## 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.

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

*by*Chen, Zhenxi & Reitz, Stefan

**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

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

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

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

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

**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

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

*by*Canova, Fabio & Hamidi Sahneh, Mehdi

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

*by*Farida Akhtar

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

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & NeÅŸe YÄ±ldÄ±z

**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

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

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

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

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

**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

**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

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

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

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

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

**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

**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*Mark N Harris & Jake Prendergast & Preety Srivastava

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

*by*Kate Ho & Adam M. Rosen

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

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

**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

**Systematic Errors in Growth Expectations over the Business Cycle**

*by*Jonas Dovern & Nils Jannsen

**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

**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

**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

**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

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

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

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

*by*Ying-Ying Lee

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

*by*Thibault Vatter & Hau-Tieng Wu & ValÃ©rie 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 Modelsâ€”A Conditional Quantile Approach**

*by*Javier Alejo & NicolÃ¡s Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individualsâ€™ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benfordâ€™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 TjÃ¸stheim

**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 DoÄŸan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**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**

*by*Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh

**Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach**

*by*Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled

**Breaks, trends, and unit roots in spot prices for crude oil and petroleum products**

*by*Sun, Jingwei & Shi, Wendong

**What drives the formation of global oil trade patterns?**

*by*Zhang, Hai-Ying & Ji, Qiang & Fan, Ying

**Measuring fuel poverty in France: Which households are the most fuel vulnerable?**

*by*Legendre, Bérangère & Ricci, Olivia

**A new approach to measuring the rebound effect associated to energy efficiency improvements: An application to the US residential energy demand**

*by*Orea, Luis & Llorca, Manuel & Filippini, Massimo

**Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis**

*by*Khalfaoui, R. & Boutahar, M. & Boubaker, H.

**Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks**

*by*Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda

**Food–energy nexus in Europe: Price volatility approach**

*by*Abdelradi, Fadi & Serra, Teresa

**The long and the short of the risk-return trade-off**

*by*Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

**Carrot and stick?: Impact of a low-stakes school accountability program on student achievement**

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

**A new approach to multi-step forecasting using dynamic stochastic general equilibrium models**

*by*Kapetanios, George & Price, Simon & Theodoridis, Konstantinos

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

*by*Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore

**Estimating average treatment effect by model averaging**

*by*Gao, Yichen & Long, Wei & Wang, Zhengwei

**Missing mean does no harm to volatility!**

*by*Anatolyev, Stanislav & Tarasyuk, Irina

**The inequality–growth plateau**

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

**Crop choice as climate change adaptation: Evidence from Bangladesh**

*by*Moniruzzaman, Shaikh

**Speculative behaviour and oil price predictability**

*by*Panopoulou, Ekaterini & Pantelidis, Theologos

**Technical, Economical and Environmental Assessments of the Solar Photovoltaic Technology in Southeast Sulawesi, a Developing Province in Eastern Indonesia**

*by*Aditya Rachman & Usman Rianse & Mustarum Musaruddin & Kurniati Ornam

**Export Supply of Electricity from Laos to Thailand: An Econometric Analysis**

*by*Thongphet Lamphayphan & Toshihisa Toyoda & Chris Czerkawsk & Phouphet Kyophilavong

**The Determinants of Bank Liquidity: Case of Tunisia**

*by*Mohamed Aymen Ben Moussa

**How Quickly is News Incorporated in Fiscal Forecasts?**

*by*Joao Tovar Jalles

**Goldâ€“oil prices co-movements and portfolio diversification implications**

*by*Walid Chkili

**Step-by-Step Causality Revisited: Theory and Evidence**

*by*Konstantinos N. Konstantakis & Panayotis G. Michaelides

**Public Trust and Press Freedom**

*by*Pavel Yakovlev & David Gilson

**Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?**

*by*Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos

**Stress testing and financial risks**

*by*Koliai, Lyes

**Sustainable intensification of pineapple farming in Ghana: Training and complexity**

*by*Wuepper, David & Sauer, Johannes & Kleemann, Linda

**Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution**

*by*Jones, A.; & Lomas, J.; & Rice, N.;

**Health econometric evaluation of the effects of a continuous treatment: a machine learning approach**

*by*Kreif, N.; & Grieve, R.; & DÃaz, I.; & Harrison, D.;

**A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications**

*by*Jones, A. M.; & Laporte, A.; & Rice, N.; & Zucchelli, E.;

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

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

**Impulse response matching estimators for DSGE models**

*by*Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian

**Money-Income Granger-Causality in Quantiles**

*by*Tae-Hwy Lee & Weiping Yang

**Bagging Constrained Equity Premium Predictors**

*by*Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros

**Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

**Granger-Causality in Quantiles between Financial Markets: Using Copula Approach**

*by*Tae-Hwy Lee & Weiping Yang

**Structural Analysis of Nonlinear Pricing**

*by*Yao Luo & Isabelle Perrigne & Quang Vuong

**What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach**

*by*N. Kundan Kishor & James Morley

**New GMM Estimators for Dynamic Panel Data Models**

*by*Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

**Improving the Efficiency of GMM Estimators for Dynamic Panel Models**

*by*Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

**Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI**

*by*Chen, Song Xi & Lei, Lihua & Tu, Yundong

**Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices**

*by*Zou, Tao & Chen, Song Xi

**Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models**

*by*Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine

**Consommation d’énergie électrique et performance économique dans la zone SADC : une analyse empirique**

*by*masudi, Patrick

**Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios**

*by*Genest, benoit & Fares, Ziad

**Value-at-Risk in turbulence time**

*by*Genest, Benoit & Cao, Zhili

**Dynamic Stress Test Diffusion Model Considering the Credit Score Performance**

*by*Genest, benoit & Fares, Ziad & Gombert, Arnault

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

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*by*Martine Rutten & Andrzej Tabeau & Frans Godeschalk

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**Collateral Equilibrium: A Basic Framework**

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**Panel Vector Autoregressive Models: A Survey**

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**Probability and Severity of Recessions**

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**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**

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*by*Sin, Chor-Yiu (CY)

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

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*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**

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

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*by*Guisan, M.C.

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*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

**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**

*by*Chudik, Alexander & Fratzscher, Marcel

**Construcción de un índice de regionalización para el Sistema Nacional de Propiedad Industrial (SPI)**

*by*Dennis Sánchez-Navarro & Jacobo Campo Robledo & Juan Pablo Herrera-Saavedra & Natalia Cantor-Vargas

**¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes**

*by*Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincón

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

*by*luis Fernando Melo & Hernán Rincón

**Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion**

*by*Cern Ertur & Antonio Musolesi

**The Effect of Development Aid Unpredictability and Migrants’ Remittances on Fiscal Consolidation in Developing Countries**

*by*Sena Kimm GNANGNON

**A DSGE model with Endogenous Term Structure**

*by*M. Falagiarda & M. Marzo

**Let's Do It Again: Bagging Equity Premium Predictors**

*by*Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros

**Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors**

*by*Eric Hillebrand & Tae-Hwy Lee

**Modelling electricity day–ahead prices by multivariate Lévy semistationary processes**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova**

*by*Stratan, Alexandru & Chistruga, Marcel

**A Comparative Analysis of ASEAN Currencies Using a Copula Approach and a Dynamic Copula Approach**

*by*Chukiat Chaiboonsri & Prasert Chaitip

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

*by*Ram Sharan Kharel Ph.D.

**Optimal Exchange Rate and Fiscal Policies for Slovenia on its Way into the Euro Area**

*by*Reinhard Neck & Gottfried Haber & Klaus Weyerstrass

**Ayuda oficial española al desarrollo: Los retos de la especialización geográfica y sectorial/Spanish Official Development Assistance: The Geographical and Sector Specialization Challenges**

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*by*Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena

**Reform and competitive selection in China: An analysis of firm exits**

*by*Yang, Qing Gong & Temple, Paul

**Bond risk premia, macroeconomic fundamentals and the exchange rate**

*by*Pericoli, Marcello & Taboga, Marco

**Uncovering the US term premium: An alternative route**

*by*Gil-Alana, Luis A. & Moreno, Antonio

**Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields**

*by*Hautsch, Nikolaus & Ou, Yangguoyi

**Changing integration of EMU public property markets**

*by*Yunus, Nafeesa & Swanson, Peggy E.

**Econometric modeling and value-at-risk using the Pearson type-IV distribution**

*by*Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.

**Modeling extreme dependence between European electricity markets**

*by*Lindström, Erik & Regland, Fredrik

**Assessing misspecified asset pricing models with empirical likelihood estimators**

*by*Almeida, Caio & Garcia, René

**Model selection in the presence of nonstationarity**

*by*Kim, Jae-Young

**On the observational implications of taste-based discrimination in racial profiling**

*by*Brock, William A. & Cooley, Jane & Durlauf, Steven N. & Navarro, Salvador

**Bayesian estimation of exchange rate regime choice with spatial effect**

*by*Zhang, Guoxiong

**Jointly testing linearity and nonstationarity within threshold autoregressions**

*by*Pitarakis, Jean-Yves

**Usage of an estimated coefficient as a dependent variable**

*by*Hornstein, Abigail S. & Greene, William H.

**Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China**

*by*Lin, Jianhao & Wang, Meijin & Cai, Lingfeng

**Gauging potential sovereign risk contagion in Europe**

*by*Fong, Tom Pak Wing & Wong, Alfred Y-T.

**An application of models of speculative behaviour to oil prices**

*by*Shi, Shuping & Arora, Vipin

**Monetary and fiscal policies' effect on agricultural growth: GMM estimation and simulation analysis**

*by*Akbar, Muhammad & Jamil, Faisal

**A new interpretation of known facts: The case of two-way causality between trading and volatility**

*by*Müller, Christian

**Improving the value at risk forecasts: Theory and evidence from the financial crisis**

*by*Halbleib, Roxana & Pohlmeier, Winfried

**Yardstick competition in a federation: Theory and evidence from China**

*by*Caldeira, Emilie

**Microeconomic determinants of migrant remittances to Nigerian households**

*by*Nwosu O. Emmanuel & Fonta M. William & Aneke Gladys & Yuni N. Denis

**The shock of domestic gold price on stock price indices-an evidence of india**

*by*Amalendu Bhunia

**Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors**

*by*Carmine Trecroci

**Estimation of value at risk for financial returns of pakistan using archimedean copula**

*by*Faisal Nawaz & Abdul Qayyum

**A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures**

*by*Hyeon-seung Huh & Yeana Lee

**The economic growth and electricity consumption nexus: Evidence from Mauritius**

*by*Neeliah Harris & Deenapanray Prakash

**Causal Link between Central Government Revenue and Expenditure: Evidence for India**

*by*Yashobanta Parida

**Is uemoa trade creating? an empirical investigation**

*by*Afees Salisu & Idris Ademuyiwa

**Trade creation and trade diversion in West African Monetary Zone (WAMZ)**

*by*Afees Salisu & Idris Ademuyiwa

**Does noncausality help in forecasting economic time series?**

*by*Henri Nyberg & Markku Lanne & Erkka Saarinen

**A new approach for evaluating economic forecasts**

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

**Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity**

*by*Shigeyuki Hamori & Yoshihiro Hashiguchi

**Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market**

*by*João Caldeira & Guilherme Moura & André A.P. Santos

**Heteroskedastic Dynamic Factor Models: A Monte Carlo Study**

*by*Gijsbert Suren & Guilherme Moura

**Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth**

*by*Matthias Hartmann & Helmut Herwartz & Yabibal M. Walle

**Gasoline consumption in China: a dynamic panel data analysis**

*by*Raymond Li & Guy C.K. Leung

**More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility**

*by*Aymen Belgacem & Amine Lahiani

**Active portfolio strategies to manage exchange rate risk exposure related to external debt portfolio of pakistan**

*by*Farhan Akbar & Irfan Kazi & Thierry Chauveau

**Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach**

*by*Dimitrios P. Louzis & Spyros Xanthopoulos - Sissinis & Apostolos P. Refenes

**Exploring the dynamic interdependence between gold and other financial markets**

*by*Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori

**A note on predicting recessions in the euro area using real M1**

*by*Jens Boysen-Hogrefe

**The fractional integrated bi- parameter smooth transition autoregressive model**

*by*Ghassen El Montasser & Ahdi Noomen Ajmi

**A structural VARX modelling of international parities between China and Japan in the liberalization era**

*by*Tze-Haw Chan & Chee-Wooi Hooy & Ahmad Zubaidi Baharumshah

**La production scientifique des enseignants-chercheurs en économie. Quelques résultats économétriques issus du dispositif PES**

*by*Jean-Yves Lesueur

**L'effet dynamique des chocs d'offre et de demande agrégés. Une étude sur le cas allemand**

*by*Romain Legrand

**Firms’ financing and default risk during and after the crisis (Summary of a conference hosted by the Banque de France and OSEO on 9 and 10 February 2012)**

*by*G. Horny,. & F. Savignac. & P. Sevestre.

**18e colloque international sur l’analyse des données de panel : une brève synthèse**

*by*HORNY, G. & SAVIGNAC, F. & SEVESTRE, P.

**Sims, Christopher Albert (born 1942)**

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**Analisis Econometrico de la Relacion entre la Educacion y la Mortalidad Infantil en la Comunidad Andina. 1960-2000**

*by*Lamelas, Nelida & Cancelo, Mª Teresa

**Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96**

*by*Guisan, M.Carmen & Arranz, Matilde

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

**Scenarios for Trade Integration in the Americas**

*by*Xinshen Diao & Eugenio Díaz-Bonilla & Sherman Robinson

**Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables**

*by*Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo

**The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model**

*by*Aleksandar Dimitrov

**On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models**

*by*Zacharias Psaradakis & Nicola Spagnolo

**The efficiency of the Taylor rule, a stochastic analysis using the Macsim model**

*by*Jean Louis Brillet

**Modeling Agents Who Learn Conditional Beliefs**

*by*Dale O. Stahl

**Excessive Variation in Risk Factor Correlation and Volatilities**

*by*Salih Neftci

**Real business cycle models, endogenous growth models and cyclical growth: A critical survey**

*by*Davide Fiaschi & Serena Sordi

**Substitutability and Complementarity of FDI and PI in a Martingale Context**

*by*Brian J. Jacobsen

**EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game**

*by*Gottfried Haber & Reinhard Neck & Warwick J. McKibbin

**Portfolio Optimization: which alternatives to standard gaussian model?**

*by*Marina Resta

**A Model of Educational Attainment: Application to the German Case**

*by*Lauer, Charlotte

**Family background, cohort and education: A French-German comparison**

*by*Lauer, Charlotte

**The impact of news, oil prices, and international spillovers on Russian financial markets**

*by*Hayo, Bernd & Kutan, Ali M.

**Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto**

*by*Vladimir Z. Nuri

**The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets**

*by*Bernd Hayo & Ali Kutan

**Some Reflections on Trend-Cycle Decompositions with Correlated Components**

*by*Tommaso Proietti

**Estimating multi-country VAR models**

*by*Fabio Canova & Matteo Ciccarelli

**Nonlinear stochastic trends and economic fluctuations**

*by*Maximo Camacho

**Innovations and Emissions**

*by*Lutz C. & Meyer B. & Nathani C. & Schleich J.

**Digital Security Tokens in Network Commerce: Modeling and Derivative Application**

*by*Kanta Matsuura

**Subjective Measures of Risk Aversion and Portfolio Choice**

*by*Arie Kapteyn & Federica Teppa

**نظام الزكاة المالي وتحسين المعاش العام تقدير كمي شمولي في الاقتصاد المغربي**

*by*Ghassan, Hassan B. & Ihnach, Houcine

**الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة**

*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**

*by*Heckman, James & Raut, Lakshmi

**Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output**

*by*Gabriel Rodriguez & Nicholas Rowe

**Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators**

*by*Fabio Canova & Matteo Ciccarelli

**Working Paper 11-02 - Monetary policy in the euro area - Simulations with the NIME model**

*by*Eric Meyermans

**Working Paper 05-02 - Automatic fiscal stabilisers**

*by*Eric Meyermans

**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**

*by*Guisan, M.Carmen

**Modelos econometricos del mercado de la vivienda en las regiones españolas**

*by*Lopez, Carmen

**Modelizacion econometrica de la rentabilidad en los mercados de valores**

*by*Escudero, E.

**Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades**

*by*Arranz, M.

**Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos**

*by*Rodriguez, X.A.

**Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches**

*by*Arranz, M.

**Perspectivas Demograficas de Galicia**

*by*Guisan, M.C. & Cancelo, T. & Iglesias, A. & Vazquez, E.

**Las Industrias Derivadas de la Madera En España (1964-90). Comparacion internacional, modelos econometricos y analisis de causalidad**

*by*Guisan, M.C. & Iglesias, A.

**An Interregional Econometric Model for Market Services Employment in 120 EEC Regions**

*by*Guisan, M.C. & Frias, I.

**PPP May not Hold Afterall: A Further Investigation**

*by*Serena Ng & Pierre Perron

**Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism**

*by*Konstantin A. KHOLODILIN

**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

*by*Konstantin, KHOLODILIN

**Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle**

*by*Konstantin A. KHOLODILIN

**Capital social et anthroponomie**

*by*Peaucelle, Irina

**How Large is Your Reference Group**

*by*Claude Montmarquette & François Gardes

**Identifying endogenous fiscal policy rules for macroeconomic models**

*by*Javier J. Pérez & Paul Hiebert

**Asset Allocation Using Extreme Value Theory**

*by*Younes Bensalah

**HDR 2002 - Deepening Democracy in a Fragmented World**

*by*UNDP

**Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries**

*by*Tiiu Paas

**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**

*by*Oleg Smirnov

**Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts**

*by*Grace Juhn & Prakash Loungani

**Comparing Projections and Outcomes of IMF-Supported Programs**

*by*Alberto Musso & Steven Phillips

**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**

*by*George E. Battese & D. S. Prasada Rao

**Èeská ekonomika v makroekonomických modelech**

*by*Jan Frait & Luboš Komárek

**Reálna a nominálna konvergencia slovenskej ekonomiky k priemeru EU**

*by*Ivan Šujan & Milota Šujanová

**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

*by*Konstantin A. Kholodilin

**Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator**

*by*Konstantin A. Kholodilin

**Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data**

*by*Patrick Fève & Xavier Fairise

**Electoral behavior of US counties: a panel data approach**

*by*Stanislav Anatolyev

**Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators**

*by*Konstantin Kholodilin

**On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study**

*by*Yi-Ting Chen

**Testing the assumption of Linearity**

*by*Theodore Panagiotidis

**A vector error correction and nonnested modeling of money demand function in Nigeria**

*by*GODWIN NWAOBI

**La industria en España y en la OCDE, 1960-2000**

*by*Guisan, M.Carmen

**Employment and Regional Tourism in Europe, 1990-2000**

*by*Guisan, M.Carmen & Aguayo, Eva

**Liberacion comercial y crecimiento economico en Mercosur 1994-2000**

*by*San Millan, Alejandro & Rodriguez, Xose Anton

**Impacto economico del turismo en el Mercosur y Chile (1990-2000)**

*by*Gardella, Rodrigo & Aguayo, Eva

**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**

*by*Osvald Vašíček & Jan Vlček

**PPP May not Hold Afterall: A Further Investigation**

*by*Serena Ng & Pierre Perron

**Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market**

*by*SaangJoon Baak

**Solving for Market Equilibrium using Random Coefficient Random Utility Models**

*by*V. Brian Viard, Nicholas Polson, Anne Gron

**Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice**

*by*Reuven Shnaps

**Portfolio Selection Models Driven by Non Gaussian Price Dynamics**

*by*Marina Resta

**Portfolio Selection Models Driven by Non Gaussian Price Dynamics**

*by*Marina Resta

**Estimation of Poorly-Measured Service-Industry Output**

*by*Baoline Chen

**On Inflation and the Persistence of shocks to Output**

*by*Maral Kichian and Richard Luger, Bank of Canada

**Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health**

*by*Ahmed W. Khwaja

**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**

*by*Jiahui Wang

**Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model**

*by*Sorin Solomon and Moshe Levy

**Micro Simulation - A Tool for Economic Analysis**

*by*Klevmarken, N.A.

**Degeneracy in Data Envelopment Analysis**

*by*Mar-Molinero, C. & Mancebon, M.J.

**La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique**

*by*Le Gall, P.

**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**

*by*Dibooglu, Selahattin & Kutan, Ali M.

**Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm**

*by*Junwu Gan

**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.

**Working Paper 03-01 - The NIME Model : A Macroeconometric World Model**

*by*Eric Meyermans & Patrick Van Brusselen

**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

**Interactions-Based Models**

*by*William Brock & Steven N. Durlauf

**Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001**

*by*Gerhard Wagenhals

**Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector**

*by*Eric Meyermans & Patrick Van Brusselen

**Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector**

*by*Eric Meyermans & Patrick Van Brusselen

**When is labour market flexibility welcome? More on asymmetric policy impacts in Europe**

*by*S. Sgherri

**Reversed Score and Likelihood Ratio Tests**

*by*Dhaene, Geert & Scaillet, Olivier

**Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes**

*by*Jean-Marie Dufour & Olivier Torrès

**Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*Jean-Marie Dufour & Joanna Jasiak

**An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series**

*by*Agustín Maravall & Fernando J. Sánchez

**Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM**

*by*Eva Ortega & Enrique Alberola

**Steps in Applying Extreme Value Theory to Finance: A Review**

*by*Younes Bensalah

**HDR 2000 - Human Rights and Human Development**

*by*UNDP

**Estimating a continuous time portfolio selection model: An application with UK data**

*by*Burak Saltoglu

**How Does Dollarization Affect Real Volatility and Country Risk?**

*by*Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo

**Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland**

*by*Gerhard Wagenhals

**Micro Data and General Equilibrium Models**

*by*Martin Browning & Lars Peter Hansen & James J. Heckman

**Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines**

*by*Anderson, J.M. & Kling, J.R. & Stith, K.

**Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs**

*by*Aakvik, A. & Heckman, J.J. & Vytlacil, E.J.

**State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications**

*by*Chang-Jin Kim & Charles R. Nelson

**The federal funds market and the overnight Eurodollar market**

*by*Lee, Yungsook

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data**

*by*Gabriele Tondl

**A Fuzzy Logic Approach to Modelling the Underground Economy**

*by*Robert Draeseke & David E. A. Giles

**The Canadian Underground and Measured Economies: Granger Causality Results**

*by*David E. A. Giles & Lindsay Tedds & Gugsa Werkneh

**Modelling the Hidden Economy and the Tax-Gap in New Zealand**

*by*David E. A. Giles

**The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand**

*by*David E. A. Giles, & Patrick J. Caragata

**Institutionalism as "Scientific" Economics**

*by*Malcom Rutherford

**Dynamic Factor Demand Models and Productivity Analysis**

*by*M. Ishaq Nadiri & Ingmar R. Prucha

**The Distribution of Pollution in the United States: An Environmental Gini Approach**

*by*Millimet, Daniel L. & Slottje, Daniel

**Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain**

*by*Ghassan, Hassan B. & ElHafidi, Miloud

**Modeling ASEAN Global Linkages**

*by*Lord, Montague J.

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

**The public-private savings mirror and causality relations among private savings, investment and (twin) deficits: A full modeling approach**

*by*Peeters, Marga

**Econometric Inflation Targeting**

*by*Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

**Dynamic Factor Demand Models and Productivity Analysis**

*by*M. Ishaq Nadiri & Ingmar R. Prucha

**The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain**

*by*Katarina Juselius & Juan Toro

**Models and Relations in Economics and Econometrics**

*by*Katarina Juselius

**Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS**

*by*Katarina Juselius & Elena Gennari

**Gender and Racial Discrimination in Pay and Promotion for NHS Nurses**

*by*Pudney, Stephen & Shields, Michael A.

**Gender And Racial Discrimination In Pay And Promotion For Nhs Nurses**

*by*Stephen Pudney & Michael A. Shields

**Monetary transmission channels, monetary regimes and consumption behaviour**

*by*S. Sgherri

**Dynamic Factor Demand Models and Productivity Analysis**

*by*Nadiri, M.I. & Prucha, I.

**Indirect Inference, Nuisance Parameter and Threshold Moving Average**

*by*Alain Guay & Olivier Scaillet

**Nonlinear innovations and impulse responses**

*by*Gourieroux, Christian & Jasiak, Joanna

**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

**Forecasting Dynamic Time Series in the Presence of Deterministic Components**

*by*Serena Ng & Timothy Vogelsang

**HDR 1999 - Globalization with a Human Face**

*by*UNDP

**Detecting self-organisational change in economic processes exhibiting logistic growth**

*by*John Foster & Phillip Wild

**Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices**

*by*Rosemary D. Rossiter

**Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)**

*by*Gulnur Muradoglu & Hakan Berument & Kivilcim Metin

**The Volatility of U.S. Term Structure Term Premia 1952-1991**

*by*Henry, O.T.

**An Axiomatization of Cumulative Prospect Theory for Decision Under Risk**

*by*Chateauneuf, A. & Wakker, P.

**The Degree of Collusion in Construction**

*by*Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J.

**Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate**

*by*Berganza, J.C.

**A Structural Cointegrating VAR Approach to Macroeconometric Modelling**

*by*Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol

**Linking series generated at different frequencies and its applications**

*by*Hyung, Namwon

**Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation**

*by*William A. Barnett & Haiyang Xu

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**Modelling the Hidden Economy and the Tax-Gap in New Zealand**

*by*David E. A. Giles

**Measuring The Hidden Economy: Implications for Econometric Modelling**

*by*David E. A. Giles

**The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand**

*by*David E. A. Giles, & Patrick J. Caragata

**Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand**

*by*Patrick J. Caragata, & David E. A. Giles

**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

*by*David E. A. Giles

**The Underground Economy: Minimizing the Size of Government**

*by*David E.A. Giles

**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

*by*David E. A. Giles

**The Underground Economy: Minimizing the Size of Government**

*by*David E.A. Giles

**Measuring Inter-judge Sentencing Disparity Before and After the Federal Sentencing Guidelines**

*by*James M. Anderson & Jeffrey R. Kling & Kate Stith

**Macromodels of the Romanian transition economy, Second edition**

*by*Dobrescu, Emilian

**GDP-spillovers in multi-country models**

*by*Douven, Rudy & Peeters, Marga

**Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange**

*by*Francis X. Diebold & Jinyong Hahn & Anthony S. Tay

**How Relevant is Volatility Forecasting for Financial Risk Management?**

*by*Peter F. Christoffersen & Francis X. Diebold

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**European Money Demand and the Role of UK for its Stability: A Cointegration Analysis**

*by*Andreas Beyer

**A structural cointegrating VAR approach to macroeconometric modelling**

*by*Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*René Garcia & Éric Renault

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**The Canadian Experience with Weighted Monetary Aggregates**

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**Regime Switching as a Test for Exchange Rate Bubbles**

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**Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+**

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**Testing the null of stationarity in the presence of structural breaks for multiple time series**

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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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**Wavelets in Econometrics: An Application to Outlier Testing**

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**Wavelet Analysis of Fractionally Integrated Processes**

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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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**Nonparametric Multivariate Regression Subject to Constraint**

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**A Predictive Approach to Model Selection and Multicollinearity**

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**HDR 1993 - People's Participation**

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**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**The Impact of Permanent Job Loss on Health Insurance Benefits**

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**A Unified Approach to Dynamic Estimation**

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*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

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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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**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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**Planning Paper 39 - A disequilibrium macroeconomic model of the Belgian economy : the Maribel II model of the Planning office**

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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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**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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**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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