## 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.

**Pseudolikelihood estimation of the stochastic frontier model**

*by*Andor, Mark & Parmeter, Christopher

**Testing for breaks in the weighting matrix**

*by*Ana Angulo & Peter Burridge & Jesús Mur

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

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

**Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method**

*by*Gilbert Mbara

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

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

**Evidence for the Explosive Behavior of Food and Energy Prices: Implications in Terms of Inflation Expectations**

*by*Aytul Ganioglu

**World steel production: A new monthly indicator of global real economic activity**

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Monetary Inflation Mechanism. An Empirical View**

*by*Liviu C. Andrei & Dalina Andrei

**Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone**

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

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

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Development of Einstein’s Static Cosmological Model of the Universe**

*by*Mohajan, Haradhan

**Dealing with Misspecification in DSGE Models: A Survey**

*by*Paccagnini, Alessia

**News, Noise, and Tests of Present Value Models**

*by*Hamidi Sahneh, Mehdi

**Entrepreneurship, Sectoral Outputs and Environmental Improvement : International Evidence**

*by*OMRI, ANIS

**Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach**

*by*Barnett, William & Su, Liting

**Handbook of Game Theory and Industrial Organization, Volume II: Applications. An Introduction**

*by*Corchon, Luis & Marini, Marco A.

**Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction**

*by*Corchon, Luis & Marini, Marco A.

**The Impact of Football Attendance on Tourist Expenditures for the United Kingdom**

*by*Rudkin, Simon & Sharma, Abhijit

**Is the Recent Low Oil Price Attributable to the Shale Revolution?**

*by*Bataa, Erdenebat & Park, Cheolbeom

**Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces**

*by*Esiyok, Bulent & Ugur, Mehmet

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)**

*by*Bonga-Bonga, Lumengo

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

*by*Kahia, Montassar

**Nowcasting Building Permits with Google Trends**

*by*Coble, David & Pincheira, Pablo

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

*by*Kahia, Montassar

**The 2011 Japanese energy crisis: Effects on the magnitude and pattern of load demand**

*by*Niematallah Elamin & Mototsugu Fukushige

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

*by*Chakravartti, Parma & Mundle, Sudipto

**Level and Volatility Factors in Macroeconomic Data**

*by*Yuriy Gorodnichenko & Serena Ng

**An Analysis of the Memphis Nurse-Family Partnership Program**

*by*James J. Heckman & Margaret L. Holland & Kevin K. Makino & Rodrigo Pinto & Maria Rosales-Rueda

**Shock Restricted Structural Vector-Autoregressions**

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

**Fiscal policy shocks and stock prices in the United States**

*by*Konstantinos Theodoridis & Haroon Mumtaz

**The Federal Reserveâ€™s implicit inflation target and Macroeconomic dynamics. A SVAR analysis**

*by*Haroon Mumtaz & Konstantinos Theodoridis

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

*by*Hyunju Kang & Hyunduk Suh

**Using Machine Learning To Model Interaction Effects In Education: A Graphical Approach**

*by*Fritz Schiltz & Chiara Masci & Tommaso Agasisti & Daniel Horn

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

*by*Sarah Guillou & Lionel Nesta

**What does demand heterogeneity tell us about health care provider choice in rural China?**

*by*Martine AUDIBERT & Yong HE & Jacky MATHONNAT

**What does demand heterogeneity tell us about health care provider choice in rural China?**

*by*Martine AUDIBERT & Yong HE & Jacky MATHONNAT

**A Bayesian Approach to Backtest Overfitting**

*by*Jiri Witzany

**Propagation of Commodity Market Shocks**

*by*Annalisa Marini & Steve McCorriston

**Modelling a complex world: Improving macro-models**

*by*Warwick J. McKibbin & Andrew Stoeckel

**World steel production: A new monthly indicator of global real economic activity**

*by*Francesco Ravazzolo & Joaquin Vespignani

**Can Licensing Induce Productivity? Exploring the IPR Effect**

*by*Luis Castro Peñarrieta & Gustavo Canavire-Bacarreza

**Can IPR Affect MNE’s Entry Modes? The Chilean Case**

*by*Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta

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

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

**How does inequality affect long-run growth?**

*by*Roxana Gutiérrez-Romero

**Asset returns, news topics, and media effects**

*by*Vegard H. Larsen & Leif Anders Thorsrud

**Targeting policy-compliers with machine learning: an application to a tax rebate programme in Italy**

*by*Monica Andini & Emanuele Ciani & Guido de Blasio & Alessio D'Ignazio & Viola Salvestrini

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

*by*Oskar Knapik

**Choques externos y precios de los activos en América Latina antes y después de la quiebra de Lehman Brotherse**

*by*Luis Fernando Melo & Hernán Rincón Castro

**Econometric Models for Industrial Organization**

*by*Matthew Shum

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

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

**Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis**

*by*Silvestro Sanzo & Mariano Bella & Giovanni Graziano

**Modeling and forecasting spot oil price**

*by*Latife Ghalayini

**A Monte Carlo comparison of estimating the number of dynamic factors**

*by*Zhao Zhao & Guowei Cui & Shaoping Wang

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

*by*Ahmed El Ghini & Youssef Saidi

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

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

**Regional analytics**

*by*Alan T. Murray

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

*by*Amandha Ganegoda & John Evans

**Export and Import Functions (Empirical Analysis on the Example of the Czech Republic)**

*by*František Obešlo

**Forecasting Stock Returns Using Option-Implied State Prices**

*by*Konstantinos Metaxoglou & Aaron Smith

**The London and Cambridge Economic Service: history and contributions**

*by*Robert A. Cord

**Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields**

*by*Joseph Cooper & A. Nam Tran & Steven Wallander

**Development of the Patent-Based Researches on Innovation Processes: Analytic Review**

*by*Kravtsov, A.

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

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

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

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

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

*by*Agya Atabani Adi

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

*by*Ying Jiang & Shamim Ahmed & Xiaoquan Liu

**What determines the profitability of non-bank deposit taking institutions? some evidence from Mauritius**

*by*Jugurnath Bhavish & Rucktooa Ayush & Fauzel Sheereen & Soondram Hema

**Maximum likelihood and economic modeling**

*by*Gauthier Lanot

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

*by*Jochen Heberle & Cristina Sattarhoff

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

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

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

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

*by*Ragnar Nymoen

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

*by*Seong Yeon Chang & Pierre Perron

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

*by*Jingjing Yang

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

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

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

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

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

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

*by*Bruno Rémillard

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

*by*Aparna Sengupta

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

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

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

*by*Pravin Trivedi & David Zimmer

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

*by*Luis J. Álvarez

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

*by*Llorca, Manuel & Jamasb, Tooraj

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

*by*Gaus, Eric & Sinha, Arunima

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

*by*Aboura, Sofiane & Chevallier, Julien

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

*by*Kang, Hyunju & Suh, Hyunduk

**Level and volatility factors in macroeconomic data**

*by*Gorodnichenko, Yuriy & Ng, Serena

**The cyclicality of fiscal policy: New evidence from unobserved components approach**

*by*Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E.

**Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone**

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

**Order flow and exchange rate comovement**

*by*Kleinbrod, Vincent M. & Li, Xiao-Ming

**Systemic interconnectedness among Asian Banks**

*by*Mensah, Jones Odei & Premaratne, Gamini

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

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

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

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

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

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

**Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model**

*by*Liu, Bing-Yue & Ji, Qiang & Fan, Ying

**“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets**

*by*Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled

**Dynamic spillover between commodities and commodity currencies during United States Q.E**

*by*Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan

**A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets**

*by*Boubaker, Heni & Raza, Syed Ali

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

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

**On high frequency estimation of the frictionless price: The use of observed liquidity variables**

*by*Chaker, Selma

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

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

**Volatility estimation for Bitcoin: A comparison of GARCH models**

*by*Katsiampa, Paraskevi

**Chow-Lin ×N: How adding a panel dimension can improve accuracy**

*by*Bettendorf, Timo & Bursian, Dirk

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

*by*Shang, Yuhuang & Liu, Lulu

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

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

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

*by*Zhang, Yu Yvette

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

*by*Hübler, Michael

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

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

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

*by*Li, Shaoyu & Zheng, Tingguo

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

*by*Biewen, Martin & Tapalaga, Madalina

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

*by*Trypsteen, Steven

**Does trend inflation make a difference?**

*by*Loberto, Michele & Perricone, Chiara

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

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

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

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

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

*by*Mahdi Rezapour & Mehraban Hadi Peykani

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

*by*Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

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

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

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

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

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

*by*Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

**Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS)**

*by*Abimelech Paye Gbatu & Zhen Wang & Presley K. Wesseh, Jr & Isaac Yak Repha Tutdel

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

*by*Yiming He & Shaohui Gao

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

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

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

*by*Abdulaziz Hamad Algaeed

**Study of Information Asymmetry Effect on Price Synchronism in Tehran Stock Exchange**

*by*Morteza Doosti Seyyed Shekari & Babak Jamshidinavid

**Forecasting Gold Price with Auto Regressive Integrated Moving Average Model**

*by*Naliniprava Tripathy

**Examining the Effect of Social and Intellectual Value on Organizational Performance Based on the Balanced Evaluation Method and Structural Equations in the Iranian Oil Terminals Company**

*by*Abbas Taleb Bidokhti & Ali Akbar Esmailpour

**Redenomination: Why is It Effective in One Country but Not in Another?**

*by*Erwin Bramana Karnadi & Putu Rusta Adijaya

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

*by*Khalil Abbasi Museloo & Shaker Abartavi

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

*by*Samuel Sekyi

**Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria**

*by*Simeon Ebechidi & Eleanya K. Nduka

**Interpreting rational expectations econometrics via analytic function approach**

*by*Fei Tan

**Modeling volatility of the French stock market**

*by*Nidhal Mgadmi & Khemaies Bougatef

**Predicting Advertising Volumes Using Structural Time Series Models: A Case Study**

*by*Ralf Dewenter & Ulrich Heimeshoff

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

*by*Helton Saulo & Jeremias LeÃ£o

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

*by*Antonio Ribba

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

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

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

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

**Handling Endogeneity in Stochastic Frontier Analysis**

*by*Mustafa U. Karakaplan & Levent Kutlu

**An analysis of the relationship between infrastructure investment and economic growth in Mexican urban areas, 1985-2008**

*by*Vicente German-Soto & Luis Gutierrez Flores & Hector Alonso Barajas Bustillos

**La productividad total de factores en el sector agropecuario en Colombia, 1961 - 2013**

*by*Álvaro Hernando Chaves Castro

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

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

**A DEA-logistics performance index**

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

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

*by*Chen, Zhenxi

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

*by*Chen, Zhenxi & Reitz, Stefan

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

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

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

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

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Florian Huber & Daniel Kaufmann

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

*by*Antonio Musolesi & Cem Ertur

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

*by*Bruno Ducoudre & Eric Heyer & Mathieu Plane

**الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي**

*by*Ghassan, Hassan B. & Al-Jefri, Essam H.

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

*by*Nababan, Tongam Sihol

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

*by*Yang, Bill Huajian & Du, Zunwei

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

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

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

*by*Combey, Adama

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

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

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

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

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

*by*Ben Rejeb, Aymen

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

*by*Davis, Brent

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

*by*Kebalo, Leleng

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

*by*Abonazel, Mohamed R.

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

*by*Abonazel, Mohamed R.

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

*by*Kebalo, Leleng

**Testing for Non-Fundamentalness**

*by*Hamidi Sahneh, Mehdi

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

*by*Nagayasu, Jun

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

*by*Abonazel, Mohamed R.

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

*by*Naurin, Abida & Qayyum, Abdul

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

*by*Phiri, Andrew

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

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

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

*by*Monika Hadas-Dyduch

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

*by*Owen Grech & Noel Rapa

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

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

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

*by*Biewen, Martin & Tapalaga, Madalina

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

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

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

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

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

*by*Lajos Barath & Heinrich Hockmann

**Global Value Chains and Changing Trade Elasticities**

*by*Byron Gangnes & Ari Van Assche

**Global Value Chains and Changing Trade Elasticities**

*by*Byron Gangnes & Ari Van Assche

**Recession forecasting using Bayesian classification**

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

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

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

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

*by*Dario Caldara & Edward Herbst

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

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

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

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

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

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

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

*by*Malka de Castro Campos & Federica Teppa

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

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

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

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

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

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

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

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

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

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

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

*by*Canova, Fabio & Hamidi Sahneh, Mehdi

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

*by*Nicolás Ronderos Pulido

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

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

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

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

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

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

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

*by*Ole E. Barndorff-Nielsen

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

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

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

*by*Paulo Reis Mourao

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

*by*Dmitri Byzalov & Sudipta Basu

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

*by*Benjamin M. Craig

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

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

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

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

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

*by*Michael L. Polemis & Aikaterina Oikonomou

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

*by*Florin Teodor Boldeanu & Ileana Tache

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

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

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

*by*Farida Akhtar

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

*by*Volkova, Olga & Lvova, Irina

**On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries**

*by*Murad A. BEIN & Mehmet AGA

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

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

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

*by*Samia OMRANE BELGUITH

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

*by*Andrew Phiri

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

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

**Válasz Kőrösi Gábornak**

*by*Mellár, Tamás

**A lány továbbra is szolgál..**

*by*Kőrösi, Gábor

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

*by*Mellár, Tamás

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

*by*Francois Boye

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

*by*Nyankomo Marwa & Meshach Aziakpono

**México: un país que no se mueve. Un análisis de movilidad social a partir de un enfoque de clases./ Mexico: a country that does not move. An analysis of social mobility from of a class approach**

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

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

*by*Peter Stephensen

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

*by*Jerónimo Montalvo

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

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

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

*by*Bernt P. Stigum

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

*by*Man Wang & Ngai Hang Chan

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

*by*Kyoo il Kim

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

*by*Richard A. Ashley & Xiaojin Sun

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

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

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

*by*Uwe Hassler & Mehdi Hosseinkouchack

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

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

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

*by*Kjersti Aas

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

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

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

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

**Editorial Announcement**

*by*Kerry Patterson

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

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

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

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

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

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

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

*by*Umberto Triacca

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

*by*Flavia Barsotti & Simona Sanfelici

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

*by*Bhargab Chattopadhyay & Shyamal Krishna De

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

*by*Daniel A. Griffith & Yongwan Chun

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

*by*Masayuki Hirukawa & Mari Sakudo

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

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

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

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

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

*by*Marc S. Paolella

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

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

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

*by*Michel Mouchart & Renzo Orsi

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

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

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

*by*Nunzio Cappuccio & Diego Lubian

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

*by*Ba Chu & Stephen Satchell

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

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

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

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

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

*by*Francesco Audrino & Yujia Hu

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

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

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

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

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

*by*Giovanni Forchini & Bin Peng

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

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

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

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

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

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

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

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

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

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

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

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

*by*Arnaud Dufays

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

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

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

*by*John Geweke

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

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

**Two-sided platforms in airport privatization**

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

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

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

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

*by*Ji, Qiang & Fan, Ying

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

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

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

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

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

*by*Dogan, Eyup

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

*by*Koliai, Lyes

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

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

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

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

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

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

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

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

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

*by*Ardila, Diego & Sornette, Didier

**Optimal rates from eigenvalues**

*by*Carr, Peter & Worah, Pratik

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

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

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

*by*Ziel, Florian & Steinert, Rick

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Farid Ameur & Mohamed Tkiouat

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

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

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

*by*Nidhal Mgadmi & Helmi Hamdi & Houssem Rachdi

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

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

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

*by*Katsuhiro Sugita

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

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

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

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

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

*by*Andreza A Palma

**Attractor misspecification and threshold estimation bias**

*by*Stephen Norman

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

*by*Afees A. Salisu

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

*by*Jungho Baek

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

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

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

*by*Roman Matkovskyy

**Density estimation based on pointwise mutual information**

*by*Akimitsu Inoue

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

*by*Dirk Ulbricht

**Predicting events with an unidentified time horizon**

*by*Patrick De lamirande & Jason Stevens

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

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

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

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

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

*by*Pedro V. Piffaut & Damià Rey Miró

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

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

**La nueva dinámica de los shocks externos en Bolivia: aplicación de instrumental neuro-psico-econométrico en presencia de shocks asimétricos con memoria**

*by*Ma. Edith S. Chacón Bustillos and Héctor Ernesto Sheriff Beltrán

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

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

**Identification in Differentiated Products Markets**

*by*Steven Berry & Philip Haile

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

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

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

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

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

*by*Dovern, Jonas & Jannsen, Nils

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

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

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

*by*Mototsugu Shintani & Zi-yi Guo

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

*by*Antonio Musolesi & Cem Ertur

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

*by*Mamadou Diop

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

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

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

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Indentifying the sector bias of technical change**

*by*Thomas von Brasch

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

*by*Cem Ertur & Antonio Musolesi

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

*by*Cem Ertur & Antonio Musolesi

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

*by*Sarah Guillou & Lionel Nesta

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

*by*Nyankomo Marwa and Meshach Aziakpono

**Studiul economiei, sinteza unei aventuri**

*by*Schatteles, Tiberiu

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

*by*Zeyyad Mandalinci

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

*by*Orhan Dagli & Glenn P. Jenkins

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

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

**Modelling the spatial structure of Europe**

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

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

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

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

*by*Jena, Pratap Kumar

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

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

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

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

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

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

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

*by*Abonazel, Mohamed R.

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

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

**Complex Exponential Smoothing**

*by*Svetunkov, Ivan & Kourentzes, Nikolaos

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

*by*Abonazel, Mohamed R.

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

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

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

*by*Li, Wu

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

*by*Li, Wu

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

*by*Wild, Joerg

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

*by*DIAF, Sami

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

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

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

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

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

*by*Shahbaz, Muhammad

**Quantum microeconomics theory**

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

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

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

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

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

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

*by*Sadat, Nafis

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

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

*by*Leon, Costas

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

*by*Yang, Bill Huajian & Du, Zunwei

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

*by*Hamidi Sahneh, Mehdi

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

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

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

*by*Albers, Scott

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

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

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

*by*Motlhasedi, Naomi & Phiri, Andrew

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

*by*Grech, Aaron George

**Forecasting Coherent Volatility Breakouts**

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

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

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

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

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

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

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

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

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

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

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

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

*by*Kate Ho & Adam M. Rosen

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

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

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

*by*Aaron G Grech

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

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

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

*by*Gengyang Tu & Jens Abildtrup & Serge Garcia

**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

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**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

**A new look at residential electricity demand using household expenditure data**

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

**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

**Joinpoint Regression Analysis and an Application on Istanbul Stock-Exchange**

*by*Huriye Telli & Sinan Saraçlı

**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

**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

**عوامل مؤثر بر انتقال نوسانات قیمت نفت خام به رشد بخش صنعت و معدن در ایران رهیافتی از مدلهای تبدیل مارکف**

*by*Heidari, Hassan & Babaei Balderlou, Saharnaz

**The probability of sudden stop of capital flows - the case of Albania**

*by*Shijaku, Gerti

**Financial Spillovers Across Countries: Measuring shock transmissions**

*by*Urbina, Jilber

**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 Terrades, Antoni & Tena Horrillo, 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

**Моделирование и прогнозирование временной структуры процентных ставок. Modeling and forecasting the term structure of interest rates**

*by*Степанова О.А.

**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

**Does reducing spatial differentiation increase product differentiation? Effects of zoning on retail entry and format variety**

*by*Sumon Datta & K. Sudhir

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

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

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

*by*Jinjing Li & Cathal O'Donoghue

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

*by*Canlin Li & Min Wei

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

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

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

*by*Chia-Lin Chang & Michael McAleer

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

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

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

*by*Aman Ullah & Huansha Wang

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

*by*Naoya Sueishi

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

*by*Fei Jin & Lung-fei Lee

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

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

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

*by*Huiyu Huang & Tae-Hwy Lee

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

*by*Massimiliano Caporin & Michael McAleer

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

*by*Yongning Wang & Ruey S. Tsay

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

*by*Kunyuan Qiao

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

*by*Debabrata Mukhopadhyay & Nityananda Sarkar

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

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

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

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

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

*by*Rafiq, Sohrab

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

*by*Bakshi, Gurdip & Panayotov, George

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

*by*Dias, Alexandra

**Moment-based estimation of stochastic volatility**

*by*Bregantini, Daniele

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

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

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

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

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

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

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

*by*Souček, Michael & Todorova, Neda

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

*by*Erdogdu, Erkan

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

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

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

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

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

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

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

*by*Liddle, Brantley & Lung, Sidney

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

*by*Zhang, Xinyu

**A global index of riskiness**

*by*Schnytzer, Adi & Westreich, Sara

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

*by*Tsuchiya, Yoichi

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

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

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

*by*Sin, Chor-Yiu (CY)

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

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

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

*by*Kiani, Khurshid M.

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

*by*Sriananthakumar, Sivagowry

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

*by*Kaya, Huseyin

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

*by*Zheng, Tingguo & Guo, Huiming

**Variance risk-premia in CO2 markets**

*by*Chevallier, Julien

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

*by*Scheiblecker, Marcus

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

*by*Yalta, A. Yasemin

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

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

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

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

*by*Ladislav Kristoufek

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**Separation Theorems**

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**Measures Of Risk Aversion**

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**Using The Gamma Distribution To Fit Fecundity Curves For Application In Andalusia (Spain)**

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**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

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**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

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**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

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**A Structural Model of Exchange Rate Dynamics**

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