## 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.

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

*by*Antonio Musolesi & Cem Ertur

**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

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

*by*Nyankomo Marwa and Meshach Aziakpono

**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

**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

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

*by*Gengyang Tu & Jens Abildtrup & Serge Garcia

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

*by*Jonas Dovern & Nils Jannsen

**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

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

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

**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

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

*by*Alimukhamedova, Nargiza & Hanousek, Jan

**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

**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

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

*by*COUTIÑO, ALFREDO

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

*by*Young Se Kim & Byeongdeuk Jang

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

*by*Robert J. Tetlow

**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

**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

**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

**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

**The inequality–growth plateau**

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

**Speculative behaviour and oil price predictability**

*by*Panopoulou, Ekaterini & Pantelidis, Theologos

**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

**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

**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

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

*by*N. Kundan Kishor & James Morley

**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**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries**

*by*Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris

**Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction**

*by*Bayram, Deniz & Dayé, Modeste

**A Manual for Basic Techniques of Data Analysis and Distribution**

*by*Alvi, Mohsin

**Commonly Shared Foundation of Mathematics, Information Science, Natural Science, Social Science, and Theology**

*by*Wayne, James J.

**Tests for High Dimensional Generalized Linear Models**

*by*Chen, Song Xi & Guo, Bin

**Band Width Selection for High Dimensional Covariance Matrix Estimation**

*by*Qiu, Yumou & Chen, Song Xi

**A Linear Multi-Sector Equilibrium Model with Taxation**

*by*Li, Wu & Li, Bangxi

**Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework**

*by*Yang, Bill Huajian

**Asymmetric Cointegration: Barley and Crude Oil Price in United States**

*by*MAT RAHIM, SITI ROHAYA

**South-South Trade: A Quantitative Assessment**

*by*Raihan, Selim

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?**

*by*Sahbi, Farhani & Shahbaz, Muhammad

**Inflation Targeting and Public Deficit in Emerging Countries: A Time Varying Treatment Effect Approach**

*by*Kadria, Mohamed & Ben Aissa, Mohamed Safouane

**An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy**

*by*Grech, Aaron George

**Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study**

*by*Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M.

**Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms**

*by*Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla

**Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan**

*by*Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer

**Forecasting conditional volatility on the RIN market using MS GARCH model**

*by*Kakorina, Ekaterina

**An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth**

*by*Zareen, Shumaila & Qayyum, Abdul

**Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models**

*by*Albis, Manuel Leonard F. & Mapa, Dennis S.

**Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model**

*by*Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.

**The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach**

*by*Franco, Ray John Gabriel & Mapa, Dennis S.

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings**

*by*Albers, Scott

**Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit**

*by*Albers, Scott

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines**

*by*Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities**

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

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences**

*by*Enzo Cassino & Neil Cribbens & Tugrul Vehbi

**Interest Rate Uncertainty and Economic Fluctuations**

*by*Drew D. Creal & Jing Cynthia Wu

**Applications of Information Measures to Assess Convergence in the Central Limit Theorem**

*by*Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

**Speculative behaviour and oil price predictability**

*by*Ekaterini Panopoulou & Theologos Pantelidis

**Sustainable Intensification of Pineapple Farming in Ghana: Training and Complexity**

*by*David Wüpper & Johannes Sauer & Linda Kleemann

**Housing Consumption and Prices in a Unified Metropolitan Market with Heterogeneous Preferences**

*by*Luis Eduardo Quintero

**Do We Need New Modelling Approaches in Macroeconomics?**

*by*Claudia M. Buch & Oliver Holtemöller

**Are there long-run diversification gains from the Dow Jones Islamic Finance Index?**

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

**Time-scale comovement between the Indian and world stock markets**

*by*Rahul Deora & Duc Khuong Nguyen

**What Can We Learn From Revisions to the Greenbook Forecasts?**

*by*Tara M. Sinclair & Jeff Messina & Herman Stekler

**Evaluating Forecasts Of A Vector Of Variables: A German Forecasting Competition**

*by*Hans Christian Müller-Dröge & Tara M. Sinclair & Herman O. Stekler

**What Can We Learn From Revisions To The Greenbook Forecasts?**

*by*Jeff Messina & Tara M. Sinclair & Herman O. Stekler

**Interval Bidding in a Distribution Elicitation Format**

*by*Pierre-Alexandre Mahieu & François-Charles Wolff & Jason Shogren

**Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay**

*by*McAleer, M.J.

**Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition**

*by*Hans Christian Müller-Dröge & Tara M. Sinclair & H.O. Stekler

**Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity**

*by*K. Sudhir & Nathan Yang

**Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?**

*by*Andreou, Elena & Ghysels, Eric

**Spatial Methods**

*by*Gibbons, Steve & Overman, Henry G & Patacchini, Eleonora

**A Consumption-Based Approach to Exchange Rate Predictability**

*by*Jair N. Ojeda-Joya

**Spatial Methods**

*by*Steve Gibbons & Henry G. Overman & Eleonora Patacchini

**A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications**

*by*Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**The Impact of Service Bundling on Consumer Switching Behaviour: Evidence from UK Communication Markets**

*by*Tim Burnett

**Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance**

*by*E. Agliardi & M. Pinar & T. Stengos

**Generalized Diffusion Indexes of Mexican State and Sectorial Economic Activity**

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**Do the drivers of loan dollarisation differ between cesee and Latin America? a meta-analysis**

*by*Mariya Hake & Fernando López-Vicente & Luis Molina

**What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?**

*by*Ron Alquist & Gregory Bauer & Antonio Diez de los Rios

**Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions**

*by*Maxime Leboeuf & Louis Morel

**Analyzing The Dynamics Of Gross Domestic Product Growth. A Mixed Frequency Model Approach**

*by*Ray John Gabriel FRANCO & Dennis S. MAPA

**Transaction Costs And Market Impact In Investment Management**

*by*Marek Kociñski

**Propuesta de regionalización del sistema nacional de propiedad industrial**

*by*Dennis Sánchez Navarro & Natalia Cantor Vargas & Juan Pablo Herrera Saavedra & Jacobo Campo Robledo & Miguel de Quinto Arrendonda

**Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries**

*by*Luboš Smrčka & Markéta Arltová

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

*by*Gabriel Rodriguez & Dionisio Ramirez

**Analysis and Forecast of the Gross Domestic Product in Romania Using Econometric Methods**

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

**Do the Drivers of Loan Dollarization Differ between CESEE and Latin America? A Meta-Analysis**

*by*Mariya Hake & Fernando Lopez-Vicente & Luis Molina

**Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes**

*by*Marco Gallegati

**The Influence of Education on Economic Growth**

*by*STEFAN CRISTIAN CIUCU & RALUCA DRAGOESCU

**International Trade in Outermost Europe: A Comparative Analysis of Mayotte Island and French Overseas Departments**

*by*Fabien Candau & Serge Rey

**Mondialisation, Territorialisation Et Modeles De L’Echange International : Quelle Place Pourl’Avantage Spécifique Territorial ?**

*by*Lamara HADJOU

**The Biggest Myth in Spatial Econometrics**

*by*James P. LeSage & R. Kelley Pace

**Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test**

*by*Francesca Di Iorio & Umberto Triacca

**Success at the Summer Olympics: How Much Do Economic Factors Explain?**

*by*Pravin K. Trivedi & David M. Zimmer

**A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model**

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Energy Consumption, Economic Development and Temperature in China: Evidence from PSTR Model**

*by*Xiaoli He & Hongwu Wang & Haoran Pan

**Implementation of Decomposed Theory of Planned Behavior on the Adoption of E-Filling Systems Taxation Policy in Indonesia**

*by*Sri HASTUTI & Diah Hari SURYANINGRUM & Luky SUSILOWATI & Muchtolifah

**Realized volatility spillovers in the non-ferrous metal futures market**

*by*Todorova, Neda & Worthington, Andrew & Souček, Michael

**Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons**

*by*Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael

**The impact of economic news on bond prices: Evidence from the MTS platform**

*by*Paiardini, Paola

**How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment**

*by*Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane

**Overnight information flow and realized volatility forecasting**

*by*Todorova, Neda & Souček, Michael

**How does trading volume affect financial return distributions?**

*by*Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

**Granger-causality in quantiles between financial markets: Using copula approach**

*by*Lee, Tae-Hwy & Yang, Weiping

**An econometric framework for evaluating the efficiency of a market for transmission congestion contracts**

*by*Mount, Timothy D. & Ju, Jaeuk

**Price discovery in energy markets**

*by*Shrestha, Keshab

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Robust thresholding for Diffusion Index forecast**

*by*Le, Vu & Wang, Qing

**Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model**

*by*Yi, Yanping & Feng, Xingdong & Huang, Zhuo

**A semiparametric conditional duration model**

*by*Dungey, Mardi & Long, Xiangdong & Ullah, Aman & Wang, Yun

**Aggregation of the generalized fractional processes**

*by*Sun, Jingwei & Shi, Wendong

**Signs of impact effects in time series regression models**

*by*Pesaran, M. Hashem & Smith, Ron P.

**Realized volatility transmission: The role of jumps and leverage effects**

*by*Souček, Michael & Todorova, Neda

**Real-time estimation of the equilibrium real interest rate: Evidence from Japan**

*by*Umino, Shingo

**Forecast combination for U.S. recessions with real-time data**

*by*Pauwels, Laurent & Vasnev, Andrey

**Euro introduction: Has there been a structural change? Study on 10 European Union countries**

*by*Legrand, Romain

**Electricity Price Forecast: a Comparison of Different Models to Evaluate the Single National Price in the Italian Energy Exchange Market**

*by*Andrea Cervone & Ezio Santini & Sabrina Teodori & Donatella Zaccagnini Romito

**An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?**

*by*Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

**Impact of Liquidity Level on the Monetary Policy Transmission Effectiveness of the Moroccan Central Bank (Bank Al Maghrib)**

*by*Nicolas Moumni & Benaissa Nahhal

**Determinants of International Reserves: Empirical Evidence from Emerging Asia**

*by*Chandan Sharma & Sunny K Singh

**The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case**

*by*Jamal Bouoiyour & Refk Selmi

**Models for forecasting exchange rate volatility: a comparison between developed and emerging countries**

*by*Marcelo Griebeler

**A comparison of different forecasting models of the international trade in India**

*by*Aviral Kumar Tiwari & Claudiu T Albulescu & Phouphet Kyophilavong

**Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach**

*by*Manel Hamdi & Sami Mestiri

**What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration**

*by*Alexander Ludwig

**World Development, 2000-2010: Production, Investment And Savings In 21 Areas Of America, Africa, Asia-Pacific, Europe And Eurasia**

*by*GUISAN, Maria-Carmen

**Industry, Productivity And Development In 96 European Regions, 2005-2010**

*by*GUISAN, Maria-Carmen & CANCELO, Maria-Teresa

**The Spatial-Temporary Modeling of Standard of Living for Cities Residents in Poland**

*by*Katarzyna Cheba

**Viewpoint: Boosting Recessions**

*by*Serena Ng

**Modeling the Dynamics of Chinese Spot Interest Rates**

*by*Yongmiao Hong & Hai Lin & Shouyang Wang

**Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model**

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**On Multivariate Prudence**

*by*Jouini, Elyès & Napp, Clotilde

**Variance risk-premia in CO2markets**

*by*Chevallier, Julien

**Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns**

*by*Gürtler, Marc & Rauh, Ronald

**The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the "Oldies" (SFA and DEA)**

*by*Andor, Mark & Hesse, Frederik

**Inter-format competition among retailers: The role of private label products in market delineation**

*by*Haucap, Justus & Heimeshoff, Ulrich & Klein, Gordon J. & Rickert, Dennis & Wey, Christian

**A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs**

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

**Exchange rate predictability**

*by*Barbara Rossi

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Sources de revenu de retraite au QuÃ©bec 2004 - 2030: une analyse de microsimulation**

*by*Clavet, Nicholas-James & Duclos, Jean - Yves & Fortin, Bernard & Marchand, Steeve

**Stability pact and risk of pro-cyclical fiscal policy in Economic and Monetary Union countries: the case of UEMOA**

*by*Mamadou Diop

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

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

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**On the Finite Sample Properties of Pre-test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Comparing Implementations of Estimation Methods for Spatial Econometrics**

*by*Roger Bivand & Gianfranco Piras

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Testing for Market Integration in the Australian National Electricity Market**

*by*Rabindra Nepal & John Foster

**Millennium development goals affecting child mortality in Bangladesh: A Vector Error Correction model**

*by*Kundu, Nobinkhor & Chowdhury, J.M. Adeeb Salman & Sikdar, Asaduzzaman

**International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach**

*by*Muteba Mwamba, John & Mokwena, Paula

**Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008**

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

**The sustainability of fiscal policy: A group-mean panel estimator approach**

*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 & Raffaella Giacomini & Riccardo Costantini

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

**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

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

*by*Stavros Stavroyiannis & Leonidas Zarangas

**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

**Reasons for the Failure to Implement Financial Rehabilitation Procedures in Insolvent Reality**

*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

**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

**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

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

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

**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

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*by*Feng Dai & Hui Liu & Ying Wang

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*by*Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli

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*by*Giovanni Maria Giorgi & Andrea Pallini

**A look at the Bonferroni inequality measure in a reliability framework**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units**

*by*Stefano Fachin

**A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra**

*by*Mehmet Dalkir

**Liberalisation and it’s effect on inequality in developing countries-A case study on India**

*by*Supreena Narayanan

**Structural change in Export and economics growth: Analysis for spain (1980-2001)**

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**Another Look At What To Do With Time-Series Cross-Section Data**

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**Adaptive Estimation of the Regression Discontinuity Model**

*by*Yixiao Sun

**The effect on retail charges of mergers in the GB electricity market**

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**Active versus Passive Sample Attrition: The Health and Retirement Study**

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**On Tail Index Estimation for Dependent, Heterogenous Data**

*by*Jonathan B. Hill

**Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S**

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**Does Format of Pricing Contract Matter?**

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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**

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*by*Giovanis Elephtherios

**Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications**

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**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

**Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View**

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**GMM Estimation for Long Memory Latent Variable Volatility and Duration Models**

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**Tracing the Source of Long Memory in Volatility**

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**Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador**

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**Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador**

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**Specification of Functional Form in Models of Population Migration**

*by*Brian Cushing

**Commodity Price Fluctuations: A Century of Analysis**

*by*Walter Labys

**Income Disparity and Economic Growth: Evidence from China**

*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**

*by*José Brandão de Brito & Rita Duarte

**Comment on "Multinational Firms and Backward Linkages" by Ping Lin and Kamal Saggi**

*by*Keane, Michael

**Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)**

*by*Yalincak, Orhun Hakan

**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**

*by*David S. Lee

**Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega

**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**

*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**

*by*Mette Ejrnæs & Karl Gunnar Persson

**Heterogeneity, State Dependence and Health**

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**Modeling The Non-Linear Behaviour of Inflation Deviations From The Target**

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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**

*by*Eric Meyermans & Patrick Van Brusselen

**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**

*by*Feng Dai & Ling Liang

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**EMMA - A Quarterly Model of the Estonian Economy**

*by*Rasmus Kattai

**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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**Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´**

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**Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano**

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**Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey**

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**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**

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**Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003**

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**Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003**

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**El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración**

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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

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**The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets**

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**Genetic Algorithms: Genesis of Stock Evaluation**

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**HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India**

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**Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile**

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**Threshold Cointegration between Stock Returns : An application of STECM Models**

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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**

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**Testing The Significance Of Local Influence**

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**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**

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**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

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**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**

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**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**

*by*Oleg Korenok & Stanislav Radchenko

**Macroeconomic Sources of Risk in the Term Structure**

*by*Michael R. Wickens & Chiona Balfoussia

**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**

*by*Khaleel, Tarek Mohamed & Shehata, Emad Abd Elmessih

**Economia Romaniei in perioada 2003-2010: Estimari de macromodel**

*by*Dobrescu, Emilian

**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**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos

**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

**Learning, Forecasting and Structural Breaks**

*by*John M. Maheu & Stephen Gordon

**Resistant Nonparametric Analysis of the Short Term Rate**

*by*Rosario Dell'Aquila & Elvezio Ronchetti

**Working Paper 14-04 - Modélisation trimestrielle des recettes de TVA dans Modtrim II**

*by*Bart Hertveldt & Igor Lebrun & Michel Saintrain

**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**

*by*Rene Garcia & Marco Bonomo

**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

**The impact of global warming on U.S. agriculture: an econometric analysis of optimal growing conditions**

*by*Schlenker, Wolfram & Hanemann, W. Michael & Fisher, Anthony C.

**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**

*by*UNDP

**Az átfutási idő hatása**

*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

**Dynamic Programming in Economics**

*by*Dana, Rose-Anne & Le Van, Cuong

**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

**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**

*by*Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan

**How the Basic RBC Model Fails to Explain US Time Series**

*by*Gregory C. Chow

**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**

*by*Jean-Yves Pitarakis

**Dating the Italian Business Cycle: A Comparison of Procedures**

*by*Giancarlo Bruno & Edoardo Otranto

**Spot price dynamics in deregulated power markets**

*by*Marina Resta & Davide Sciutti

**Testing for Stochastic Cointegration and Evidence for Present Value Models**

*by*Brendan McCabe & Stephen Leybourne & David Harris

**Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification**

*by*Steve Leybourne & Tae-Hwan Kim & Paul Newbold

**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**

*by*Steve Leybourne & David Harvey

**Panel Stationarity Tests with Cross-sectional Dependence**

*by*David Harris & Steve Leybourne & Brendan McCabe

**Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter**

*by*Roberto Iannaccone & Edoardo Otranto

**the Multi-State Markov Switching Model**

*by*Edoardo Otranto

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison**

*by*Luciano Gutierrez

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Structural Equation Models in Human Behavior Genetics**

*by*Arthur S. Goldberger

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**Econometrics and Economic Policy**

*by*Gregory C. Chow

**Economic Effects of Political Movements in China: Lower Bound Estimates**

*by*Gregory C. Chow

**Estimating Economic Effects of Political Movements in China**

*by*Gregory C. Chow

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Innovation And Technological Evolution In A Western European Country – The Case Of Portugal**

*by*Jose Ramos Pires Manso

**The market for Picasso prints: an hybrid model approach**

*by*Locatelli-Biey, Marilena & Zanola, Roberto

**Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS**

*by*Cees Diks & Roy van der Weide

**Individual Mortality and Macro Economic Conditions from Birth to Death**

*by*Maarten Lindeboom & France Portrait & Gerard J. van den Berg

**Statistical Properties of Forward Libor Rates**

*by*Carol Alexander & Dimitri Lvov

**Test de l’équivalence Ricardienne par la Modélisation SVAR**

*by*Ghassan, Hassan B.

**آثار عجز الميزانية على الإدخار الخاص في الإقتصاد المغربي عبر نمذجة التقهقر الذاتي البنيوي**

*by*Ghassan, Hassan B.

**Relations de Long Terme entre Investissement, Déficit Extérieur et Autofinancement sur un Panel Sectoriel**

*by*Ghassan, Hassan B.

**Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme**

*by*Ghassan, Hassan B.

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*by*Leon, Jorge & Mendez, Eduardo & Prado, Eduardo

**Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega

**The Macroeconomy and the Yield Curve: A Nonstructural Analysis**

*by*Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba

**Markov Switching Garch Models of Currency Crises in Southeast Asia**

*by*Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan

**Are Canadian Regional Business Cycles All Alike?**

*by*Gabriel Rodriguez

**Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates**

*by*Indira Romero & Gabriel Rodriguez

**Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data**

*by*Emir Emiray & Gabriel Rodriguez

**The OECD Medium-Term Reference Scenario: Economic Outlook No.74**

*by*Peter Downes & Aaron Drew & Patrice Ollivaud

**Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities**

*by*Patrick Bajari & Matthew E. Kahn

**Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data**

*by*Patrick Bajari & Ali Hortacsu

**Regime-Switching and the Estimation of Multifractal Processes**

*by*Laurent Calvet & Adlai Fisher

**The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach**

*by*Hui Huang & John Whalley

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**The limits of statistical information: How important are GDP revisions in Italy?**

*by*Lupi, Claudio & Peracchi, Franco

**Macroeconomic Interval Forecasting: The Case of Assessing the Risk of Deflation in Germany**

*by*Dora Borbély & Carsten-Patrick Meier

**Individual Mortality and Macro-Economic Conditions from Birth to Death**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**Individual Mortality and Macro-Economic Conditions from Birth to Death**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**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

**A macroeconometric model for the Euro economy**

*by*Christian Dreger

**Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong**

*by*Weshah A. Razzak

**Working Paper 17-03 - Tout savoir sur la confection du budget économique**

*by*Ludovic Dobbelaere & Bart Hertveldt & Evelyne Hespel & Igor Lebrun

**Working Paper 12-03 - An assessment of the risks to the medium-term outlook of the Belgian international economic environment**

*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**

*by*Guisan, M.Carmen & Malacon, C. & Exposito, P.

**Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons**

*by*Guisan, M.Carmen & Martinez, C.

**Modelos econometricos de capital humano: Principales enfoques y evidencia empirica**

*by*Neira, Isabel

**Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97**

*by*Guisan, M.Carmen

**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**

*by*P.-O. BEFFY & X. BONNET & M. DARRACQ-PARIES & B. MONFORT

**Dollarization and real volatility**

*by*Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*Jean-Marie Dufour

**The Pavlovian Response of Term Rates to Fed Announcements**

*by*Oscar Jorda & Selva Demiralp

**The Announcement Effect: Evidence from Open Market Desk Data**

*by*Oscar Jorda & Selva Demiralp & Holly Liu & Jeffrey Williams

**Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks**

*by*Pesaran, M.H. & Timmermann, A.

**Forecasting and Analyzing World Commodity Prices**

*by*René Lalonde & Zhenhua Zhu & Frédérick Demers

**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

**Methodological Framework and Simulations for Evaluating the Impact of EU Enlargement on the Italian Economy**

*by*Rossella Bardazzi & Maurizio Grassini

**Long memory in a small stock market**

*by*Jussi Tolvi

**Efficient unit root tests of real exchange rates in the post-Bretton Woods era**

*by*Francis Ahking

**Output dynamics in an endogenous growth model**

*by*Ilaski Barañano & M. Paz Moral

**Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density**

*by*AHAMADA IBRAHIM

**Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99**

*by*Anthony Bende-Nabende & Jim Slater

**Multifractality: Theory and Evidence an Application to the French Stock Market**

*by*Jérôme Fillol

**Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment**

*by*Boriss Siliverstovs

**Asymmetric cycles in unobserved components models**

*by*Jesus Crespo Cuaresma

**Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000**

*by*Carballas A.David & Exposito, Pilar

**Impacto de la Ayuda Oficial al Desarrollo en Centroamerica**

*by*Valladares, Angelica Maria & Neira Gomez, Isabel

**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.

**Trois modèles de structure par terme des prix du pétrole : une comparaison**

*by*Lautier, Delphine

**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

**Evénements rares et modélisation de la solvabilité des sociétés d'assurance vie**

*by*Hsini, Ridha

**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

**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

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**Financial Modeling, 2nd Edition**

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

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

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**A Heisenberg Bound for Stationary Time Series**

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**L-scaling**

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

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

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**Dynamic Factor Demand Models and Productivity Analysis**

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**Modeling ASEAN Global Linkages**

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**Quantitative Economic Modeling vs Methodological Individualism ?**

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

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**Econometric Inflation Targeting**

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**Dynamic Factor Demand Models and Productivity Analysis**

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

*by*Katarina Juselius & Juan Toro

**Models and Relations in Economics and Econometrics**

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

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

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

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**L’offre de riz des ménages agricoles malgaches. Etude économétrique à partir d’enquêtes transversales**

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**Dynamic Factor Demand Models and Productivity Analysis**

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

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**Latent Variable Models for Stochastic Discount Factors**

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

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

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

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

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

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

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**The Degree of Collusion in Construction**

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

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

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

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

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

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**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**

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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**

*by*David E. A. Giles

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

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**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**

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

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

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

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

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

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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**

*by*Sensier, M.

**Assortative Matching and Search**

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**Assortative Matching and Search**

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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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**Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors**

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**Evaluating Density Forecasts**

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**Analysis of Vector Autoregressions in the Presence of Shifts in Mean**

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**Conditional Independance in Sample Selection Models**

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**A Multicriteria Approach to Model Specification and Estimation**

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**Bootstrap Methods For Covariance Structures**

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**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

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**Bootstrap Methods for Median Regression 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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**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**

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**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**

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**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**

*by*Dobrescu, Emilian

**Forecast Evaluation and Combination**

*by*Francis X. Diebold & Jose A. Lopez

**Does Inflation Matter for Growth?**

*by*Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor

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**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

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*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**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**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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*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

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**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

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

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

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

*by*Jørgen Aasness & Erik Biørn & Terje Skjerpen

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**A Framework for Estimating Disequilibrium Models with Many Markets**

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*by*Buda, Rodolphe

**Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules**

*by*Orazio P. Attanasio

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*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**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**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

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

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

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**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

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**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement**

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**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

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**U.S. Money Demand Instability: A Flexible Least Squares Approach**

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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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**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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**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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**Computational Economics**

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