting using sale and purchase curves: The X-Model**

*by*Ziel, Florian & Steinert, Rick

**An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment**

*by*Polemis, Michael L. & Tsionas, Mike G.

**Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective**

*by*Bee, Marco & Dupuis, Debbie J. & Trapin, Luca

**Liquidation discount—a novel application of ARFIMA–GARCH**

*by*Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling

**The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model**

*by*Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas

**Dynamic model averaging in large model spaces using dynamic Occam׳s window**

*by*Onorante, Luca & Raftery, Adrian E.

**Random forests-based early warning system for bank failures**

*by*Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki

**On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors**

*by*Tran, Kien C. & Tsionas, Mike G.

**The Balassa–Samuelson hypothesis in the developed and developing countries revisited**

*by*Wang, Weiguo & Xue, Jing & Du, Chonghua

**Gold price and stock markets nexus under mixed-copulas**

*by*Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef

**Short selling constraints and stock returns volatility: Empirical evidence from the German stock market**

*by*Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd

**On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach**

*by*Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi

**The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market**

*by*Xanthi Partalidou & Apostolos Kiohos & Grigoris Giannarakis & Nikolaos Sariannidis

**A Contribution of Expected Utility Theory in Taxpayers’ Behavior Modeling**

*by*Farid Ameur & Mohamed Tkiouat

**Role of Bank Specific, Macroeconomic and Risk Determinants of Banks Profitability: Empirical Evidence from Ghana’s Rural Banking Industry**

*by*Eric Kofi Boadi & Eric Kofi Boadi & Yao Li & Victor Curtis Lartey & Victor Curtis Lartey

**Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model**

*by*Nidhal Mgadmi & Helmi Hamdi & Houssem Rachdi

**Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?**

*by*Valeriya V. Lakshina & Andrey M. Silaev

**Bayesian inference in Markov switching vector error correction model**

*by*Katsuhiro Sugita

**Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices**

*by*Manel Hamdi & Chaker Aloui & Santosh kumar Nanda

**Monetary policy decision making: the role of ideology, institutions and central bank independence**

*by*Cleomar Gomes da silva & Flavio V. Vieira

**Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koop and Potter (2013). This model considers a time varying autoregressive process for the interest rate gap (difference between real interest rate and natural interest rate) and stochastic volatility (time-variant uncertainty). The interest rate gap measures the monetary policy stance. Furthermore, the unobserved latent states are limited, which can help to reduce the uncertainty regarding the estimation of these variables. This method presents plausible results for the Brazilian case. The average natural interest rate is around 5.41% p.a. The interest rate gap is positive until mid 2009, which indicates a restrictive policy for the period. Since then, the gap has had predominantly negative values, which indicates an expansionist policy. This result is consistent with the dynamics of the Brazilian economy.om an AR-trend-bound model**

*by*Andreza A Palma

**Attractor misspecification and threshold estimation bias**

*by*Stephen Norman

**Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework**

*by*Afees A. Salisu

**Analyzing a Long-Run Relationship between Exports and Imports Revisited: Evidence from G-7 Countries**

*by*Jungho Baek

**Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests**

*by*Muhammad Shahbaz & Aviral Kumar Tiwari & Saleheen Khan

**Arbitrary temporal heterogeneity in time of European countries panel model**

*by*Roman Matkovskyy

**Density estimation based on pointwise mutual information**

*by*Akimitsu Inoue

**It is not structural breaks that earn average forecasts their fame**

*by*Dirk Ulbricht

**Predicting events with an unidentified time horizon**

*by*Patrick De lamirande & Jason Stevens

**El sector turístico y su relevancia económica en Ecuador y los países de UNASUR(1995 – 2013)**

*by*Emilia VÁZQUEZ-ROZAS & Fidel MARTÍNEZ-ROGET & Eddy Antonio CASTILLO MONTESDEOCA

**Revision Policy Of Seasonally Adjusted Series – Case Study On Romanian Quarterly Gdp**

*by*Andreea MIRICĂ & Tudorel ANDREI & Elena-Doina DASCĂLU & George-Ioan MINCU RĂDULESCU & Ionela-Roxana GLĂVA

**Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?**

*by*Pedro V. Piffaut & Damià Rey Miró

**Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries**

*by*Gallegati Marco & Gallegati Mauro & Ramsey James B. & Semmler Willi

**An Approach On The Modelling Of Long Economic Cycles In The Context Of Sustainable Development**

*by*TANASESCU Cristina & BUCUR Amelia & OPREAN-STAN Camelia

**Identification in Differentiated Products Markets**

*by*Steven Berry & Philip Haile

**The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014**

*by*Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari

**Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013**

*by*Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari

**Systematic errors in growth expectations over the business cycle**

*by*Dovern, Jonas & Jannsen, Nils

**The Income-Health Relationship â€œBeyond the Meanâ€ : New Evidence from Biomarkers**

*by*Carrieri, V. & Jones, A.M.

**Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach**

*by*Mototsugu Shintani & Zi-yi Guo

**Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion**

*by*Antonio Musolesi & Cem Ertur

**Budget cuts on investments : a brake on growth of WAEMU**

*by*Mamadou Diop

**Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use**

*by*Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues

**A new monthly indicator of global real economic activity**

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Indentifying the sector bias of technical change**

*by*Thomas von Brasch

**Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion**

*by*Cem Ertur & Antonio Musolesi

**Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion**

*by*Cem Ertur & Antonio Musolesi

**Markup heterogeneity, export status ans the establishment of the euro**

*by*Sarah Guillou & Lionel Nesta

**Technical and Scale Efficiency of Tanzanian Saving and Credit Cooperatives**

*by*Nyankomo Marwa and Meshach Aziakpono

**Studiul economiei, sinteza unei aventuri**

*by*Schatteles, Tiberiu

**Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach**

*by*Zeyyad Mandalinci

**Consumer Preferences for Improvements in Mobile Telecommunication Services**

*by*Orhan Dagli & Glenn P. Jenkins

**Identifying Asymmetries between Socially Responsible and Conventional Investments**

*by*Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta

**Modelling the spatial structure of Europe**

*by*Kincses, Áron & Nagy, Zoltán & Tóth, Géza

**Environmental Innovation Impact analysis with the GMR-Europe Model**

*by*VARGA, ATTILA & HAU-HORVÁTH, ORSOLYA & SZABÓ, NORBERT & JÁROSI, PÉTER

**Commodity Prices and Macroeconomic Variables in India: An Auto-Regressive Distributed Lag (ARDL) Approach**

*by*Jena, Pratap Kumar

**Long Run Relationship between IFDI and Domestic Investment in GCC Countries**

*by*Ghassan, Hassan B. & Alhajhoj, Hassan R.

**Productivité agricole, intégration et transformation structurelle de l’économie marocaine**

*by*Chatri, Abdellatif & Maarouf, Abdelwahab & Ezzahid, Elhaj

**Estimating the Constant Elasticity of Substitution Function of Rice Production.The case of Vietnam in 2012**

*by*BUI, LINH & HOANG, HUYEN & BUI, HANG

**R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models**

*by*Abonazel, Mohamed R.

**Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices**

*by*Ghassan, Hassan B. & Alhajhoj, Hassan R.

**Complex Exponential Smoothing**

*by*Svetunkov, Ivan & Kourentzes, Nikolaos

**How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models**

*by*Abonazel, Mohamed R.

**Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach**

*by*Youssef, Ahmed & Abonazel, Mohamed R.

**The Exchange Function and A Dynamic Exchange Model**

*by*Li, Wu

**The Determination of the Equilibrium Exchange Rates Based on a General Equilibrium Model**

*by*Li, Wu

**Efficiency and Risk Convergence of Eurozone Financial Markets**

*by*Wild, Joerg

**Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates**

*by*DIAF, Sami

**Determinants of Life Expectancy and its Prospects under the Role of Economic Misery: A Case of Pakistan**

*by*Shahbaz, Muhammad & Loganathan, Nanthakumar & Mujahid, Nooreen & Ali, Amjad & Nawaz, Ahmed

**Modeling Causality between Financial Deepening and Poverty Reduction in Egypt**

*by*Abosedra, Salah & Shahbaz, Muhammad & Nawaz, Kishwar

**Measuring Economic Cost of Electricity Shortage: Current Challenges and Future Prospects in Pakistan**

*by*Shahbaz, Muhammad

**Quantum microeconomics theory**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana**

*by*Bonga-Bonga, Lumengo & Ahiakpor, Ferdinand

**The ins and outs of Greek unemployment in the Great Depression**

*by*Daouli, Joan & Demoussis, Michael & Giannakopoulos, Nicholas & Lambropoulou, Nikolitsa

**Estimation of International Financial Integration: Evidence from European Countries**

*by*Sadat, Nafis

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

**Decomposition of the European GDP based on Singular Spectrum Analysis**

*by*Leon, Costas

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Are the shocks obtained from SVAR fundamental?**

*by*Hamidi Sahneh, Mehdi

**Crime and the Economy in Mexican States : Heterogeneous Panel Estimates (1993-2012)**

*by*Verdugo-Yepes, Concepción & Pedroni, Peter & Hu, Xingwei

**An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox**

*by*Albers, Scott

**Volatility forecasting using global stochastic financial trends extracted from non-synchronous data**

*by*Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly

**The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive**

*by*Motlhasedi, Naomi & Phiri, Andrew

**The macroeconomic impact of the income tax reductions in Malta**

*by*Grech, Aaron George

**Forecasting Coherent Volatility Breakouts**

*by*Didenko, Alexander & Dubovikov, Michael & Poutko, Boris

**Linkages between Defense Spending and Income Inequality in Iran**

*by*Shahbaz, Muhammad & Sherafatian-Jahromi, Reza & Malik, Muhammad Nasir & Shabbir, Muhammad Shahbaz & Jam, Farooq Ahmed

**The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa**

*by*Bonga-Bonga, Lumengo & Umoetok, Ekerete

**Forecasting the yield curve: art or science?**

*by*Molenaars, Tomas K. & Reinerink, Nick H. & Hemminga, Marcus A.

**The Energy-Growth Nexus in Thailand: Does Trade Openness Boost up Energy Consumption?**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Anwar, Sabeen & Masood, Sameen

**Pharmaceutical Drug Misuse, Industry of Employment and Occupation**

*by*Sarah Brown & Mark N Harris & Jake Prendergast & Preety Srivastava

**Partial Identification in Applied Research: Benefits and Challenges**

*by*Kate Ho & Adam M. Rosen

**Identification of Counterfactuals in Dynamic Discrete Choice Models**

*by*Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues

**The macroeconomic impact of the income tax reductions in Malta**

*by*Aaron G Grech

**Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone**

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

**Preferences for urban green spaces and peri-urban forests: An analysis of stated residential choices**

*by*Gengyang Tu & Jens Abildtrup & Serge Garcia

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Daniel Kaufmann & Florian Huber

**Carrot and Stick? Impact of a Low-Stakes School Accountability Program on Student Achievement**

*by*Woo, Seokjin & Lee, Soohyung & Kim, Kyunghee

**The Inequality-Growth Plateau**

*by*Henderson, Daniel J. & Qian, Junhui & Wang, Le

**China's Capital and "Hot" Money Flows: An Empirical Investigation**

*by*Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai

**Markup Heterogeneity, Export Status and the Establishment of the Euro**

*by*Sarah Guillou & Lionel Nesta

**DYNAMIC CAUSE – EFFECT MODELS AND THEIR SWITCHING TRENDS - SELECTED PROBLEMS (mathematical economics approach)**

*by*Jerzy Czeslaw Ossowski

**Working Paper 04-15 - Potential output growth in Belgium since the crisis - Lower and more uncertain**

*by*Igor Lebrun

**Does Realized Volatility Help Bond Yield Density Prediction?**

*by*Shin, Minchul & Zhong, Molin

**A new monthly indicator of global real economic activity**

*by*Ravazzolo, Francesco & Vespignani, Joaquin L.

**Research Ideas for the Journal of Informatics and Data Mining: Opinion**

*by*McAleer, M.J.

**Research Ideas for the Journal of Health & Medical Economics: Opinion**

*by*Chang, C-L. & McAleer, M.J.

**On the estimation of causality in a bivariate dynamic probit model on panel data with Stata software. A technical review**

*by*Eric Delattre & Richard Moussa

**A New Monthly Indicator of Global Real Economic Activity**

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**Family, friends and framing: A cross-country study of subjective survival expectations**

*by*Federica Teppa & Susan Thorp & Hazel Bateman

**What Do We Know about Microfinance at Macro Glance?**

*by*Alimukhamedova, Nargiza & Hanousek, Jan

**Adding Flexibility to Markov Switching Models**

*by*E. Otranto

**An Empirical Study of the Dynamic Correlation of Japanese Stock Returns**

*by*Takashi Isogai

**A New Monthly Indicator of Global Real Economic Activity**

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**Financial Risk of Uruguayan Households**

*by*Fernando Borraz & Nicolás González Pampillón

**Does Broadband Facilitate Immigration Flows?**

*by*Cansu Unver

**A note on the diffusion of business cycles**

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**Does trend inflation make a difference?**

*by*Michele Loberto & Chiara Perricone

**A Jump-Diffusion Model with Stochastic Volatility and Durations**

*by*Wei Wei & Denis Pelletier

**The Long-Run Relationship Between Education And Economic Growth. The Case Of Romania**

*by*Bogdan Oancea & Raluca Mariana

**Does Broadband Facilitate Immigration Flows? A Non-Linear Instrumental Variable Approach**

*by*Cansu Ünver

**International Tourist Arrivals Volatility Comovements and Spillovers. The Case of Thailand**

*by*Tanattrin BUNNAG

**Greek Shipping Earnings and Investment Expenditure: Exploring the Pre & Post "Ordering -Frenzy" Period**

*by*Zacharias G. Bragoudakis & Stelios Th. Panagiotou & Helen A. Thanopoulou

**The Ins and Outs of Unemployment in the Current Greek Economic Crisis**

*by*Joan Daouli & Michael Demoussis & Nicholas Giannakopoulos & Nikolitsa Lampropoulou

**El Turismo En Ecuador. Nuevas Tendencias En El Turismo Sostenible Y Contribución Al Crecimiento Económico**

*by*Eddy Antonio CASTILLO MONTESDEOCA & Fidel MARTÍNEZ ROGET & Emilia VÁZQUEZ ROZAS

**Analysis of administrative risk on customer confidence in e-commerce system**

*by*Habiballah Pilehvari & Salehi Asfiji

**The Impact of Management Structures’ Composition on Performance of Companies listed on the Bucharest Stock Exchange**

*by*Georgeta VINTILA & Raluca-Georgiana MOSCU

**Eloquence is The Key â€“ the Impact of Monetary Policy Speeches on Exchange Rate Volatility**

*by*Adrian Cantemir CÄƒlin

**Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey**

*by*Halime Temel NalÄ±n & SevinÃ§ GÃ¼ler

**Czech Exports and German GDP: A Closer Look**

*by*Josef Taušer & Markéta Arltová & Pavel Žamberský

**Econometric Approach To The Demand Function**

*by*Dominika Crnjac Milic

**The Gregarious Behavior Of Investors From Baltic Stock Markets**

*by*Pece Andreea Maria & & &

**El mercado de los fondos de pensión en Méxi-co: Del reparto a la capitalización/Pension Funds Market in Mexico: From Pay-As-You-Go to a Fully Funded Plan**

*by*MARTÍNEZ-PREECE, MARISSA R. & VENEGAS-MARTÍNEZ, FRANCISCO

**Acerca del poder predictivo de Klein/On the Predictive Power of Klein**

*by*COUTIÑO, ALFREDO

**The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange**

*by*Alper Veli ÇAM

**Dispersion of Inflation Expectations: Stylized Facts, Puzzles, and Macroeconomic Implications**

*by*Young Se Kim & Byeongdeuk Jang

**European Integration: A Multilevel Process That Requires A Multilevel Statistical Analysis**

*by*Roxana-Otilia-Sonia HRITCU

**Real-Time Model Uncertainty in the United States: "Robust" Policies Put to the Test**

*by*Robert J. Tetlow

**The influence of the oil price on stocks listed at the Bucharest stock exchange**

*by*Popescu Oana Madalina

**Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification**

*by*Ying-Ying Lee

**How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?**

*by*Duo Qin & Sophie van Huellen & Qing-Chao Wang

**Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality**

*by*Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu

**Bootstrap Tests for Overidentification in Linear Regression Models**

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

**Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables**

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach**

*by*Javier Alejo & Nicolás Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benford’s Law a Universal Behavioral Theory?**

*by*Sofia B. Villas-Boas & Qiuzi Fu & George Judge

**A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models**

*by*Masamune Iwasawa

**On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study**

*by*Antonio F. Galvao & Gabriel Montes-Rojas

**A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index**

*by*Jose Olmo

**Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting**

*by*Stanislav Anatolyev & Stanislav Khrapov

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag Tjøstheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Another Monetary Inflation Coordinate. Studies on the US Federal Reserves' Monetary Base**

*by*Liviu ANDREI & Dalina-Maria ANDREI

**A cross-country analysis of residential electricity demand in 11 OECD-countries**

*by*Krishnamurthy, Chandra Kiran B. & Kriström, Bengt

**Do securitized real estate markets jump? International evidence**

*by*Li, Jie & Li, Guangzhong & Zhou, Yinggang

**Monetary policy, bond returns and debt dynamics**

*by*Berndt, Antje & Yeltekin, Şevin

**What can we learn from revisions to the Greenbook forecasts?**

*by*Messina, Jeffrey D. & Sinclair, Tara M. & Stekler, Herman

**Who joins the network? Physicians’ resistance to take budgetary co-responsibility**

*by*Rischatsch, Maurus

**Evaluating a vector of the Fed’s forecasts**

*by*Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren

**Trade costs, conflicts, and defense spending**

*by*Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman

**The willingness to pay for broadband of non-adopters in the U.S.: Estimates from a multi-state survey**

*by*Carare, Octavian & McGovern, Chris & Noriega, Raquel & Schwarz, Jay

**Time variation in the relative importance of permanent and transitory components in the U.S. housing market**

*by*Kishor, N. Kundan & Kumari, Swati & Song, Suyong

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests**

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*by*Chow, Sheung Chi

**The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)**

*by*Bamikole, Oluwafemi

**Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models**

*by*Yang, Bill Huajian

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market**

*by*El GHINI, Ahmed & SAIDI, Youssef

**Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors**

*by*Hina, Hafsa & Qayyum, Abdul

**Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test**

*by*Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif

**A Generalized Random Regret Minimization Model**

*by*Chorus, Caspar

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models**

*by*Zhu, Ke & Ling, Shiqing

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate**

*by*DIAF, Sami & TOUMACHE, Rachid

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan**

*by*Satti, Saqlain Latif & Hassan, Muhammad shahid & Mahmood, Haider & Shahbaz, Muhammad

**An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models**

*by*Cruz, Christopher John & Mapa, Dennis

**Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries**

*by*Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi

**A link based network route choice model with unrestricted choice set**

*by*Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders

**The Nexus between Electricity Consumption and Economic Growth in Bahrain**

*by*Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad

**Introduccion a la teoría del consumidor**

*by*Mora Rodriguez, Jhon James

**Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets**

*by*Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal

**Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi

**The Role of Natural Gas Consumption and Trade in Tunisia’s Output**

*by*Farhani, Sahbi & Shahbaz, Muhammad

**The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE**

*by*Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi

**The Weight of Economic Growth and Urbanization on Electricity Demand in UAE**

*by*Sbia, Rashid & Shahbaz, Muhammad

**Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks**

*by*Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran

**Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?**

*by*Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**To the problem of evaluation of market risk of global equity index portfolio in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics**

*by*Erdogdu, Erkan

**Essays on Electricity Market Reforms: A Cross-Country Applied Approach**

*by*Erdogdu, Erkan

**Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works**

*by*Albers, Scott

**Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon**

*by*Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**A Structural Macro-Econometric Model of the Maltese Economy**

*by*Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William

**Was there a "Greenspan conundrum" in the Euro area ?**

*by*Lamé, Gildas

**Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works**

*by*Albers, Scott & Albers, Andrew L.

**Foundations of the economic and social history of the United States: Metaphysical**

*by*Albers, Scott

**Socio-economic Determinants of Household Food Insecurity in Pakistan**

*by*Asghar, Zahid & Muhammad, Ahmed

**Introducing time-changing economics into credit scoring**

*by*Maria Rocha Sousa & João Gama & Elísio Brandão

**Does realized volatility help bond yield density prediction?**

*by*Minchul Shin & Molin Zhong

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Frequentist evaluation of small DSGE models**

*by*Gunnar Bårdsen & Luca Fanelli

**Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries**

*by*S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide

**A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications**

*by*Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park

**Risk-Sharing Within Families: Evidence From the Health and Retirement Study**

*by*S. Nuray Akin & Oksana Leukhina

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

**Trade Costs, Conflicts, and Defense Spending**

*by*Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman

**The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia**

*by*Brixiova, Zuzana & Égert, Balázs & Hadj Amor Essid, Thouraya

**Bond returns and market expectations**

*by*Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini

**Macroeconomics and Politics in the Accumulation of Greece’s Debt: An econometric investigation, 1975-2009**

*by*George Alogoskoufis

**Benchmarking time series based forecasting models for electricity balancing market prices**

*by*Gro Klaeboe & Anders Lund Eriksrud & Stein-Erik Fleten

**Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion**

*by*Ertur, C. & Musolesi, A.

**A new methodology for incorporating nutrition indicators in economy-wide scenario analyses**

*by*Martine Rutten & Andrzej Tabeau & Frans Godeschalk

**Assessment framework and operational definitions for long-term scenarios**

*by*David Laborde & Simla Tokgoz & Lindsay Shutes & Hugo Valin

**Working Paper 13-13 - A new version of the HERMES model - HERMES III**

*by*Delphine Bassilière & Didier Baudewyns & Francis Bossier & Ingrid Bracke & Igor Lebrun & Peter Stockman & Peter Willemé

**Rational inattention or rational overreaction? Consumer reactions to health news**

*by*Martin Browning & Lars Gårn Hansen & Sinne Smed

**The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Nawata, K. & McAleer, M.J.

**Collateral Equilibrium: A Basic Framework**

*by*Geanakoplos, John & William R. Zame

**Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain**

*by*Espasa, Antoni & Tena, Juan de Dios & Pino, Gabriel

**Anchoring the Yield Curve Using Survey Expectations**

*by*Altavilla, Carlo & Giacomini, Raffaella & Ragusa, Giuseppe

**Exchange Rate Predictability**

*by*Rossi, Barbara

**Panel Vector Autoregressive Models: A Survey**

*by*Canova, Fabio & Ciccarelli, Matteo

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

**Two-Period Comparison of Healthcare Demand with Income Growth and Population Aging in Rural China: Implications for Adjustment of the Healthcare Supply and Development**

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

**Multinomial and Mixed Logit Modeling in the Presence of Heterogeneity: A Two-Period Comparison of Healthcare Provider Choice in Rural China**

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

**A Note on the Practice of Lagging Variables to Avoid Simultaneity**

*by*W. Robert Reed

**Investment strategy and Greek shipping earnings: exploring the pre & post "ordering-frenzy" period**

*by*Zacharias G. Bragoudakis & Stelios Panagiotou & Helen Thanopoulou

**Exchange Rate Predictability**

*by*Barbara Rossi

**Ita-coin: a new coincident indicator for the Italian economy**

*by*Valentina Aprigliano & Lorenzo Bencivelli

**Financial Crisis and Sticky Expectations**

*by*Saten Kumar & Barrett Owen

**A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method**

*by*Asger Lunde & Anne Floor Brix & Wei Wei

**Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution**

*by*Stavros Stavroyiannis & Leonidas Zarangas

**Specifying The Effective Determinants Of House Price Volatilities In Iran**

*by*Murteza Sanjarani Pour & Parviz Nasir Khani & Gholamreza Zamanian & Kamran Barghandan

**The Input-Output Modeling Approach to the National Economy**

*by*Gaftea, Viorel

**Education in Romania - How much is it Worth?**

*by*Ion Zgreaban, Irina

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**Příčiny neúspěchu prosazování sanačních postupů v insolvenční realitě**

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

**The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews**

*by*Nec?ulescu Consuela & ?erbãnescu Lumini?a

**Un análisis de la política monetaria en México y sus efectos en variables reales, 1995-2011: un modelo VAR en un ambiente browniano**

*by*Martínez-García, Miguel Ángel. & Venegas-Martínez, Francisco. & Trejo-García, José Carlos.

**A survey of dynamic microsimulation models: uses, model structure and methodology**

*by*Jinjing Li & Cathal O'Donoghue

**Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms**

*by*Canlin Li & Min Wei

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Consumption Inequality in China: Theory and Evidence from the China Health and Nutrition Survey**

*by*Kunyuan Qiao

**Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India**

*by*Debabrata Mukhopadhyay & Nityananda Sarkar

**Heteroskedasticity and non-normality robust LM tests for spatial dependence**

*by*Baltagi, Badi H. & Yang, Zhenlin

**The divergence between core and headline inflation: Implications for consumers’ inflation expectations**

*by*Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping

**Sources of time-varying trade balance and real exchange rate dynamics in East Asia**

*by*Rafiq, Sohrab

**Predictability of currency carry trades and asset pricing implications**

*by*Bakshi, Gurdip & Panayotov, George

**Market capitalization and Value-at-Risk**

*by*Dias, Alexandra

**Moment-based estimation of stochastic volatility**

*by*Bregantini, Daniele

**Purchasing power parity in transition countries: Old wine with new bottle**

*by*He, Huizhen & Ranjbar, Omid & Chang, Tsangyao

**On the short- and long-run efficiency of energy and precious metal markets**

*by*Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong

**The effects of terrorism and war on the oil price–stock index relationship**

*by*Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos

**Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach**

*by*Souček, Michael & Todorova, Neda

**A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics**

*by*Erdogdu, Erkan

**Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate**

*by*Salisu, Afees A. & Mobolaji, Hakeem

**An information diffusion-based model of oil futures price**

*by*Li, Ziran & Sun, Jiajing & Wang, Shouyang

**Combining day-ahead forecasts for British electricity prices**

*by*Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany

**The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence**

*by*Liddle, Brantley & Lung, Sidney

**Model averaging with covariates that are missing completely at random**

*by*Zhang, Xinyu

**A global index of riskiness**

*by*Schnytzer, Adi & Westreich, Sara

**Are government and IMF forecasts useful? An application of a new market-timing test**

*by*Tsuchiya, Yoichi

**Beach ‘lovers’ and ‘greens’: A worldwide empirical analysis of coastal tourism**

*by*Onofri, Laura & Nunes, Paulo A.L.D.

**Using CARRX models to study factors affecting the volatilities of Asian equity markets**

*by*Sin, Chor-Yiu (CY)

**Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach**

*by*Righi, Marcelo Brutti & Ceretta, Paulo Sergio

**Can signal extraction help predict risk premia in foreign exchange rates**

*by*Kiani, Khurshid M.

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**The yield curve and the macroeconomy: Evidence from Turkey**

*by*Kaya, Huseyin

**Estimating a small open economy DSGE model with indeterminacy: Evidence from China**

*by*Zheng, Tingguo & Guo, Huiming

**Variance risk-premia in CO2 markets**

*by*Chevallier, Julien

**Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models**

*by*Scheiblecker, Marcus

**Revisiting the FDI-led growth Hypothesis: The case of China**

*by*Yalta, A. Yasemin

**The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries**

*by*Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan

**A Note on Socio-Economic Characteristics and the Demand for Beverages in Nigeria: Does Income Matter?**

*by*Kolawole Ogundari

**Monetary regime change and business cycles**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Spatial spillovers in the development of institutions**

*by*Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr

**Returns to education and urban-migrant wage differentials in China: IV quantile treatment effects**

*by*Messinis, George

**Comparisons of Chinese and Indian Energy Consumption Forecasting Models**

*by*Vipin Arora

**The relationship between natural resources rents, trade openness and economic growth in Algeria**

*by*Helmi Hamdi & Rashid Sbia

**Measuring co-movement of oil price and exchange rate differential in Bangladesh**

*by*Gazi Salah Uddin & Aviral Kumar Tiwari

**Multivariate Granger causality between foreign direct investment and economic growth in Tunisia**

*by*Helmi Hamdi & Rashid Sbia & Hakimi Abdelaziz & Wafa Khlaifia hakimi

**Estimation of disaggregated import demand functions for Turkey**

*by*Ertan Oktay & Giray Gozgor

**Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure**

*by*Helmi Hamdi

**Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data**

*by*Marcel die Dama & Boniface ngah Epo & Galex syrie Soh

**On asymptotic properties of the QLM estimators for GARCH models**

*by*Maddalena Cavicchioli

**Informational content of corporate ratings in a developing country: the case of Brazilian firms**

*by*Rosemarie Bröker Bone & Eduardo P Ribeiro

**Modelling the Demand for Money in Sub-Saharan Africa (SSA)**

*by*Afees Salisu & Idris Ademuyiwa & Basiru Fatai

**Aggregated Choice Data And Logit Models: Application To Environmental Benign Practices Of Conservation Tillage By Farmers In The State Of Iowa**

*by*KURKALOVA, Lyubov A. & WADE, Tara R.

**Macro-Econometric Models Of Supply And Demand: Industry, Trade And Wages In 6 Countries, 1960-2012**

*by*Guisan, M.C.

**Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers**

*by*Luis Fernando Melo & Hernán Rincón

**Tamaño óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno**

*by*Camilo Alvis & Cristian Castrillón

**Inequality, aid and growth: Macroeconomic impact of aid grants and loans in Latin America and the Caribbean**

*by*Sergio Tezanos & Ainoa Quiñones & Marta Guijarro

**Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers**

*by*Luis Fernando Melo & Hernán Rincón

**Monitoring Costs With Electricity Production From Renewable Sources By Means Of Econometric Tools**

*by*S.C. TEIUSAN & L.M. ROF

**Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Rauh, Ronald

**The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)**

*by*Andor, Mark & Hesse, Frederik

**Trade Integration in the CIS: Alternate Options, Economic Effects and Policy Implications for Belarus, Kazakhstan, Russia and Ukraine**

*by*Vasily Astrov & Peter Havlik & Olga Pindyuk

**Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia**

*by*Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer

**A New Structural Break Model with Application to Canadian Inflation Forecasting**

*by*John M Maheu & Yong Song

**Mis-specification Testing: Non-Invariance of Expectations Models of Inflation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen

**Household’s Welfare Impact of Fuel Subsidy Removal**

*by*Widodo, Tri

**On the Effect of Premia and Penalties on the Optimal Portfolio Choice**

*by*Currarini, Sergio & Marini, Marco A.

**Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach**

*by*ABALO, Kodzovi

**Long Run Relationship between IFDI and Domestic Investment in GCC Countries**

*by*Ghassan, Hassan B. & Alhajhoj, Hassan R.

**Understanding the supply chain resilience: a Dynamic Capabilities approach**

*by*Yao, Yuan & Meurier, Beatrice

**Modeling of EAD and LGD: Empirical Approaches and Technical Implementation**

*by*Yang, Bill Huajian & Tkachenko, Mykola

**The impact of farmland loss on income distribution of households in Hanoi's peri-urban areas, Vietnam**

*by*Quang Tran, Tuyen

**Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach**

*by*ABALO, Kodzovi

**Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008**

*by*Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb

**The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt**

*by*Ezzat, Hassan

**On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model**

*by*Muteba Mwamba, John

**Financial deepening and economic growth in Gulf Cooperation Council countries**

*by*HAMDI, Helmi & SBIA, Rashid & TAS, Bedri

**Eficiência técnica das agropecuárias familiar e patronal – diferenças regionais no Brasil**

*by*Imori, Denise & Guilhoto, Joaquim José Martins & Postali, Fernando Antonio Slaibe

**Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation**

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

**Two Sample Tests for High Dimensional Covariance Matrices**

*by*Chen, Songxi

**Cross Sectoral Differences in Drivers of Innovation**

*by*Doran, Justin & Jordan, Declan

**Predicting crises: Five essays on the mathematic prediction of economic and social crises**

*by*Albers, Scott

**A Dynamic Inflation Hedging Trading Strategy Using a CPPI**

*by*Fulli-Lemaire, Nicolas

**Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models**

*by*Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

**Economic scenario of United States of America before and after 2012 U.S. Presidential Election**

*by*Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti

**Prediction for the 2012 United States Presidential Election using Multiple Regression Model**

*by*Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

**Challenges for Romania’s employment policy in the Real Economy**

*by*Marinela, Simuţ Ramona & Lavinia, Delcea (Săutiuţ)

**Sovereign country rating, growth volatility and financial crisis**

*by*Hassan, Gazi & Wu, Eliza

**A preliminary investigation of northern Ireland's housing market dynamics**

*by*Bond, Derek & Gallagher, Emer & Ramsey, Elaine

**Participation in pro poor agro based enterprises in Malawi: do households’ poverty levels change automatically?**

*by*Pangapanga, Phiriinnocent & Thangalimodzi, Lucy Tembo

**Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries**

*by*S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide

**Residual test for cointegration with GLS detrended data**

*by*Pierre Perron & Gabriel Rodriguez

**Modelling and Forecasting Fiscal Policy and Economic Growth in Nepal**

*by*Ram Sharan Kharel Ph.D.

**Continuous-Time Linear Models**

*by*John H. Cochrane

**A New Look at Residential Electricity Demand Using Household Expenditure Data**

*by*Harrison Fell & Shanjun Li & Anthony Paul

**Spurious Common Factors**

*by*Bettina Becker & Stephen G Hall

**Prediction Markets for Economic Forecasting**

*by*Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

**Evaluating a Vector of the Fed's Forecasts**

*by*Tara Sinclair & Herman O. Stekler & Warren Carrow

**A New Approach For Evaluating Economic Forecasts**

*by*Tara Sinclair & Herman O. Stekler & Warren Carnow

**A New Approach For Evaluating Economic Forecasts**

*by*Tara M. Sinclair & H.O. Stekler & Warren Carnow

**Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region**

*by*Jason B. Jorgensen & Fred Joutz

**Evaluating A Vector Of The Fed’S Forecasts**

*by*Tara M. Sinclair & H.O. Stekler & Warren Carnow

**Capital adjustment cost and bias in income based dynamic panel models with fixed effects**

*by*Yoseph Yilma Getachew & Keshab Bhattarai & Parantap Basu

**The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries**

*by*Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar

**Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession**

*by*Laurent Ferrara & Clément Marsilli

**Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US**

*by*Federica Teppa & Maarten van Rooij

**The CentERpanel and the DNB Household Survey: Methodological Aspects**

*by*Federica Teppa & Corrie Vis

**Prediction Markets for Economic Forecasting**

*by*Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

**How Useful are DSGE Macroeconomic Models for Forecasting?**

*by*Wickens, Michael R.

**Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis**

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**Working Paper 17-10 - A macro-econometric model for the economy of Lesotho**

*by*Ludovic Dobbelaere & Igor Lebrun

**Long-range dependence in returns and volatility of Central European Stock Indices**

*by*Ladislav Kristoufek

**Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia**

*by*Chang, C-L. & Khamkaew, T. & McAleer, M.J.

**Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index**

*by*Javed Iqbal & Sara Azher & Ayesha Ijaz

**A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects**

*by*Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen

**Outliers in Garch models and the estimation of risk measures**

*by*Veiga, Helena & Grané, Aurea

**Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model**

*by*Chudik, Alexander & Fratzscher, Marcel

**Ayuda y crecimiento: una relación en disputa**

*by*Sergio Tezanos Vázquez

**Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia**

*by*Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer

**A Note on Kalman Filter Approach To Solution of Rational Expectations Models**

*by*Marco M. Sorge

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*by*Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

**Un modelo macroeconométrico de estimación trimestral para la economía uruguaya**

*by*Diego Gianelli & Leonardo Vicente & Jorge Basal & José Mourelle

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*by*Stefan Holst Bache

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*by*Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart

**Ambit processes and stochastic partial differential equations**

*by*Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart

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*by*UNDP

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*by*MOHSEN MEHRARA & AMIN HAGHNEJAD & JALAL DEHNAVI & FERESHTEH JANDAGHI MEYBODI

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*by*Katircioglu, Salih & Eminer, Fehiman & Aga, Mehmet & Ozyigit, Ahmet

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*by*Institute for Economic Forecasting & Centre for Macroeconomic Modelling

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*by*Institute for Economic Forecasting & Centre for Macroeconomic Modelling

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*by*Institute for Economic Forecasting & Centre for Macroeconomic Modelling

**The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast - Spring Forecast 2010**

*by*Institute for Economic Forecasting & Centre for Macroeconomic Modelling

**Posouzení odhadu měnového rizika portfolia pomocí Lévyho modelů**

*by*Tomáš Tichý

**The Impact Of Organizational And Economic Factors On Tourism Development**

*by*BAHODIR TURAEV &

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*by*Cornelia Gaber

**Recovery of the Austrian Economy Continues**

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*by*Gerhard Fenz & Martin Schneider

**Subdued Economic Recovery given Necessary Fiscal Consolidation: Economic Outlook for Austria from 2010 to 2012 (June 2010)**

*by*Christian Ragacs & Klaus Vondra

**La Numismática como objeto de inversión y valoración/Numismatics as an object of investment and valuation**

*by*CABALLER MELLADO, V. & DE LA POZA, E.

**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**

*by*Sounghun Kim & Donghwan An & Kwansoo Kim

**The Czech Treasury Yield Curve from 1999 to the Present**

*by*Kamil Kladívko

**Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008**

*by*Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad

**Causal Relations via Econometrics**

*by*Asad Zaman

**Evaluación del impacto del mercado de derivados en los canales de transmisión de la política monetaria en México: Metodologías VAR y M-GARCH**

*by*Elisa Yamazaki Tanabe & José Carlos Ramírez Sánchez

**Long-run relationship among latin america stock markets and the us - impacts of the 2007/2008 crisis**

*by*Fernanda G Barba & Paulo S Ceretta

**Non-stationary Variance and Volatility Causality**

*by*Kamel malik Bensafta

**Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market**

*by*Masato Ubukata

**Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing**

*by*Andreas Knabe & Steffen Rätzel

**The adopting inflation targeting in the monetary policy of emerging countries: challenges and issues**

*by*chrigui zouhair & younes boujelbene

**Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note**

*by*Tsangyao Chang & Su-yuan Lin & Horng-jinh Chang

**A note on Kalman filter approach to solution of rational expectations models**

*by*Marco Maria Sorge

**Do institutions rule? The role of heterogeneity in the institutions vs. geography debate**

*by*Andros Kourtellos & Thanasis Stengos & Chih ming Tan

**The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach**

*by*Luca Zanin

**A note on nonidentification in truncated sampling distribution estimation**

*by*William Barnett & Ousmane Seck

**Industry Concentration and Cash Flow at Risk**

*by*Yen-Chen Chiu

**Insider patent holder licensing in an oligopoly market with different cost structures: Fixed-fee, royalty, and auction**

*by*Ming-Chung Chang

**Education, Gender Equality, Social Well-Being And Economic Development In American Countries, 2000-2010**

*by*GUISAN, Maria-Carmen & AGUAYO, Eva

**Government Expenditures And Revenues Causation: Some Caribbean Empirical Evidence**

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**Ausbau erneuerbarer Energien erhöht Wirtschaftsleistung in Deutschland**

*by*Jürgen Blazejczak & Frauke G. Braun & Dietmar Edler & Wolf-Peter Schill

**Long-range dependence in returns and volatility of Central European Stock Indices**

*by*Ladislav Kristoufek

**The renaissance of Friedman hypothesis: nature of global financial crisis and consequences in a small open and highly dollarized economy**

*by*Pablo Mendieta Ossio

**Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR**

*by*Eickmeier, Sandra

**Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields**

*by*Hautsch, Nikolaus & Ou, Yangguoyi

**Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR**

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**Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test**

*by*Melike Bildirici & Sadiye Oktay

**Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries**

*by*WenShwo Fang & Stephen M. Miller & ChunShen Lee

**Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications**

*by*Xiangdong Long & Liangjun Su & Aman Ullah

**Reform and Competitive Selection in China: An Analysis of Firm Exits**

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**An Empirical Analysis of the Link between Entrepreneurship and Economic Growth in West Virginia**

*by*Maribel Mojica & Tesfa Gebremedhin & Peter Schaeffer

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*by*Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan

**Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account**

*by*Mark J. Holmes & Theodore Panagiotidis

**New Evidence on the Green Building Rent and Price Premium**

*by*Franz Fuerst & Patrick McAllister

**An Empirical Time Series Model of Economic Growth and Environment**

*by*Lal, Amant

**Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration**

*by*Ghassan, Hassan B.

**On the random walk characteristics of stock returns in India**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**Asymmetric GARCH and the financial crisis: a preliminary study**

*by*Výrost, Tomáš & Baumöhl, Eduard

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**The risk of catastrophic terrorism: an extreme value approach**

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**Behavioral approach to market and default risks modeling**

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**Die Umsetzung der Annual-Overlap-Methode in ökonometrischen Modellen – eine Analyse der programmtechnischen Möglichkeiten von E-Views**

*by*Quaas, Georg

**Are public policies effective in alleviating family income inequality in Iran?**

*by*Khiabani, Nasser & Mazyaki, Ali

**Business and social evaluation of denial of service attacks in view of scaling economic counter-measures**

*by*Pau, Louis-François

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**Global Shocks and the Japanese Economy:Structural Changes in the 1990s**

*by*Jun-ichi Shinkai & Akira Kohsaka

**Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable**

*by*Jeffrey E. Harris & Sandra G. Sosa-Rubi

**Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs**

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**Martingalized historical approach for option pricing**

*by*Christophe Chorro & Dominique Guegan & Florian Ielpo

**A General Method to Create Lorenz Models**

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**Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account**

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**Are the Central European Stock Markets Still Different? A Cointegration Analysis**

*by*Rousova, Linda

**Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)**

*by*Katarina Juselius

**Health Inequality over the Life-Cycle**

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**Health Inequality over the Life-Cycle**

*by*Halliday, Timothy J.

**Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure**

*by*Valerie Albouy & Laurent Davezies & Thierry Debrand

**Health Inequality over the Life-Cycle**

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**Working Paper 13-09 - Qualitative Employment Multipliers for the Belgian Environmental Industry**

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**Working Paper 10-09 - Impact de la crise financière sur le PIB potentiel de la Belgique**

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**On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting**

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**Identifying Intra-household Welfare Distribution**

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**On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting**

*by*Julien Chevallier & Benoît Sévi

**Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice**

*by*Arie Kapteyn & Federica Teppa

**Wavelet-based detection of outliers in volatility models**

*by*Veiga, Helena & Grané, Aurea

**Business Cycles in the Euro Area**

*by*Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

**Impacto de la ayuda sobre el crecimiento económico. El caso de América Latina y el Caribe**

*by*Sergio Tezanos Vázquez & Rogelio Madrueño Aguilar & Marta Guijarro Garví

**Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter**

*by*Maria Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri

**Bond risk premia, macroeconomic fundamentals and the exchange rate**

*by*Marcello Pericoli & Marco Taboga

**Studying the Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)**

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*by*Macomodel of the Romanian Market Economy Group (Cornelia Scutaru, Ion Ghizdeanu, Lucian Liviu Albu, Bianca Pauna, Corina Saman)

**Empirical Applications of Discrete Choice Dynamic Programming Models**

*by*Michael P. Keane & Kenneth I. Wolpin

**Sluggish Economic Recovery – Conditions in the Labor Market Remain Strained**

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**Economic Crisis Unleashes Deep Recession in Austria – Stabilization Expected at Year-End**

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**Pervasive Gaming: Testing Future Context Aware Applications**

*by*Paul PISJAK & Stefan FELDER & Ernst-Olav RUHLE & Martin LUNDBORG & Matthias EHRLER

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*by*Vít Bubák & Filip Žikeš

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**The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500**

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**Modeling sheep supply response under asymmetric price volatility and cap reforms**

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**An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle**

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**The effect of third gulf war on the efficiency of Arabian and east African seaports**

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**Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment**

*by*Gomez Zaldivar, M. & Ventosa-Santaularia, D.

**Government Effectiveness, Education, Economic Development And Well-Being: Analysis Of European Countries In Comparison With The United States And Canada, 2000-2007**

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**Investissements directs étrangers et productivité. Quelles interactions dans le cas des pays du Moyen Orient et d'Afrique du Nord ?**

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**Some new indicators and procedure to get additional information from the Business Tendency Surveys**

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**An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model**

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**Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework**

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*by*Domenico Giannone & Michele Lenza & Lucrezia Reichlin

**Theory and Empirical Work on Imperfectly Competitive Markets**

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**Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century**

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**On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework**

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**Welfare Implications of Heterogeneous Labor Markets in a Currency Area**

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**A Desirable Scenario For The Romanian Economy During 2008-2013**

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**Financial Crisis and Spike in Commodity Prices Dampen Growth and Fuel Inflation**

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**Business surveys modelling with Seasonal-Cyclical Long Memory models**

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**Old Wine in New Bottles: Growth-Savings Nexus: An Innovation Accounting Technique in Pakistan**

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**The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results**

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**Impacto De Las Políticas Fiscales Sobre El Producto: El Caso De Reino Unido, Holanda Y Bélgica**

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**Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004**

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**The Effect Of Unionization On Poverty In The Turkish Labor Market**

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**Empleo, desempleo y salario real: análisis del mercado laboral de la ciudad de Medellín (1995-2006)**

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**Flexibilité du marché du travail : quels enseignements tirer des travaux de recherche menés à la Banque de France ?**

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**The Minimum Description Length Principle**

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**İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri**

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**Labour market flexibility: what does Banque de France research tell us?**

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**Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions**

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*by*Jonathan B. Hill

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**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

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**Financing Constraints and Firm Inventory Investment: A Reexamination**

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**Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens**

*by*Giovanis Elephtherios

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*by*Bragoudakis Zacharias

**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

**Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View**

*by*Dubois

**GMM Estimation for Long Memory Latent Variable Volatility and Duration Models**

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**Tracing the Source of Long Memory in Volatility**

*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

**Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment**

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**Commodity Price Fluctuations: A Century of Analysis**

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*by*Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu

**SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements**

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**Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)**

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**A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications**

*by*Lord, Montague J.

**Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests**

*by*B. da Silva Lopes, Artur C.

**European Stock Market Dynamics Before and After the Introduction of the Euro**

*by*Joseph Friedman & Yochanan Shachmurove

**The Role of Beliefs in Inference for Rational Expectations Models**

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**Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects**

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**Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets**

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**Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission**

*by*Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon

**Structural Econometric Models in Forecasting Inflation at the National Bank of Poland**

*by*Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel

**Noname - A new quarterly model for Belgium**

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**Noname - A new quarterly model for Belgium**

*by*Philippe Jeanfils & Koen Burggraeve

**Noname - A new quarterly model for Belgium**

*by*Philippe Jeanfils & Koen Burggraeve

**Is there long-run convergence of regional house prices in the UK?**

*by*Mark J. Holmes & Arthur Grimes

**The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century**

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**Heterogeneity, State Dependence and Health**

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**Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model**

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**Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model**

*by*Eric Meyermans & Patrick Van Brusselen

**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

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**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

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**EMMA - A Quarterly Model of the Estonian Economy**

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**Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach**

*by*Georg Zachmann

**Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models**

*by*Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA

**Real-Time Model Uncertainty in the United States: the Fed from 1996-2003**

*by*Ironside, Brian & Tetlow, Robert J.

**Biases in Static Oligopoly Models?:Evidence from the California Electricity Market**

*by*Christopher Knittel & Dae-Wook Kim

**Modelling Aggregate Consumption Growth with Time-Varying Parameters**

*by*Jürgen Arns & Kaushik Bhattacharya

**La Modélisation Macro–Econométrique Dynamique**

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**Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?**

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**HDR 2005 - International cooperation at a crossroads: Aid, trade and security in an unequal world**

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**Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano**

*by*Ignazio Visco

**Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey**

*by*Haakon O. Aa. Solheim

**Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions**

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**The Impact of Farm Consolidation on Productive Efficiency in Korean Agriculture: Analysis of Farm-Level Panel Data**

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**Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration**

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**Estimating nonuse values using conjoint analysis**

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**A New Variant of RESET for Distributed Lag Models**

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**Endogenous OCA Theory: Using the Gravity Model to Test Mundell's Intuition**

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**Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation**

*by*BARHOUMI Karim

**"A regression error specification test (RESET) for generalized linear models"**

*by*Sunil Sapra

**Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002**

*by*Guisan, M.C. & Exposito, P.

**Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003**

*by*Guisan, M.C. & Aguayo, E.

**Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003**

*by*Bildirici, M. & Cosar, N.

**El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración**

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**Modelisation multifractale du taux de change dollar/euro**

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**Inference of Structural Econometric Models: A Unified Approach**

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**Unpredictability and the Foundations of Economic Forecasting**

*by*David F. Hendry

**Comparing Empirical Models of the Euro Economy**

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**Real-time price discovery in stock, bond and foreign exchange markets**

*by*Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara

**Estimating equilibrium real interest rates in real-time**

*by*Clark, Todd E. & Kozicki, Sharon

**To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being**

*by*Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti

**Information Flow Structure in Large-Scale Product Development Organizational Networks**

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**Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries**

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**The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets**

*by*Bernd Hayo & Ali Kutan

**Genetic Algorithms: Genesis of Stock Evaluation**

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**HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India**

*by*Puja Guha

**Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile**

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**Asymptotics for Duration-Driven Long Range Dependent Processes**

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**Predictive Regressions: A Reduced-Bias Estimation Method**

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**Semiparametric Estimation of Fractional Cointegrating Subspaces**

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**Estimating Long Memory in Volatility**

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**Threshold Cointegration between Stock Returns : An application of STECM Models**

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**On the Estimation of Nonlinearly Aggregated Mixed Models**

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**The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts**

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**Data-Driven Rate-Optimal Specification Testing In Regression Models**

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**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

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**The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire**

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**TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl**

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**On the stability of recursive least squares in the Gauss-Markov model**

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**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

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**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

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**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

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**Multifractal analysis of Power Markets. Some empirical evidence**

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**Do Chinese stock markets share common information arrival processes?**

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**Model Selection Uncertainty and Detection of Threshold Effecs**

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**On Describing Multivariate Skewness: A Directional Approach**

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**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Prior distributions for variance parameters in hierarchical models**

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**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

*by*Gioacchino Fazio & Olivier Hueber

**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

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**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

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**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

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**The Economic Growth Effects of NAFTA in the Northern Border of Mexico**

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**The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets**

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**Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio**

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**Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds**

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**Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression**

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**Volatility and the Term Structure: Evidence from Interest Rate Derivatives**

*by*Alessandro Beber; Fabio Fornari.

**The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation**

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**Macroeconomic Sources of Risk in the Term Structure**

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**New-Keynesian Macroeconomics and the Term Structure**

*by*Antonio Moreno & Geert Bekaert & Seonghoon Cho

**دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر**

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**I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1**

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**Convergence Properties of the Likelihood of Computed Dynamic Models**

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**Model Uncertainty and Policy Evaluation: Some Theory and Empirics**

*by*William A. Brock & Steven N. Durlauf & Kenneth D. West

**Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model**

*by*Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro

**Estimating Dynamic Models of Imperfect Competition**

*by*Patrick Bajari & C. Lanier Benkard & Jonathan Levin

**Sectoral vs. country diversification benefits and downside risk**

*by*Marina Emiris

**Sectoral vs. country diversification benefits and downside risk**

*by*Marina Emiris

**Sectoral vs. country diversification benefits and downside risk**

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**Learning, Forecasting and Structural Breaks**

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**Resistant Nonparametric Analysis of the Short Term Rate**

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**Working Paper 14-04 - Modélisation trimestrielle des recettes de TVA dans Modtrim II**

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**Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model**

*by*Eric Meyermans

**Working Paper 05-04 - Une nouvelle version du modèle HERMES**

*by*Francis Bossier & Ingrid Bracke & Sébastien Gillis & Filip Vanhorebeek

**Economic Evaluation of Climate Change Impacts and Adaptation in Italy**

*by*Alessandra Goria & Gretel Gambarelli

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?**

*by*Feng Zhao & Robert Jarrow & Haitao Li

**Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk**

*by*Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee

**Level-n Bounded Rationality on a Level Playing Field of Sequential Games**

*by*Ernan Haruvy & Dale Stahl

**The role of permanent and transitory components in business cycle volatility moderation**

*by*Stan Radchenko & Oleg Korenok

**Optimal Rules under Adjustment Cost and Infrequent Information**

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**Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey**

*by*Joseph D. ALBA & Donghyun PARK

**Bagging Binary Predictors for Time Series**

*by*Yang Yang & Tae-Hwy Lee

**Tests of Functional Form and Heteroscedasticity**

*by*Y. K. Tse & Z. L. Yang

**Tests of Functional Form and Heteroscedasticity**

*by*Z. L. Yang Y. K. Tse

**Inside and Outside Bounds: Threshold Estimates of the Phillips Curve**

*by*Giovanni P. Olivei & Michelle L. Barnes

**Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices**

*by*Marius Ooms & M. Angeles Carnero & Siem Jan Koopman

**Estimating Structural Change in Linear Simultaneous Equations**

*by*Huang Weihong & Zhang Yang

**Employment and Population in European Union: Econometric Models and Causality Tests**

*by*Aguayo, Eva & Guisan, Maria-Carmen

**Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002**

*by*Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David

**An Interregional Model of Foreign Tourism in China**

*by*Atherinos, Eleftherios

**Industria e Comercio Externo na Economia do Brasil, 1960-2000**

*by*Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia

**How econometric models help policy makers; theory and practice**

*by*Henk Don

**The Econometrics of Option Pricing**

*by*René Garcia & Eric Ghysels & Éric Renault

**Accounting for unobservables in production models:management and inefficiency**

*by*Antonio Álvarez & Carlos Arias & William Greene

**Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro**

*by*André Proite & Maria da Conceição Sampaio de Sousa

**HDR 2004 - Cultural Liberty in Today’s Diverse World**

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*by*Bródy, András

**Models of labour demand with fixed costs of adjustment: a generalised tobit approach**

*by*Francesca Di Iorio & Stefano Fachin

**Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique**

*by*Godwin Nwaobi

**On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition**

*by*Steven Cook

**Testing of I(d) processes in the real output**

*by*Luis A. Gil-Alana

**Fractional cointegration in the consumption and income relationship using semiparametric techniques**

*by*Luis A. Gil-Alana

**Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective**

*by*Valerie Mignon & Gilles Dufrenot & Slim Chaouachi

**Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment**

*by*Stefano Fachin

**Integrated volatility measuring from unevenly sampled observations**

*by*Taro Kanatani

**Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation**

*by*barhoumi karim

**A fractionally integrated model for the Spanish real GDP**

*by*Luis Alberiko Gil-Alana

**Mean-Covariance Structure Models in Economic Research: an Application to a Lending Program for Development in Burkina Faso**

*by*Paxton, J. & Thraen, C.

**A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico**

*by*Guisan, M.Carmen

**A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output**

*by*Ibrahim, M.H

**Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000**

*by*Guisan, M.C.

**Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria**

*by*Guisan, M. C. & Aguayo, E.

**Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000**

*by*Guisán, M.C. & Expósito, P.

**Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests**

*by*Guisan, M.C.

**Determinants of Aggregate Imports in the GCC countries**

*by*Metwally, M.M.

**Employment, Population and Regional Development in Western and Central Europe. Econometric Models and Challenges of EU Enlargement**

*by*Guisan, M.C. & Aguayo, E.

**The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan**

*by*Maghyereh, A.

**Linkages of Indian Interest Rates with US and Japanese Rates**

*by*Vuyyuri, S.

**A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction**

*by*Dimitris N. Politis

**The Effect of Economic and Social Resources in Some Countries in Transition for 2000: A Static Econometric Model**

*by*Aleksandar Dimitrov

**Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data**

*by*Serena Ng & Jean Boivin

**Dynamic Neural Network Based Inflation Forecasts for the UK**

*by*Binner, J & Gazely

**Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999**

*by*Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco

**A macroeconometric model for the Euro economy**

*by*Dreger, Christian

**Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany**

*by*Borbély, Dóra & Meier, Carsten-Patrick

**Prognoseleistung von Frühindikatoren : Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland**

*by*Hinze, Jörg

**Regional Integration and International Trade in the Context of EU Eastward Enlargement**

*by*Paas, Tiiu

**Forecasting the term structure of government bond yields**

*by*Diebold, Francis X. & Li, Canlin

**The Macroeconomy and the Yield Curve: A Nonstructural Analysis**

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**How the Basic RBC Model Fails to Explain US Time Series**

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**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**

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**Testing for Stochastic Cointegration and Evidence for Present Value Models**

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**Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification**

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**Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test**

*by*Steve Leybourne & Paul Newbold & Tae-Hwan Kim

**On Unit Root Tests and the Initial Observation**

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**Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison**

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**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

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**Estimating Economic Effects of Political Movements in China**

*by*Gregory C. Chow

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*by*Peter Downes & Aaron Drew & Patrice Ollivaud

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**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

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*by*Lupi, Claudio & Peracchi, Franco

**Individual Mortality and Macro-Economic Conditions from Birth to Death**

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**Measuring Labor Market Frictions: A Cross-Country Comparison**

*by*Ridder, Geert & van den Berg, Gerard J.

**Measuring Labor Market Frictions: A Cross-Country Comparison**

*by*Ridder, Geert & van den Berg, Gerard J.

**The Effect of Search Frictions on Wages**

*by*van den Berg, Gerard J. & van Vuuren, Aico

**The Effect of Search Frictions on Wages**

*by*van den Berg, Gerard J. & van Vuuren, Aico

**Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong**

*by*Weshah A. Razzak

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*by*Eric Meyermans & Patrick Van Brusselen

**Working Paper 09-03 - The international transmission of shocks - Some selected simulations with the NIME model**

*by*Eric Meyermans

**Working Paper 06-03 - MODTRIM II : A quarterly model for the Belgian economy**

*by*Bart Hertveldt & Igor Lebrun

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**External Trade, Tourism and Economic Integration in Latin America**

*by*Aguayo, Eva & Alvarez, Lia & Gardella, Rodrigo J.

**Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth**

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*by*Guisan, M.Carmen & Martinez, C.

**Modelos econometricos de capital humano: Principales enfoques y evidencia empirica**

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**Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97**

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**Identifying Determinants of German Inflation: An Eclectic Approach**

*by*Tatiana Fic

**Identifying and Forecasting the Turns of the Japanese Business Cycle**

*by*Konstantin A., Kholodilin

**MZE: a small macro-model for the euro area**

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**Identification, Weak Instruments and Statistical Inference in Econometrics**

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**The Pavlovian Response of Term Rates to Fed Announcements**

*by*Oscar Jorda & Selva Demiralp

**The Announcement Effect: Evidence from Open Market Desk Data**

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**Forecasting and Analyzing World Commodity Prices**

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**A Comparison of Twelve Macroeconomic Models of the Canadian Economy**

*by*Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant

**HDR 2003 - Millennium Development Goals: A Compact Among Nations to End Human Poverty**

*by*UNDP

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*by*Rossella Bardazzi & Maurizio Grassini

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*by*Jussi Tolvi

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**Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99**

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**Multifractality: Theory and Evidence an Application to the French Stock Market**

*by*Jérôme Fillol

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**Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000**

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**On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models**

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**A Model of Educational Attainment: Application to the German Case**

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**The impact of news, oil prices, and international spillovers on Russian financial markets**

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**Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto**

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**The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets**

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**Some Reflections on Trend-Cycle Decompositions with Correlated Components**

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**Innovations and Emissions**

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**Digital Security Tokens in Network Commerce: Modeling and Derivative Application**

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*by*Ghassan, Hassan B. & Ihnach, Houcine

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*by*Ghassan, Hassan B.

**Modeling the Macro-Economy of Bangladesh**

*by*Lord, Montague J.

**Macromodel estimations for the Romanian "Preaccesion economic programme"**

*by*Dobrescu, Emilian

**Intergenerational Long Term Effects of Preschool - Structural Estimates from a Discrete Dynamic Programming Model**

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**Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators**

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**Working Paper 11-02 - Monetary policy in the euro area - Simulations with the NIME model**

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**Working Paper 05-02 - Automatic fiscal stabilisers**

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**Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures**

*by*Roger WALDER

**Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos**

*by*Neira, Isabel & Guisan, M.Carmen

**Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion**

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**Modelos econometricos del mercado de la vivienda en las regiones españolas**

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**Modelizacion econometrica de la rentabilidad en los mercados de valores**

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**Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades**

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**Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos**

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**Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches**

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**Perspectivas Demograficas de Galicia**

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**An Interregional Econometric Model for Market Services Employment in 120 EEC Regions**

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**PPP May not Hold Afterall: A Further Investigation**

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**Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism**

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**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

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**Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle**

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**How Large is Your Reference Group**

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**Identifying endogenous fiscal policy rules for macroeconomic models**

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**Asset Allocation Using Extreme Value Theory**

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**HDR 2002 - Deepening Democracy in a Fragmented World**

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**Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries**

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**The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach**

*by*Bridget G. Hiedemann & Jutta M. Joesch

**Measuring self-sustainability of economic development at the county level**

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**Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts**

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**Comparing Projections and Outcomes of IMF-Supported Programs**

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**Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets**

*by*Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon

**Technology Gap, Efficiency, and a Stochastic Metafrontier Function**

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**Reálna a nominálna konvergencia slovenskej ekonomiky k priemeru EU**

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**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

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**Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator**

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**Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data**

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**Electoral behavior of US counties: a panel data approach**

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**Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators**

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**On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study**

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**Testing the assumption of Linearity**

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**A vector error correction and nonnested modeling of money demand function in Nigeria**

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**La industria en España y en la OCDE, 1960-2000**

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**Employment and Regional Tourism in Europe, 1990-2000**

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**Liberacion comercial y crecimiento economico en Mercosur 1994-2000**

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**Impacto economico del turismo en el Mercosur y Chile (1990-2000)**

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**Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico**

*by*Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar

**Employment and Regional Development in Italy**

*by*Guisan, M.Carmen & Aguayo, Eva

**The Iterative Kalman Filter Smoother And Its Applications**

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**PPP May not Hold Afterall: A Further Investigation**

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**Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market**

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**Solving for Market Equilibrium using Random Coefficient Random Utility Models**

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**Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice**

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**Portfolio Selection Models Driven by Non Gaussian Price Dynamics**

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**Estimation of Poorly-Measured Service-Industry Output**

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**On Inflation and the Persistence of shocks to Output**

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**Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health**

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**The efficiency of the Taylor rule : A stochastic analysis using the Macsim model**

*by*Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies

**Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence**

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**Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model**

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**Micro Simulation - A Tool for Economic Analysis**

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**Degeneracy in Data Envelopment Analysis**

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**La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique**

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**Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union**

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**Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm**

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**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**Hypothetical Intertemporal Consumption Choices**

*by*Kapteyn, A. & Teppa, F.

**Measuring the Level of Competition in the Argentine Banking Industry**

*by*Marcelo Dabos & Daniel Aromi

**Estimation Robuste des Equations d’Importation à Contamination Ponctuelle**

*by*Ghassan, Hassan B.

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Standard Shocks in the OECD Interlink Model**

*by*Thomas Dalsgaard & Christophe André & Pete Richardson

**Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods**

*by*Ravi Jagannathan & Zhenyu Wang

**MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia**

*by*Leo de Haan & Aneta Naumovska & Marga Peeters

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models**

*by*Edoardo Otranto & Giampiero M. Gallo

**Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns**

*by*Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96**

*by*Guisan, M.C. & Arranz, M.

**MAKMODEL: a macroeconometric model for the Republic of Macedonia**

*by*L. de Haan & A. Naumovska & H.M.M. Peeters

**Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data**

*by*Konstantin A. KHOLODILIN

**Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups**

*by*Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot

**Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)**

*by*René Garcia & Richard Luger & Éric Renault

**Asymmetric Smiles, Leverage Effects and Structural Parameters**

*by*René Garcia & Richard Luger & Éric Renault

**Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output**

*by*Gabriel Rodriguez & Nicholas Rowe

**A Note on the Selection of Time Series Models**

*by*Serena Ng & Pierre Perron

**Affine Term-Structure Models: Theory and Implementation**

*by*David Jamieson Bolder

**HDR 2001 - Making New Technologies Work for Human Development**

*by*UNDP

**Assessing the Public Capital Contribution to Growth. An Application to Italy**

*by*Ernesto Felli & Giovanni Tria

**Inflation Targeting in Korea: An Empirical Exploration**

*by*By Alexander W. Hoffmaister

**Outliers in eleven Finnish macroeconomic time series**

*by*Jussi Tolvi

**Latent Leading and Coincident Factors Model with Markov-Switching Dynamics**

*by*Konstantin Kholodilin

**Prior Information: The Mixed Prediction Approach**

*by*Harry Haupt & Walter Oberhofer

**Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas**

*by*Guisan, M.Carmen & Neira, I

**Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993**

*by*Canudas, Rocio

**Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96**

*by*Neira, Isabel & Iglesias, Ana

**Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95**

*by*Guisan, M.Carmen & Neira, Isabel

**Employment and regional development in Germany**

*by*Guisan, M.Carmen & Aguayo, Eva

**Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries**

*by*Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida

**Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test**

*by*Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro

**Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach**

*by*Guisan, M.Carmen

**Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons**

*by*Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar

**Seraching for Additive Outliers in Nonstationary Time Series**

*by*Perron, P. & Rodriguez, G.

**Residual Based Tests for Cointegration with GLS Detrended Data**

*by*Perron, P. & Rodriguez, G.

**Status, Lotteries, and Inequality**

*by*Becker, G.S. & Murphy, K.M. & Werning, I.

**Econometrics, Volume 1: Econometric Modeling of Producer Behavior**

*by*Dale W. Jorgenson

**Financial Modeling, 2nd Edition**

*by*Simon Benninga

**Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary**

*by*Dibooglu, Selahattin & Kutan, Ali M.

**Estimating the firm's demand and supply functions under uncertainty without expected utility**

*by*Elie Appelbaum

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis**

*by*Lindsay M. Tedds & David E. A. Giles

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**The Market for Sculptures: an Adjacent Year Regression Index**

*by*Locatelli-Biey, Marilena & Zanola, Roberto

**Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods**

*by*Bilgili, Faik

**Interactions-Based Models**

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**Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate**

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**Measuring The Hidden Economy: Implications for Econometric Modelling**

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**The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand**

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**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

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**The Underground Economy: Minimizing the Size of Government**

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**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

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**The Underground Economy: Minimizing the Size of Government**

*by*David E.A. Giles

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**EGARCH Option Pricing with Assymetries in the Mean Equation**

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**Inventories and Asymmetric Business Cycle Fluctuations in the UK**

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**Assortative Matching and Search**

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**Assortative Matching and Search**

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**A Graphical Depiction of the Rubinstein-Stahl Bargaining Solution**

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**The Economic Return to Schooling in Ireland**

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**Mutual Encompassing and Model Equivalence**

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**Mathematical and Statistical Modelling of Cointegration**

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**Unemployment Insurance in Theory and Practice**

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**An estimator for the road freight handling factor**

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**The Angular Distribution of Asset Returns in Delay Space**

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**Estimation of Price Elasticities from Norwegian Household Survey Data**

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**Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors**

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**Cointegration and Long-Horizon Forecasting**

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**Evaluating Density Forecasts**

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**Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong**

*by*James McIntosh & William A. Sims

**Vacancy Durations - A Model for Employer's Search**

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**Waves and Persistence in Merger and Acquisition Activity**

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**Analysis of Vector Autoregressions in the Presence of Shifts in Mean**

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**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**

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**HDR 1997 - Human Development to Eradicate Poverty**

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**Conditional Independance in Sample Selection Models**

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**A Multicriteria Approach to Model Specification and Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Bootstrap Methods For Covariance Structures**

*by*Joel L. Horowitz

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Bootstrap Methods for Median Regression Models**

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**Posterior Simulation and Bayes Factors in Panel Count Data Models**

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**Bayesian Analysis of Multivariate Probit Models**

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**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

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**Measuring Productivity Differences in Equilibrium Search Models**

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**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

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**Power of Tests in Binary Response Models**

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**Real and Spurious Long Memory Properties of Stock Market Data**

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**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

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**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

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**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**Macromodels of the Romanian transition Economy**

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**Does Inflation Matter for Growth?**

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**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

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**A Score Test for Seasonal Fractional Integration and Cointegration**

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**Observed Choice, Estimation, and Optimism About Policy Changes**

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**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**Second and Third Order Bias Reduction for One-Parameter Family Models**

*by*S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

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**Fads or Bubbles?**

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**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

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**Regime Switching in Stock Market Returns**

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**Regime Switching as a Test for Exchange Rate Bubbles**

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**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+**

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**Eliciting Student Expectations Of The Returns To Schooling**

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**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

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**Simultaneity With Downward Sloping Demand**

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**Markov Chain Monte Carlo Simulation Methods in Econometrics**

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**Wavelet Analysis of Fractionally Integrated Processes**

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**Paths of economic development: modelling factors of endogenous growth**

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**La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement**

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**Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically**

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**Classical Estimation Methods for LDV Models Using Simulation**

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**Linear and Nonlinear Associative Memories for Parameter Estimation**

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**A Unified Approach to Dynamic Estimation**

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**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

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**Estimating demand and supply of edible oil in Pakistan**

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**HDR 1991 - Financing Human Development**

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**On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates**

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**An Organizing Principle for Dynamic Estimation**

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**U.S. Money Demand Instability: A Flexible Least Squares Approach**

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**A Further Note on Flexible Least Squares and Kalman Filtering**

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**Flexible Least Squares for Approximately Linear Systems**

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**The Econometric Analysis of Time Series, 2nd Edition**

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**HDR 1990 - Concept and Measurement of Human Development**

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**Sequential Nonlinear Estimation With Nonaugmented Priors**

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**Time-Varying Linear Regression Via Flexible Least Squares**

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**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

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**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

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**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

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**The Flexible Least Squares Approach to Time-Varying Linear Regression**

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**Empirical Methods for International Trade**

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**A development model of a dualistic economy. The Italian case**

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**Model Reliability**

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**Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)**

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**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

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**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

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**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

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**Modeling with scenarios: technology in north-south development**

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**A Structural Model of Exchange Rate Dynamics**

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**Computer Simulation of Competitive Market Response**

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**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

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**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

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**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

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**Computational Economics**

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