## 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.

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

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

**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

**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

**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

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

*by*Zeyyad Mandalinci

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

*by*Orhan Dagli & Glenn P. Jenkins

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

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

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

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

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

*by*DIAF, Sami

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

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

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

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

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

*by*Shahbaz, Muhammad

**Quantum microeconomics theory**

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

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

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

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

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

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

*by*Sadat, Nafis

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

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

*by*Leon, Costas

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

*by*Yang, Bill Huajian & Du, Zunwei

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

*by*Hamidi Sahneh, Mehdi

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

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

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

*by*Albers, Scott

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

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

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

*by*Motlhasedi, Naomi & Phiri, Andrew

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

*by*Grech, Aaron George

**Forecasting Coherent Volatility Breakouts**

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

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

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

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

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

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

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

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

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

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

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

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

*by*Kate Ho & Adam M. Rosen

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

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

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

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

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

*by*Gengyang Tu & Jens Abildtrup & Serge Garcia

**Trend Fundamentals and Exchange Rate Dynamics**

*by*Daniel Kaufmann & Florian Huber

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

*by*Jonas Dovern & Nils Jannsen

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

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

**The Inequality-Growth Plateau**

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

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

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

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

*by*Sarah Guillou & Lionel Nesta

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

*by*Jerzy Czeslaw Ossowski

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

*by*Igor Lebrun

**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

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

*by*Alimukhamedova, Nargiza & Hanousek, Jan

**Adding Flexibility to Markov Switching Models**

*by*E. Otranto

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

*by*Takashi Isogai

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

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**Does Broadband Facilitate Immigration Flows?**

*by*Cansu Unver

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

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**Does trend inflation make a difference?**

*by*Michele Loberto & Chiara Perricone

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

*by*Wei Wei & Denis Pelletier

**The 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

**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

**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

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

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

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

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

*by*Javier Alejo & NicolÃ¡s Badaracco

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

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

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

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

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

*by*Masamune Iwasawa

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

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

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

*by*Jose Olmo

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

*by*Stanislav Anatolyev & Stanislav Khrapov

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

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

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

*by*Yang Zu

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

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

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

*by*Guangjie Li

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

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

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

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

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

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

*by*Shew Fan Liu & Zhenlin Yang

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

*by*Marcus J. Chambers

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

*by*Ghassen El Montasser

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

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

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

*by*Thomas Chuffart

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

*by*Biqing Cai & Dag TjÃ¸stheim

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

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

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

*by*Umberto Triacca

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

*by*Hassan Mohammadi & Yuting Tan

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

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

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

*by*Douglas J. Miller & George Judge

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

*by*George Judge

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

*by*Frauke Schleer

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

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

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

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

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

*by*Achim Ahrens & Arnab Bhattacharjee

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

*by*Osman DoÄŸan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

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

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

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

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

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

*by*Berndt, Antje & Yeltekin, Şevin

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

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

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

*by*Rischatsch, Maurus

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

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

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

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

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

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

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

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

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**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

**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

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

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

**Public Trust and Press Freedom**

*by*Pavel Yakovlev & David Gilson

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

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

**Stress testing and financial risks**

*by*Koliai, Lyes

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

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

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

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

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

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

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

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

**Impulse response matching estimators for DSGE models**

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

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

*by*Tae-Hwy Lee & Weiping Yang

**Bagging Constrained Equity Premium Predictors**

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

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

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

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

*by*Tae-Hwy Lee & Weiping Yang

**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

**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

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

*by*Enzo Cassino & Neil Cribbens & Tugrul Vehbi

**Interest Rate Uncertainty and Economic Fluctuations**

*by*Drew D. Creal & Jing Cynthia Wu

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

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

**Speculative behaviour and oil price predictability**

*by*Ekaterini Panopoulou & Theologos Pantelidis

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

*by*David Wüpper & Johannes Sauer & Linda Kleemann

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

*by*Luis Eduardo Quintero

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

*by*Claudia M. Buch & Oliver Holtemöller

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

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

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

*by*Rahul Deora & Duc Khuong Nguyen

**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

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

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

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

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

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

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

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

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

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

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

*by*Katarzyna Cheba

**Viewpoint: Boosting Recessions**

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

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

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

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**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**

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

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

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

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**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)**

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

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

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*by*Sbia, Rashid & Shahbaz, Muhammad

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

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

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*by*Albers, Scott

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*by*Asghar, Zahid & Muhammad, Ahmed

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

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

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**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

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

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*by*Martine Rutten & Andrzej Tabeau & Frans Godeschalk

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

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

**Anchoring the Yield Curve Using Survey Expectations**

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

**Exchange Rate Predictability**

*by*Rossi, Barbara

**Panel Vector Autoregressive Models: A Survey**

*by*Canova, Fabio & Ciccarelli, Matteo

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*W. Robert Reed

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*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

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

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*by*Stavros Stavroyiannis & Leonidas Zarangas

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*by*Gaftea, Viorel

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*by*Ion Zgreaban, Irina

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*by*Karim M. Abadir

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

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

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

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

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

*by*Jinjing Li & Cathal O'Donoghue

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*by*Canlin Li & Min Wei

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*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-SantaulÃ ria & Carlos Vladimir RodrÃguez-Caballero

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*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**

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

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

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

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

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*by*Anca Elena Nucu

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*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

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*by*Christian Ragacs & Klaus Vondra

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

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

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

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*by*Tolga Omay

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

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*by*Khaled Guesmi

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*by*Khaled GUESMI

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**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

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*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

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*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

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*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*Aurea Grané & Helena Veiga

**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

**Examination of Portfolio Currency Risk Estimation by Means of Lévy Models**

*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)**

*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

**Investissements directs étrangers et productivité : Quelles interactions dans le cas des pays du Moyen Orient et d’Afrique du Nord ?**

*by*Mouhoud, El Mouhoub & Bouoiyour, Jamal & Hanchane, Hicham

**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 financiÃ¨re sur le PIB potentiel de la Belgique**

*by*Igor Lebrun

**Working Paper 03-09 - S3BE : un modÃ¨le macroÃ©conomique de long terme pour lâ€™Ã©conomie 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*Aurea Grané & Helena Veiga

**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)**

*by*Gerhard Fenz & Martin Schneider

**Economic Crisis Unleashes Deep Recession in Austria – Stabilization Expected at Year-End**

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

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

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

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

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**Does Format of Pricing Contract Matter?**

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**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

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**Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series**

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**Financing Constraints and Firm Inventory Investment: A Reexamination**

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**Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited**

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**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**

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**Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach**

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**The Inflation In European Union**

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**The hunting in the Province of Elassona**

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**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**

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

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**Is there long-run convergence of regional house prices in the UK?**

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**The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century**

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**Heterogeneity, State Dependence and Health**

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

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**Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model**

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**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

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

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**Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach**

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**Modelling Aggregate Consumption Growth with Time-Varying Parameters**

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**La Modélisation Macro–Econométrique Dynamique**

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**Estimating nonuse values using conjoint analysis**

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**The Bi-parameter Smooth Transition Autoregressive model**

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**The Optimal Prediction Simultaneous Equations Selection**

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**A New Variant of RESET for Distributed Lag Models**

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**Endogenous OCA Theory: Using the Gravity Model to Test Mundell's Intuition**

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**Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation**

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**"A regression error specification test (RESET) for generalized linear models"**

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**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**

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

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**Modelisation multifractale du taux de change dollar/euro**

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**Inference of Structural Econometric Models: A Unified Approach**

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**Unpredictability and the Foundations of Economic Forecasting**

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**Comparing Empirical Models of the Euro Economy**

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**Information Flow Structure in Large-Scale Product Development Organizational Networks**

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

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**Genetic Algorithms: Genesis of Stock Evaluation**

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

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

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**Asymptotics for Duration-Driven Long Range Dependent Processes**

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**Predictive Regressions: A Reduced-Bias Estimation Method**

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**Semiparametric Estimation of Fractional Cointegrating Subspaces**

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**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

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**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

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**Multifractal analysis of Power Markets. Some empirical evidence**

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**Model Selection Uncertainty and Detection of Threshold Effecs**

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**On Describing Multivariate Skewness: A Directional Approach**

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**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

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**Testing The Significance Of Local Influence**

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*by*Guisan, M. C. & Aguayo, E.

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**Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests**

*by*Guisan, M.C.

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*by*Lauer, Charlotte

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**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

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*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**

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

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**Testing the assumption of Linearity**

*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

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*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**

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

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

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

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

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

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

*by*Ahmed W. Khwaja

**The efficiency of the Taylor rule : A stochastic analysis using the Macsim model**

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**Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence**

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

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

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**Degeneracy in Data Envelopment Analysis**

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

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

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**Econometric Analysis of Cross Section and Panel Data**

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**Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union**

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

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**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**Hypothetical Intertemporal Consumption Choices**

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**Measuring the Level of Competition in the Argentine Banking Industry**

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**Estimation Robuste des Equations d’Importation à Contamination Ponctuelle**

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**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

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**Standard Shocks in the OECD Interlink Model**

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**Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods**

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**MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia**

*by*Leo de Haan & Aneta Naumovska & Marga Peeters

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

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

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

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

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

*by*Eric Meyermans & Patrick Van Brusselen

**A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models**

*by*Edoardo Otranto & Giampiero M. Gallo

**Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns**

*by*Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96**

*by*Guisan, M.C. & Arranz, M.

**MAKMODEL: a macroeconometric model for the Republic of Macedonia**

*by*L. de Haan & A. Naumovska & H.M.M. Peeters

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

*by*Hsini, Ridha

**Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data**

*by*Konstantin A. KHOLODILIN

**Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups**

*by*Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot

**Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)**

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**Asymmetric Smiles, Leverage Effects and Structural Parameters**

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

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**A Note on the Selection of Time Series Models**

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**Affine Term-Structure Models: Theory and Implementation**

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**HDR 2001 - Making New Technologies Work for Human Development**

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**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**

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**Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test**

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**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**

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**Seraching for Additive Outliers in Nonstationary Time Series**

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**Residual Based Tests for Cointegration with GLS Detrended Data**

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**Status, Lotteries, and Inequality**

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**Financial Modeling, 2nd Edition**

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**Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary**

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**Estimating the firm's demand and supply functions under uncertainty without expected utility**

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**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

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**Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis**

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**Interactions-Based Models**

*by*William Brock & Steven N. Durlauf

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

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

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

*by*Eric Meyermans & Patrick Van Brusselen

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

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

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

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

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

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

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

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

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**A Heisenberg Bound for Stationary Time Series**

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**L-scaling**

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

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

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

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**Econometric Inflation Targeting**

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**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**

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

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

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**Dynamic Factor Demand Models and Productivity Analysis**

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**Latent Variable Models for Stochastic Discount Factors**

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

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

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

*by*Rosemary D. Rossiter

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

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

*by*David E. A. Giles

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

*by*David E. A. Giles

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

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

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

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

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

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

*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**

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

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

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

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**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

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

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**EGARCH Option Pricing with Assymetries in the Mean Equation**

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**Inventories and Asymmetric Business Cycle Fluctuations in the UK**

*by*Sensier, M.

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**Assortative Matching and Search**

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*by*Callan, T. & Harmon, C.P.

**Mutual Encompassing and Model Equivalence**

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**Unemployment Insurance in Theory and Practice**

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**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

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**Estimation of Price Elasticities from Norwegian Household Survey Data**

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

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**Evaluating Density Forecasts**

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*by*James McIntosh & William A. Sims

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**Waves and Persistence in Merger and Acquisition Activity**

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

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**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**

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**Conditional Independance in Sample Selection Models**

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

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Bootstrap Methods For Covariance Structures**

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

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**Bootstrap Methods for Median Regression Models**

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**Posterior Simulation and Bayes Factors in Panel Count Data Models**

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**Bayesian Analysis of Multivariate Probit Models**

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**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

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**Power of Tests in Binary Response Models**

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**Real and Spurious Long Memory Properties of Stock Market Data**

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**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

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**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

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**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

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**Fitting Equilibrium Search Models to Labor Market Data**

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**The Canadian Experience with Weighted Monetary Aggregates**

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**On Bartlett and Bartlett-Type Corrections**

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