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

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C5: Econometric Modeling**

/ / / C50: General

/ / / C51: Model Construction and Estimation

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

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

/ / / C54: Quantitative Policy Modeling

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

/ / / C57: Econometrics of Games and Auctions

/ / / C58: Financial Econometrics

/ / / C59: Other

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

Most recent items first, undated at the end.

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

*by*Antonio Musolesi & Cem Ertur

**Indentifying the sector bias of technical change**

*by*Thomas von Brasch

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

*by*Cem Ertur & Antonio Musolesi

**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

**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

**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

**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

**The Inequality-Growth Plateau**

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

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

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

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

*by*Sarah Guillou & Lionel Nesta

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

*by*Jerzy Czeslaw Ossowski

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

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

**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

**Exchange Rate Predictability**

*by*Barbara Rossi

**Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter**

*by*Maria Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri

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

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

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

*by*Wei Wei & Denis Pelletier

**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

**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

**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 Tjøstheim

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

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

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

*by*Umberto Triacca

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

*by*Hassan Mohammadi & Yuting Tan

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

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

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

*by*Douglas J. Miller & George Judge

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

*by*George Judge

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

*by*Frauke Schleer

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

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

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

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

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

*by*Achim Ahrens & Arnab Bhattacharjee

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

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

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

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

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

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

**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

**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

**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

**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

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

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

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

*by*McAleer, M.J.

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

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

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

*by*K. Sudhir & Nathan Yang

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

*by*Andreou, Elena & Ghysels, Eric

**Spatial Methods**

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

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

*by*Jair N. Ojeda-Joya

**Spatial Methods**

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

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

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

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

*by*W. Robert Reed

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

*by*Kazumitsu Nawata & Michael McAleer

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

*by*Tim Burnett

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

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

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

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

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

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

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

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

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

*by*Maxime Leboeuf & Louis Morel

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

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

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

*by*Marek Kociñski

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

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

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

*by*Luboš Smrčka & Markéta Arltová

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

*by*Gabriel Rodriguez & Dionisio Ramirez

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

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

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

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

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

*by*Marco Gallegati

**The Influence of Education on Economic Growth**

*by*STEFAN CRISTIAN CIUCU & RALUCA DRAGOESCU

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

*by*Fabien Candau & Serge Rey

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

*by*Lamara HADJOU

**The Biggest Myth in Spatial Econometrics**

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

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

*by*Francesca Di Iorio & Umberto Triacca

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

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

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

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

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

*by*Harald Oberhofer & Michael Pfaffermayr

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

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

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

*by*Richard A. Ashley & Kwok Ping Tsang

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

*by*Tom Engsted & Thomas Q. Pedersen

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

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

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

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

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

*by*Xiaoli He & Hongwu Wang & Haoran Pan

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

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

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

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

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

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

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

*by*Paiardini, Paola

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

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

**Overnight information flow and realized volatility forecasting**

*by*Todorova, Neda & Souček, Michael

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

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

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

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**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**

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**Robust thresholding for Diffusion Index forecast**

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

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

**A semiparametric conditional duration model**

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

**Aggregation of the generalized fractional processes**

*by*Sun, Jingwei & Shi, Wendong

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

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

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

*by*Souček, Michael & Todorova, Neda

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

*by*Umino, Shingo

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

*by*Pauwels, Laurent & Vasnev, Andrey

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

*by*Legrand, Romain

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

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

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

*by*Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

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

*by*Nicolas Moumni & Benaissa Nahhal

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

*by*Chandan Sharma & Sunny K Singh

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

*by*Jamal Bouoiyour & Refk Selmi

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

*by*Marcelo Griebeler

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

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

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

*by*Manel Hamdi & Sami Mestiri

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

*by*Alexander Ludwig

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

*by*GUISAN, Maria-Carmen

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

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

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

*by*Katarzyna Cheba

**Viewpoint: Boosting Recessions**

*by*Serena Ng

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

*by*Yongmiao Hong & Hai Lin & Shouyang Wang

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**On Multivariate Prudence**

*by*Jouini, Elyès & Napp, Clotilde

**Variance risk-premia in CO2markets**

*by*Chevallier, Julien

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

*by*Gürtler, Marc & Rauh, Ronald

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

*by*Andor, Mark & Hesse, Frederik

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

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

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

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

**Exchange rate predictability**

*by*Barbara Rossi

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

*by*Kazumitsu Nawata & Michael McAleer

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

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

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

*by*Mamadou Diop

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

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

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

*by*Kazumitsu Nawata & Michael McAleer

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

*by*Mark Andor & Frederik Hesse

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

*by*Gianfranco Piras & Ingmar R. Prucha

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

*by*Roger Bivand & Gianfranco Piras

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

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

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

*by*Rabindra Nepal & John Foster

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

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

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

*by*Muteba Mwamba, John & Mokwena, Paula

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

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

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

*by*Chow, Sheung Chi

**The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)**

*by*Bamikole, Oluwafemi

**Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models**

*by*Yang, Bill Huajian

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market**

*by*El GHINI, Ahmed & SAIDI, Youssef

**Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors**

*by*Hina, Hafsa & Qayyum, Abdul

**Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test**

*by*Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif

**A Generalized Random Regret Minimization Model**

*by*Chorus, Caspar

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models**

*by*Zhu, Ke & Ling, Shiqing

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

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

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate**

*by*DIAF, Sami & TOUMACHE, Rachid

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

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

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

*by*Satti, Saqlain Latif & Hassan, Muhammad shahid & Mahmood, Haider & Shahbaz, Muhammad

**An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models**

*by*Cruz, Christopher John & Mapa, Dennis

**Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries**

*by*Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi

**A link based network route choice model with unrestricted choice set**

*by*Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders

**The Nexus between Electricity Consumption and Economic Growth in Bahrain**

*by*Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad

**Introduccion a la teoría del consumidor**

*by*Mora Rodriguez, Jhon James

**Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets**

*by*Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal

**Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi

**The Role of Natural Gas Consumption and Trade in Tunisia’s Output**

*by*Farhani, Sahbi & Shahbaz, Muhammad

**The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE**

*by*Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi

**The Weight of Economic Growth and Urbanization on Electricity Demand in UAE**

*by*Sbia, Rashid & Shahbaz, Muhammad

**Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks**

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

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

*by*Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**To the problem of evaluation of market risk of global equity index portfolio in global capital markets**

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

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

*by*Erdogdu, Erkan

**Essays on Electricity Market Reforms: A Cross-Country Applied Approach**

*by*Erdogdu, Erkan

**Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works**

*by*Albers, Scott

**Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon**

*by*Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**A Structural Macro-Econometric Model of the Maltese Economy**

*by*Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William

**Was there a "Greenspan conundrum" in the Euro area ?**

*by*Lamé, Gildas

**Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works**

*by*Albers, Scott & Albers, Andrew L.

**Foundations of the economic and social history of the United States: Metaphysical**

*by*Albers, Scott

**Socio-economic Determinants of Household Food Insecurity in Pakistan**

*by*Asghar, Zahid & Muhammad, Ahmed

**Introducing time-changing economics into credit scoring**

*by*Maria Rocha Sousa & João Gama & Elísio Brandão

**Does realized volatility help bond yield density prediction?**

*by*Minchul Shin & Molin Zhong

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

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Frequentist evaluation of small DSGE models**

*by*Gunnar Bårdsen & Luca Fanelli

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

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

**A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications**

*by*Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park

**Risk-Sharing Within Families: Evidence From the Health and Retirement Study**

*by*S. Nuray Akin & Oksana Leukhina

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

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

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

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

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

**Bond returns and market expectations**

*by*Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini

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

*by*George Alogoskoufis

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

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

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

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

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

*by*Martine Rutten & Andrzej Tabeau & Frans Godeschalk

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

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

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

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

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

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

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

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

**Collateral Equilibrium: A Basic Framework**

*by*Geanakoplos, John & William R. Zame

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

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

**Anchoring the Yield Curve Using Survey Expectations**

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

**Exchange Rate Predictability**

*by*Rossi, Barbara

**Panel Vector Autoregressive Models: A Survey**

*by*Canova, Fabio & Ciccarelli, Matteo

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

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

*by*W. Robert Reed

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

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

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

*by*Valentina Aprigliano & Lorenzo Bencivelli

**Financial Crisis and Sticky Expectations**

*by*Saten Kumar & Barrett Owen

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

*by*Stavros Stavroyiannis & Leonidas Zarangas

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

*by*Gaftea, Viorel

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

*by*Ion Zgreaban, Irina

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

*by*Karim M. Abadir

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

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

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

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

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

*by*Jinjing Li & Cathal O'Donoghue

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

*by*Canlin Li & Min Wei

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

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

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

*by*Chia-Lin Chang & Michael McAleer

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

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

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

*by*Aman Ullah & Huansha Wang

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

*by*Naoya Sueishi

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

*by*Fei Jin & Lung-fei Lee

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

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

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

*by*Huiyu Huang & Tae-Hwy Lee

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

*by*Massimiliano Caporin & Michael McAleer

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

*by*Yongning Wang & Ruey S. Tsay

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

*by*Kunyuan Qiao

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

*by*Debabrata Mukhopadhyay & Nityananda Sarkar

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

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

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

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

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

*by*Rafiq, Sohrab

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

*by*Bakshi, Gurdip & Panayotov, George

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

*by*Dias, Alexandra

**Moment-based estimation of stochastic volatility**

*by*Bregantini, Daniele

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

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

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

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

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

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

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

*by*Souček, Michael & Todorova, Neda

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

*by*Erdogdu, Erkan

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

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

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

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

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

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

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

*by*Liddle, Brantley & Lung, Sidney

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

*by*Zhang, Xinyu

**A global index of riskiness**

*by*Schnytzer, Adi & Westreich, Sara

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

*by*Tsuchiya, Yoichi

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

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

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

*by*Sin, Chor-Yiu (CY)

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

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

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

*by*Kiani, Khurshid M.

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

*by*Sriananthakumar, Sivagowry

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

*by*Kaya, Huseyin

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

*by*Zheng, Tingguo & Guo, Huiming

**Variance risk-premia in CO2 markets**

*by*Chevallier, Julien

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

*by*Scheiblecker, Marcus

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

*by*Yalta, A. Yasemin

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

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

**Monetary regime change and business cycles**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Spatial spillovers in the development of institutions**

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

**Returns to education and urban-migrant wage differentials in China: IV quantile treatment effects**

*by*Messinis, George

**Comparisons of Chinese and Indian Energy Consumption Forecasting Models**

*by*Vipin Arora

**The relationship between natural resources rents, trade openness and economic growth in Algeria**

*by*Helmi Hamdi & Rashid Sbia

**Measuring co-movement of oil price and exchange rate differential in Bangladesh**

*by*Gazi Salah Uddin & Aviral Kumar Tiwari

**Multivariate Granger causality between foreign direct investment and economic growth in Tunisia**

*by*Helmi Hamdi & Rashid Sbia & Hakimi Abdelaziz & Wafa Khlaifia hakimi

**Estimation of disaggregated import demand functions for Turkey**

*by*Ertan Oktay & Giray Gozgor

**Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure**

*by*Helmi Hamdi

**Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data**

*by*Marcel die Dama & Boniface ngah Epo & Galex syrie Soh

**On asymptotic properties of the QLM estimators for GARCH models**

*by*Maddalena Cavicchioli

**Informational content of corporate ratings in a developing country: the case of Brazilian firms**

*by*Rosemarie Bröker Bone & Eduardo P Ribeiro

**Modelling the Demand for Money in Sub-Saharan Africa (SSA)**

*by*Afees Salisu & Idris Ademuyiwa & Basiru Fatai

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

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

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

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**The Czech Treasury Yield Curve from 1999 to the Present**

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

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

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

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

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

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**SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements**

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

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**A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications**

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**Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests**

*by*B. da Silva Lopes, Artur C.

**European Stock Market Dynamics Before and After the Introduction of the Euro**

*by*Joseph Friedman & Yochanan Shachmurove

**The Role of Beliefs in Inference for Rational Expectations Models**

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**Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects**

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

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**Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission**

*by*Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon

**Structural Econometric Models in Forecasting Inflation at the National Bank of Poland**

*by*Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel

**Noname - A new quarterly model for Belgium**

*by*Philippe Jeanfils & Koen Burggraeve

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

*by*Mark J. Holmes & Arthur Grimes

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

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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 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model**

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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**

*by*Eric Meyermans & Patrick Van Brusselen

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

*by*Feng Dai & Ling Liang

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

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

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

*by*Georg Zachmann

**Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models**

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**Real-Time Model Uncertainty in the United States: the Fed from 1996-2003**

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**Biases in Static Oligopoly Models?:Evidence from the California Electricity Market**

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

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**Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?**

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**Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration**

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

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

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**Unpredictability and the Foundations of Economic Forecasting**

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**Comparing Empirical Models of the Euro Economy**

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**Real-time price discovery in stock, bond and foreign exchange markets**

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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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**Estimating Long Memory in Volatility**

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

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

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**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

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**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

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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**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

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

*by*Andrew Gelman & Iain Pardoe

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

*by*Andrew Gelman

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

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**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

*by*Horst Entorf

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**The Economic Growth Effects of NAFTA in the Northern Border of Mexico**

*by*Alejandro Diaz-Bautista

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

*by*Bernd Hayo & Ali M. Kutan

**Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio**

*by*Pasquale Pazienza

**Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds**

*by*Robert Kitt

**Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression**

*by*Zhenlin Yang & Yiu Kuen Tse

**Volatility and the Term Structure: Evidence from Interest Rate Derivatives**

*by*Alessandro Beber; Fabio Fornari.

**The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation**

*by*Oleg Korenok & Stanislav Radchenko

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

*by*Michael R. Wickens & Chiona Balfoussia

**New-Keynesian Macroeconomics and the Term Structure**

*by*Antonio Moreno & Geert Bekaert & Seonghoon Cho

**دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر**

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

*by*Dobrescu, Emilian

**I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1**

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**Convergence Properties of the Likelihood of Computed Dynamic Models**

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

**Model Uncertainty and Policy Evaluation: Some Theory and Empirics**

*by*William A. Brock & Steven N. Durlauf & Kenneth D. West

**Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model**

*by*Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro

**Estimating Dynamic Models of Imperfect Competition**

*by*Patrick Bajari & C. Lanier Benkard & Jonathan Levin

**Sectoral vs. country diversification benefits and downside risk**

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**Learning, Forecasting and Structural Breaks**

*by*John M. Maheu & Stephen Gordon

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

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

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**Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model**

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**Working Paper 05-04 - Une nouvelle version du modèle HERMES**

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**Economic Evaluation of Climate Change Impacts and Adaptation in Italy**

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

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

*by*Andrew Gelman & Iain Pardoe

**Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?**

*by*Feng Zhao & Robert Jarrow & Haitao Li

**Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk**

*by*Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee

**Level-n Bounded Rationality on a Level Playing Field of Sequential Games**

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**The role of permanent and transitory components in business cycle volatility moderation**

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**Optimal Rules under Adjustment Cost and Infrequent Information**

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**Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey**

*by*Joseph D. ALBA & Donghyun PARK

**Bagging Binary Predictors for Time Series**

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

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**External Trade, Tourism and Economic Integration in Latin America**

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

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

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

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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**

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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**

*by*Kapteyn, A. & Teppa, F.

**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**

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**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**

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**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**

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

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**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**

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**Inflation Targeting in Korea: An Empirical Exploration**

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**Outliers in eleven Finnish macroeconomic time series**

*by*Jussi Tolvi

**Latent Leading and Coincident Factors Model with Markov-Switching Dynamics**

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**Prior Information: The Mixed Prediction Approach**

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**Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993**

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**Employment and regional development in Germany**

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

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

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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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**Testable consequences of economic theory**

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**Econometrics, Volume 1: Econometric Modeling of Producer Behavior**

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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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**The Market for Sculptures: an Adjacent Year Regression Index**

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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**

*by*S. Sgherri

**Financial markets survey written for encyclopedia EOLSS**

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**Reversed Score and Likelihood Ratio Tests**

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

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

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

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

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

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

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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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**Micro Data and General Equilibrium Models**

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

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

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

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

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**Dynamic Factor Demand Models and Productivity Analysis**

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**Modeling ASEAN Global Linkages**

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**Quantitative Economic Modeling vs Methodological Individualism ?**

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

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**Econometric Inflation Targeting**

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**Dynamic Factor Demand Models and Productivity Analysis**

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

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

*by*Katarina Juselius & Juan Toro

**Models and Relations in Economics and Econometrics**

*by*Katarina Juselius

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

*by*Katarina Juselius & Elena Gennari

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

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

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

*by*Stephen Pudney & Michael A. Shields

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

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

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**Dynamic Factor Demand Models and Productivity Analysis**

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

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**Nonlinear innovations and impulse responses**

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**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

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

*by*Serena Ng & Timothy Vogelsang

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

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

*by*John Foster & Phillip Wild

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

*by*Rosemary D. Rossiter

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

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

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**The Degree of Collusion in Construction**

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

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

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

*by*David E. A. Giles

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

*by*David E. A. Giles

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

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

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

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

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

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

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

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

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

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

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

*by*Dobrescu, Emilian

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

*by*Douven, Rudy & Peeters, Marga

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

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

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

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

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**Forecasting Inflation with the M1-VECM: Part Two**

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

*by*Tae Hoon Kang

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

*by*Sensier, M.

**Assortative Matching and Search**

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**Assortative Matching and Search**

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**The Economic Return to Schooling in Ireland**

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

**Mutual Encompassing and Model Equivalence**

*by*Lu, M. & Mizon, G. E.

**Mathematical and Statistical Modelling of Cointegration**

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**Unemployment Insurance in Theory and Practice**

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**An estimator for the road freight handling factor**

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**The Angular Distribution of Asset Returns in Delay Space**

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**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

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**Nonlinear and Complex Dynamics in Economics**

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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**

*by*Leif Brubakk

**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

**Vacancy Durations - A Model for Employer's Search**

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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**

*by*Serena Ng & Timothy J. Vogelsang

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

*by*Serena Ng & Pierre Perron

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*by*UNDP

**Conditional Independance in Sample Selection Models**

*by*Angrist, J.D.

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

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

**Bootstrap Methods For Covariance Structures**

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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?**

*by*Joel L. Horowitz & Tim Loughran & N. E. Savin

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**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

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**Power of Tests in Binary Response Models**

*by*N.E. Savin & Allan Wurtz

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

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**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

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

*by*Joel L. Horowitz

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

*by*Tue Gorgens & Joel L. Horowitz

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

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

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

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

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

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**Macromodels of the Romanian transition Economy**

*by*Dobrescu, Emilian

**Forecast Evaluation and Combination**

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

**Does Inflation Matter for Growth?**

*by*Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor

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**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

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*by*Alain DeSerres & Alain Guay

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

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

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**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**Second and Third Order Bias Reduction for One-Parameter Family Models**

*by*S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

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*by*Simon van Norden & Huntley Schaller & )

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

*by*Simon van Norden

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

*by*Robert Kalaba & Leigh Tesfatsion

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

*by*Jørgen Aasness & Erik Biørn & Terje Skjerpen

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*by*Leif Andreassen

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

*by*Leif Andreassen

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*by*Buda, Rodolphe

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

*by*Orazio P. Attanasio

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**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

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

*by*Jeff Dominitz & Charles F. Manski

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

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

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

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

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

*by*Seth A. Greenblatt

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

*by*Siddhartha Chib & Edward Greenberg

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

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

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

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

**Wavelet Analysis of Fractionally Integrated Processes**

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

*by*Hal R. Varian

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

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**Small Sample Properties of Generalized Method of Moments Based Wald Tests**

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**Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically**

*by*Pedro Gozalo & Oliver Linton

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

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

**Nonparametric Multivariate Regression Subject to Constraint**

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**A Kit of Results For Sampled and Temporally Aggregated Models**

*by*Luigi Ermini

**HDR 1992 - Global Dimensions of Human Development**

*by*UNDP

**A Unified Approach to Dynamic Estimation**

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

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

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

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

**Sunspot equilibrium as a game theoretical solution concept**

*by*Forges, Françoise

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**HDR 1991 - Financing Human Development**

*by*UNDP

**On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates**

*by*Charles Adams & Bankim Chadha

**An Organizing Principle for Dynamic Estimation**

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

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

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

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

**Flexible Least Squares for Approximately Linear Systems**

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

**The Econometric Analysis of Time Series, 2nd Edition**

*by*Andrew C. Harvey

**HDR 1990 - Concept and Measurement of Human Development**

*by*UNDP

**Sequential Nonlinear Estimation With Nonaugmented Priors**

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

**Time-Varying Linear Regression Via Flexible Least Squares**

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

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

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

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

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

*by*Henri Bogaert & Tanguy de Biolley & Joost Verlinden

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

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

**The Flexible Least Squares Approach to Time-Varying Linear Regression**

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

**Empirical Methods for International Trade**

*by*

**Model Reliability**

*by*

**Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)**

*by*Tian, Guoqiang

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

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

**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

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

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

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

**Modeling with scenarios: technology in north-south development**

*by*Chichilnisky, Graciela & Cole, Sam

**A Structural Model of Exchange Rate Dynamics**

*by*Kuzmin, Anton

**Computer Simulation of Competitive Market Response**

*by*Arnold E. Amstutz

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

**Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act**

*by*Scott Farrow

*by*Scott Farrow

*by*Scott Farrow

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

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

*by*Mark Andor & Frederik Hesse

**Computational Economics**

*by*Hans M. Amman & David A. Kendrick