Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
2011
- Onour, Ibrahim, 2011, "Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market," MPRA Paper, University Library of Munich, Germany, number 28001, Jan.
- Avadanei, Andreea, 2011, "Analiza inițiativelor de promovare a integrării financiare la nivelul Uniunii Economice și Monetare
[Analyzing European Initiatives for Sustaining Financial Integration within EMU]," MPRA Paper, University Library of Munich, Germany, number 30153, Apr. - Itkonen, Juha, 2011, "Causal misspecifications in econometric models," MPRA Paper, University Library of Munich, Germany, number 31397, May.
- Hatemi-J, Abdulnasser, 2011, "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper, University Library of Munich, Germany, number 31700.
- Kaldasch, Joachim, 2011, "The product life cycle of durable goods," MPRA Paper, University Library of Munich, Germany, number 33174, Sep.
- Kaldasch, Joachim, 2011, "The experience curve and the market size of competitive consumer durable markets," MPRA Paper, University Library of Munich, Germany, number 33370, Sep.
- Martinho, Vítor João Pereira Domingues, 2011, "A linear model of the new economic geography for Portugal," MPRA Paper, University Library of Munich, Germany, number 33506.
- Martinho, Vítor João Pereira Domingues, 2011, "A non linear model of the new economic geography for Portugal," MPRA Paper, University Library of Munich, Germany, number 33507.
- Martinho, Vítor João Pereira Domingues, 2011, "A non linear model of the new economic geography for Portugal. Another perspective," MPRA Paper, University Library of Munich, Germany, number 33511.
- Martinho, Vítor João Pereira Domingues, 2011, "A model of the Keynesian theory for Portugal," MPRA Paper, University Library of Munich, Germany, number 33624.
- Martinho, Vítor João Pereira Domingues, 2011, "A model of the Keynesian theory for Portugal. Another perspective," MPRA Paper, University Library of Munich, Germany, number 33626.
- Martinho, Vítor João Pereira Domingues, 2011, "A model of the Keynesian theory for Portugal. Another approach," MPRA Paper, University Library of Munich, Germany, number 33629.
- Martinho, Vítor João Pereira Domingues, 2011, "A model of the Keynesian theory for the Portuguese manufactured industry," MPRA Paper, University Library of Munich, Germany, number 33632.
- Martinho, Vítor João Pereira Domingues, 2011, "A model of the Keynesian theory for the Portuguese manufactured industry. Another analysis," MPRA Paper, University Library of Munich, Germany, number 33633.
- Martinho, Vítor João Pereira Domingues, 2011, "A spatial model of the Keynesian theory for Portugal," MPRA Paper, University Library of Munich, Germany, number 33636.
- Martinho, Vítor João Pereira Domingues, 2011, "A spatial model based on the endogenous growth theory for Portugal," MPRA Paper, University Library of Munich, Germany, number 33711.
- Martinho, Vítor João Pereira Domingues, 2011, "A spatial model based on the endogenous growth theory for Portugal. Another analysis," MPRA Paper, University Library of Munich, Germany, number 33712.
- Martinho, Vítor João Pereira Domingues, 2011, "A spatial model based on the endogenous growth theory for Portugal. Another approach," MPRA Paper, University Library of Munich, Germany, number 33713.
- Martinho, Vítor João Pereira Domingues, 2011, "A model for net migration between the Portuguese regions," MPRA Paper, University Library of Munich, Germany, number 33717.
- Martinho, Vítor João Pereira Domingues, 2011, "A model for net migration between the Portuguese regions. Another perspective," MPRA Paper, University Library of Munich, Germany, number 33718.
- Martinho, Vítor João Pereira Domingues, 2011, "A model based on the Rybczynski equation for Portugal," MPRA Paper, University Library of Munich, Germany, number 33734.
- Martinho, Vítor João Pereira Domingues, 2011, "A model based on the Rybczynski equation for Portugal. Another way," MPRA Paper, University Library of Munich, Germany, number 33735.
- Kaldasch, Joachim, 2011, "Evolutionary Model of Non-Durable Markets," MPRA Paper, University Library of Munich, Germany, number 33743, Sep.
- Skribans, Valerijs, 2011, "Makroekonomiskā aprites modeļa izstrādāšana izmantojot sistēmdinamikas metodi
[Development of System Dynamics Macroeconomic Equilibrium Model]," MPRA Paper, University Library of Munich, Germany, number 34357. - Skribans, Valerijs, 2011, "Development of System Dynamic Model of Latvia’s Economic Integration in the EU," MPRA Paper, University Library of Munich, Germany, number 34565.
- Liu, Luke, 2011, "Securitization and moral hazard: Does security price matter?," MPRA Paper, University Library of Munich, Germany, number 35004, May.
- Jingwa A, Brian, 2011, "Improving biodiversity monitoring by modeling relative abundance from "presence only" data," MPRA Paper, University Library of Munich, Germany, number 35232, Sep.
- Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011, "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
[Modeling Mexican stock returns with TGARCH and EGARCH models: An econometric ," MPRA Paper, University Library of Munich, Germany, number 36872, Sep. - Nwaobi, Godwin, 2011, "Macroeconomic fluctuations,regime switching(structural breaks) and impulse responses:Nigerian evidence," MPRA Paper, University Library of Munich, Germany, number 38482, Dec.
- Skribans, Valerijs, 2011, "Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии
[Development of system dynamics model for the energy sector in Latvia]," MPRA Paper, University Library of Munich, Germany, number 39251. - Peresetsky, A. A., 2011, "What factors drive the Russian banks license withdrawal," MPRA Paper, University Library of Munich, Germany, number 41507.
- Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
- Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn, 2011, "Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks," MPRA Paper, University Library of Munich, Germany, number 53602, Mar.
- Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
- Igor Kotlán & Zuzana Machová & Lenka Janíčková, 2011, "Vliv zdanění na dlouhodobý ekonomický růst
[Taxation Influence on the Economic Growth]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 5, pages 638-658, DOI: 10.18267/j.polek.812. - Marco Battaglini & Salvatore Nunnari & Thomas Palfrey, 2011, "The Free Rider Problem: a Dynamic Analysis," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1354, Jul.
- Hyun-Soo Choi & Harrison Hong & Jose Scheinkman, 2011, "Speculating on Home Improvements," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1355, Jul.
- Łukasz Kwiatkowski, 2011, "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 4, pages 187-219, December.
- Sandra Gomes, 2011, "Housing Market Dynamics: Any News?," Working Papers, Banco de Portugal, Economics and Research Department, number w201121.
- Matthias Duschl & Thomas Brenner, 2011, "Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2011-07, Dec.
- Karim M. Abadir, 2011, "Is the economic crisis over (and out)?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 3, issue 2, pages 102-108, October.
- Gabriella Legrenzi & Costas Milas, 2011, "Debt Sustainability and Financial Crises: Evidence from the GIIPS," Working Paper series, Rimini Centre for Economic Analysis, number 42_11, Sep.
- Sergey Aivazian & Sergey Golovan & Alexander Karminsky & Anatoly Peresetsky, 2011, "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 13-40.
- Ana M. Angulo & Jesús Mur, 2011, "The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 37-52.
- Javier Aliaga & Marcos Herrera & Daniel Leguía & Jesús Mur & Manuel Ruiz & Horacio Villegas, 2011, "Spatial Causality. An application to the Deforestation Process in Bolivia," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 183-198.
- Susanne Milcher, 2011, "Decomposing Income Differentials Between Roma And Non-Roma In South East Europe," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 5, issue 1, pages 27-53, JUNE.
- Asensio, Angel & Charles, Sébastien & Lang, Dany & Le Heron, Edwin, 2011, "Les développements récents de la macroéconomie post-keynésienne," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 10.
- John Whalley & Shunming Zhang, 2011, "On the arbitrariness of consumption," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 4, pages 301-304, DOI: 10.1080/13504851003655024.
- Jesús Gonzalo & Jean-Yves Pitarakis, 2011, "Regime-Specific Predictability in Predictive Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 229-241, June, DOI: 10.1080/07350015.2011.652053.
- K. Azim Ozdemir, 2011, "Parasal Analize Bir Bakis : Turkiye Ornegi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 11, issue 2, pages 29-48.
- Eric de Noronha Vaz & Peter Nijkamp & Marco Painho & Mario Gaetano, 2011, "A Multi-Scenario Forecast of Urban Change: A Study on Urban Growth in the Algarve," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-142/3, Oct.
- Philip Hans Franses & Rianne Legerstee & Richard Paap, 2011, "Estimating Loss Functions of Experts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-177/4, Dec.
- Reinhold Heinlein & Hans-Martin Krolzig, 2011, "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics, School of Economics, University of Kent, number 1124, Dec.
- Vasily Astrov & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Sebastian Leitner & Zdenek Lukas & Anton Mihailov & Olga Pindyuk & Leon Podkaminer & Josef Pöschl &, 2011, "Recovery: Limp and Battered," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number 8, Jul.
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011, "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers, European Regional Science Association, number ersa11p1055, Sep.
- Marcel Prokopczuk, 2011, "Pricing and hedging in the freight futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 5, pages 440-464, May.
- Ron Mittelhammer & Robert Rosenman & Vidhura Tennekoon, 2011, "Sequential Self-Selection of Program Adherence," Working Papers, School of Economic Sciences, Washington State University, number 2011-7, Sep.
- Kaldasch, Joachim, 2011, "The Product Life Cycle of Durable Goods," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 50530.
- Kaldasch, Joachim, 2011, "Evolutionary Model of Non-Durable Markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 50531.
- Joachim Kaldasch, 2011, "The Experience Curve and the Market Size of Competitive Consumer Durable Markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 59749.
2010
- Hugo Harari-Kermadec & David Flacher, 2010, "Modeling tuition fees in presence of social heterogeneity," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 27, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
- Nils Jannsen, 2010, "National and International Business Cycle Effects of Housing Crises," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 56, issue 2, pages 175-206.
- Toth, Russell, 2010, "Traps and Thresholds in Pastoralist Mobility," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61336, DOI: 10.22004/ag.econ.61336.
- Ward, Patrick S. & Florax, Raymond J.G.M. & Flores-Lagunes, Alfonso, 2010, "Agricultural Productivity and Anticipated Climate Change in Sub-Saharan Africa: A Spatial Sample Selection Model," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61635, DOI: 10.22004/ag.econ.61635.
- Franco, Juan Agustin & Calatrava-Leyva, Javier, 2010, "Adopción y difusión de prácticas de no laboreo en el olivar de la provincia de Granada," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 10, issue 01, pages 1-20, DOI: 10.22004/ag.econ.99605.
- Nikita Perevalov & Philipp Maier, 2010, "On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment," Staff Working Papers, Bank of Canada, number 10-10, DOI: 10.34989/swp-2010-10.
- Marco J. Lombardi & Philipp Maier, 2010, "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers, Bank of Canada, number 10-37, DOI: 10.34989/swp-2010-37.
- Konstantīns Beņkovskis, 2010, "LATCOIN: determining medium to long-run tendencies of economic growth in Latvia in real time," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 10, issue 2, pages 27-48, December.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010, "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 113-136, February, DOI: 10.1111/j.1467-6419.2009.00589.x.
- Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri, 2010, "Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 6, pages 717-743, December.
- Nidhiya Menon & Mark M. Pitt, 2010, "Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia," Working Papers, Brandeis University, Department of Economics and International Business School, number 16, Sep.
- Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 3/4, pages 457-480.
- Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 635-643.
- Vít Bubák & Evžen Kocenda & Filip Zikes & Evžen Kočenda, 2010, "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series, CESifo, number 3063.
- Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
- Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010, "Relaci�n entre variables macro y la curva de rendimientos," Borradores de Economia, Banco de la Republica, number 7045, May.
- Luis Fernando Melo Velandia & Jos� Fernando Moreno Guti�rrez, 2010, "Actualizaci�n de la descomposici�n del BEI cuando se dispone de nueva informaci�n," Borradores de Economia, Banco de la Republica, number 7333, Aug.
- G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010, "The Economic Costs of US Stock Mispricing," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-204, Jul.
- G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010, "Asset Price Regulators, Unite: you have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-205, Jul.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2010, "Regime specific predictability in predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we097844, Dec.
- Albarrán Lozano, Irene & Alonso, Pablo J. & Marín Díazaraque, Juan Miguel, 2010, "Non-linear models of disability and age applied to census data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws102410.
- Kuan-Min Wang, 2010, "Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 95-137, May.
- Kevin D Hoover, 2010, "Probability and Structure in Econometric Models," Working Papers, Duke University, Department of Economics, number 10-02.
- Berta, Paolo & Callea, Giuditta & Martini, Gianmaria & Vittadini, Giorgio, 2010, "The effects of upcoding, cream skimming and readmissions on the Italian hospitals efficiency: A population-based investigation," Economic Modelling, Elsevier, volume 27, issue 4, pages 812-821, July.
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010, "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, volume 155, issue 2, pages 155-169, April.
- Brenner, Jan, 2010, "Life-cycle variations in the association between current and lifetime earnings: Evidence for German natives and guest workers," Labour Economics, Elsevier, volume 17, issue 2, pages 392-406, April.
- De la Torre, Augusto & Ize, Alain, 2010, "Containing systemic risk: paradigm-based perspectives on regulatory reform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123396, Oct.
- K. Ogundari & T.T. Amos & S.O. Ojo, 2010, "Estimating confidence intervals for technical efficiency of rainfed rice farming system in Nigeria," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 2, issue 1, pages 107-118, February, DOI: 10.1108/17561371011017531.
- Martin Fukac & Adrian R. Pagan, 2010, "Structural macro-econometric modelling in a policy environment," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-08.
- Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00650866, May, DOI: 10.3917/reco.613.0635.
- Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476387, Apr.
- Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010, "Rearranging Edgeworth-Cornish-Fisher Expansions," Post-Print, HAL, number hal-03588300, DOI: 10.1007/s00199-008-0431-z.
- Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Post-Print, HAL, number halshs-00482370, Apr.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010, "Rearranging Edgeworth-Cornish-Fisher Expansions," Sciences Po Economics Publications (main), HAL, number hal-03588300, DOI: 10.1007/s00199-008-0431-z.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2010, "Testing the finance-growth link: is there a difference between developed and developing countries?," Working Papers, HAL, number halshs-00536160, Nov.
- Russell Davidson, 2010, "An Agnostic Look at Bayesian Statistics and Econometrics," Working Papers, HAL, number halshs-00541163, Nov.
- Hole, Arne Risa & Kolstad, Julie Riise, 2010, "Mixed logit estimation of willingness to pay distributions: a comparison of models in preference and WTP space using data from a health-related choice experiment," Working Papers in Economics, University of Bergen, Department of Economics, number 03/10, Mar.
- Andersson, Jonas & Ubøe, Jan, 2010, "Some aspects of random utility, extreme value theory and multinomial logit models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2010/1, Jan.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010, "Monetary Regime Change and Business Cycles," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 241, Apr.
- Matthew C. Chang & Shi-jie Jiang, 2010, "Surrender Effects On Policy Reserves: A Simulation Analysis Of Investment Guarantee Contracts," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 11-21.
- Aydin SARI, 2010, "Doviz Kuru Oynakliginin Ithalata Etkileri: Turkiye Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 31-44, May.
- Pitt, Mark M. & Menon, Nidhiya, 2010, "Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia," IZA Discussion Papers, IZA Network @ LISER, number 5208, Sep.
- Jesús Mur & Fernando López & Ana Angulo, 2010, "Instability in spatial error models: an application to the hypothesis of convergence in the European case," Journal of Geographical Systems, Springer, volume 12, issue 3, pages 259-280, September, DOI: 10.1007/s10109-009-0101-0.
- Konstantins Benkovskis, 2010, "LATCOIN: Determining Medium to Long-Run Tendencies of Economic Growth in Latvia in Real Time," Working Papers, Latvijas Banka, number 2010/01, Jan.
- Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10032, Apr, DOI: 10.3917/reco.613.0635.
- Joshua Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15794, Mar.
- John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16016, May.
- Anup Malani & Julian Reif, 2010, "Accounting for Anticipation Effects: An Application to Medical Malpractice Tort Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 16593, Dec.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010, "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1004, Aug.
- Gerhard Fenz & Martin Schneider, 2005, "High Price Competitiveness of Austrian Exporters and Recovery of Private Consumption Support Economic Activity-Economic Outlook for Austria from 2005 to 2007 (December 2005)," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-28.
- Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010, "On fractional filtering versus conventional filtering in economics," MPRA Paper, University Library of Munich, Germany, number 111643, Apr.
- Sarafidis, Vasilis & Wansbeek, Tom, 2010, "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 20367, Feb.
- Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
- Skribans, Valerijs, 2010, "Разработка Модели Макроэкономического Равновесия С Использованием Метода Системной Динамики
[Development of Macroeconomic Equilibrium Model with the System Dynamics Method]," MPRA Paper, University Library of Munich, Germany, number 22716. - Filoso, Valerio, 2010, "Regression Anatomy, Revealed," MPRA Paper, University Library of Munich, Germany, number 23224, Jun.
- Onour, Ibrahim, 2010, "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper, University Library of Munich, Germany, number 23334, May.
- Skribans, Valerijs, 2010, "Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde
[System dynamic model development for the Latvian energy sector]," MPRA Paper, University Library of Munich, Germany, number 23666. - Ludlow, Jorge, 2010, "Backward and forward closed solutions of multivariate models," MPRA Paper, University Library of Munich, Germany, number 24139, Jul.
- Breitmoser, Yves, 2010, "Structural modeling of altruistic giving," MPRA Paper, University Library of Munich, Germany, number 24262, Aug.
- Matei, Lucica & Matei, Ani, 2010, "The Economic and Social Impact of Public Administration Europeanization," MPRA Paper, University Library of Munich, Germany, number 24267, Aug.
- Skribans, Valerijs, 2010, "Development of the Latvian energy sector system dynamic model," MPRA Paper, University Library of Munich, Germany, number 25067.
- Zanetti Chini, Emilio, 2010, "Does the purchasing power parity hypothesis hold after 1998?," MPRA Paper, University Library of Munich, Germany, number 27225, Nov.
- Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
- Magazzino, Cosimo, 2010, "Public expenditure and revenue in Italy, 1862-1993," MPRA Paper, University Library of Munich, Germany, number 27308, Dec.
- Bianchi, Giuseppe & Cesaroni, Tatiana & Ricchi, Ottavio, 2010, "Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria
[Forecasting Budget Expenditures using budget entities]," MPRA Paper, University Library of Munich, Germany, number 27440, Oct. - Yildirim, Yavuz & Unal, Gazanfer, 2010, "From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH," MPRA Paper, University Library of Munich, Germany, number 27946, Nov.
- Skribans, Valerijs, 2010, "Darbaspēka migrācijas ietekme uz darba tirgu Latvijā
[Influence of Labor Migration on Labor Market in Latvia]," MPRA Paper, University Library of Munich, Germany, number 28301. - Brissimis, Sophocles & Migiakis, Petros, 2010, "Inflation persistence and the rationality of inflation expectations," MPRA Paper, University Library of Munich, Germany, number 29052, Dec.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010, "Regime Specific Predictability in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 29190, Dec.
- Skribans, Valerijs, 2010, "Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana
[Estimation of Economic Benefit of the Introduction of Latvia in the European Union]," MPRA Paper, University Library of Munich, Germany, number 29313. - Skribans, Valerijs, 2010, "Latvia’s incoming in European Union economic effect estimation," MPRA Paper, University Library of Munich, Germany, number 32522.
- Pampanini, Rossella & Marchini, Andrea & Diotallevi, Francesco, 2010, "A quantitative analysis of olive oil market in Italy," MPRA Paper, University Library of Munich, Germany, number 40638, Sep.
- Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
- Lach, Łukasz, 2010, "Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems," MPRA Paper, University Library of Munich, Germany, number 52285.
- Herrera Gómez, Marcos, 2010, "Causalidad Espacial. Enfoque No Paramétrico
[Spatial Causality. Non-Parametric Approach]," MPRA Paper, University Library of Munich, Germany, number 61326, Aug. - John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 1228, Apr.
- Łukasz Kwiatkowski, 2010, "Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 59-94, January.
- António Rua & Miguel de Carvalho, 2010, "Nonstationary Extremes and the US Business Cycle," Working Papers, Banco de Portugal, Economics and Research Department, number w201003.
- António Rua & Miguel de Carvalho, 2010, "Extremal Dependence in International Output Growth: Tales from the Tails," Working Papers, Banco de Portugal, Economics and Research Department, number w201008.
- António Rua & Miguel de Carvalho, 2010, "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers, Banco de Portugal, Economics and Research Department, number w201009.
- Steffen Mahringer & Marcel Prokopczuk, 2010, "An Empirical Model Comparison for Valuing Crack Spread Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-01, Jan.
- Marcel Prokopczuk, 2010, "Pricing and Hedging in the Freight Futures Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-04, Apr.
- Russell Davidson, 2010, "An Agnostic Look at Bayesian Statistics and Econometrics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 153-168, June.
- Kotilainen, Markku & Koski, Heli & Mankinen, Reijo & Rantala, Olavi, 2010, "Price Formation and Market Functionality of Foodstuffs," Discussion Papers, The Research Institute of the Finnish Economy, number 1209.
- Karim M. Abadir, 2010, "Is the Economic Crisis Over (and Out)?," Professional Reports, Rimini Centre for Economic Analysis, number 02_10, Jan.
- Karim M. Abadir, 2010, "Is the Economic Crisis Over (and Out)?," Working Paper series, Rimini Centre for Economic Analysis, number 23_10, Jan.
- Caraiani, Petre, 2010, "Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 130-136, March.
- Festic, Mejra & Repina, Sebastijan & Volcjak, Robert, 2010, "Estimating Coal Price Dynamics with the Principal Components Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 188-212, July.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers, German Data Forum (RatSWD), number 142.
- Mieczyslaw Kowerski, 2010, "The Analysis of an Investment Risk Within Emerging Capital Markets. The Case of the Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue 4, pages 1-23, December.
- Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010, "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 419-435, February, DOI: 10.1007/s00199-008-0431-z.
- Razvan Pascalau, 2010, "Unit root tests with smooth breaks: an application to the Nelson-Plosser data set," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 6, pages 565-570, DOI: 10.1080/13504850802112245.
- Genaro Sucarrat, 2010, "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, volume 17, issue 1, pages 53-75, DOI: 10.1080/13501780903528978.
- Jesús Mur & Fernando López & Marcos Herrera, 2010, "Testing for Spatial Effects in Seemingly Unrelated Regressions," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 4, pages 399-440, DOI: 10.1080/17421772.2010.516443.
- Mihai Ioan Mutascu & Anne-Marie Fleischer, 2010, "A VAR Analysis of FDI and Wages: The Romania's Case," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 41-56, December.
- Lindelauf, R. & Borm, P.E.M. & Hamers, H.J.M., 2010, "One-Mode Projection Analysis and Design of Covert Affiliation Networks," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-53.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010, "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers, University of Connecticut, Department of Economics, number 2010-04, Feb, revised Dec 2010.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010, "Stochastic Convergence in the Euro Area," Working papers, University of Connecticut, Department of Economics, number 2010-32, Dec.
- Ron Bird & Gordon Menzies & Peter Dixon & Maureen Rimmer, 2010, "Asset Price Regulators Unite: You Have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 5, Apr.
- Krenz, Astrid & Rübel, Gerhard, 2010, "Industrial localization and countries' specialization in the European Union: An empirical investigation," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 106.
- Krenz, Astrid, 2010, "Services sectors' agglomeration and its interdependence with industrial agglomeration in the European Union," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 107.
- Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2010, "Time varying hierarchical archimedean copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-018.
- Okhrin, Ostap, 2010, "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-022.
2009
- Alessandro Palandri, 2009, "The Effects of Interest Rate Movements on Assets’ Conditional Second Moments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-32, Jul.
- Nicholas C.S. Sim, 2009, "Modeling Quantile Dependence: A New Look at the Money-Output Relationship," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-34.
- Andrés Gutiérrez, 2009, "La Política Cambiaria y el Control de la Inflación en Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 09/2009, Sep.
- John Tschirhart, 2009, "Integrated Ecological-Economic Models," Annual Review of Resource Economics, Annual Reviews, volume 1, issue 1, pages 381-407, September.
- Manoel BITTENCOURT, 2009, "Macroeconomic Performance And Inequality: Brazil, 1983–94," The Developing Economies, Institute of Developing Economies, volume 47, issue 1, pages 30-52, March, DOI: 10.1111/j.1746-1049.2009.00075.x.
- Stephan L. Thomsen, 2009, "Explaining the Employability Gap of Short‐Term and Long‐Term Unemployed Persons," Kyklos, Wiley Blackwell, volume 62, issue 3, pages 448-478, August, DOI: 10.1111/j.1467-6435.2009.00445.x.
- Dario Pozzoli, 2009, "The Transition to Work for Italian University Graduates," LABOUR, CEIS, volume 23, issue 1, pages 131-169, March, DOI: 10.1111/j.1467-9914.2008.00442.x.
- Yves Kuhry & Sukriye Tuysuz, 2009, "Interactions between US and UK interest rates and news spillovers: the impact of the EMU," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 1, pages 79-99.
- J. M. C. Santos Silva & Silvana Tenreyro, 2009, "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0932, May.
- J. M. C. Santos Silva & Silvana Tenreyro, 2009, "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0933, May.
- J. M. C. Santos Silva & Silvana Tenreyro, 2009, "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0935, Jun.
- John Whalley & Shunming Zhang, 2009, "On the Arbitrariness of Consumption," CESifo Working Paper Series, CESifo, number 2566.
- Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri, 2009, "Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter," CESifo Working Paper Series, CESifo, number 2782.
- Jean-Pierre Cling & Mireille Razafindrakoto & Francois Roubaud, 2009, "Vietnam's WTO Accession and Export-Led Growth- Introduction," Economie Internationale, CEPII research center, issue 118, pages 5-12.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," CIRANO Working Papers, CIRANO, number 2009s-17, May.
- Antonio Samagaio & Eduardo Couto & Jorge Caiado, 2009, "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0906, Nov.
- Sucarrat, Genaro, 2009, "Econometric reduction theory and philosophy," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we091005, Feb.
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