Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
1996
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1996, "Fitting Equilibrium Search Models to Labour Market Data," Papers, Centre for Labour Market and Social Research, Danmark-, number 96-02.
- Rao, B.B., 1996, "An Examination of the U.S. Goods market: Keynes 87.5% and New Classicals 12.5%," Papers, New South Wales - School of Economics, number 96/30.
- Eric Jacquier & Robert Jarrow, , "Model Error in Contingent Claim Models (Dynamic Evaluation)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-96.
- Swanson, N.R., 1996, "Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models," Papers, Pennsylvania State - Department of Economics, number 4-96-2.
- Teräsvirta, Timo, 1996, "Modelling Economic Relationships with Smooth Transition Regressions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 131, Nov.
- Teräsvirta, Timo, 1996, "Smooth Transition Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 132, Nov.
- Levy-Garboua, L. & Montmarquette, C., 1996, "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9602.
- Levy-Garboua, L. & Montmarquette, C., 1996, "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9602.
- Smith, L. & Sorensen, P., 1996, "Pathological Outcomes of Observational Learning," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 115.
- Thomson, W., 1996, "Monotonic Extension on Economic Domains," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 431.
- Louis Lévy-Garboua & Claude Montmarquette, 1996, "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , volume 8, issue 2, pages 167-185, May, DOI: 10.1177/104346396008002003.
- Ley, Eduardo & Steel, Mark F J, 1996, "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, volume 78, issue 3, pages 539-543, August.
- Horowitz, J.L., 1996, "Bootstrap Methods for Covariance Structure," Working Papers, University of Iowa, Department of Economics, number 96-13.
- Clements, M.C., 1996, "Evaluating the Rationality of Fixed-Event Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 457.
1995
- Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995, "A Test for Independence Based on the Correlation Dimension," Working papers, Wisconsin Madison - Social Systems, number 9520.
- Rioux, L., 1995, "Heterogeneity, Matching, and Endogenous Labour Market Segmentation," DELTA Working Papers, DELTA (Ecole normale supérieure), number 95-35.
- João Marcus Marinho Nunes, 1995, "Unit roots, economic fluctuations, and the “persistence” of shocks," Brazilian Journal of Political Economy, Center of Political Economy, volume 15, issue 2, pages 205-230.
- Dissou, Y. & Decaluwe, B., 1995, "External Shocks and Adjustments in Cote D'Ivoire: A Dynamic General Equilibrium Analysis," Papers, Laval - Recherche en Politique Economique, number 9520.
- Baffoe-Bonnie, J., 1995, "The Dynamic Impact of Macroeconomic Aggregates Housing Prices and Stock of Houses: A National and Regional Analysis," Papers, Pennsylvania State - Department of Economics, number 11-95-3.
- Strauss, J. & Thomas, D., 1995, "Empirical Modeling of Household and Family Decisions," Papers, RAND - Reprint Series, number 95-12.
- DISSOU, Yazid & DECALUWE, Bernard, 1995, "External Shocks and Adjustment in Côte d'Ivoire: a Dynamic General Equilibrium Analysis," Cahiers de recherche, Université Laval - Département d'économique, number 9520.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995, "Fitting Equilibrium Search Models to Labor Market Data," Working Papers, University of Iowa, Department of Economics, number 95-17.
- Eduardo Ley & Mark F.J. Steel, 1995, "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics, University Library of Munich, Germany, number 9503001, Mar, revised 22 Feb 1996.
1994
- Jean-Michel COURTAULT, 1994, "Économétrie du portefeuille : l’approche de l’information," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994024, Jun.
- Finn E. Kydland & Edward C. Prescott, 1994, "The computational experiment: an econometric tool," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9420.
- Finn E. Kydland & Edward C. Prescott, 1994, "The computational experiment: an econometric tool," Staff Report, Federal Reserve Bank of Minneapolis, number 178.
- Yerima Ngama, 1994, "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 130, issue 3, pages 447-460, September, DOI: 10.1007/BF02707607.
- Keuzenkamp, H.A. & McAleer, M., 1994, "Simplicity, scientific inference and econometric modelling," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-56.
- Jan Jacobs,, 1994, ""Dividing by 4": A feasible quarterly forecasting method?," Working Papers, Centre for Economic Research, University of Groningen and University of Twente, number 22, Oct.
1992
- Fougere, D. & Kamionka, T., 1992, "Bayesian Inference for the Mover-Stayer Model in Continuous-Time," Papers, Toulouse - GREMAQ, number 92.285.
- Craig A. Olson, 1992, "The Impact of Permanent Job Loss on Health Insurance Benefits," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 684, Jul.
1991
- Garland Hilbck, Gonzalo & Saavedra Chanduvi, Jaime, 1991, "El sector industrial en el Perú: una visión de largo plazo," Working Papers, Group for the Analysis of Development (GRADE), number 42264, DOI: 10.22004/ag.econ.42264.
- Brownstone, David & Golob, Thomas F. & Kazimi, Camilla, 1991, "Modeling non-ignorable attrition and measurement error in panel surveys: an application to travel demand modeling," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt7sh4d67b, Oct.
- Cornelis A. Los, 1991, "A Scientific View of Economic Data Analysis," Eastern Economic Journal, Eastern Economic Association, volume 17, issue 1, pages 61-71, Jan-Mar.
- Cynthia Benzing & Kevin Dunleavy, 1991, "A Comment on "Scientific" Economic Analysis," Eastern Economic Journal, Eastern Economic Association, volume 17, issue 4, pages 522-525, Oct-Dec.
- Cornelis A. Los, 1991, "A Scientific View of Economic Data Analysis: Reply," Eastern Economic Journal, Eastern Economic Association, volume 17, issue 4, pages 526-531, Oct-Dec.
- Quah, Danny, 1991, "The relative importance of permanent and transitory components: identification and some theoretical bounds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2333, Oct.
- Van Den Berg, G.J. & Steerneman, T., 1991, "The Correlation of Durations in Multivariate Hazard Rate Models," Papers, Groningen State, Institute of Economic Research-, number 447.
- Gonzalo Garland & Jaime Saavedra, 1991, "El sector industrial en el Perú: una visión de largo plazo," Documentos de Investigación, Grupo de Análisis para el Desarrollo (GRADE), number dt11.
- Arturo Briceño, 1991, "El sector agricola peruano y sus interrelaciones con el entorno macroeconomico: un modelo econometrico," Documentos de Investigación, Grupo de Análisis para el Desarrollo (GRADE), number dt15.
- Gerard J. van den Berg & Ton Steerneman, 1991, "The Correlation of Durations in Multivariate Hazard Rate Models," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 960, Oct.
1985
- Grady, Patrick, 1985, "The state of the art in Canadian macroeconomic modelling," MPRA Paper, University Library of Munich, Germany, number 19474, Mar.
1984
- Jansson, Leif & Mellander, Erik, 1984, "CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters," Working Paper Series, Research Institute of Industrial Economics, number 131, Sep.
- Mellander, Erik, 1984, "A General FIML Estimator for a Certain Class of Models that are Non-Linear in the Variables," Working Paper Series, Research Institute of Industrial Economics, number 132, Sep.
1983
- Bergman, Lars, 1983, "ELIAS – A Model of Multisectoral Economic Growth in a Small Open Economy," Working Paper Series, Research Institute of Industrial Economics, number 81, Feb.
1979
- Calzolari, Giorgio, 1979, "The asymptotic distribution of power spectra in dynamic econometric models," MPRA Paper, University Library of Munich, Germany, number 24460.
- Scholtz, Hellmut D., 1979, "Wesentliche Steigerung der Rentabilität durch Anwendung von Scoring-Modellen als Grundlage unternehmerischer Entscheidungen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 32, pages 560-562.
1978
- Hausman, Jerry A, 1978, "Specification Tests in Econometrics," Econometrica, Econometric Society, volume 46, issue 6, pages 1251-1271, November.
1976
- J. A. Hausman, 1976, "Specification Tests in Econometrics," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 185, Aug.
0
- Boriss Siliverstovs, , "The Bi-parameter Smooth Transition AutoRegressive model," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-16.
- Carvalho, Glauco Rodrigues & Costa, Rafael, 2015, "The Impacts of Compulsory Crop Insurance in the Brazilian Dairy Sector," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196871, Jan, DOI: 10.22004/ag.econ.196871.
- Ibrahim Onour, , "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0911.
- Madalina Ecaterina Andreica & Mugurel Ionut Andreica & Marin Andreica, 2010, "Using Financial Ratios to Identify Romanian Distressed Companies," Papers, arXiv.org, number 1001.1446, Jan.
- Joachim Kaldasch, 2011, "The Product Life Cycle of Durable Goods," Papers, arXiv.org, number 1109.0828, Sep, revised Sep 2015.
- Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación," Borradores de Economia, Banco de la Republica de Colombia, number 589, Mar, DOI: 10.32468/be.589.
- Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010, "Relación entre variables macro y la curva de rendimientos," Borradores de Economia, Banco de la Republica de Colombia, number 605, May, DOI: 10.32468/be.605.
- Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2010, "Actualización de la descomposición del BEI cuando se dispone de nueva información," Borradores de Economia, Banco de la Republica de Colombia, number 620, Aug, DOI: 10.32468/be.620.
- Didier SORNETTE, 2009, "Dragon-Kings, Black Swans and the Prediction of Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-36, Sep.
- Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
- VANDENBUSSCHE, Hylke & CRABBE, Karen & JANSSEN, Boudewijn, 2005, "Is there regional tax competition? Firm Level Evidence for Belgium," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1891, Jan, DOI: 10.1007/s10645-005-1988-6.
- Zhengyuan Gao & Christian M. Hafner, 2019, "Looking backward and looking forward," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3024, Jan.
- Stefano Bolatto, , "Trade across Countries and Manufacturing Sectors with Heterogeneous Trade Elasticities," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 360.
- Georgios Georgiadis & Martina Jancokova, 2017, "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_008, May.
- Georgios Georgiadis & Feng Zhu, 2019, "Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_009, May.
- Erol CAKMAK & H. Ozan ERUYGUR, 2001, "Trade Implications of Extending the Turkey-EU Customs Union Agreement to Agricultural Products," Middle East and North Africa, EcoMod, number 330400013, Jan.
- Neelesh Gounder, , "2012-11 Financial development and economic growth in Fiji: New empirical evidence," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201211.
- Ross M. Batzer & Jonah Coste & William M. Doerner & Michael J. Seiler, 2024, "The Lock-In Effect of Rising Mortgage Rates," FHFA Staff Working Papers, Federal Housing Finance Agency, number 24-03, Mar.
- Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino, , "Public Capital and Economic Performance: Evidence from Italy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 163.
- Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Francesco Nucci, , "Macroeconomic Modelling and the Effects of Policy Reforms: an Assessment for Italy using ITEM and," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 1.
- Sowmya Dhanaraj & Vidya Mahambare & Poonam Munjal, 2020, "From Income to Household Welfare: Lessons from Refrigerator Ownership in India," Working Papers, Madras School of Economics,Chennai,India, number 2020-199, Jun.
- Ahmet Kaya & Hailey Low & Stephen Millard, , "Brexit and Non-Tariff Barriers: Effects on UK Business Investment and Productivity," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 572.
- John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
- Olga Khon, 0000, "Money Demand: The Guide to Monetary Policy in Russia, 1997-2020," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 11113164.
- Adriana Barone & Cristian Barra, 2020, "The Relationship between Employment and Mental Health Problems in Italy: Evidence from EHIS2 Microdata," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_240, Jul, revised Jul 2020.
- Bassam AbuAl-Foul, , "The Causal Relation between Savings and Economic Growth: An Empirical Analysis," Economics Working Papers, School of Business Administration, American University of Sharjah, number 06-05/2015.
- Niko Hauzenberger & Florian Huber & Gary Koop, , "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers, University of Strathclyde Business School, Department of Economics, number 2305.
- Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, , "Fitting Equilibrium Search Models to Labour Market Data," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _005.
- Arabinda Basistha, , "Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models," Working Papers, Department of Economics, West Virginia University, number 24-07.
None
- Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
- Taylor Mark P. & Davradakis Emmanuel, 2006, "Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-20, December, DOI: 10.2202/1558-3708.1359.
- Haas Markus, 2007, "Volatility Components and Long Memory-Effects Revisited," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 2, pages 1-39, May, DOI: 10.2202/1558-3708.1411.
- Bårdsen Gunnar & Hurn Stan & Lindsay Kenneth A., 2004, "Linearizations and Equilibrium Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-9, December, DOI: 10.2202/1558-3708.1203.
- Philipp Sibbertsen & Gerhard Stahl & Corinna Luedtke, None, "Measuring model risk," Journal of Risk Model Validation, Journal of Risk Model Validation.
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