Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2018
- Aleksandr M. Batkovskiy & Pavel A. Kalachikhin & Elena G. Semenova & Yury F. Telnov & Alena V. Fomina & Viktor M. Balashov, 2018, "Conficuration of enterprise networks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 1, pages 311-328, September, DOI: 10.9770/jesi.2018.6.1(19).
- Anton Kolotilin & Valentyn Panchenko, 2018, "Estimation of a Scale-Free Network Formation Model," Discussion Papers, School of Economics, The University of New South Wales, number 2018-10, Jun.
- Yuzhi Cai & Guodong Li, 2018, "A novel approach to modelling the distribution of financial returns," Working Papers, Swansea University, School of Management, number 2018-22, Feb.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 522, pages 675-685, April, DOI: 10.1080/01621459.2016.1273117.
- Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger, 2018, "Moment Component Analysis: An Illustration With International Stock Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 576-598, October, DOI: 10.1080/07350015.2016.1216851.
- Rasmus T. Varneskov & Pierre Perron, 2018, "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 3, pages 371-393, March, DOI: 10.1080/14697688.2017.1329591.
- Soumyananda Dinda, 2018, "Production technology and carbon emission: long-run relation with short-run dynamics," Journal of Applied Economics, Taylor & Francis Journals, volume 21, issue 1, pages 106-121, January, DOI: 10.1080/15140326.2018.1526871.
- Bulent Esiyok & Mehmet Ugur, 2018, "Spatial dependence in the growth process and implications for convergence rate: evidence on Vietnamese provinces," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 23, issue 1, pages 51-65, January, DOI: 10.1080/13547860.2017.1351764.
- Olcay Yucel Culha & Okan Eren & Ferya Ogunc, 2018, "Import Demand Function for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1803.
- Selen Andic, 2018, "Multivariate Filter for Estimating Potential Output and Output Gap in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1807.
- Emmanuel Duguet & R mi Le Gall & Yannick L Horty & Pascale Petit, 2018, "How does labour market history influence the access to hiring interviews?," TEPP Working Paper, TEPP, number 2018-03.
- Norbert Christopeit & Michael Massmann, 2018, "Strong consistency of the least squares estimator in regression models with adaptive learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-045/III, May.
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018, "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Working Papers, University of Toronto, Department of Economics, number tecipa-603, May.
- Zhongjun Qu, 2018, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," The Review of Economics and Statistics, MIT Press, volume 100, issue 5, pages 916-932, December.
- Marco Bee & Julien Hambuckers & Luca Trapin, 2018, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers, Department of Economics and Management, number 2018/08.
- Carlo Fezzi & Luca Mosetti, 2018, "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers, Department of Economics and Management, number 2018/10.
- Sudhanshu K. Mishra, 2018, "A Study on Regime Type and Globalization in Simultaneous Equation Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 99-128, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
- Yhlas Sovbetov, 2018, "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 1-27, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
- Belzil, Christian & Poinas, François, 2018, "Estimating a Model of Qualitative and Quantitative Education Choices in France," TSE Working Papers, Toulouse School of Economics (TSE), number 18-908, Mar.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018, "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers, Toulouse School of Economics (TSE), number 18-910, Apr.
- Do Thi Thuy, Thuy & Nguyen, Quang Dung & Nguyen Van, Huy & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018, "Measuring the progress of the timeliness childhood immunization compliance in Vietnam between 2006-2014: A decomposition analysis," TSE Working Papers, Toulouse School of Economics (TSE), number 18-920, May.
- Beal, Ty & Le Danh, Tuyen & Nguyen, Duy Son & Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018, "Macronutrient balances and body mass index: a new insight using compositional data analysis with a total at various quantile orders," TSE Working Papers, Toulouse School of Economics (TSE), number 18-921, May.
- Alby, Philippe & Auriol, Emmanuelle & Nguimkeu, Pierre, 2018, "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," TSE Working Papers, Toulouse School of Economics (TSE), number 18-956, Sep.
- De Groote, Olivier & Verboven, Frank, 2018, "Subsidies and Time Discounting in New Technology Adoption: Evidence from Solar Photovoltaic Systems," TSE Working Papers, Toulouse School of Economics (TSE), number 18-957, Sep.
- Signe Rosenberg, 2018, "The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries," TUT Economic Research Series, Department of Finance and Economics, Tallinn University of Technology, number 44, Jun.
- Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen, 2018, "Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-22, Sep.
- Robert Calvert Jump, 2018, "Unambiguous inference in sign-restricted VAR models," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181802, Jan.
- Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2018, "Will You Still Want Me Tomorrow?: The Dynamics of Families’ Long-Term Care Arrangements," Journal of Human Resources, University of Wisconsin Press, volume 53, issue 3, pages 663-716.
- Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018, "Bayesian Dynamic Tensor Regression," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:13.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:14.
- Matteo Iacopini & Dominique Guégan, 2018, "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:15.
- Randolph Luca Bruno & Laura Magazzini & Marco Stampini, 2018, "The Joint Estimate of Singleton and Longitudinal Observations: a GMM Approach for Improved Efficiency," Working Papers, University of Verona, Department of Economics, number 04/2018, May.
- Ken Stewart & Jiang Li, 2018, "Are factor biases and substitution identifiable? The Canadian evidence," Department Discussion Papers, Department of Economics, University of Victoria, number 1808, Oct.
- DUȚĂ, Violeta, 2018, "Using The Symmetric Models Garch (1.1) And Garch-M (1.1) To Investigate Volatility And Persistence For The European And Us Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 64-86.
- Gonzalo Caballero & Marcos Álvarez-Díaz, 2018, "The Procyclicality of Political Trust in Spain," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 21-36.
- Hao Fang & Yen-Hsien Lee & William S. Chang, 2018, "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 37-63.
- Verga Giovanni & Trani Federica & Vasilcovschi Nicoleta, 2018, "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 81-96, March, DOI: 10.2478/saeb-2018-0006.
- Yakymova Larysa, 2018, "Modeling the Diffusion of Private Pension Provision," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 4, pages 385-405, December, DOI: 10.2478/saeb-2018-0028.
- Gheno Gloria, 2018, "A new link function for the prediction of binary variables," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 4, issue 2, pages 67-77, November, DOI: 10.2478/crebss-2018-0014.
- Rzymowski Witold & Surowiec Agnieszka, 2018, "Selected Econometric Methods of Modelling the World’s Population," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 22, issue 2, pages 34-44, June, DOI: 10.15611/eada.2018.2.03.
- Sączewska-Piotrowska Anna, 2018, "Territorial Division and Income Affluence – Analysis Using Two-Level Logit Models," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 22, issue 4, pages 65-78, December, DOI: 10.15611/eada.2018.4.04.
- Weigand Roland & Wanger Susanne & Zapf Ines, 2018, "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Sciendo, volume 34, issue 1, pages 265-301, March, DOI: 10.1515/jos-2018-0012.
- Śpiewak Beata, 2018, "Application of Passive Methods of Robust Estimation: Baarda's and Pope's in Real Estate Market Analysis," Real Estate Management and Valuation, Sciendo, volume 26, issue 1, pages 5-15, March, DOI: 10.2478/remav-2018-0001.
- Joanna Mazur & Katarzyna Śledziewska & Damian Zieba, 2018, "Regulation of Geo-blocking: does it address the problem of low intraEU iTrade?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-20.
- Wiktor Budziński & Mikołaj Czajkowski, 2018, "Hybrid choice models vs. endogeneity of indicator variables: a Monte Carlo investigation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-21.
- Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
- Kenneth G. Stewart & Jiang Li, 2018, "Are factor biases and substitution identifiable? The Canadian evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 2, pages 528-548, May, DOI: 10.1111/caje.12330.
- Jia Liu & John M. Maheu, 2018, "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 297-318, April, DOI: 10.1002/jae.2605.
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2018, "Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 473-478, April, DOI: 10.1002/jae.2595.
- Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018, "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 797-815, September, DOI: 10.1002/jae.2632.
- Susan Dynarski & Brian Jacob & Daniel Kreisman, 2018, "How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 1098-1108, November, DOI: 10.1002/jae.2653.
- Andrzej Kocięcki & Marcin Kolasa, 2018, "Global identification of linearized DSGE models," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1243-1263, November, DOI: 10.3982/QE530.
- Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
- Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018, "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/03, Jul.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
- Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018, "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/06, Aug.
- Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/07, Aug.
- Rafal Weron & Florian Ziel, 2018, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/08, Sep.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018, "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2018-4, Oct, revised Oct 2018.
- Lance A. Fisher & Hyeon-seung Huh, 2018, "Combining sign and parametric restrictions in SVARs by Givens Rotations," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-122, Jun.
- Lance A. Fisher & Hyeon-seung Huh, 2018, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-124, Jul.
- Götz, Thomas B. & Hauzenberger, Klemens, 2018, "Large mixed-frequency VARs with a parsimonious time-varying parameter structure," Discussion Papers, Deutsche Bundesbank, number 40/2018.
- Opiła, Janusz, 2018, "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018".
- Ahmed, Osama, 2018, "Vertical price transmission in the Egyptian tomato sector after the Arab Spring," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 50, issue 47, pages 5094-5109, DOI: 10.1080/00036846.2018.1472739.
- Saha, Kunal, 2018, "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181878.
- Bhaghoe, Sailesh, 2018, "A Monthly Economic Activity Index System for Suriname," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 226693.
- Zhao, Feng & Gao, Jianwei & Gu, Yundong, 2018, "Almost first-degree stochastic dominance for transformations and its application in insurance strategy," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2018-46.
- Eksler, Leonid & Aviram, Roei & Elalouf, Amir & Kamble, Aakash, 2018, "An EOQ model for multiple products with varying degrees of substitutability," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2018-77.
- Zárate Marco, Anabel & Vallés Giménez, Jaime, 2018, "Regional tax effort in Spain," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2018-79.
- Gao, Jianwei & Zhao, Feng & Gu, Yundong, 2018, "Sufficient conditions of stochastic dominance for general transformations and its application in option strategy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 12, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2018-.
- Zhao, Feng & Gao, Jianwei & Gu, Yundong, 2018, "Almost first-degree stochastic dominance for transformations and its application in insurance strategy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 12, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2018-.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018, "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 125.
- Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018, "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-021.
- Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
- Choi, Seungmoon, 2018, "Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 40, issue 4, pages 1-22, DOI: 10.23895/kdijep.2018.40.4.1.
- Casarin, Roberto & Costola, Michele & Yenerdag, Erdem, 2018, "Financial bridges and network communities," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 208, revised 2018, DOI: 10.2139/ssrn.3178053.
- Brede, Maren, 2018, "Real exchange rate dynamics in New-Keynesian models – The Balassa-Samuelson effect revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181539.
- Irena Paliæ & Frane Baniæ & Laura Matiæ, 2018, "The Analysis of the Impact of Depreciation on External Debt in Long Run: Evidence From Croatia," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 1, pages 186-193.
- Soumya Banerjee, 2018, "Citizen Data Science for Social Good in Complex Systems," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 1, pages 88-91.
2017
- Michal Gerthofer & Michal Pešta, 2017, "Stochastic Claims Reserving in Insurance Using Random Effects," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 542-560, DOI: 10.18267/j.pep.625.
- Martina Miskolczi & Jitka Langhamrová, 2017, "Využití metody vícestavové demografie při analýze trhu práce
[Utilization of Multistate Demography Method at the Labour Market Analysis]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 1, pages 82-95, DOI: 10.18267/j.polek.1128. - Jiří Witzany, 2017, "Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations," FFA Working Papers, Prague University of Economics and Business, number 2.001, Jan, revised 21 Feb 2020.
- Robert Kelm, 2017, "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 1-27, March.
- Kamil Makieła, 2017, "Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 69-95, March.
- Dobromił Serwa & Piotr Wdowiński, 2017, "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 4, pages 323-357, December.
- D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran, 2017, "UQICD v2.1.2 User Guide," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 534, Mar.
- Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2017, "Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP032017, Jun.
- Manh D. Pham & Valentin Zelenyuk, 2017, "Convexity, Disposability and Returns to Scale in Production Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042017, Oct.
- Legrand D. F, Saint-Cyr, 2017, "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers SMART, INRAE UMR SMART, number 17-04.
- Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 66, pages 63-81, December.
- Claudio Morana, 2017, "Semiparametric Estimation of Multivariate GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 17-02, Jan.
- Andros Kourtellos & Thanasis Stengos & Yiguo Sun, 2017, "Endogeneity in Semiparametric Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 17-13, Jul.
- Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
- Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov & Maria Lysenkova, 2017, "To the question about parameterization of national innovation system," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 29-49.
- Evgeniy Ozhegov, 2017, "Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 93-115.
- Marina Arkhipova & Alexey Egorov & Viacheslav Sirotin, 2017, "Returns to schooling in Russia and Ukraine: Comparative analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 47, pages 100-122.
- Chafik Omar, 2017, "Estimation de la croissance potentielle de l’économie marocaine," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2017-2, Sep.
- Andreas Knaut & Martin Paschmann, 2017, "Price Volatility in Commodity Markets with Restricted Participation," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-2, Jan.
- Andreas Knaut & Martin Paschmann, 2017, "Decoding Restricted Participation in Sequential Electricity Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-5, Jun.
- Priscila Méndez & Sheila Guarnizo & Andrea Salinas, 2017, "Dependencia del destino de exportaciones en países dependientes de los primario-exportadores: una estimación para Canadá, Chile, y Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 48-54.
- Wuyi Wang & Liangjun Su, 2017, "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 19-2017, Dec.
- Pao-Li Chang & Tomoki Fujii & Wei Jin, 2017, "Does “America First” Help America? The Impact of Country Image on Exports and Welfare," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2018, Nov.
- Emilian DOBRESCU, 2017, "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-28, June.
- Florin Marius Pavelescu, 2017, "Impactul factorului de inflamare a erorilor (VIF) asupra valorilor calculate ale testului Student în cazul regresiilor lineare multiple," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 172804, Nov.
- Ansgar Belke & Dominik Kronen, 2017, "Exchange Rate Bands of Inaction and Hysteresis in EU Exports to the Global Economy – The Role of Uncertainty," ROME Working Papers, ROME Network, number 201705, May.
- Andreea – Cristina PETRICA & Stelian STANCU, 2017, "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 1, pages 57-72, March.
- Constantin ANGHELACHE & Mirela PANAIT & Andreea - Ioana MARINESCU & Georgiana NITA, 2017, "Models and indicators used in macroeconomic forecast," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 3, pages 40-48, March.
- Fadel Hamid Hadi ALHUSSEINI, 2017, "New Bayesian Lasso in Tobit Quantile Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 213-229, June.
- Leopoldo Catania & Stefano Grassi, 2017, "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper, Tor Vergata University, CEIS, number 417, Dec, revised 11 Dec 2017.
- Nitin Kumar & Rudra Sensarma, 2017, "Efficiency of Microfinance Institutions in India: A Stochastic Distance Function Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 2, pages 151-168, August, DOI: 10.1177/0972652717712372.
- Jeevan Kumar Khundrakpam, 2017, "Examining the Asymmetric Impact of Monetary Policy in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 3, pages 290-314, August, DOI: 10.1177/0973801017703500.
- Betti Gianni & Karadag Mehmet Ali & Sarica Ozlem & Ucar Baris, 2017, "Regional differences in equivalence scales in Turkey," Экономика региона, CyberLeninka;Федеральное государственное бюджетное учреждение науки «Институт экономики Уральского отделения Российской академии наук», volume 13, issue 1, pages 63-69.
- Сафиуллин М. Р. & Ельшин Л. А., 2017, "Сценарное прогнозирование развития промышленного производства на основе моделирования ожиданий экономических агентов: методические подходы и их апробация. Scenario forecasting of industrial production," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 4, pages 39-52.
- Stig Ottosson, 2017, "Development of sustainable product innovations," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4707209, Apr.
- Saloua Chaouche & Rachid Toumache, 2017, "Construction of a New Keynesian DSGE Model ( Algeria's Monetary policy approach)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808143, Oct.
- GÜNE? TOPÇU & Ahmet Burak Emel & Tu?çe Özbey Gürkan, 2017, "Early Warning Modeling For Financial Failure: Borsa Istanbul Case," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808259, Oct.
- Aleksander Welfe & Piotr Karp, 2017, "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-38.
- Piotr Dybka & Michal Kowalczuk & Bartosz Olesinski & Marek Rozkrut & Andrzej Toroj, 2017, "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2017-030, Sep.
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- Ahmet Duran & Mahmut Sami Gungor, 2017, "Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 10, issue 3, pages 67-72, September.
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