Research classified by Journal of Economic Literature (JEL) codes

2014

• Petruta MIHAI & Alexandra IOANID & Paula VOICU, 2014, "Classical And Modern Methods Used In Electrical Energy Management System," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 467-474, November.
• Wilmar Alexander Cabrera Rodr�guez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Relaci�n entre el riesgo sist�mico del sistema financiero y el sector real: un enfoque FAVAR," Borradores de Economia, Banco de la Republica, number 11142, Feb.
• Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Efectos calendario sobre la producci�n industrial en Colombia," Borradores de Economia, Banco de la Republica, number 11241, May.
• Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 1-22, DOI: 10.1016/j.espe.2014.08.001.
• Julio Cesar Riascos Hermoza, 2014, "Riesgo financiero acumulado: el caso de los índices bursátiles de Estados Unidos, 2000-2014," Revista Tendencias, Universidad de Narino, volume 15, issue 1, pages 78-108, DOI: 10.22267/rtend.141501.51.
• Vander Elst, Harry & Veredas, David, 2014, "Disentangled jump-robust realized covariances and correlations with non-synchronous prices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws142416, Sep.
• Harry-Paul Vander Elst & David Veredas, 2014, "Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-35, Aug.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014, "Exports and capacity constraints - a smooth transition regression model for six euro area countries," Working Paper Series, European Central Bank, number 1740, Nov.
• Yaman O. Erzurumlu & Giray Gozgor, 2014, "Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 457-464.
• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014, "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, volume 36, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.09.029.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, volume 37, issue C, pages 451-463, DOI: 10.1016/j.econmod.2013.11.034.
• Qiao, Zhuo & Chu, Patrick Kuok-Kun, 2014, "Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries," Economic Modelling, Elsevier, volume 38, issue C, pages 75-79, DOI: 10.1016/j.econmod.2013.12.006.
• Olofin, S.O. & Olubusoye, O.E. & Mordi, C.N.O. & Salisu, A.A. & Adeleke, A.I. & Orekoya, S.O. & Olowookere, A.E. & Adebiyi, M.A., 2014, "A small macroeconometric model of the Nigerian economy," Economic Modelling, Elsevier, volume 39, issue C, pages 305-313, DOI: 10.1016/j.econmod.2014.03.003.
• Reboredo, Juan C. & Ugando, Mikel, 2014, "US dollar exchange rate and food price dependence: Implications for portfolio risk management," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 72-89, DOI: 10.1016/j.najef.2014.08.005.
• Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2014, "Long- versus medium-run identification in fractionally integrated VAR models," Economics Letters, Elsevier, volume 122, issue 2, pages 299-302, DOI: 10.1016/j.econlet.2013.12.005.
• Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas, 2014, "Can Markov switching model generate long memory?," Economics Letters, Elsevier, volume 124, issue 1, pages 117-121, DOI: 10.1016/j.econlet.2014.04.030.
• Han, Heejoon & Park, Joon Y., 2014, "GARCH with omitted persistent covariate," Economics Letters, Elsevier, volume 124, issue 2, pages 248-254, DOI: 10.1016/j.econlet.2014.05.016.
• Chen, Song Xi & Xu, Zheng, 2014, "On implied volatility for options—Some reasons to smile and more to correct," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 1-15, DOI: 10.1016/j.jeconom.2013.10.007.
• Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory, 2014, "Testing stationarity of functional time series," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 66-82, DOI: 10.1016/j.jeconom.2013.11.002.
• Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014, "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 196-210, DOI: 10.1016/j.jeconom.2014.04.018.
• Palandri, Alessandro, 2014, "Risk-free rate effects on conditional variances and conditional correlations of stock returns," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 95-111, DOI: 10.1016/j.jempfin.2013.12.002.
• Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014, "Risk models-at-risk," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 72-92, DOI: 10.1016/j.jbankfin.2014.03.019.
• Daly, Kevin & Zhang, Xiaoxi, 2014, "Comparative analysis of the performance of Chinese Owned Banks’ in Hong Kong 2004–2010," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2014.06.006.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 105-113, DOI: 10.1016/j.iref.2014.01.016.
• Boucher, Christophe M. & Danielsson, Jon & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014, "Risk models–at–risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59299, Jan.
• McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
• McAleer, M.J. & Hafner, C.M., 2014, "A One Line Derivation of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-20, Jun.
• Martinet, G.G. & McAleer, M.J., 2014, "On the Invertibility of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-22, Jul.
• Chang, C-L. & McAleer, M.J., 2014, "Econometric Analysis of Financial Derivatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-02, Dec.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014, "Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries," CEPS Papers, Centre for European Policy Studies, number 9228, May.
• Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2014, "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper, Federal Reserve Bank of Richmond, number 14-10, Apr.
• Geraldine Henningsen & Arne Henningsen & Sascha T. Schröder & Simon Bolwig, 2014, "The Development of Environmental Productivity: the Case of Danish Energy Plants," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2014/04, May.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Econometrics, MDPI, volume 2, issue 2, pages 1-6, June.
• Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida, 2014, "Software Piracy: A Critical Survey of the Theoretical and Empirical Literature," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-05, Jan.
• Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014, "Risk models-at-risk," Post-Print, HAL, number hal-01243413, DOI: 10.1016/j.jbankfin.2014.03.019.
• Christophe Boucher & Jon Danielsson & Patrick Kouontchou & Bertrand Maillet, 2014, "Risk Model-at-Risk," Post-Print, HAL, number hal-01386003.
• Holgersson, Thomas & Dai, Deliang, 2014, "High-dimensional CLTs for individual Mahalanobis distances," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 361, May.
• Dai, Deliang & Holgersson, Thomas & Karlsson, Peter, 2014, "Estimating Individual Mahalanobis Distance in High-Dimensional Data," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 362, May.
• Gaure, Simen, 2014, "Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression," Memorandum, Oslo University, Department of Economics, number 21/2014, Aug.
• Selin Devrim ÖZDEMİR & Işıl AKGÜL, 2014, "Hisse Senedi Piyasalarının Kaotik Yapısı ve Yapay Sinir Ağları ile öngörüsü: IMKB-100 örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 336, pages 31-58.
• Barbara Annicchiarico & Fabio Di Dio & Francesco Felici, 2014, "Fiscal devaluation scenarios: a quantitative assessment for the Italian economy," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 1, Feb.
• Jinjing Li & Cathal O'Donoghue, 2014, "Evaluating Binary Alignment Methods in Microsimulation Models," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 17, issue 1, pages 1-15.
• Yong Tan & Christos Floros, 2014, "Risk, profitability, and competition: evidence from the Chinese banking industry," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 303-319, July-Sept.
• Arndt Claußen & Sebastian Löhr & Daniel Rösch, 2014, "An analytical approach for systematic risk sensitivity of structured finance products," Review of Derivatives Research, Springer, volume 17, issue 1, pages 1-37, April, DOI: 10.1007/s11147-013-9089-1.
• Simplice A. Asongu, 2014, "Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 11, issue 1, pages 93-122, June.
• Véronique Robichaud & Luca Tiberti & Hélène Maisonnave, 2014, "Impact of increased public education spending on growth and poverty in Uganda. An integrated micro-macro approach," Working Papers MPIA, PEP-MPIA, number 2014-01.
• Kjetil Bjorvatn & Mohammad Reza Farzanegan, 2014, "Resource rents, power, and political stability," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201419.
• Nikhil Agarwal & Paulo Somaini, 2014, "Demand Analysis using Strategic Reports: An application to a school choice mechanism," NBER Working Papers, National Bureau of Economic Research, Inc, number 20775, Dec.
• Ramona Simut & Ioana Mester, 2014, "An Investigation Of Cointegration And Causality Between Investments, Exports, Openness, Industrial Production And Economic Growth: A Comparative Study For The East European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 369-378, July.
• Podaºcã Raluca, 2014, "Study of the Normality of a Distribution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 397-400, May.
• Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014, "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0181, Jul.
• Ezzat, Hassan, 2014, "Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period," MPRA Paper, University Library of Munich, Germany, number 110566, Jul.
• El Ghini, Ahmed & Saidi, Youssef, 2014, "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 53439, Jan.
• Góralczyk, Andrzej, 2014, "Economy as the value streams. Preliminary study," MPRA Paper, University Library of Munich, Germany, number 54522, Mar.
• Albers, Scott, 2014, "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," MPRA Paper, University Library of Munich, Germany, number 55276, Apr.
• Albers, Scott, 2014, "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper, University Library of Munich, Germany, number 55632, Apr.
• Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji, 2014, "Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices," MPRA Paper, University Library of Munich, Germany, number 56118, Jul.
• Zareen, Shumaila & Qayyum, Abdul, 2014, "An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth," MPRA Paper, University Library of Munich, Germany, number 56139.
• Rahmanov, Ramiz, 2014, "A Historical Sketch of Macroeconometrics," MPRA Paper, University Library of Munich, Germany, number 56869.
• Liddle, Brantley & Messinis, George, 2014, "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper, University Library of Munich, Germany, number 59565.
• Liddle, Brantley & Messinis, George, 2014, "Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries," MPRA Paper, University Library of Munich, Germany, number 59566.
• Parodi, Bernhard R., 2014, "A Ponzi scheme exposed to volatile markets," MPRA Paper, University Library of Munich, Germany, number 60584, Dec.
• Matei, Florin, 2014, "An empirical examination of stock market integration in EMU," MPRA Paper, University Library of Munich, Germany, number 60717, Dec.
• Degiannakis, Stavros & Floros, Christos, 2014, "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper, University Library of Munich, Germany, number 64940, Apr, revised Jan 2015.
• Zou, Tao & Chen, Song Xi, 2014, "Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices," MPRA Paper, University Library of Munich, Germany, number 67073, Jan, revised Apr 2015.
• Mansur, Alfan, 2014, "The Impacts of the United States Fiscal Deficit Reduction to the World Economy," MPRA Paper, University Library of Munich, Germany, number 93967, Sep, revised 20 Sep 2014.
• Roman Huptas, 2014, "Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 4, pages 237-273, December.
• António Rua & Paulo Esteves & Elena Bobeica, 2014, "Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries," Working Papers, Banco de Portugal, Economics and Research Department, number w201415.
• António Rua & Miguel de Carvalho, 2014, "Real-time nowcasting the US output gap: Singular spectrum analysis at work," Working Papers, Banco de Portugal, Economics and Research Department, number w201416.
• Sarah Jewell & James Reade, 2014, "On Fixing International Cricket Matches," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-08, Nov.
• Theodore Panagiotidis & Gianluigi Pelloni, 2014, "Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 6, issue 1, pages 68-86, June.
• Theodore Panagiotidis & Gianluigi Pelloni, 2014, "Asymmetry and Lilien's Sectoral Shifts Hypothesis: A Quantile Regression Approach," Working Paper series, Rimini Centre for Economic Analysis, number 15_14, May.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2014, "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 3-18.
• Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Francesco Nucci, 2014, "Assessing Policy Reforms for Italy Using ITEM and QUEST III," Rivista di Politica Economica, SIPI Spa, issue 3, pages 211-244, July-Sept.
• Barbara Annicchiarico & Fabio Di Dio & Francesco Felici, 2014, "Fiscal Devaluation Scenarios: A Quantitative Assessment for the Italian Economy," CEIS Research Paper, Tor Vergata University, CEIS, number 311, Apr, revised 24 Sep 2014.
• Mario du Preez & Michael C. Sale, 2014, "Municipal assessments versus actual sales price information in hedonic price studies: A South African case study," ERSA Working Paper Series, Economic Research Southern Africa, number 411, Jan.
• Amey Sapre, 2014, "Madhya Pradesh: Does Agriculture Determine the State’s Growth Trajectory?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 1, pages 39-57, February, DOI: 10.1177/0973801013506400.
• Duo Qin, 2014, "Inextricability of Autonomy and Confluence in Econometrics," Working Papers, Department of Economics, SOAS University of London, UK, number 189, Jun.
• Aydanur GACENER ATIŞ & Fatih SAYGILI, 2014, "Türkiye’de Cari Açığın Belirleyicilerinin Ampirik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
• Sinan ÇUKURÇAYIR, 2014, "Türkiye Ekonomisinde Dış Borçların Sürdürülebilirliği: Eşbütünleşme Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 22(22).
• Fernando López & Jesús Mur & Ana Angulo, 2014, "Spatial model selection strategies in a SUR framework. The case of regional productivity in EU," The Annals of Regional Science, Springer;Western Regional Science Association, volume 53, issue 1, pages 197-220, August, DOI: 10.1007/s00168-014-0624-2.
• Go Tamakoshi & Shigeyuki Hamori, 2014, "Greek sovereign bond index, volatility, and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 687-697, October, DOI: 10.1007/s12197-013-9253-3.
• Tatsuyoshi Miyakoshi & Kui-Wai Li & Junji Shimada, 2014, "Rational expectation bubbles: evidence from Hong Kong's sub-indices," Applied Economics, Taylor & Francis Journals, volume 46, issue 20, pages 2429-2440, July, DOI: 10.1080/00036846.2014.904493.
• Heejoon Han & Dennis Kristensen, 2014, "Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 416-429, July, DOI: 10.1080/07350015.2014.897954.
• Liran Einav & Jonathan Levin, 2014, "The Data Revolution and Economic Analysis," Innovation Policy and the Economy, University of Chicago Press, volume 14, issue 1, pages 1-24, DOI: 10.1086/674019.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers, University of California at Riverside, Department of Economics, number 201405, Sep.
• Vladimir Gligorov & Mario Holzner & Sándor Richter, 2014, "Wachstumsbeschleunigung dank Investitionswende in Mittel-, Ost- und Südosteuropa," WIFO Monatsberichte (monthly reports), WIFO, volume 87, issue 5, pages 353-360, May.
• Vasily Astrov & Serkan Çiçek & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Sebastian Leitner & Olga Pindyuk & Leon Podkaminer & Sandor Richte, 2014, "On Thin Ice: CESEE Core Resilient in the Face of EU Stagnation and the Ukraine Crisis," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Autumn2014, Nov.
• Vasily Astrov & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Michael Landesmann & Sebastian Leitner & Olga Pindyuk & Leon Podkaminer & Sandor , 2014, "Investment to the Rescue," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Spring2014, Mar.
• Vladimir Gligorov & Mario Holzner & Sandor Richter, 2014, "Wachstumsbeschleunigung dank Investitionswende in Mittel-, Ost- und Südosteuropa," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2014-6, Jun.
• Andrew Chesher & Adam M. Rosen, 2014, "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-19, June.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series, Center for Financial Studies (CFS), number 450.
• de la Fonteijne, Marcel, 2014, "An inconsistency in using stock flow consistency in modelling the monetary profit paradox," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-3.
• Qin, Duo, 2014, "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-42.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-9.
• de la Fonteijne, Marcel R., 2014, "An inconsistency in using stock flow consistency in modelling the monetary profit paradox," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-7, DOI: 10.5018/economics-ejournal.ja.2014-.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2014-.
• Ankamah-Yeboah, Isaac & Rehdanz, Katrin, 2014, "Explaining the variation in the value of building energy efficiency certificates: A quantitative meta-analysis," Kiel Working Papers, Kiel Institute for the World Economy, number 1949.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-010.
• Franke, Jürgen & Mwita, Peter & Wang, Weining, 2014, "Nonparametric estimates for conditional quantiles of time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-012.
• Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok, 2014, "TEDAS - Tail Event Driven ASset Allocation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-032.
• Mutschler, Willi, 2014, "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100598.

2013

• Asongu Simplice, 2013, "Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/006, Jul.
• Asongu Simplice, 2013, "Fighting African capital flight: timelines for the adoption of common policies," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/008, Jan.
• Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Institute for Fiscal Studies, number 10/13, Mar, DOI: 10.1920/wp.cem.2013.1013.
• Heejoon Han & Dennis Kristensen, 2013, "Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates," CeMMAP working papers, Institute for Fiscal Studies, number 18/13, May, DOI: 10.1920/wp.cem.2013.1813.
• Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2013, "Long- versus medium-run identification in fractionally integrated VAR models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 476, Dec.
• Fabio Busetti & Michele Caivano, 2013, "The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 941, Nov.
• Sandra Eickmeier & Katharina Pijnenburg, 2013, "The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 103-122, February, DOI: obes.12004.
• Sophocles N. Brissimis & Petros M. Migiakis, 2013, "Inflation persistence and the rationality of inflation expectations," Working Papers, Bank of Greece, number 151, Jan.
• T. Panagiotidis & G. Pelloni, 2013, "Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp881, May.
• Martin Grešš, 2013, "Aké Faktory Vplývajú Na Cenu Ropy Brent?," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 11, issue 1, pages 7-21.
• M. Hashem Pesaran & Ron P. Smith, 2013, "Signs of Impact Effects in Time Series Regression Models," CESifo Working Paper Series, CESifo, number 4433.
• Tilmann Rave & Ursula Triebswetter & Johann Wackerbauer, 2013, "Koordination von Innovations-, Energie- und Umweltpolitik," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 61.
• Miguel Ángel Saldarriaga & Diego Winkelried, 2013, "Trade linkages and growth in Latin America: An SVAR analysis," International Economics, CEPII research center, issue 135-136, pages 13-28.
• Juan José Echavarría & Norberto Rodríguez N. & Luis Eduardo Rojas, 2013, "La meta del banco central y la persistencia de la inflación en Colombia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 5, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Dinámica inflacionaria, persistencia y formación de precios y salarios".
• Julio César Alonso & Andr�s Mauricio Arcila, 2013, "Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar," Estudios Gerenciales, Universidad Icesi.
• Esmeralda Villegas & Nelson Labarca & Bladimir Pozo, 2013, "Un análisis del comportamiento del tipo de cambio real en Venezuela," Revista Tendencias, Universidad de Narino, volume 14, issue 1, pages 122-145.
• Andrews , Rick L. & Ebbes , Peter, 2013, "Properties of Instrumental Variables Estimation in Logit-Based Demand Models: Finite Sample Results," HEC Research Papers Series, HEC Paris, number 1006, Dec.
• Eickmeier, Sandra & Moll, Katharina, 2009, "The global dimension of inflation - evidence from factor-augmented Phillips curves," Working Paper Series, European Central Bank, number 1011, Feb.
• Blattner, Tobias Sebastian & Margaritov, Emil, 2010, "Towards a robust monetary policy rule for the euro area," Working Paper Series, European Central Bank, number 1210, Jun.
• Lombardi, Marco J. & Maier, Philipp, 2011, "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series, European Central Bank, number 1379, Sep.
• Lombardi, Marco J. & Godbout, Claudia, 2012, "Short-term forecasting of the Japanese economy using factor models," Working Paper Series, European Central Bank, number 1428, Mar.
• Rua, António & Soares Esteves, Paulo, 2013, "Is there a role for domestic demand pressure on export performance?," Working Paper Series, European Central Bank, number 1594, Sep.
• Kuo, Chii-Shyan & Li, Ming-Yuan Leon & Yu, Shang-En, 2013, "Non-uniform effects of CEO equity-based compensation on firm performance – An application of a panel threshold regression model," The British Accounting Review, Elsevier, volume 45, issue 3, pages 203-214, DOI: 10.1016/j.bar.2013.06.008.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013, "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00011-6.
• Atak, Alev & Kapetanios, George, 2013, "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, volume 120, issue 2, pages 224-228, DOI: 10.1016/j.econlet.2013.03.051.
• Breitmoser, Yves, 2013, "Estimation of social preferences in generalized dictator games," Economics Letters, Elsevier, volume 121, issue 2, pages 192-197, DOI: 10.1016/j.econlet.2013.08.012.
• Halkos, George E. & Tzeremes, Nickolaos G., 2013, "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, volume 40, issue C, pages 110-118, DOI: 10.1016/j.eneco.2013.06.010.
• Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013, "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 319-332, DOI: 10.1016/j.intfin.2013.07.008.
• Laudicella, Mauro & Li Donni, Paolo & Smith, Peter C., 2013, "Hospital readmission rates: Signal of failure or success?," Journal of Health Economics, Elsevier, volume 32, issue 5, pages 909-921, DOI: 10.1016/j.jhealeco.2013.06.004.
• Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013, "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2013.01.004.
• Kerman, Sean C. & McDonald, James B., 2013, "Skewness–kurtosis bounds for the skewed generalized T and related distributions," Statistics & Probability Letters, Elsevier, volume 83, issue 9, pages 2129-2134, DOI: 10.1016/j.spl.2013.05.028.
• Muhammet Ali AVCI & N.Oguzhan ALTAY, 2013, "Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 1, pages 113-124.
• Andreas-Ektor Lake & Constantinos Katrakilides, 2013, "The Oil Price Effects in the Greek Stock Market," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), volume 0, issue 1, pages 49-58.
• Öztürkler, Harun, 2013, "Growth and Structural Transformation in Turkey," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 201.
• Yıldırım, Zekeriya, 2013, "Türkiye İş Gücü Piyasasi Dinamiklerinin Yapisal Vektör Hata Düzeltme Modeli (SVECM) İle Analizi," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 222.
• Eruygur, Ozan, 2013, "Agricultural Trade Liberalization between the EU and Mediterranean Partner Countries: An Impact Analysis," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 287.
• Jes?s Mur, 2013, "Causality, Uncertainty and Identification: Three Issues on the Spatial Econometrics Agenda," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2013, issue 1, pages 5-27.
• Vasco Curdia & Daria Finocchiaro, 2012, "Monetary Regime Change and Business Cycles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-02, Oct, DOI: 10.24148/wp2013-02.
• Christophe Boucher & Bertrand Maillet, 2013, "Learning by Failing: A Simple VaR Buffer," Post-Print, HAL, number hal-01243425, DOI: 10.1111/fmii.12006.
• Lauridsen, Jørgen T. & Zeren, Fatma & Ari, Ayse, 2013, "A spatial panel data analysis of crime rates in EU," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2013, Jan.
• Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013, "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance, University of Stavanger, number 2013/3, Apr.
• Laetitia Pozniak & Melanie Croquet & Olivier Colot, 2013, "The Relationship Between Financial Communication And Firm Performance: Evidence From France," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 9-17.
• Laetitia Pozniak, 2013, "Internet Financial Communication: Evidence from Unregulated Markets of Brussels and Paris," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 107-122.
• Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/13, Mar.
• Heejoon Han & Dennis Kristensen, 2013, "Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/13, May.
• Akhand Akhtar Hossain, 2013, "Trade liberalization and import-demand behavior in Bangladesh, 1974–2008," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 387-416, July-Dece.
• Mariano Runco, 2013, "Estimating depth of reasoning in a repeated guessing game with no feedback," Experimental Economics, Springer;Economic Science Association, volume 16, issue 3, pages 402-413, September, DOI: 10.1007/s10683-012-9344-6.
• Baoline Chen & Peter Zadrozny, 2013, "Further model-based estimates of US total manufacturing production capital and technology, 1949–2005," Journal of Productivity Analysis, Springer, volume 39, issue 1, pages 61-73, February, DOI: 10.1007/s11123-012-0271-5.
• Jos Blank, 2013, "Maximizing public value for subsidized non-profit firms: a mathematical economic model," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 173-183, October, DOI: 10.1007/s11123-012-0318-7.
• John Cockburn & Hélène Maisonnave & Véronique Robichaud & Luca Tiberti, 2013, "Fiscal Space and Public Spending on Children in Burkina Faso," Cahiers de recherche, CIRPEE, number 1308.
• Alzbeta Ádámová, 2013, "Health Forecasting in Europe," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 9, issue 01, pages 7-15.
• Liran Einav & Jonathan Levin, 2013, "The Data Revolution and Economic Analysis," NBER Chapters, National Bureau of Economic Research, Inc, "Innovation Policy and the Economy, Volume 14".
• Liran Einav & Jonathan D. Levin, 2013, "The Data Revolution and Economic Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 19035, May.
• Igor Alexandre Clemente de Morais, 2013, "Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 23, issue 1, pages 133-154, January-A.
• Maria Kasch & Massimiliano Caporin, 2013, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 706-742, September.
• Ungureanu Sebastian, 2013, "Performance Analysis on Intermediary Balance Management Panel," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1569-1574, May.
• Horga Maria-Gabriela & Ionescu Alexandra & Nancu Dorinela, 2013, "The Influence of Income Changes on the Financial Performance of the Firm," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 504-508, May.
• Dogru, Bülent, 2013, "Modeling Voting Behavior in the Eurovision Song Contest," MPRA Paper, University Library of Munich, Germany, number 42801, Jun.
• Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper, University Library of Munich, Germany, number 44417, Feb.
• Albers, Scott & Albers, Andrew L., 2013, "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 44843, Mar.
• Josheski, Dushko & Bardarova, Snezana, 2013, "Causal relationship between wages and prices in R. Macedonia: VECM analysis," MPRA Paper, University Library of Munich, Germany, number 48179, Jul.
• Asongu, Simplice A, 2013, "Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization," MPRA Paper, University Library of Munich, Germany, number 48469, Jul.
• Asongu, Simplice A, 2013, "Fighting African capital flight: timelines for the adoption of common policies," MPRA Paper, University Library of Munich, Germany, number 48493, Jan.
• Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri, 2013, "Third Generation University Strategic Planning Model Development," MPRA Paper, University Library of Munich, Germany, number 49168.
• Piper, Alan, 2013, "A Note on Modelling Dynamics in Happiness Estimations," MPRA Paper, University Library of Munich, Germany, number 49364, Aug.
• McInnes, Melayne & Ozturk, Orgul & McDermott, Suzanne & Mann, Joshua, 2013, "Improved Targeting of Social Programs: An Application to a State Job Coaching Program for Adults with Intellectual Disabilities," MPRA Paper, University Library of Munich, Germany, number 51392.
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• Sanderson, Rohnn, 2013, "Does Monetary Policy cause Randomness or Chaos? A Case Study from the European Central Bank," MPRA Paper, University Library of Munich, Germany, number 52537, Dec.
• Mohammad Monirul, Hasan, 2013, "Does Consumer Behaviour on Meat Consumption Increase Obesity? - Empirical Evidence from European Countries," MPRA Paper, University Library of Munich, Germany, number 54272, Dec, revised Jan 2014.
• Karapanagiotidis, Paul, 2013, "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56801, Aug.
• Dragomirescu-Gaina, Catalin & Weber, Anke, 2013, "Forecasting the Europe 2020 headline target on education and training: A panel data approach," MPRA Paper, University Library of Munich, Germany, number 68664.
• Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013, "Selecting the W Matrix: Parametric vs. Non Parametric Approaches," MPRA Paper, University Library of Munich, Germany, number 71181, May.
• Zuzana Machová & Igor Kotlán, 2013, "Interakce zdanění, vládních výdajů a ekonomického růstu: panelový VAR model pro země OECD
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• António Rua & Paulo Esteves, 2013, "Is there a role for domestic demand pressure on export performance?," Working Papers, Banco de Portugal, Economics and Research Department, number w201303.
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