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

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C5: Econometric Modeling**

/ / / C50: General

/ / / C51: Model Construction and Estimation

/ / / C52: Model Evaluation, Validation, and Selection

/ / / C53: Forecasting and Prediction Models; Simulation Methods

/ / / C54: Quantitative Policy Modeling

/ / / C55: Large Data Sets: Modeling and Analysis

/ / / C57: Econometrics of Games and Auctions

/ / / C58: Financial Econometrics

/ / / C59: Other

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

Most recent items first, undated at the end.

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

*by*Chen, Zhenxi & Reitz, Stefan

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

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

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Florian Huber & Daniel Kaufmann

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

*by*Antonio Musolesi & Cem Ertur

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

*by*Bruno Ducoudré & Eric Heyer & Mathieu Plane

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

*by*Davis, Brent

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

*by*Kebalo, Leleng

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

*by*Abonazel, Mohamed R.

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

*by*Abonazel, Mohamed R.

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

*by*Kebalo, Leleng

**Testing for Non-Fundamentalness**

*by*Hamidi Sahneh, Mehdi

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

*by*Nagayasu, Jun

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

*by*Abonazel, Mohamed R.

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

*by*Naurin, Abida & Qayyum, Abdul

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

*by*Phiri, Andrew

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

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

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

*by*Monika Hadas-Dyduch

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

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

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

*by*Biewen, Martin & Tapalaga, Madalina

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

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

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

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

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

*by*Caldara, Dario & Herbst, Edward

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

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

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

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

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

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

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

*by*Malka de Castro Campos & Federica Teppa

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

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

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

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

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

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

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

*by*Canova, Fabio & Hamidi Sahneh, Mehdi

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

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

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

*by*Ole E. Barndorff-Nielsen

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

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

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

*by*Paulo Reis Mourao

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

*by*Benjamin M. Craig

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

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

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

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

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

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

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

*by*Farida Akhtar

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

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

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

*by*Samia OMRANE BELGUITH

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

*by*Andrew Phiri

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

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

**Válasz Kőrösi Gábornak**

*by*Mellár, Tamás

**A lány továbbra is szolgál..**

*by*Kőrösi, Gábor

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

*by*Mellár, Tamás

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

*by*Francois Boye

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

*by*Nyankomo Marwa & Meshach Aziakpono

**Elasticidad-precio de la demanda del transporte público urbano: un análisis para los servicios de ómnibus y subterráneo de la Ciudad Autónoma de Buenos Aires**

*by*Jerónimo Montalvo

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Editorial Office

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

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

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

*by*Umberto Triacca

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

*by*Flavia Barsotti & Simona Sanfelici

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

*by*Bhargab Chattopadhyay & Shyamal Krishna De

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

*by*Daniel A. Griffith & Yongwan Chun

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

*by*Masayuki Hirukawa & Mari Sakudo

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

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

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

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

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

*by*Marc S. Paolella

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

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

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

*by*Michel Mouchart & Renzo Orsi

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

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

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

*by*Nunzio Cappuccio & Diego Lubian

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

*by*Ba Chu & Stephen Satchell

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

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

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

*by*Nalan BaÅŸtÃ¼rk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

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

*by*Francesco Audrino & Yujia Hu

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

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

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

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

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

*by*Giovanni Forchini & Bin Peng

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

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

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

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

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

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

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

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

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

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

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

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

*by*Arnaud Dufays

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

*by*Nalan BaÅŸtÃ¼rk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

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

*by*John Geweke

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

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

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

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

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

*by*Ji, Qiang & Fan, Ying

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

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

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

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

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

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

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

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

**Optimal rates from eigenvalues**

*by*Carr, Peter & Worah, Pratik

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Katsuhiro Sugita

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

*by*Andreza A Palma

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

*by*Afees A. Salisu

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

*by*Jungho Baek

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

*by*Roman Matkovskyy

**Density estimation based on pointwise mutual information**

*by*Akimitsu Inoue

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

*by*Dirk Ulbricht

**Predicting events with an unidentified time horizon**

*by*Patrick De lamirande & Jason Stevens

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

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

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

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

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

*by*Dovern, Jonas & Jannsen, Nils

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

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

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

*by*Mototsugu Shintani & Zi-yi Guo

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

*by*Antonio Musolesi & Cem Ertur

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

*by*Mamadou Diop

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

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

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

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Indentifying the sector bias of technical change**

*by*Thomas von Brasch

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

*by*Cem Ertur & Antonio Musolesi

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

*by*Cem Ertur & Antonio Musolesi

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

*by*Sarah Guillou & Lionel Nesta

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

*by*Nyankomo Marwa and Meshach Aziakpono

**Studiul economiei, sinteza unei aventuri**

*by*Schatteles, Tiberiu

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

*by*Zeyyad Mandalinci

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

*by*Orhan Dagli & Glenn P. Jenkins

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

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

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

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

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

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

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

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

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

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

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

*by*Abonazel, Mohamed R.

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

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

**Complex Exponential Smoothing**

*by*Svetunkov, Ivan & Kourentzes, Nikolaos

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

*by*Abonazel, Mohamed R.

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

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

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

*by*Li, Wu

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

*by*Li, Wu

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

*by*Wild, Joerg

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

*by*DIAF, Sami

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

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

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

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

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

*by*Shahbaz, Muhammad

**Quantum microeconomics theory**

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

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

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

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

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

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

*by*Sadat, Nafis

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

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

*by*Leon, Costas

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

*by*Yang, Bill Huajian & Du, Zunwei

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

*by*Hamidi Sahneh, Mehdi

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

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

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

*by*Albers, Scott

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

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

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

*by*Motlhasedi, Naomi & Phiri, Andrew

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

*by*Grech, Aaron George

**Forecasting Coherent Volatility Breakouts**

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

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

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

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

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

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

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

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

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

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

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

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

*by*Kate Ho & Adam M. Rosen

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

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

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

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

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

*by*Gengyang Tu & Jens Abildtrup & Serge Garcia

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Daniel Kaufmann & Florian Huber

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

*by*Jonas Dovern & Nils Jannsen

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

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

**The Inequality-Growth Plateau**

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

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

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

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

*by*Sarah Guillou & Lionel Nesta

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

*by*Jerzy Czeslaw Ossowski

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

*by*Igor Lebrun

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

*by*Shin, Minchul & Zhong, Molin

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

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

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

*by*McAleer, M.J.

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

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

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

*by*Eric Delattre & Richard Moussa

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

*by*Francesco Ravazzolo & Joaquin L. Vespignani

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

*by*Federica Teppa & Susan Thorp & Hazel Bateman

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

*by*Alimukhamedova, Nargiza & Hanousek, Jan

**Adding Flexibility to Markov Switching Models**

*by*E. Otranto

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

*by*Takashi Isogai

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

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**Financial Risk of Uruguayan Households**

*by*Fernando Borraz & Nicolás González Pampillón

**Does Broadband Facilitate Immigration Flows?**

*by*Cansu Unver

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

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**Does trend inflation make a difference?**

*by*Michele Loberto & Chiara Perricone

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

*by*Wei Wei & Denis Pelletier

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

*by*Bogdan Oancea & Raluca Mariana

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

*by*Cansu Ünver

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

*by*Tanattrin BUNNAG

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

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

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

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

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

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

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

*by*Georgeta VINTILA & Raluca-Georgiana MOSCU

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

*by*Adrian Cantemir CÄƒlin

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

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

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

*by*Josef Taušer & Markéta Arltová & Pavel Žamberský

**Econometric Approach To The Demand Function**

*by*Dominika Crnjac Milic

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

*by*Pece Andreea Maria & & &

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

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

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

*by*COUTIÑO, ALFREDO

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

*by*Alper Veli ÇAM

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

*by*Young Se Kim & Byeongdeuk Jang

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

*by*Roxana-Otilia-Sonia HRITCU

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

*by*Robert J. Tetlow

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

*by*Popescu Oana Madalina

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

*by*Ying-Ying Lee

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

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

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

*by*Thibault Vatter & Hau-Tieng Wu & ValÃ©rie Chavez-Demoulin & Bin Yu

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

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

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

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Modelsâ€”A Conditional Quantile Approach**

*by*Javier Alejo & NicolÃ¡s Badaracco

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

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benfordâ€™s Law a Universal Behavioral Theory?**

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

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

*by*Masamune Iwasawa

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

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

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

*by*Jose Olmo

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

*by*Stanislav Anatolyev & Stanislav Khrapov

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

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

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

*by*Yang Zu

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

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

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

*by*Guangjie Li

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

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

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

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

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

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

*by*Shew Fan Liu & Zhenlin Yang

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

*by*Marcus J. Chambers

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

*by*Ghassen El Montasser

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

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

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

*by*Thomas Chuffart

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

*by*Biqing Cai & Dag TjÃ¸stheim

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

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

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

*by*Umberto Triacca

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

*by*Hassan Mohammadi & Yuting Tan

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

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

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

*by*Douglas J. Miller & George Judge

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

*by*George Judge

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

*by*Frauke Schleer

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

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

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

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

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

*by*Achim Ahrens & Arnab Bhattacharjee

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

*by*Osman DoÄŸan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

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

*by*Liviu ANDREI & Dalina-Maria ANDREI

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

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

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

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

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

*by*Berndt, Antje & Yeltekin, Şevin

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

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

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

*by*Rischatsch, Maurus

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

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

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

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

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

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

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

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

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

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

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

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

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

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

*by*Sun, Jingwei & Shi, Wendong

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

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

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

*by*Legendre, Bérangère & Ricci, Olivia

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

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

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

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

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

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

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

*by*Abdelradi, Fadi & Serra, Teresa

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

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

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

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

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

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

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

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

**Estimating average treatment effect by model averaging**

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

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

*by*Anatolyev, Stanislav & Tarasyuk, Irina

**The inequality–growth plateau**

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

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

*by*Moniruzzaman, Shaikh

**Speculative behaviour and oil price predictability**

*by*Panopoulou, Ekaterini & Pantelidis, Theologos

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

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

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

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

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

*by*Mohamed Aymen Ben Moussa

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

*by*Joao Tovar Jalles

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

*by*Walid Chkili

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

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

**Public Trust and Press Freedom**

*by*Pavel Yakovlev & David Gilson

**Selected Readings On Econometrics Methodology, 2001-2010: Causality, Measure Of Variables, Dynamic Models And Economic Approaches To Growth And Development**

*by*GUISAN, Maria-Carmen

**The Axiomatic Approach to Risk Measures for Capital Determination**

*by*Hans Föllmer & Stefan Weber

**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

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

*by*Buch, Claudia M. & Holtemöller, Oliver

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

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

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

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

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

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

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

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

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

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

**Impulse response matching estimators for DSGE models**

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

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

*by*Tae-Hwy Lee & Weiping Yang

**Bagging Constrained Equity Premium Predictors**

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

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

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

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

*by*Tae-Hwy Lee & Weiping Yang

**Structural Analysis of Nonlinear Pricing**

*by*Yao Luo & Isabelle Perrigne & Quang Vuong

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

*by*N. Kundan Kishor & James Morley

**Significance of Infrastructure Investment for Economic Growth**

*by*Younis, Fizza

**Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach**

*by*Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric

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

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

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

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

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

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

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

*by*Zou, Tao & Chen, Song Xi

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

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

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

*by*masudi, Patrick

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

*by*Genest, benoit & Fares, Ziad

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

*by*Genest, Benoit & Cao, Zhili

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

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

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

*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

**Measuring energy efficiency and rebound effects using a stochastic demand frontier approach: the US residential energy demand**

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

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

*by*Enzo Cassino & Neil Cribbens & Tugrul Vehbi

**Monetary Policy 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

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

*by*Rahul Deora & Duc Khuong Nguyen

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

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

**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

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

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

**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

**Volatility Analysis of International Tourist Arrival Growth Rates to Thailand using Garch and GJR Model**

*by*Tanattrin BUNNAG

**Time Series Analysis using Vector Autoregressive Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines**

*by*Cherie B. ORPIA & Dennis S. MAPA & Julius C. ORPIA

**Socio-Economic And Environmental Impacts Of Match 2011 Earthquake, Tsunami And Fukushima Nuclear Accident In Japan**

*by*Hrabrin BACHEV

**Analysis Of The Relationship Between The Variables In Japanese Tourists Demand Using Vecm And Cointegration. The Case Of Thailand**

*by*Tanattrin BUNNAG

**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

**The Herding Behavior On Small Capital Markets: Evidence From Romania**

*by*Andreea Pece

**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

**Non-response bias in student evaluations of teaching**

*by*Nowell, Clifford & Gale, Lewis R. & Kerkvliet, Joe

**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

**Economic Effects of Renewable Energy Expansion : A Model-Based Analysis for Germany**

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

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**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.

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

*by*Yongmiao Hong & Hai Lin & Shouyang Wang

**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

**Testing for Noncausal Vector Autoregressive Representation**

*by*Hamidi Sahneh, Mehdi

**Foreign aid and growth in Egypt: The role of economic policy**

*by*Emara, Noha & Plotkin, David & Stein, Alyssa

**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 & Riccardo Costantini & Raffaella Giacomini

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

*by*George Alogoskoufis

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

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

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

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

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

*by*Martine Rutten & Andrzej Tabeau & Frans Godeschalk

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

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

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

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

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

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

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

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

**Collateral Equilibrium: A Basic Framework**

*by*Geanakoplos, John & William R. Zame

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

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

**Anchoring the Yield Curve Using Survey Expectations**

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

**Exchange Rate Predictability**

*by*Rossi, Barbara

**Panel Vector Autoregressive Models: A Survey**

*by*Canova, Fabio & Ciccarelli, Matteo

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*W. Robert Reed

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

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

**Exchange Rate Predictability**

*by*Barbara Rossi

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

*by*Valentina Aprigliano & Lorenzo Bencivelli

**Financial Crisis and Sticky Expectations**

*by*Saten Kumar & Barrett Owen

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

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

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

*by*Stavros Stavroyiannis & Leonidas Zarangas

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

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

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

*by*Gaftea, Viorel

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

*by*Ion Zgreaban, Irina

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

*by*Karim M. Abadir

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

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

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

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

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

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

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

*by*Jinjing Li & Cathal O'Donoghue

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

*by*Canlin Li & Min Wei

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-SantaulÃ ria & Carlos Vladimir RodrÃguez-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*SÃ¸ren 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

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

*by*John M Maheu & Yong Song

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

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

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

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

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

*by*ABALO, Kodzovi

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

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

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

*by*Yao, Yuan & Meurier, Beatrice

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

*by*Yang, Bill Huajian & Tkachenko, Mykola

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

*by*Quang Tran, Tuyen

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

*by*ABALO, Kodzovi

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

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

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

*by*Ezzat, Hassan

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

*by*Muteba Mwamba, John

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

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

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

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

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

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

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

*by*Chen, Songxi

**Cross Sectoral Differences in Drivers of Innovation**

*by*Doran, Justin & Jordan, Declan

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

*by*Albers, Scott

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

*by*Fulli-Lemaire, Nicolas

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

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

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

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

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

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

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

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

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

*by*Hassan, Gazi & Wu, Eliza

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

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

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

*by*Pangapanga, Phiriinnocent & Thangalimodzi, Lucy Tembo

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

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

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

*by*Pierre Perron & Gabriel Rodriguez

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

*by*Ram Sharan Kharel Ph.D.

**Continuous-Time Linear Models**

*by*John H. Cochrane

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

*by*Harrison Fell & Shanjun Li & Anthony Paul

**Spurious Common Factors**

*by*Bettina Becker & Stephen G Hall

**Prediction Markets for Economic Forecasting**

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

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

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

**A New Approach For Evaluating Economic Forecasts**

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

**A New Approach For Evaluating Economic Forecasts**

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

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

*by*Jason B. Jorgensen & Fred Joutz

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

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

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

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

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

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

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

*by*Laurent Ferrara & Clément Marsilli

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

*by*Federica Teppa & Maarten van Rooij

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

*by*Federica Teppa & Corrie Vis

**Prediction Markets for Economic Forecasting**

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

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

*by*Wickens, Michael R.

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

*by*Chudik, Alexander & Fratzscher, Marcel

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

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

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

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

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

*by*luis Fernando Melo & Hernán Rincón

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

*by*Cern Ertur & Antonio Musolesi

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

*by*Sena Kimm GNANGNON

**A DSGE model with Endogenous Term Structure**

*by*M. Falagiarda & M. Marzo

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

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

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

*by*Eric Hillebrand & Tae-Hwy Lee

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

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

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

*by*Stratan, Alexandru & Chistruga, Marcel

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

*by*Chukiat Chaiboonsri & Prasert Chaitip

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

*by*Ram Sharan Kharel Ph.D.

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

*by*Reinhard Neck & Gottfried Haber & Klaus Weyerstrass

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

*by*LARRÚ, JOSÉ MARÍA & TEZANOS VÁZQUEZ, SERGIO

**Predicción de la inflación en México con modelos desagregados por componente**

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

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

*by*Yang, Qing Gong & Temple, Paul

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

*by*Pericoli, Marcello & Taboga, Marco

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

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

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

*by*Hautsch, Nikolaus & Ou, Yangguoyi

**Changing integration of EMU public property markets**

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

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

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

**Modeling extreme dependence between European electricity markets**

*by*Lindström, Erik & Regland, Fredrik

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

*by*Almeida, Caio & Garcia, René

**Model selection in the presence of nonstationarity**

*by*Kim, Jae-Young

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

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

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

*by*Zhang, Guoxiong

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

*by*Pitarakis, Jean-Yves

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

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

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

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

**Gauging potential sovereign risk contagion in Europe**

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

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

*by*Shi, Shuping & Arora, Vipin

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

*by*Akbar, Muhammad & Jamil, Faisal

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

*by*Müller, Christian

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

*by*Halbleib, Roxana & Pohlmeier, Winfried

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

*by*Caldeira, Emilie

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

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

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

*by*Amalendu Bhunia

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

*by*Carmine Trecroci

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

*by*Faisal Nawaz & Abdul Qayyum

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

*by*Hyeon-seung Huh & Yeana Lee

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

*by*Neeliah Harris & Deenapanray Prakash

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

*by*Yashobanta Parida

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

*by*Afees Salisu & Idris Ademuyiwa

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

*by*Afees Salisu & Idris Ademuyiwa

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

*by*Henri Nyberg & Markku Lanne & Erkka Saarinen

**A new approach for evaluating economic forecasts**

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

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

*by*Shigeyuki Hamori & Yoshihiro Hashiguchi

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

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

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

*by*Gijsbert Suren & Guilherme Moura

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

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

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

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

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

*by*Aymen Belgacem & Amine Lahiani

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

*by*Farhan Akbar & Irfan Kazi & Thierry Chauveau

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

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

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

*by*Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori

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

*by*Jens Boysen-Hogrefe

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

*by*Ghassen El Montasser & Ahdi Noomen Ajmi

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

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

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

*by*Jean-Yves Lesueur

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

*by*Romain Legrand

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

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

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

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

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

*by*Marcel Boumans

**Der Euro als Triebfeder des deutschen Exports?**

*by*Zeddies, Götz

**A Monte Carlo simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates**

*by*Andor, Mark & Hesse, Frederik

**The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR**

*by*Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

**Applying Beta-type Size Distributions to Healthcare Cost Regressions**

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

**Sequential Self-Selection of Program Adherence**

*by*Ron Mittelhammer & Robert Rosenman & Vidhura Tennekoon

**Volatility Transmission in Emerging European Foreign Exchange Markets**

*by*Evzen Kocenda & Vit Bubak & Filip Zikes

**Consumer willingness to pay for attributes of west-African poultry: using the microeconometrics of implicit price**

*by*Cyprien Awono & Catherine Laroche Dupraz & Dominique Vermersch

**Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models**

*by*Xiangjin Shen & Hiroki Tsurumi

**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**

*by*Norman R. Swanson & Lili Cai

**A New Index of Environmental Quality**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Evaluation of Grid Level Impacts of Electric Vehicles**

*by*Safiullah, Hameed

**Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies**

*by*Paget, Mia & Seacrest, Tom & Widergren, Steve & Balducci, Patrick & Orrell, Alice & Bloyd, Cary

**Impact Of Electric Vehicles And Natural Gas Vehicles On The Energy Markets**

*by*Feeney, Katie & Brass, Daniel & Kua, Dominic & Yamamoto, Atsushi & Tourneboeuf, Elisabeth & Adams, David

**On the Approximate Maximum Likelihood Estimation for Diffusion Processes**

*by*Chang, Jinyuan & Chen, Songxi

**Avaliação de Bancos: Projeção das Demonstrações de Resultado do Exercício (DRE) com Enfoque em Modelos Econométricos**

*by*Costa Junior, Celso Jose

**Agent-based computational economics and African modeling:perspectives and challenges**

*by*Nwaobi, Godwin

**Firm's damages from antitrust & abuse of dominant position investigations**

*by*Fotis, Panagiotis

**Determinants of Public Debt for middle income and high income group countries using Panel Data regression**

*by*Sinha, Pankaj & Arora, Varun & Bansal, Vishakha

**Introduction to the Macroeconomic Structure of Yemen**

*by*Mohamed, Issam A.W.

**Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans**

*by*Estrada, Fernando

**Anthropogenic Influences on Atmospheric CO2**

*by*David Hendry & Felix Pretis

**Foresight and Information Flows**

*by*Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang

**How Prediction Markets Can Save Event Studies**

*by*Erik Snowberg & Justin Wolfers & Eric Zitzewitz

**Generalized Transform Analysis of Affine Processes and Applications in Finance**

*by*Hui Chen & Scott Joslin

**An Estimatable DCDP Model of Search and Matching in Real Estate Markets**

*by*Stuart J. Fowler & Jennifer J. Wilgus

**Option pricing with discrete time jump processes**

*by*Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison

**Option pricing with discrete time jump processes**

*by*Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison

**Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy**

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

**Money Illusion, Gorman And Lau**

*by*Scott J. Colby & Timothy A. Graciano & Jeffrey T. LaFrance & Rulon D. Pope

**Time and frequency domain in the business cycle structure**

*by*Jitka Pomenkova & Roman Marsalek

**Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data**

*by*Federica Teppa

**Health Inequality over the Life-Cycle**

*by*Timothy Halliday

**Electricity Trade Patterns in a Network: Evidence from the Ontario Market**

*by*Talat S. Genc & Pierre-Olivier Pineau & Ege Yazgan

**Der Euro als Triebfeder des deutschen Exports?**

*by*Götz Zeddies

**Working Paper 08-11 - What has been the damage of the financial crisis to Belgian GDP? An assessment based on the FPB’s medium-term outlook**

*by*Igor Lebrun

**Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection**

*by*Luc Bovens & Wlodek Rabinowicz

**An Application Of Models Of Speculative Behaviour To Oil Prices**

*by*Shu-ping Shi & Vipin Arora

**What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?**

*by*Barbara Rossi & Sarah Zubairy

**Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data**

*by*Federica Teppa

**The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship**

*by*Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou

**The New Version of the Model MZE, Macroeconometric Model for the Eurozone**

*by*M. BARLET & M.-É. CLERC & M. GARNERO & V. LAPÈGUE & V. MARCUS

**Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market**

*by*Gerrit Reher & Bernd Wilfling

**The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR**

*by*Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

**Dynare: Reference Manual Version 4**

*by*Adjemian, Stéphane & Bastani, Houtan & Karamé, Fréderic & Juillard, Michel & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien

**Field Experiments with Firms**

*by*Oriana Bandiera & Iwan Baranky & Imran Rasul

**On the Solution of Markov-switching Rational Expectations Models**

*by*Francesco Carravetta & Marco M. Sorge

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

*by*Idier, J. & Lamé, G. & Mésonnier, J S.

**The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis**

*by*Valentina Aprigliano

**Model averaging in economics**

*by*Enrique Moral-Benito

**A Stochastic Volatility Model with Conditional Skewness**

*by*Bruno Feunou & Roméo Tedongap

**Using the Yield Curve in Forecasting Output Growth and In?flation**

*by*Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li

**Financial Valuation And Econometrics**

*by*Kian Guan Lim

**HDR 2011 - Sustainability and Equity: A Better Future for All**

*by*UNDP

**Compartmentalising Gold Prices**

*by*Rohnn Sanderson

**Hedge Ratio And Hedging Efficiency: Evidence From Indian Derivative Market**

*by*Tripathy NALINIPRAVA

**Issues and Models in Applied Econometrics: A partial survey**

*by*Andreas A. Andrikopoulos & Dimitrios C. Gkountanis

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Preliminate for 2011, November Estimates**

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

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast 2011, September Estimate**

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

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Summer Forecast 2011, June Estimate**

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

**The Dobrescu Macromodel of the Romanian Market Economy – 2005 Version Yearly Forecast Spring Forecast 2011, March Estimate**

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

**The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania**

*by*Anca Elena Nucu

**The Economic Crisis and the Development of Tourism in the Czech Republic**

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

**Austria’s Economy Moves beyond the Crisis: Powerful Economic Growth Provides a Tailwind to Reduce Budget Deficits – Economic Outlook for Austria from 2011 to 2013 (June 2011)**

*by*Christian Ragacs & Klaus Vondra

**Determinants of Foreign Currency Loans in CESEE Countries: A Meta-Analysis**

*by*Jesús Crespo Cuaresma & Jarko Fidrmuc & Mariya Hake

**Government Expenditures and the Growth-Inequality Trade-Off: The Swedish Case**

*by*Hector Sala & Oriol Roca-Sagalés

**Determinants of foreign direct investment flows to Pakistan**

*by*Ahmed Nawaz Hakro & Ikhtiar Ali Ghumro

**The Impact of State Expenditure on the Quality of General Education in Russia**

*by*Àlexandr Knobel & Ilya Sokolov & Elizaveta Khudko

**A Structural Approach for Testing Causality**

*by*Zahid Asghar

**Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets**

*by*Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K.

**Forecasting the yield curve with linear factor models**

*by*Matsumura, Marco & Moreira, Ajax & Vicente, José

**Oil sensitivity and its asymmetric impact on the stock market**

*by*Lee, Yen-Hsien & Chiou, Jer-Shiou

**An hour-ahead prediction model for heavy-tailed spot prices**

*by*Kim, Jae Ho & Powell, Warren B.

**Firm level return–volatility analysis using dynamic panels**

*by*Smith, L. Vanessa & Yamagata, Takashi

**The role of time-varying jump risk premia in pricing stock index options**

*by*Yun, Jaeho

**Measuring the impact of monetary policy: a factor-augmented vector autoregressive (favar) approach under bayesian framework**

*by*Hakimzadi Wagan

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

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

**Purchasing Power Parity Revisited: A Time-Varying Parameter Approach**

*by*Tarkan Cavusoglu & Erdinc Telatar

**Intraday probability of informed trading**

*by*Zaichao Du

**The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence**

*by*Tolga Omay

**Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal**

*by*Muhammad Shahbaz & Nuno Carlos leitão & Summaira Malik

**What Drives the Regional Integration of Emerging Stock Markets?**

*by*Khaled Guesmi

**What drive the regional integration of emerging stock markets?**

*by*Khaled GUESMI

**The role of the orbitofrontal cortex in human adaptive learning under strategic environments**

*by*Kazuhiro Miyagawa & Tadanobu Misawa & Tetsuya Shimokawa

**Closeness and Turnout: Evidence from Election of Taiwan**

*by*Mei-yin Lin & Yi-ting Tseng & Jue-shyan Wang

**Modeling Volatility Using GARCH Models: Evidence from Vietnam**

*by*Tran MANH Tuyen

**Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France**

*by*Serge Rey

**Trade Flows of Bangladesh: A Gravity Model Approach**

*by*Mili Roy & Md. Israt Rayhan

**Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price**

*by*Emmanuel Kemel & Roger Collet & Laurent Hivert

**Nonlinear prediction of Malaysian exchange rate with monetary fundamentals**

*by*Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy

**Measuring financial risk using extreme value theory: evidence from pakistan**

*by*Abdul Qayyum & Faisal Nawaz

**Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis**

*by*Ozlem Goktas & Aycan Hepsag

**A wavelet analysis of oil price volatility dynamic**

*by*François Benhmad

**Modeling interbank relations during the international financial crisis**

*by*Christos S Savva

**Noise traders or Fundamentalists? A Wavelet approach**

*by*François Benhmad

**A new monetary aggregates measurement: Application to Taiwanese data**

*by*Ju-Ann Yang & Shyan-Rong Chou & Chen-Hsun Lee

**Industry, Fair Competition And Trade In Oecd Countries: Impact On Wages And On Employment By Sector, 2000-2010**

*by*GUISAN, Maria-Carmen

**Industry, Foreign Trade and Employment in EU Countries; Comparison of France, Germany, Italy, Spain and the UK with the United States**

*by*GUISAN, Maria-Carmen

**La indexación de los saldos hipotecarios y la crisis colombiana de final de siglo XX**

*by*Juan Esteban Carranza

**The speculative efficiency of the aluminum market: A nonlinear Investigation**

*by*Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak

**Is Public Capital More Productive than Private Capital: Evidence from Latvia 1995-2009**

*by*Olegs Krasnopjorovs

**Estimating gravity equations with endogeneous trade costs**

*by*Rudolph, Stephan

**The ruptures in the probability scale and some problems of modelling**

*by*Harin, Alexander

**FX Smile in the Heston Model**

*by*Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup

**Measurement Invariance and Response Bias: A Stochastic Frontier Approach**

*by*Robert Rosenman & Vidhura Tennekoon & Laura G. Hill

**Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices**

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

**Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions**

*by*Badi H. Baltagi & Zhenlin Yang

**The Regression Calculus Of Economic Convergence And The Contribution Of The Institutional Factor**

*by*Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan

**Factor Analysis of a Large DSGE Model**

*by*Alexei Onatski & Francisco J. Ruge-Murcia

**How Risky Is the Value at Risk?**

*by*Roxana Chiriac & Winfried Pohlmeier

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

*by*Fell, Harrison & Li, Shanjun & Paul, Anthony

**Regime-Dependent Smile-Adjusted Delta Hedging**

*by*Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis

**هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي**

*by*Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman

**Foreign Direct Investments in Albanian Market as part of Global Market and Globalization**

*by*Kodhelaj, Mimoza & Molla, Jonida

**Deforestation Impact on the Household Sustainable Local Development: Nicaragua case, 1998-2005**

*by*Zuniga Gonzalez, Carlos Alberto

**Comparisons of LSMS-ISA data collection and dissemination efforts in Central America**

*by*Zuniga Gonzalez, Carlos Alberto

**التجارة البينية للدول الاسلامية باستخدام بيانات البانل**

*by*Al-Abdali, Abid

**Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino**

*by*Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele

**Power Spot Price Models with negative Prices**

*by*Schneider, Stefan & Schneider, Stefan

**Could Sri Lanka afford sustainable electricity consumption practices without harming her economic growth?**

*by*Shanthini, Rajaratnam

**Democratic institutions and environmental quality: effects and transmission channels**

*by*Kinda, Romuald

**Stress test of hospitals in Bulgaria - proposed methodology**

*by*Salchev, Petko & Hristov, Nikolai

**Models and Economists: A Methodological Note**

*by*Thomas, Alex M

**Model averaging in economics**

*by*Moral-Benito, Enrique

**FX Smile in the Heston Model**

*by*Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe

**Parliamentary election outcomes in the Netherlands during 1981-2010: Have they become more determined by regional than national (economic) performance?**

*by*Peeters, Marga

**Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай**

*by*Harin, Alexander

**Integration, decoupling and the global financial crisis: A global perspective**

*by*Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre

**Теорема О Существовании Разрывов В Шкале Вероятностей. Ii**

*by*Harin, Alexander

**Теорема О Существовании Разрывов В Шкале Вероятностей**

*by*Harin, Alexander

**Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union**

*by*Willie Lahari

**Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices**

*by*Jason R. Blevins

**After the Crisis: Mitigating Risks of Macroeconomic Instability in Turkey**

*by*Łukasz Rawdanowicz

**Factor Analysis of a Large DSGE Model**

*by*ONATSKI, Alexei & RUGE-MURCIA, Francisco J.

**Factor Analysis of a Large DSGE Model**

*by*ONATSKI, Alexei & RUGE-MURCIA, Francisco J.

**A short note on option pricing with Lévy Processes**

*by*Dominique Guegan & Hanjarivo Lalaharison

**Un MEDAF à plusieurs moments réalisés**

*by*Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet

**Simulation and Estimation of Loss Given Default**

*by*Stefan Hlawatsch & Sebastian Ostrowski

**Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis**

*by*Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery

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

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

**The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model**

*by*Flabbi, Luca & Moro, Andrea

**The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model**

*by*Flabbi, Luca & Moro, Andrea

**Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices**

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

**FX Smile in the Heston Model**

*by*Agnieszka Janek & Tino Kluge & RafaÅ‚ Weron & Uwe Wystup

**Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model**

*by*Nikolaus Hautsch & Fuyu Yang

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

*by*Jean-Yves Lesueur

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

*by*Ludovic Dobbelaere & Igor Lebrun

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

*by*Ladislav Kristoufek

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

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

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

*by*Javed Iqbal & Sara Azher & Ayesha Ijaz

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

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

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

*by*Veiga, Helena & Grané, Aurea

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

*by*Chudik, Alexander & Fratzscher, Marcel

**Model Averaging In Economics**

*by*Enrique Moral-Benito

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

*by*Sergio Tezanos Vázquez

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

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

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

*by*Marco M. Sorge

**Term structure forecasting using macro factors and forecast combination**

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

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

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

**Minimax Regression Quantiles**

*by*Stefan Holst Bache

**Modelling electricity forward markets by ambit fields**

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

**Modelling energy spot prices by Lévy semistationary processes**

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

**Ambit processes and stochastic partial differential equations**

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

**HDR 2010 - The Real Wealth of Nations: Pathways to Human Development**

*by*UNDP

**Foreign Direct Investment, Exports, And Economic Growth In The Developing Countries: A Panel Data Approach**

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

**Trade and Growth in the Pacific Islands - Empirical Evidence from the Bounds Test to Level Relationships and Granger Causality Tests**

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

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Preliminate for 2010, November estimate**

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

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast for 2010**

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

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Summer Forecast for 2010**

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

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

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

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

*by*Tomáš Tichý

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

*by*BAHODIR TURAEV &

**The Improvement of the Company’s Management Using Econometric Techniques**

*by*Cornelia Gaber

**Recovery of the Austrian Economy Continues**

Economic Outlook for Austria from 2010 to 2012 (December 2010)

Economic Outlook for Austria from 2010 to 2012 (December 2010)

*by*Gerhard Fenz & Martin Schneider

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

*by*Christian Ragacs & Klaus Vondra

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

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

**Measuring The Impacts Of Trade Liberalization Focusing On The Effects Of Processed Goods On Raw Material Markets: An Application To The Dairy Sector In Korea**

*by*Sounghun Kim & Donghwan An & Kwansoo Kim

**Analyse der Uebertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR**

*by*Sandra Eickmeier

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

*by*Kamil Kladívko

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

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

**Causal Relations via Econometrics**

*by*Asad Zaman

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

*by*Elisa Yamazaki Tanabe & José Carlos Ramírez Sánchez

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

*by*Fernanda G Barba & Paulo S Ceretta

**Non-stationary Variance and Volatility Causality**

*by*Kamel malik Bensafta

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

*by*Masato Ubukata

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

*by*Andreas Knabe & Steffen Rätzel

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

*by*chrigui zouhair & younes boujelbene

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

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

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

*by*Marco Maria Sorge

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

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

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

*by*Luca Zanin

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

*by*William Barnett & Ousmane Seck

**Industry Concentration and Cash Flow at Risk**

*by*Yen-Chen Chiu

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

*by*Ming-Chung Chang

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

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

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

*by*GHARTEY, Edward E.

**Ausbau erneuerbarer Energien erhöht Wirtschaftsleistung in Deutschland**

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

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

*by*Ladislav Kristoufek

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

*by*Pablo Mendieta Ossio

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

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

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR**

*by*Eickmeier, Sandra

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

*by*Hautsch, Nikolaus & Ou, Yangguoyi

**Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR**

*by*Eickmeier, Sandra

**Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test**

*by*Melike Bildirici & Sadiye Oktay

**Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries**

*by*WenShwo Fang & Stephen M. Miller & ChunShen Lee

**Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications**

*by*Xiangdong Long & Liangjun Su & Aman Ullah

**Reform and Competitive Selection in China: An Analysis of Firm Exits**

*by*Qing Gong Yang & Paul Temple

**A Robust LM Test for Spatial Error Components**

*by*Zhenlin Yang

**An Empirical Analysis of the Link between Entrepreneurship and Economic Growth in West Virginia**

*by*Maribel Mojica & Tesfa Gebremedhin & Peter Schaeffer

**Calcule de Regresie privind Convergenta Economica si Evidentierea Contributiei Factorului Institutional**

*by*Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan

**Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account**

*by*Mark J. Holmes & Theodore Panagiotidis

**New Evidence on the Green Building Rent and Price Premium**

*by*Franz Fuerst & Patrick McAllister

**An Empirical Time Series Model of Economic Growth and Environment**

*by*Lal, Amant

**Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration**

*by*Ghassan, Hassan B.

**On the random walk characteristics of stock returns in India**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**Asymmetric GARCH and the financial crisis: a preliminary study**

*by*Výrost, Tomáš & Baumöhl, Eduard

**Asymmetric GARCH and the financial crisis: a preliminary study**

*by*Výrost, Tomáš & Baumöhl, Eduard

**The risk of catastrophic terrorism: an extreme value approach**

*by*Mohtadi, Hamid & Murshid, Antu

**Behavioral approach to market and default risks modeling**

*by*Taguedong, Sylvain Chamberlain

**Die Umsetzung der Annual-Overlap-Methode in ökonometrischen Modellen – eine Analyse der programmtechnischen Möglichkeiten von E-Views**

*by*Quaas, Georg

**Are public policies effective in alleviating family income inequality in Iran?**

*by*Khiabani, Nasser & Mazyaki, Ali

**Business and social evaluation of denial of service attacks in view of scaling economic counter-measures**

*by*Pau, Louis-François

**The empirical saddlepoint likelihood estimator applied to two-step GMM**

*by*Sowell, Fallaw

**Global Shocks and the Japanese Economy:Structural Changes in the 1990s**

*by*Jun-ichi Shinkai & Akira Kohsaka

**Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable**

*by*Jeffrey E. Harris & Sandra G. Sosa-Rubi

**Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs**

*by*S. Boragan Aruoba & Frank Schorfheide

**Martingalized historical approach for option pricing**

*by*Christophe Chorro & Dominique Guegan & Florian Ielpo

**A General Method to Create Lorenz Models**

*by*ZuXiang Wang & Russell Smyth & Yew-Kwang Ng

**Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account**

*by*Mark J. Holmes & Theodore Panagiotidis

**Are the Central European Stock Markets Still Different? A Cointegration Analysis**

*by*Rousova, Linda

**Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)**

*by*Katarina Juselius

**Health Inequality over the Life-Cycle**

*by*Halliday, Timothy

**Health Inequality over the Life-Cycle**

*by*Halliday, Timothy J.

**Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure**

*by*Valerie Albouy & Laurent Davezies & Thierry Debrand

**Health Inequality over the Life-Cycle**

*by*Timothy J. Halliday

**Health Inequality over the Life-Cycle**

*by*Timothy J. Halliday

**Working Paper 13-09 - Qualitative Employment Multipliers for the Belgian Environmental Industry**

*by*Adja Awa Sissoko & Bart Van den Cruyce

**Working Paper 10-09 - Impact de la crise financière sur le PIB potentiel de la Belgique**

*by*Igor Lebrun

**Working Paper 03-09 - S3BE : un modèle macroéconomique de long terme pour l’économie belge**

*by*Igor Lebrun

**On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting**

*by*Julien Chevallier & Benoît Sévi

**Identifying Intra-household Welfare Distribution**

*by*Natalia Radtchenko

**On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting**

*by*Julien Chevallier & Benoît Sévi

**Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice**

*by*Arie Kapteyn & Federica Teppa

**Wavelet-based detection of outliers in volatility models**

*by*Veiga, Helena & Grané, Aurea

**Business Cycles in the Euro Area**

*by*Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

**Impacto de la ayuda sobre el crecimiento económico. El caso de América Latina y el Caribe**

*by*Sergio Tezanos Vázquez & Rogelio Madrueño Aguilar & Marta Guijarro Garví

**Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter**

*by*Maria Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri

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

*by*Marcello Pericoli & Marco Taboga

**Studying the Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)**

*by*Laura D´Amato & Lorena Garegnani

**The multivariate supOU stochastic volatility model**

*by*Ole Eiler Barndorff-Nielsen & Robert Stelzer

**Stochastic volatility and stochastic leverage**

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

**HDR 2009 - Overcoming barriers: Human mobility and development**

*by*UNDP

**DSGE Models and Central Banks**

*by*Tovar, Camilo Ernesto

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast - Autumn Forecast 2009**

*by*Institute for Economic Forecasting

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Summer Forecast 2009**

*by*Institute for Economic Forecasting

**The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version* Yearly Forecast - Spring Forecast 2009**

*by*Macomodel of the Romanian Market Economy Group (Cornelia Scutaru, Ion Ghizdeanu, Lucian Liviu Albu, Bianca Pauna, Corina Saman)

**Empirical Applications of Discrete Choice Dynamic Programming Models**

*by*Michael P. Keane & Kenneth I. Wolpin

**Sluggish Economic Recovery – Conditions in the Labor Market Remain Strained**

Economic Outlook for Austria from 2009 to 2011 (December 2009)

Economic Outlook for Austria from 2009 to 2011 (December 2009)

*by*Gerhard Fenz & Martin Schneider

**Economic Crisis Unleashes Deep Recession in Austria – Stabilization Expected at Year-End**

*by*Christian Ragacs & Klaus Vondra

**Pervasive Gaming: Testing Future Context Aware Applications**

*by*Paul PISJAK & Stefan FELDER & Ernst-Olav RUHLE & Martin LUNDBORG & Matthias EHRLER

**Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data**

*by*Vít Bubák & Filip Žikeš

**Analiza posljedica globalne krize na hrvatsko gospodarstvo i moguca riješenja**

*by*Škare Marinko & Saša stjepanovic

**The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500**

*by*Jui-Cheng Hung & Ren-Xi Ni & Matthew C. Chang

**The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500**

*by*Jui-Cheng Hung

**Sample Selection Correction in Panel Data Models When Selectivity Is Due to Two Sources**

*by*Cinzia Di Novi

**A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis**

*by*Takamitsu Kurita

**Insider patent holder licensing in an oligopoly market and different cost structure: fee, royalty, and auction**

*by*Ming-Chung Chang

**Modeling sheep supply response under asymmetric price volatility and cap reforms**

*by*Anthony N Rezitis & Konstantinos S Stavropoulos

**An independence result concerning the arrival rate of and the provision of transport to tourists**

*by*Amitrajeet Batabyal

**An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle**

*by*Derek Stimel

**Food and Energy Prices in Core Inflation**

*by*Jim Lee

**Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases**

*by*Markku Lanne

**Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models**

*by*Helena Veiga

**The effect of third gulf war on the efficiency of Arabian and east African seaports**

*by*Ahmed Salem AL-ERAQI

**Indicators of Social Well-Being, Education, Genre Equality and World Development: Analysis of 132 Countries, 2000-2008**

*by*Guisan, M.C.

**Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment**

*by*Gomez Zaldivar, M. & Ventosa-Santaularia, D.

**Government Effectiveness, Education, Economic Development And Well-Being: Analysis Of European Countries In Comparison With The United States And Canada, 2000-2007**

*by*Guisan, M.C.

**Investissements directs étrangers et productivité. Quelles interactions dans le cas des pays du Moyen Orient et d'Afrique du Nord ?**

*by*Jamal Bouoiyour & Hicham Hanchane & El Mouhoub Mouhoud

**Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)**

*by*Laura D’Amato & María Lorena Garegnani

**Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland Under**

*by*Du, Xiaodong & Hennessy, David A. & Edwards, William M.

**The Development and Testing of Heckscher-Ohlin Trade Models: A Review**

*by*Robert E. Baldwin

**Financial Modeling, 3rd Edition**

*by*Simon Benninga

**Price Formation in the World Soybean Oil Market - An Econometric Analysis**

*by*CSC Sekhar

**DSGE Models and Central Banks**

*by*Tovar, Camilo Ernesto

**Forecasting Global Flows**

*by*Edith Skriner

**Testing the Bounds: Empirical Behavior of Target Zone Fundamentals**

*by*J. Isaac Miller

**Forecasting Economic Impact of Climate Policy**

*by*Rantala, Olavi

**Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings**

*by*Franz Fuerst & Patrick McAllister

**Explaining and Forecasting Results of The Self-Sufficiency Project**

*by*Christopher Ferrall

**Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies**

*by*Graefe, Andreas & Armstrong, J. Scott

**The Causal Relationship Between Government Revenue and Expenditure in Namibia**

*by*Eita, Joel Hinaunye & Mbazima, Daisy

**Solution of the Ellsberg paradox by means of the principle of uncertain future**

*by*Harin, Alexander

**Test de l’Effet de la Fiscalité Foncière sur l’Investissement Touristique**

*by*Ghassan, Hassan B. & Raiss, NourrEddine & ElMoudden, Abdesalam

**ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟**

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

**Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran**

*by*Lotfi, Habib & Ahmadzadeh Mashinchi, Sina

**Volatility Transmission: What Does Asia-Pacific Markets Expect?**

*by*Shamiri, Ahmed

**Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings**

*by*Fuerst, Franz & McAllister, Patrick

**Identification of relationship between housing difficulty and property values in urban areas**

*by*Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M.

**An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model**

*by*Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch

**Employment Adjustments in High-Trade-Exposed Manufacturing in Canada**

*by*Serge Coulombe

**Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework**

*by*Annabelle Mourougane & Lukas Vogel

**Speed of Adjustment to Selected Labour Market and Tax Reforms**

*by*Annabelle Mourougane & Lukas Vogel

**Business Cycles in the Euro Area**

*by*Domenico Giannone & Michele Lenza & Lucrezia Reichlin

**Theory and Empirical Work on Imperfectly Competitive Markets**

*by*Ariel Pakes

**The Changing Intra-Household Resource Allocation in Russia**

*by*Guy Lacroix & Natalia Radtchenko

**Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century**

*by*Paul Sharp

**Business Cycle Measurement with Semantic Filtering: A Micro Data Approach**

*by*Christian Müller & Eva Köberl

**Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania**

*by*Shombe, Nicolaus Herman

**The Changing Intra-Household Resource Allocation in Russia**

*by*Lacroix, Guy & Radtchenko, Natalia

**The Changing Intra-Household Resource Allocation in Russia**

*by*Lacroix, Guy & Radtchenko, Natalia

**Heterogeneity, State Dependence and Health**

*by*Halliday, Timothy

**Heterogeneity, State Dependence and Health**

*by*Halliday, Timothy J.

**Dollarization, Economic Growth, and Employment**

*by*Raimundo Soto

**Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture**

*by*Xiaodong Du & David A. Hennessy & William M. Edwards

**Planting Real Option in Cash Rent Valuation, The**

*by*Xiaodong Du & David A. Hennessy

**Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia**

*by*Nikolaus Hautsch & Yangguoyi Ou

**Monitoring Processes with Changing Variances**

*by*J. Keith Ord

**Exponential smoothing and non-negative data**

*by*Muhammad Akram & Rob J Hyndman & J. Keith Ord

**Forecasting Spanish inflation using information from different sectors and geographical areas**

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

**On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework**

*by*Christopher Flinn & James Mabli

**Econometric Asset Pricing Modelling**

*by*Bertholon, H. & Monfort, A. & Pegoraro, F.

**Welfare Implications of Heterogeneous Labor Markets in a Currency Area**

*by*Poilly, C. & Sahuc, J-G.

**The Yield Curve and its Relation with Economic Activity: The Mexican Case**

*by*Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda

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

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**A Desirable Scenario For The Romanian Economy During 2008-2013**

*by*Dobrescu, Emilian

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

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**The "Dobrescu Macromodel" of the Romanian Market Economy* -2005 Version-Yearly Forecast Scenario for “Increase in foreign capital inflows”**

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**Second order effects in population migration**

*by*Purica, Ionut

**The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Base Scenario for 2008**

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**Decline in National Product Albeit by a Smaller Margin than in the Euro Area. Sharp Drop in Inflation**

*by*Christian Ragacs & Klaus Vondra

**Financial Crisis and Spike in Commodity Prices Dampen Growth and Fuel Inflation**

*by*Gerhard Fenz & Martin Schneider

**Employment, Unemployment and Real Wage: An analysis of the Labor Market in Medellín City (1995-2006)**

*by*Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes

**Estimating The S&P Fundamental Value Using Star Models**

*by*Fredj Jawadi

**Purchasing power parity in Central and Eastern European countries**

*by*Ahmad Zubaidi Baharumshah & Darja Borsic

**Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector**

*by*Stephen Pilgrim & Sunday Iyare

**Explosive and periodically collapsing bubbles in emerging stockmarkets**

*by*Sergio Da Silva & Mauricio Nunes

**Using business survey in industrial and services sector to nowcast GDP growth:The French case**

*by*Olivier Darne

**Price Convergence in the EU Poultry and Eggs Markets**

*by*Panos Fousekis

**Business surveys modelling with Seasonal-Cyclical Long Memory models**

*by*Laurent Ferrara & Dominique Guégan

**Old Wine in New Bottles: Growth-Savings Nexus: An Innovation Accounting Technique in Pakistan**

*by*mohammad shahbaz

**Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note**

*by*Atanu Ghoshray

**The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results**

*by*Manami Ogura

**Impacto De Las Políticas Fiscales Sobre El Producto: El Caso De Reino Unido, Holanda Y Bélgica**

*by*ROCA SEGALÉS, Oriol & PEREIRA, Alfredo M.

**Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004**

*by*KHAZABI, Massoud & FALLAHI, F.

**The Effect Of Unionization On Poverty In The Turkish Labor Market**

*by*CANKAL,Erhan & SEKMEN,Fuat

**Empleo, desempleo y salario real: análisis del mercado laboral de la ciudad de Medellín (1995-2006)**

*by*Cano Gamboa, Carlos Andrés & Ochoa Yepes, Adriana María

**Flexibilité du marché du travail : quels enseignements tirer des travaux de recherche menés à la Banque de France ?**

*by*PFISTER, C.

**Feasible inference for realised variance in the presence of jumps**

*by*Almut Elisabeth Dorothea Veraart

**The Minimum Description Length Principle**

*by*Peter D. Grünwald

**İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri**

*by*Cüneyt AKAR

**Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions**

*by*Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo

**Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach**

*by*Diebold, Francis X. & Li, Canlin & Yue, Vivian Z.

**Using copulas to estimate reduced-form systems of equations**

*by*Casey Quinn

**Improving precision in cost-effectiveness analysis using copulas**

*by*Casey Quinn

**The health-economic applications of copulas: methods in applied econometric research**

*by*Casey Quinn

**La flota artesanal gallega. Análisis de la cadena de distribución**

*by*Lucy Amigo Dobaño & Mª Dolores Garza Gil

**On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics**

*by*Nikias Sarafoglou & Jean H.P. Paelinck

**Spatial Spillovers in the Development of Institutions**

*by*Harry Kelejian & Peter Murrell & Oleksandr Shepotylo

**The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index**

*by*Zanola, Roberto

**Examining the Nelson-Siegel Class of Term Structure Models**

*by*Michiel De Pooter

**Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information**

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

**Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý**

*by*Elcin Aykac Alp

**Distribution-Preserving Statistical Disclosure Limitation**

*by*Simon D. Woodcock & Gary Benedetto

**Feasible inference for realised variance in the presence of jumps**

*by*Almut Elisabeth Dorothea Veraart

**Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK**

*by*Xavier Ramos & Oriol Roca-Sagales

**Conditional Logit, IIA, and Alternatives for Estimating Models of Interstate Migration**

*by*Christiadi & Brian Cushing

**The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests**

*by*Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma

**Green House Gas Emissions and the Economic Impacts EU Climate Change Policies**

*by*Rantala, Olavi

**Estimating Multi-country VAR models**

*by*Fabio Canova & Matteo Ciccarelli

**Unit Root Tests with Wavelets**

*by*Gencay, Ramazan & Fan, Yanqin

**Estimating Recovery Rates on Bank’s Historical Loan Loss Data**

*by*Bandyopadhyay, Arindam & Singh, Pratima

**CGE-Microsimulation Modelling: A Survey**

*by*Ahmed, Vaqar & O' Donoghue, Cathal

**Polar Bear Population Forecasts: A Public-Policy Forecasting Audit**

*by*Armstrong, J. Scott & Green, Kesten C. & Soon, Willie

**Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models**

*by*Kamat, Manoj & Kamat, Manasvi

**Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions**

*by*Barnett, William A. & Duzhak, Evgeniya A.

**A new approach for β-convergence estimation in Italy**

*by*De Siano, Rita & D'Uva, Marcella

**La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés**

*by*Ghassan, Hassan B.

**The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K**

*by*Tuysuz, Sukriye

**The Properties of Market-Based and Survey Forecasts for Different Data Releases**

*by*Lanne, Markku

**Misallocation and manufacturing TFP in China and India**

*by*Chang, Tai Hsieh & Peter, J- Klenow

**Fossil fuel based CO2 emissions, economic growth, and world crude oil price nexus in the United States**

*by*Shanthini, Rajaratnam

**An empirical study of corporate bond pricing with unobserved capital structure dynamics**

*by*Maclachlan, Iain C

**Les sources des fluctuations marcoéconomiques au Cameroun**

*by*ODIA NDONGO, Yves Francis

**Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach**

*by*Francis X. Diebold & Canlin Li & Vivian Z. Yue

**The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models**

*by*Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch

**In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region**

*by*Tomer Shachmurove & Yochanan Shachmurove

**The Consumption-Wealth Ratio Under Asymmetric Adjustment**

*by*Fernando Alexandre & Vasco J. Gabriel & Pedro Bação

**Two New Exponential Families Of Lorenz Curves**

*by*ZuXiang Wang & Russell Smyth

**Revisiting The Ordered Family Of Lorenz Curves**

*by*ZuXiang Wang & Yew-Kwang Ng & Russell Smyth

**Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK**

*by*Olan T Henry

**The sustainability of India’S current account**

*by*Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma

**Proceedings of a LEF seminar - Forest-wood sector modelling: Application for France**

*by*Ahmed Barkaoui & Patrice Harou

**The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data**

*by*Christian Müller & Eva Köberl

**Comparing Quantitative and Qualitative Survey Data**

*by*Rolf Schenker

**Estimating Germany's Potential Output**

*by*Gustav Horn & Camille Logeay & Silke Tober

**Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances**

*by*Jumah, Adusei & Kunst, Robert M.

**Forecasting Global Flows**

*by*Skriner, Edith

**Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory**

*by*Xiaodong Du & David A. Hennessy & William M. Edwards

**Modelling Sovereign Bond Yield Curves of the US, Japan and Germany**

*by*Chi-sang Tam & Ip-wing Yu

**Heterogeneity, State Dependence and Health**

*by*Timothy J. Halliday

**Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions**

*by*Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod

**The Consumption-Wealth Ratio Under Asymmetric Adjustment**

*by*Vasco Gabriel & Fernando Alexandre & Pedro Bação

**Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi**

*by*Mohamed Ali Ben Halima & Jean-Yves Lesueur

**Le modèle d’équilibre général de la « nouvelle synthèse » : quelles hypothèses retenir ?**

*by*Jean-Guillaume Sahuc & Stéphane Moyen

**Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend**

*by*Rodolphe Buda

**Switching VARMA Term Structure Models - Extended Version**

*by*Monfort, A. & Pegoraro, F.

**Multi-Lag Term Structure Models with Stochastic Risk Premia**

*by*Monfort, A. & Pegoraro, F.

**Pricing and Inference with Mixtures of Conditionally Normal Processes**

*by*Bertholon, H. & Monfort, A. & Pegoraro, F.

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

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

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

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

**HDR 2007/2008 - Fighting climate change: Human solidarity in a divided world**

*by*UNDP

**Economic Convergence. Applications - Second Part -**

*by*Iancu, Aurel

**The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007**

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario**

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario**

*by*Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

**Modelling The Romanian Economy: Some Data Problems**

*by*Dobrescu, Emilian

**Growth prospects for Austria are weakening**

*by*Christian Ragacs & Klaus Vondra

**Economic Growth in Austria at 3¼% in 2007**

*by*Gerhard Fenz & Christian Ragacs & Martin Schneider

**The Influence Of The Net-metric And Biblio-metric Variables On The Top Artists Of The Internacional Art Market/La Influencia De Las Variables Red-metricas Y Biblio-metricas En El Mercado Del Arte De Los Principales Artistas A Nivel Internacional**

*by*GUADALAJARA, N & DE LA POZA, E.

**Productivity Growth in Korean Agriculture, 1998-2002: Analysis of Multi- Output Production Technolog**

*by*Hyejung Kang

**The demand for lottery expenditure in Taiwan: a quantile regression approach**

*by*Cho-Min Lin & Kung-Cheng Lin

**Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?**

*by*Yen-Hsien Lee & Tung-Yueh Pai & Chien-Liang Chiu

**A note on the use of quantile regression in beta convergence analysis**

*by*Marcio Laurini

**A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models**

*by*Carlos Santos

**Scale invariance in financial time series**

*by*Ranasinghe Malmini

**Seasonal fractional integration with structural break. An application to the German GNP data**

*by*Luis Gil-Alana

**The asymptotic global power comparisons of the GMM overidentifying restrictions tests**

*by*Sheng-Kai Chang

**Habit Formation: Deep and Uncertain**

*by*Terence Tai-Leung Chong & Guoxin Liu & Isabel Kit-Ming Yan

**Health Expenditure, Poverty and Economic Development in Latin America 2000-2005**

*by*Guisan, M.C. & Aguayo, E.

**Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas**

*by*NEIRA, Isabel

**Does The Constraint In The Matrix Of Long Run Effects Bias The Ricardian Equivalence Test?**

*by*GHASSAN, Hassan

**Das IMM: ein makroökonometrisches Mehrländermodell**

*by*Christian Dreger & Florian Zinsmeister

**A note on the effect of expected changes in monetary policy on long-term interest rates**

*by*Hany S. Guirguis & Christos I. Giannikos

**Regional and international market integration of a small open economy**

*by*Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez

**Labour market flexibility: what does Banque de France research tell us?**

*by*Pfister, C.

**Qualitative Response Models:A Survey Of Methodology And Illustrative Applications**

*by*Aleksandra Nojković

**Measurement of the Trade Flows between the EU and Mercosur through Gravitation Analysis**

*by*Nevena Stancheva

**Latent-Structural Analysis of the Contentment with the Home Employment in Bulgaria**

*by*Plamen Petkov

**Estimating Multi-country VAR models**

*by*Matteo Ciccarelli & Fabio Canova

**Real-Time Measurement of Business Conditions**

*by*Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland

**Aggregating Phillips Curves**

*by*FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin

**Solutions Manual to Accompany Intermediate Public Economics**

*by*Nigar Hashimzade & Jean Hindriks & Gareth D. Myles

**Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi**

*by*Cüneyt AKAR

**The Process of price formation and the skewness of asset returns**

*by*Stefan Reimann

**An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy**

*by*Stefan Reimann

**The experiment in macroeconometrics**

*by*John Aldrich & Anna Staszewska

**Foreign Direct Investment and Technology Spillovers: Evidence from The Indian Manufacturing Sector**

*by*Sasidharan, Subash

**Small Islands, New Technologies and Globalization: A Case of ICT adoption by SMEs in Mauritius**

*by*Lal, Kaushalesh & Peedoly, Aveeraj Sharma

**To Combine Forecasts or to Combine Information?**

*by*Huiyu Huang & Tae-Hwy Lee

**Can violence be rational? An empirical analysis of Colombia**

*by*Brosio, Giorgio & Zanola, Roberto

**On Joint Modelling and Testing for Local and Global Spatial Externalities**

*by*Zhenlin Yang

**Sticky Prices vs. Limited Participation:What Do We Learn From the Data?**

*by*Niki Papadopoulou

**Foreign Direct Investment: South Africa’s Elixir of Life?**

*by*C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit

**Stationarity and geometric ergodicity of a class of nonlinear ARCH models**

*by*Saidi, Youssef & Zakoian, Jean-Michel

**Cultural Determinants Of Economic Growth: The Case Of European Countries**

*by*Dima, Bogdan & Mutascu, Mihai & Enache, Cosmin

**Forecasting VARMA processes using VAR models and subspace-based state space models**

*by*Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan

**The Empirical Saddlepoint Approximation for GMM Estimators**

*by*Sowell, Fallaw

**Estimating population means in covariance stationary process**

*by*Halkos, George & Kevork, Ilias

**EUROMON: The multi-country model of De Nederlandsche Bank**

*by*Demertzis, Maria & Van Els, Peter & Grob, Sybille & Peeters, Marga

**An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model**

*by*Vargas, Gregorio A.

**The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective**

*by*Benbouziane, Mohamed & Benamar, Abdelhak

**Econometric modelling in finance and risk management: An overview**

*by*Gao, Jiti & McAleer, Michael & Allen, Dave

**A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration**

*by*Francis X. Diebold & Lei Ji & Canlin Li

**Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data**

*by*Gabriel Rodriguez

**Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution**

*by*Hui Liu & Gabriel Rodriguez

**AQM-06: The Macro economic Model of the OeNB**

*by*Markus Leibrecht & Martin Schneider

**Multifrequency Jump-Diffusions: An Equilibrium Approach**

*by*Laurent E. Calvet & Adlai J. Fisher

**Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression**

*by*Wayne E. Ferson & Sergei Sarkissian & Timothy Simin

**On the Heterogeneity of Dowry Motives**

*by*Raj Arunachalam & Trevon D. Logan

**Empirical Models of Auctions**

*by*Susan Athey & Philip A. Haile

**Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program**

*by*V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman

**Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk**

*by*Refet Gurkaynak & Justin Wolfers

**Regression Discontinuity Inference with Specification Error**

*by*David S. Lee & David Card

**Latvia's Macroeconomic Model**

*by*Konstantins Benkovskis & Dainis Stikuts

**The Gains from Improved Market Efficiency: Trade Before and After the Transatlantic Telegraph**

*by*Mette Ejrnæs & Karl Gunnar Persson

**Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis**

*by*Martin Gassebner & Michael Lamla & Jan-Egbert Sturm

**Econometrics: A Bird’s Eye View**

*by*John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran

**Econometrics: A Bird's Eye View**

*by*Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem

**Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter**

*by*Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri

**Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter**

*by*Loureiro, Maria L. & Sanz-de-Galdeano, Anna & Vuri, Daniela

**Exchange Rate and Inflation: France and Bulgaria in the Interwar Period**

*by*Kalina Dimitrova & Nikolay Nenovsky

**Forecasting the Term Structure of Variance Swaps**

*by*Kai Detlefsen & Wolfgang Härdle

**Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations**

*by*Eric Meyermans & Patrick Van Brusselen

**EUROMON: the multi-country model of De Nederlandsche Bank**

*by*Maria Demertzis & Peter van Els & Sybille Grob & Marga Peeters

**Empirical Models of Auctions**

*by*Susan Athey & Philip A. Haile

**Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency**

*by*Meenagh, David & Minford, Patrick & Peel, David

**Estimating Macroeconomic Models: A Likelihood Approach**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

**Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk**

*by*Gürkaynak, Refet S. & Wolfers, Justin

**NATGAS: a model of the European natural gas market**

*by*Gijsbert Zwart & Machiel Mulder

**Simulating Stock Returns under switching regimes - a new test of market efficiency**

*by*Meenagh, David & Minford, Patrick & Peel, David

**Econometrics: A Bird’s Eye View**

*by*Geweke, J. & Joel Horowitz & Pesaran, M.H.

**Canonical term-structure models with observable factors and the dynamics of bond risk premiums**

*by*Marcello Pericoli & Marco Taboga

**Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model**

*by*Céline Gauthier & Fu Chun Li

**Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns**

*by*Antonio Diez de los Rios & René Garcia

**HDR 2006 - Beyond scarcity: Power, poverty and the global water crisis**

*by*UNDP

**Considerations on the Reform in the Power Sector (Avoiding Chaos on the Path to an Optimal Market Structure)**

*by*Purica, Ionut

**Montenegrin Quarterly Macroeconomic Econometric Model**

*by*Štiblar Franjo & Oplotnik Žan & Vukotić Veselin

**Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle**

*by*Yasser Abdih & Frederick Joutz

**Austria’s Economy Will Continue to Grow Dynamically in 2007**

*by*Gerhard Fenz & Martin Schneider

**In praise of structural macroeconometrics/En defensa de la macroeconometría estructural**

*by*LORÍA, EDUARDO

**Study of the potentiality of the electronic commerce in the Region of Murcia by means of a model of logistic regression/Estudio de la Potencialidad del Comercio Electrónico en la Región de Murcia mediante un Modelo de Regresión Logística**

*by*BERNAL GARCÍA, JUAN JESÚS & MARTÍNEZ MARIA-DOLORES, SOLEDAD MARÍA & SÁNCHEZ GARCÍA, JUAN FRANCISCO

**How to do empirical economics**

*by*Francis Kamarz (editor) & Joshua D. Angrist & David M. Blau & Armin Falk & Jean-Marc Robin & Christopher R. Taber

**The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence**

*by*Zeno Rotondi

**On discrimination and the status of immigrants in the Hong Kong labour market**

*by*Alan T.K. Wan

**A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods**

*by*Kristine M. Grimsrud & Robert P. Berrens & Ron C. Mittelhammer

**The Rise in House Prices in China: Bubbles or Fundamentals?**

*by*Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu

**Inaccurate approximations in the modeling of hyper-inflations**

*by*Evens SALIES & Peter MOFFATT

**The Economic Effects of Constitutions**

*by*Torsten Persson & Guido Tabellini

**Assessing Rational Expectations 2: "Eductive" Stability in Economics**

*by*Roger Guesnerie

**European trade integration in the Baltic Sea Region - A gravity model based analysis**

*by*Paas, Tiiu & Tafenau, Egle

**Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice)**

*by*Pablo M Garcia

**Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?**

*by*B Bhaskara Rao & Gyaneshwar Rao

**Testing Permanent Income Hypothesis for Fiji**

*by*B Bhaskara Rao

**A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002**

*by*B Bhaskara Rao & Rup Singh

**Demand for Money in India: 1953-2003**

*by*B Bhaskara Rao & Singh Rup

**How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria**

*by*Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi

**Estimating a third-order translog demand system using Canadian micro-data**

*by*Vik Singh

**M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data**

*by*Mehmet Caner

**Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis**

*by*Guido Travaglini

**Nonparametric estimation of concave production technologies by entropic methods**

*by*Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro

**A practical test for the choice of mixing distribution in a discrete choice model**

*by*Mogens Fosgerau & Michel Bierlaire

**The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation**

*by*Peter Ilmolelian

**Globalization and Regional Income Inequality--Evidence from within China**

*by*Guanghua Wan & Ming Lu & Zhao Chen

**‘‘Moving Median’’ A New Method Of Forecasting**

*by*Eleftherios Giovanis

**Propagation of Memory Parameter from Durations to Counts**

*by*Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang

**A Note On Influence Assessment In Score Tests**

*by*J.M.C. Santos Silva

**A fresh look at the topical interest of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Bibliographic portrait of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Production Functions Estimates for Soviet Industry and Some Implications**

*by*Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke

**Simulation des Einflusses der Planung auf die sowjetische Wirtschaft**

*by*Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz

**Directional Log-spline Distributions**

*by*José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel

**Economic Growth as a Nonlinear and Discontinuous Process**

*by*Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi

**Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models**

*by*Ekrem Kilic

**A Nonparametric Way of Distribution Testing**

*by*Ekrem Kilic

**Open Source Software Development Projects: Determinants of Project Popularity**

*by*Ravi

**Compositional Time Series: Past and Present**

*by*Juan M.C. Larrosa

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Ugo Colombino & Rolf Aaberge & Tom Wennemo

**Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators**

*by*MEHMET CANER

**Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics**

*by*MEHMET CANER

**Exponential Tilting with Weak Instruments: Estimation and Testing**

*by*MEHMET CANER

**Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases**

*by*MEHMET CANER

**Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities**

*by*Ahmed Shamiri & Abu Hassan

**About a 'new' inequality index**

*by*Giovanni Maria Giorgi

**A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians**

*by*Giovanni Maria Giorgi

**Econometric Model for Cement demand and supply in Bolivia**

*by*Melitón Ramirez Mattos

**Regression with R**

*by*Miguel Rodrigues

**Total Factor Productivity Growth in Finland 1960 − 1999**

*by*Rana Bose

**Estimating Short and Long Run Relationships: A Guide to the Applied Economist**

*by*Bhaskara Rao

**Subsampling Cointegration Ranks in Large Systems**

*by*Chen Pu & Hsiao Chihying

**A maximal moment inequality for long range dependent time series with applications to estimation and model selection**

*by*Ching-Kang Ing & Ching-Zong Wei

**A Bootstrap Test for Single Index Models**

*by*Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca

**A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian**

*by*Isabel Proenca

**The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management**

*by*Feng Dai & Lin Liang

**Seasonally specific model analysis of UK cereals prices**

*by*Philip Kostov & John Lingard

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

*by*Feng Dai & Hui Liu & Ying Wang

**Regional Empirics for Economic Disparities in Italy: 1951-2001**

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

**A proposal of poverty measures based on the Bonferroni inequality index**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Encounter with the Italian Statistical School: A conversation with Carlo Benedetti**

*by*Giovanni Maria Giorgi

**Sampling distribution of the Bonferroni inequality index from exponential population**

*by*Giovanni Maria Giorgi & Riccardo Mondani

**Bayesian estimation of the Bonferroni index from a Pareto-type I population**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Distribution-free estimation of the Gini inequality index: the kernel method approach**

*by*Pier Luigi Conti & Giovanni Maria Giorgi

**About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data**

*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)**

*by*zaharey

**Inspiration About The Economy**

*by*ZhaoYuan Wang

**Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000**

*by*Gino Santarossa & Marie-Ève Brouard

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

*by*Xiujian Chen & Shu Lin & W. Robert Reed

**Adaptive Estimation of the Regression Discontinuity Model**

*by*Yixiao Sun

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

*by*Evens SALIES

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

*by*Honggao Cao & Daniel H. Hill

**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**

*by*Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon

**Does Format of Pricing Contract Matter?**

*by*Teck-Hua Ho & Juanjuan Zhang

**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

*by*David Chappell & Theodore Panagiotidis

**Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series**

*by*Ching-Kang Ing

**Financing Constraints and Firm Inventory Investment: A Reexamination**

*by*John Tsoukalas

**Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**

*by*Ozgen Sayginsoy

**Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach**

*by*Amjad D. Al-Nasser

**The Inflation In European Union**

*by*Giovanis Elephtherios

**The hunting in the Province of Elassona**

*by*Giovanis Elephtherios

**Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens**

*by*Giovanis Elephtherios

**Econometric Analysis for the rural sector in Greek economy**

*by*Giovanis Elephtherios

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

*by*Matteo M. Pelagatti

**Dynamic Conditional Correlation with Elliptical Distributions**

*by*Matteo M. Pelagatti & Stefania Rondena

**Boating Against the Current: Cases, Concepts, Models and Development Power**

*by*feng dai

**A link between measures of Gross National Product, and measures of corruption**

*by*Mukti Diah Riani & Stuart Wattam

**Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua**

*by*adela parra romero & viviana vargas franco & carlos castellar palma

**Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification**

*by*Cornelis A. Los

**Extraction of Common Signal from Series with Different Frequency**

*by*Edoardo Otranto

**Multivariate STAR Unemployment Rate Forecasts**

*by*Costas Milas & Phil Rothman

**Grinkevych's Model of forecasting**

*by*Dmitry

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Bragoudakis Zacharias

**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

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

*by*Dubois

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

*by*Willa Chen & Rohit Deo

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

*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

**Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment**

*by*Rohit Deo & Clifford Hurvich & Yi Lu

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

*by*Pedro Francisco Páez

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

*by*Pedro Francisco Páez

**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**

*by*Bruce N. Lehmann

**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**

*by*Timothy J Halliday

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

*by*Andros Gregoriou & Alexandros Kontonikas

**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**

*by*Fève, F.

**Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?**

*by*Frédérick Demers & Annie De Champlain

**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´**

*by*Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber

**HDR 2005 - International cooperation at a crossroads: Aid, trade and security in an unequal world**

*by*UNDP

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

*by*Ignazio Visco

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

*by*Haakon O. Aa. Solheim

**Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions**

*by*GUISAN, Mª C. & AGUAYO, E.

**The Impact of Farm Consolidation on Productive Efficiency in Korean Agriculture: Analysis of Farm-Level Panel Data**

*by*Hye-Jung Kang

**Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration**

*by*Francisco G. Carneiro & Joao R. Faria & Boubacar S. Barry

**Estimating nonuse values using conjoint analysis**

*by*Robert W. Turner & Laura Noddin & Alita Giuda

**Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test**

*by*Tsangyao Chang & Chi-Wei Su & Hsiao-Ping Chu & Hsu-Ling Chang

**The Bi-parameter Smooth Transition Autoregressive model**

*by*Boriss Siliverstovs

**The Optimal Prediction Simultaneous Equations Selection**

*by*Alexander Gorobets

**A New Variant of RESET for Distributed Lag Models**

*by*Dimitris Hatzinikolaou & Athanassios Stavrakoudis

**Endogenous OCA Theory: Using the Gravity Model to Test Mundell's Intuition**

*by*Thierry Warin & Phanindra Wunnava & Hubert P. Janicki

**Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation**

*by*BARHOUMI Karim

**"A regression error specification test (RESET) for generalized linear models"**

*by*Sunil Sapra

**Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002**

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

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

*by*Guisan, M.C. & Aguayo, E.

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

*by*Bildirici, M. & Cosar, N.

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

*by*Mateo, M.C. & García-Cortijo, M.C.

**Modelisation multifractale du taux de change dollar/euro**

*by*Jerome Fillol

**Inference of Structural Econometric Models: A Unified Approach**

*by*Tong Li

**Unpredictability and the Foundations of Economic Forecasting**

*by*David F. Hendry

**Comparing Empirical Models of the Euro Economy**

*by*Kenneth F. Wallis

**Real-time price discovery in stock, bond and foreign exchange markets**

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

**Estimating equilibrium real interest rates in real-time**

*by*Clark, Todd E. & Kozicki, Sharon

**To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being**

*by*Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti

**Information Flow Structure in Large-Scale Product Development Organizational Networks**

*by*Dan Braha & Yaneer Bar-Yam

**Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries**

*by*Voxi Heinrich S. Amavilah

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

*by*Bernd Hayo & Ali Kutan

**Genetic Algorithms: Genesis of Stock Evaluation**

*by*Rama Prasad Kanungo

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

*by*Puja Guha

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

*by*Dante Jara

**Asymptotics for Duration-Driven Long Range Dependent Processes**

*by*Mengchen Hsieh & Clifford Hurvich & Philippe Soulier

**Predictive Regressions: A Reduced-Bias Estimation Method**

*by*Yakov Amihud & Clifford Hurvich

**Semiparametric Estimation of Fractional Cointegrating Subspaces**

*by*Willa Chen & Clifford Hurvich

**Estimating Long Memory in Volatility**

*by*Clifford Hurvich & Eric Moulines & Philippe Soulier

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

*by*Jawadi Fredj & Koubaa Yousra

**On the Estimation of Nonlinearly Aggregated Mixed Models**

*by*Tommaso Proietti

**The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts**

*by*Artur C. B. da Silva Lopes & Antonio Montañés

**Data-Driven Rate-Optimal Specification Testing In Regression Models**

*by*Emmanuel Guerre & Pascal Lavergne

**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

*by*Guerre

**The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire**

*by*Cornelis A Los

**SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device**

*by*Ignacio Díaz-Emparanza

**TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl**

*by*Ignacio Díaz-Emparanza

**On the stability of recursive least squares in the Gauss-Markov model**

*by*Evens SALIES

**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

*by*J.T.A.S. Ferreira & M.F.J. Steel

**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

*by*Juan Miguel Villa

**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

*by*Diana Weinhold

**Multifractal analysis of Power Markets. Some empirical evidence**

*by*Marina Resta

**Do Chinese stock markets share common information arrival processes?**

*by*Philip Kostov & Ziping Wu & Seamus McErlean

**Model Selection Uncertainty and Detection of Threshold Effecs**

*by*Jean-Yves Pitarakis

**On Describing Multivariate Skewness: A Directional Approach**

*by*J. T. A. S. Ferreira & M. F. J. Steel

**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

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

*by*Andrew Gelman & Iain Pardoe

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

*by*Andrew Gelman

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

*by*Gioacchino Fazio & Olivier Hueber

**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

*by*Horst Entorf

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**The Economic Growth Effects of NAFTA in the Northern Border of Mexico**

*by*Alejandro Diaz-Bautista

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

*by*Bernd Hayo & Ali M. Kutan

**Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio**

*by*Pasquale Pazienza

**Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds**

*by*Robert Kitt

**Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression**

*by*Zhenlin Yang & Yiu Kuen Tse

**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**

*by*Moretti, Luigi

**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

**Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999**

*by*Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco

**A macroeconometric model for the Euro economy**

*by*Dreger, Christian

**Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany**

*by*Borbély, Dóra & Meier, Carsten-Patrick

**Prognoseleistung von Frühindikatoren : Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland**

*by*Hinze, Jörg

**Regional Integration and International Trade in the Context of EU Eastward Enlargement**

*by*Paas, Tiiu

**Forecasting the term structure of government bond yields**

*by*Diebold, Francis X. & Li, Canlin

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

*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.

**El Tipo de Cambio Real de Costa Rica**

*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.

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

*by*Serena Ng & Pierre Perron

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

*by*Konstantin A. KHOLODILIN

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

*by*Konstantin, KHOLODILIN

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

*by*Konstantin A. KHOLODILIN

**Capital social et anthroponomie**

*by*Peaucelle, Irina

**How Large is Your Reference Group**

*by*Claude Montmarquette & François Gardes

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

*by*Javier J. Pérez & Paul Hiebert

**Asset Allocation Using Extreme Value Theory**

*by*Younes Bensalah

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

*by*UNDP

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

*by*Tiiu Paas

**The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach**

*by*Bridget G. Hiedemann & Jutta M. Joesch

**Measuring self-sustainability of economic development at the county level**

*by*Oleg Smirnov

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

*by*Grace Juhn & Prakash Loungani

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

*by*Alberto Musso & Steven Phillips

**Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets**

*by*Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon

**Technology Gap, Efficiency, and a Stochastic Metafrontier Function**

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

**Èeská ekonomika v makroekonomických modelech**

*by*Jan Frait & Luboš Komárek

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

*by*Ivan Šujan & Milota Šujanová

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

*by*Konstantin A. Kholodilin

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

*by*Konstantin A. Kholodilin

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

*by*Patrick Fève & Xavier Fairise

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

*by*Stanislav Anatolyev

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

*by*Konstantin Kholodilin

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

*by*Yi-Ting Chen

**Testing the assumption of Linearity**

*by*Theodore Panagiotidis

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

*by*GODWIN NWAOBI

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

*by*Guisan, M.Carmen

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

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

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

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

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

*by*Gardella, Rodrigo & Aguayo, Eva

**Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico**

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

**Employment and Regional Development in Italy**

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

**The Iterative Kalman Filter Smoother And Its Applications**

*by*Osvald Vašíček & Jan Vlček

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

*by*Serena Ng & Pierre Perron

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

*by*SaangJoon Baak

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

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

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

*by*Reuven Shnaps

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

*by*Marina Resta

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

*by*Marina Resta

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

*by*Baoline Chen

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

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

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

*by*Ahmed W. Khwaja

**The efficiency of the Taylor rule : A stochastic analysis using the Macsim model**

*by*Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies

**Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence**

*by*Jiahui Wang

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

*by*Sorin Solomon and Moshe Levy

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

*by*Klevmarken, N.A.

**Degeneracy in Data Envelopment Analysis**

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

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

*by*Le Gall, P.

**Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union**

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

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

*by*Junwu Gan

**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**Hypothetical Intertemporal Consumption Choices**

*by*Kapteyn, A. & Teppa, F.

**Measuring the Level of Competition in the Argentine Banking Industry**

*by*Marcelo Dabos & Daniel Aromi

**Estimation Robuste des Equations d’Importation à Contamination Ponctuelle**

*by*Ghassan, Hassan B.

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Standard Shocks in the OECD Interlink Model**

*by*Thomas Dalsgaard & Christophe André & Pete Richardson

**Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods**

*by*Ravi Jagannathan & Zhenyu Wang

**MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia**

*by*Leo de Haan & Aneta Naumovska & Marga Peeters

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

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

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

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

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

*by*Eric Meyermans & Patrick Van Brusselen

**A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models**

*by*Edoardo Otranto & Giampiero M. Gallo

**Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns**

*by*Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96**

*by*Guisan, M.C. & Arranz, M.

**MAKMODEL: a macroeconometric model for the Republic of Macedonia**

*by*L. de Haan & A. Naumovska & H.M.M. Peeters

**Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data**

*by*Konstantin A. KHOLODILIN

**Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups**

*by*Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot

**Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)**

*by*René Garcia & Richard Luger & Éric Renault

**Asymmetric Smiles, Leverage Effects and Structural Parameters**

*by*René Garcia & Richard Luger & Éric Renault

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

*by*Gabriel Rodriguez & Nicholas Rowe

**A Note on the Selection of Time Series Models**

*by*Serena Ng & Pierre Perron

**Affine Term-Structure Models: Theory and Implementation**

*by*David Jamieson Bolder

**HDR 2001 - Making New Technologies Work for Human Development**

*by*UNDP

**Assessing the Public Capital Contribution to Growth. An Application to Italy**

*by*Ernesto Felli & Giovanni Tria

**Inflation Targeting in Korea: An Empirical Exploration**

*by*By Alexander W. Hoffmaister

**Outliers in eleven Finnish macroeconomic time series**

*by*Jussi Tolvi

**Latent Leading and Coincident Factors Model with Markov-Switching Dynamics**

*by*Konstantin Kholodilin

**Prior Information: The Mixed Prediction Approach**

*by*Harry Haupt & Walter Oberhofer

**Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas**

*by*Guisan, M.Carmen & Neira, I

**Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993**

*by*Canudas, Rocio

**Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96**

*by*Neira, Isabel & Iglesias, Ana

**Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95**

*by*Guisan, M.Carmen & Neira, Isabel

**Employment and regional development in Germany**

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

**Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries**

*by*Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida

**Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test**

*by*Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro

**Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach**

*by*Guisan, M.Carmen

**Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons**

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

**Seraching for Additive Outliers in Nonstationary Time Series**

*by*Perron, P. & Rodriguez, G.

**Residual Based Tests for Cointegration with GLS Detrended Data**

*by*Perron, P. & Rodriguez, G.

**Status, Lotteries, and Inequality**

*by*Becker, G.S. & Murphy, K.M. & Werning, I.

**Econometrics, Volume 1: Econometric Modeling of Producer Behavior**

*by*Dale W. Jorgenson

**Financial Modeling, 2nd Edition**

*by*Simon Benninga

**Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary**

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

**Estimating the firm's demand and supply functions under uncertainty without expected utility**

*by*Elie Appelbaum

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis**

*by*Lindsay M. Tedds & David E. A. Giles

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**The Market for Sculptures: an Adjacent Year Regression Index**

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

**Interactions-Based Models**

*by*William Brock & Steven N. Durlauf

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

*by*Gerhard Wagenhals

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

*by*S. Sgherri

**Reversed Score and Likelihood Ratio Tests**

*by*Dhaene, Geert & Scaillet, Olivier

**Econometric implications of non-exact present value models**

*by*Gonzalo, Jesús & González, Martín

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

*by*Jean-Marie Dufour & Olivier Torrès

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

*by*Jean-Marie Dufour & Joanna Jasiak

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

*by*Agustín Maravall & Fernando J. Sánchez

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

*by*Eva Ortega & Enrique Alberola

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

*by*Younes Bensalah

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

*by*UNDP

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

*by*Burak Saltoglu

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

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

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

*by*Gerhard Wagenhals

**Micro Data and General Equilibrium Models**

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

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

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

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

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

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

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

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

*by*Lee, Yungsook

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

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

*by*Eric Blankmeyer

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

*by*Gabriele Tondl

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

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

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

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

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

*by*David E. A. Giles

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

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

**Institutionalism as "Scientific" Economics**

*by*Malcom Rutherford

**Dynamic Factor Demand Models and Productivity Analysis**

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

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

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

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

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

**Modeling ASEAN Global Linkages**

*by*Lord, Montague J.

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

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

*by*Peeters, Marga

**Econometric Inflation Targeting**

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

**Dynamic Factor Demand Models and Productivity Analysis**

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

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

*by*Katarina Juselius & Juan Toro

**Models and Relations in Economics and Econometrics**

*by*Katarina Juselius

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

*by*Katarina Juselius & Elena Gennari

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

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

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

*by*Stephen Pudney & Michael A. Shields

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

*by*S. Sgherri

**Dynamic Factor Demand Models and Productivity Analysis**

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

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

*by*Alain Guay & Olivier Scaillet

**Nonlinear innovations and impulse responses**

*by*Gourieroux, Christian & Jasiak, Joanna

**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

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

*by*Serena Ng & Timothy Vogelsang

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

*by*UNDP

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

*by*John Foster & Phillip Wild

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

*by*Rosemary D. Rossiter

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

*by*Gulnur Muradoglu & Hakan Berument & Kivilcim Metin

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

*by*Henry, O.T.

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

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

**The Degree of Collusion in Construction**

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

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

*by*Berganza, J.C.

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

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

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

*by*Hyung, Namwon

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

*by*William A. Barnett & Haiyang Xu

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

*by*Frank Kleibergen & Eric Zivot

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

*by*Mark J. Jensen

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

*by*David E. A. Giles

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

*by*David E. A. Giles

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

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

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

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

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

*by*David E. A. Giles

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

*by*David E.A. Giles

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

*by*David E. A. Giles

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

*by*David E.A. Giles

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

*by*Dobrescu, Emilian

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

*by*Douven, Rudy & Peeters, Marga

**Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange**

*by*Francis X. Diebold & Jinyong Hahn & Anthony S. Tay

**How Relevant is Volatility Forecasting for Financial Risk Management?**

*by*Peter F. Christoffersen & Francis X. Diebold

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**European Money Demand and the Role of UK for its Stability: A Cointegration Analysis**

*by*Andreas Beyer

**A structural cointegrating VAR approach to macroeconometric modelling**

*by*Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*René Garcia & Éric Renault

**Forecasting Inflation with the M1-VECM: Part Two**

*by*Engert, Walter & Hendry, Scott

**HDR 1998 - Consumption for Human Development**

*by*UNDP

**EGARCH Option Pricing with Assymetries in the Mean Equation**

*by*Tae Hoon Kang

**Inventories and Asymmetric Business Cycle Fluctuations in the UK**

*by*Sensier, M.

**Assortative Matching and Search**

*by*Shimer, R. & Smith, L.

**Assortative Matching and Search**

*by*Shimer, R. & Smith, L.

**A Graphical Depiction of the Rubinstein-Stahl Bargaining Solution**

*by*Smith, L.

**The Economic Return to Schooling in Ireland**

*by*Callan, T. & Harmon, C.P.

**Mutual Encompassing and Model Equivalence**

*by*Lu, M. & Mizon, G. E.

**Mathematical and Statistical Modelling of Cointegration**

*by*Johansen, S.

**Unemployment Insurance in Theory and Practice**

*by*Holmlund, B.

**An estimator for the road freight handling factor**

*by*Thomas Cool

**The Angular Distribution of Asset Returns in Delay Space**

*by*Roger Koppl & Carlo Nardone

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Nonlinear and Complex Dynamics in Economics**

*by*William A. Barnett & Alfredo Medio & Apostolos Serletis

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**Estimation of Price Elasticities from Norwegian Household Survey Data**

*by*Leif Brubakk

**Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors**

*by*Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul

**Cointegration and Long-Horizon Forecasting**

*by*Peter F. Christoffersen & Francis X. Diebold

**Evaluating Density Forecasts**

*by*Francis X. Diebold & Todd A. Gunther & Anthony S. Tay

**Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong**

*by*James McIntosh & William A. Sims

**Vacancy Durations - A Model for Employer's Search**

*by*Weber, Andrea

**Waves and Persistence in Merger and Acquisition Activity**

*by*John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty

**Analysis of Vector Autoregressions in the Presence of Shifts in Mean**

*by*Serena Ng & Timothy J. Vogelsang

**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**

*by*Serena Ng & Pierre Perron

**HDR 1997 - Human Development to Eradicate Poverty**

*by*UNDP

**Conditional Independance in Sample Selection Models**

*by*Angrist, J.D.

**A Multicriteria Approach to Model Specification and Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Bootstrap Methods For Covariance Structures**

*by*Joel L. Horowitz

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Bootstrap Methods for Median Regression Models**

*by*Joel L. Horowitz

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

*by*Joel L. Horowitz & Tim Loughran & N. E. Savin

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Gathier Lanot & George Neumann

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*N.E. Savin & Allan Wurtz

**Power of Tests in Binary Response Models**

*by*N.E. Savin & Allan Wurtz

**Real and Spurious Long Memory Properties of Stock Market Data**

*by*I.N. Lobato & N.E. Savin

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**Macromodels of the Romanian transition Economy**

*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

**HDR 1996 - Economic Growth and Human Development**

*by*UNDP

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*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

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**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

**Aggregation when Markets do not Clear**

*by*Leif Andreassen

**A Framework for Estimating Disequilibrium Models with Many Markets**

*by*Leif Andreassen

**Robert E. Lucas Jr., Prix Nobel d'Économie 1995**

*by*Buda, Rodolphe

**Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules**

*by*Orazio P. Attanasio

**HDR 1995 - Gender and Human Development**

*by*UNDP

**Using Expectations Data to Study Subjective Income Expectations**

*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**

*by*Ahn & Byung Chul

**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**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**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**

*by*Buda, Rodolphe

**Small Sample Properties of Generalized Method of Moments Based Wald Tests**

*by*Craig Burnside & Martin Eichenbaum

**Planning paper 67 - Projet MODTRIM - Description du modÃ¨le dans sa version actuelle**

*by*M.-A. Jamar de BolsÃ©e & Joost Verlinden

**Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically**

*by*Pedro Gozalo & Oliver Linton

**HDR 1994 - New Dimensions of Human Security**

*by*UNDP

**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**A Multicriteria Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh

**HDR 1993 - People's Participation**

*by*UNDP

**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**The Impact of Permanent Job Loss on Health Insurance Benefits**

*by*Craig A. Olson

**A Kit of Results For Sampled and Temporally Aggregated Models**

*by*Luigi Ermini

**HDR 1992 - Global Dimensions of Human Development**

*by*UNDP

**A Unified Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**HDR 1991 - Financing Human Development**

*by*UNDP

**On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates**

*by*Charles Adams & Bankim Chadha

**An Organizing Principle for Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Flexible Least Squares for Approximately Linear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**The Econometric Analysis of Time Series, 2nd Edition**

*by*Andrew C. Harvey

**HDR 1990 - Concept and Measurement of Human Development**

*by*UNDP

**Sequential Nonlinear Estimation With Nonaugmented Priors**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

**Planning Paper 39 - A disequilibrium macroeconomic model of the Belgian economy : the Maribel II model of the Planning office**

*by*Henri Bogaert & Tanguy de Biolley & Joost Verlinden

**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**The Flexible Least Squares Approach to Time-Varying Linear Regression**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Empirical Methods for International Trade**

*by*

**Model Reliability**

*by*

**Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)**

*by*Tian, Guoqiang

**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

*by*Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.

**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Modeling with scenarios: technology in north-south development**

*by*Chichilnisky, Graciela & Cole, Sam

**A Structural Model of Exchange Rate Dynamics**

*by*Kuzmin, Anton

**Computer Simulation of Competitive Market Response**

*by*Arnold E. Amstutz

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

*by*Scott Farrow

*by*Scott Farrow

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates**

*by*Mark Andor & Frederik Hesse

**Computational Economics**

*by*Hans M. Amman & David A. Kendrick