Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2017

• Fu, Tong, 2017, "What determines firms' access to credit in the absence of effective economic institutions: Evidence from China," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 11, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2017-.
• Belke, Ansgar & Kronen, Dominik, 2017, "Exchange rate bands of inaction and hysteresis in EU exports to the global economy: The role of uncertainty," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 695, DOI: 10.4419/86788808.
• Driessen, Joost & Nijman, Theo E. & Simon, Zorka, 2017, "The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 183, DOI: 10.2139/ssrn.3042506.
• Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017, "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-003.
• Borke, Lukas, 2017, "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-006.
• Conrad, Christian, 2017, "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168200.
• Soumya Banerjee, 2017, "An Immune System Inspired Theory for Crime and Violence in Cities," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 15, issue 2, pages 133-143.
• Timo Teräsvirta, 2017, "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-04, Jan.
• Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017, "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-23, Jun.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017, "Decoupling the short- and long-term behavior of stochastic volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-26, Aug.
• Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-28, Aug.
• Timo Teräsvirta, 2017, "Nonlinear models in macroeconometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-32, Sep.
• Tue Gorgens & Sanghyeok Lee, 2017, "Estimation of dynamic models of recurring events with censored data," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-655, Nov.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
• Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2017, "Nonparametric Counterfactual Predictions in Neoclassical Models of International Trade," American Economic Review, American Economic Association, volume 107, issue 3, pages 633-689, March.
• Ye Luo & Martin Spindler, 2017, "L2-Boosting for Economic Applications," American Economic Review, American Economic Association, volume 107, issue 5, pages 270-273, May.
• Susan Athey & Guido Imbens & Thai Pham & Stefan Wager, 2017, "Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges," American Economic Review, American Economic Association, volume 107, issue 5, pages 278-281, May.
• Robert S. Chirinko & Debdulal Mallick, 2017, "The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 4, pages 225-253, October.
• Laurence Levin & Matthew S. Lewis & Frank A. Wolak, 2017, "High Frequency Evidence on the Demand for Gasoline," American Economic Journal: Economic Policy, American Economic Association, volume 9, issue 3, pages 314-347, August.
• Hamish Low & Costas Meghir, 2017, "The Use of Structural Models in Econometrics," Journal of Economic Perspectives, American Economic Association, volume 31, issue 2, pages 33-58, Spring.
• Mihaela Simionescu & Yuriy Bilan & Grzegorz Mentel, 2017, "Economic Effects of Migration from Poland to the UK," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 19, issue 46, pages 757-757, August.
• Ali BAGER & Monica ROMAN & Meshal ALGELIDH & Bahr MOHAMMED, 2017, "Addressing Multicollinearity In Regression Models: A Ridge Regression Application," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 6, issue 1, pages 30-45, JULY.
• Bidisha, Sayema Haque & Hossain, Amzad & Hasan, Mehedi & Alam, Rubaiyat, 2017, "Credit, Tenancy Choice and Agricultural Efficiency: Evidences from the Northern Region of Bangladesh," 2017 ASAE 9th International Conference, January 11-13, Bangkok, Thailand, Asian Society of Agricultural Economists (ASAE), number 284820, Jan, DOI: 10.22004/ag.econ.284820.
• Saint-Cyr, Legrand D. F., , "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 258013, DOI: 10.22004/ag.econ.258013.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264621.
• Martin PAŽICKÃ, 2017, "Stock Price Simulation Using Bootstrap And Monte Carlo," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 155-170, June.
• Serhat Yuksel & Hasan Dincer & Senol Emir, 2017, "Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 3, issue 2, pages 26-47, December, DOI: 10.22440/wjae.3.2.2.
• Jakub Olejnik & Alicja Olejnik, 2017, "Improved asymptotic analysis of Gaussian QML estimators in spatial models," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 9/2017, Dec.
• Jerry A. Hausman & Whitney K. Newey, 2017, "Nonparametric Welfare Analysis," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 521-546, September, DOI: 10.1146/annurev-economics-080315-01.
• Жузбаев Адам // Zhuzbayev Adam, 2017, "Моделирование краткосрочного экономического индикатора в Казахстане // Modeling a short-term economic indicator for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2017-6.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201706, May, revised May 2017.
• Susan Athey & Guido Imbens & Thai Pham & Stefan Wager, 2017, "Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges," Papers, arXiv.org, number 1702.01250, Feb.
• Matthew A. Masten & Alexandre Poirier, 2017, "Inference on Breakdown Frontiers," Papers, arXiv.org, number 1705.04765, May, revised Feb 2019.
• Carmen Pirvan & Ileana Nisulescu, 2017, "The role of the internal control systems implementation in the corruption prevention process for the Romanian public entities," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 15, issue 146, pages 254-254.
• Catalina MOTOFEI, 2017, "Sectorial evolutions in former communist economies, current EU members," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 15, issue 146, pages 266-266.
• Vugar Rahimov & Nigar Jafarova, 2017, "The exchange rate pass-through to CPI inflation and its components in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 1701, Feb.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Institute for Fiscal Studies, number 20/17, May, DOI: 10.1920/wp.cem.2017.2017.
• Nataliia Bieliaieva, 2017, "A Financial And Economic Activities Effectiveness Evaluation As A Condition Of Corporate Management Decisions Making," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-12-17.
• Haipeng Xing & Hongsong Yuan & Sichen Zhou, 2017, "A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 44-60, May.
• Maryna Tatar & Olena Sergienko & Sergii Kavun & Lidiya Guryanova, 2017, "Complex of Management Models of the Enterprise Competitiveness for Steel Industry in the Currency Instable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 102-124.
• Matthieu Bussière & Guillaume Gaulier & Walter Steingress, 2017, "Global Trade Flows: Revisiting the Exchange Rate Elasticities," Staff Working Papers, Bank of Canada, number 17-41, DOI: 10.34989/swp-2017-41.
• Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017, "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," Staff Working Papers, Bank of Canada, number 17-50, DOI: 10.34989/swp-2017-50.
• Doga Bilgin & Reinhard Ellwanger, 2017, "A Dynamic Factor Model for Commodity Prices," Staff Analytical Notes, Bank of Canada, number 17-12, DOI: 10.34989/san-2017-12.
• Gabriele di Filippo, 2017, "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers, Central Bank of Luxembourg, number 112, Aug.
• Stefano Neri & Andrea Gerali, 2017, "Natural rates across the Atlantic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1140, Sep.
• Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers, Banco de México, number 2017-11, Jun.
• Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017, "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia, Banco de la Republica de Colombia, number 1008, Aug, DOI: 10.32468/be.1008.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño & John Castro-Pantoja, 2017, "Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios," Borradores de Economia, Banco de la Republica de Colombia, number 982, Jan, DOI: 10.32468/be.982.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017, "Common Factors of Commodity Prices," Working papers, Banque de France, number 645.
• Ksenia Yakovleva, 2017, "Text Mining-based Economic Activity Estimates," Bank of Russia Working Paper Series, Bank of Russia, number wps25, Oct.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017, "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1335-1386, June.
• Tata Subba Rao & Granville Tunnicliffe Wilson & Shiu Fung Wong & Howell Tong & Tak Kuen Siu & Zudi Lu, 2017, "A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 2, pages 243-265, March.
• Emanuele Bacchiocchi, 2017, "On the Identification of Interdependence and Contagion of Financial Crises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 6, pages 1148-1175, December.
• Daniel P. Gross, 2017, "Performance feedback in competitive product development," RAND Journal of Economics, RAND Corporation, volume 48, issue 2, pages 438-466, May.
• ANDREI Dumitru, 2017, "Liniarity Of The Economic System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 2, pages 30-38, August.
• Elisabeth Downs & Thomas M. Fullerton, Jr., 2017, "Business Cycle Analysis for the Midland-Odessa Petroplex," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 4, issue 2, pages 34-49, DOI: 10.5455/Elet.2017.4.2.3.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2017, "Output gap, monetary policy trade-offs and financial frictions," Working Paper, Norges Bank, number 2017/8, Apr.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper, Norges Bank, number 2017/11, Jun.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
• Sinem Hacioglu Hoke & George Kapetanios, 2017, "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers, Bank of England, number 683, Oct.
• Kraicová Lucie & Baruník Jozef, 2017, "Estimation of long memory in volatility using wavelets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0101.
• Anna Gloria Billé & Samantha Leorato, 2017, "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS44, Dec.
• Hicham M. Hachem, 2017, "Innovation, dynamics and the myths about knowledge, technology and R&D-driven economic growth: an evolving network model," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 13-32.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 329-349, November.
• Amin Karimu & George Marbuah, 2017, "Re-examining the financial development-openness nexus: Nonparametric evidence for developing countries," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 373-394, November.
• Michela Maria Tincani, 2017, "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," CESifo Working Paper Series, CESifo, number 6331.
• Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017, "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CESifo Working Paper Series, CESifo, number 6369.
• Balazs Egert, 2017, "Regulation, Institutions, and Productivity: New Macroeconomic Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 6407.
• Balazs Egert, 2017, "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 6415.
• Leandro Medina & Friedrich Schneider, 2017, "Shadow Economies around the World: New Results for 158 Countries over 1991-2015," CESifo Working Paper Series, CESifo, number 6430.
• Ansgar Belke & Jan Wagemester, 2017, "Export Hysteresis, Capacity Constraints and Uncertainty: A Smooth-Transition Analysis for Euro Area Member Countries," CESifo Working Paper Series, CESifo, number 6634.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017, "Uncertainty Across Volatility Regimes," CESifo Working Paper Series, CESifo, number 6799.
• Ke WU & Spencer WHEATLEY & Didier SORNETTE, 2017, "The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-12, Mar.
• Zhang Qun & Didier Sornette & Hao Zhang, 2017, "Anticipating Critical Transitions of Chinese Housing Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-18, May.
• Michal Andrle & Miroslav Plasil, 2017, "System Priors for Econometric Time Series," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/01, May.
• Martha Liliana Gonz√°lez Rom√°n, 2017, "An√°lisis Costo-Beneficio de Pol√≠ticas Macroprudenciales en un Modelo DSGE para el Caso Colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15289, Jan.
• Diana Jimena Mart√≠nez Heredia, 2017, "El rol de la inversi√≥n en la funci√≥n de producci√≥n de habilidades cognitivas: evidencia de Colombia, Chile y Per√∫," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15351, Feb.
• Xiomara Pulido, 2017, "Extracci√≥n din√°mica √≥ptima de gas y petr√≥leo en Colombia: retos del uso simult√°neo de dos recursos naturales," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15731, Sep.
• Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & Jos� Fernando Moreno-Guti�rrez, 2017, "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del Gobierno colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 78.
• Jurany Beccie RAMÍREZ GALLEGO & M�nica Eliana FL�REZ BUSTAMANTE, 2017, "Elasticidades ingreso y precios de las exportaciones no tradicionales en Colombia 1991-2015," Archivos de Economía, Departamento Nacional de Planeación, number 15309, Jan.
• Hernán Rincón-Castro & Norberto Rodr�guez-Ni�o & John Castro Pantoja, 2017, "Perturbaciones macroeconómicas, movimientos de la tasa de cambio y transmisión sobre precios," Revista de Economía del Rosario, Universidad del Rosario, volume 20, issue 2, pages 213-241.
• Diego Lemus & Alexandra Torres & Sebasti�n Cubillos & Fabi�n Camelo, 2017, "Análisis de la ejecución presupuestal en colombia durante el periodo 1954 – 2013," Revista CIFE, Universidad Santo Tomás, volume 19, issue 30, pages 23-45.
• Deivis Agudelo Hincapié & Alexis Arias Saavedra & Juli�n Jim�nez Mej�a, 2017, "Incidencia de los flujos de capital en la política monetaria de Colombia, 1996-2011," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17496, Jan.
• Gloria Paola Méndez Sarmiento & Edgar Javier G�mez Parada & H�ctor Luis Romero Valbuena & Eddy Johanna Fajardo Ortiz, 2017, "Efectos económicos de la entrada en vigor del Tratado de Libre Comercio entre Colombia y Chile," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 9, pages 173-194.
• Javier Rueda-Galvis & M�nica Rueda Galvis, 2017, "Modelo econométrico de gestión exitosa para la empresa familiar colombiana," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 319-344.
• Javier Rueda Galvis & M�nica Rueda Galvis, 2017, "Modelo econométrico de gestión exitosa para la empresa familiar colombiana," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 319-344.
• Ingrid Angelina Soto-Galarza & Zoe Elisabeth Est�vez-Torres, 2017, "La demanda de huevos de codorniz en empresas hoteleras Guayaquilenas," Revista Clio América, Universidad del Magdalena, volume 11, issue 22, pages 21-34.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Le Barbanchon, Thomas & Davezies, Laurent, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11775, Jan.
• Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2017, "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11868, Feb.
• Gobillon, Laurent & Meurs, Dominique & Roux, Sébastien, 2017, "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11982, Apr.
• Bianchi, Francesco & Nicolo, Giovanni, 2017, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12130, Jul.
• Kollmann, Robert, 2017, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12262, Aug.
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12339, Sep.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2017-10, Jan.
• Xavier D'Haultfoeuille & Isis Durrmeyer & Philippe Février, 2017, "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," Working Papers, Center for Research in Economics and Statistics, number 2017-18, Oct.
• Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017, "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25985, Nov.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 691-716, June.
• Blevins, Jason R., 2017, "Identifying Restrictions For Finite Parameter Continuous Time Models With Discrete Time Data," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 739-754, June.
• Ciprian ȘIPOȘ & Ioana VIAȘU, 2017, "Long Run Multiple Causality Measure on Economic Growth," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 117-134.
• Mihaela COVRIG & Dumitru BADEA, 2017, "Some Generalized Linear Models for the Estimation of the Mean Frequency of Claims in Motor Insurance," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 91-107.
• Balázs Égert, 2017, "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-17.
• Balázs Égert, 2017, "Regulation, Institutions and Productivity: New Macroeconomic Evidence from OECD Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-18.
• Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2017, "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-29.
• GUISAN, Maria-Carmen & EXPOSITO, Pilar, 2017, "Employment By Sector, Productivity And Wages In 5 European Countries, 1965-2015: Fifty Years Of Evolution In Germany, Spain, France, Italy And Uk," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 2, pages 33-46.
• Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017, "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series, European Central Bank, number 2045, Apr.
• Osbat, Chiara & Benkovskis, Konstantins & Bluhm, Benjamin & Bobeica, Elena & Zeugner, Stefan, 2017, "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Paper Series, European Central Bank, number 2090, Jul.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017, "Common factors of commodity prices," Working Paper Series, European Central Bank, number 2112, Nov.
• Said Zamin Shah & Said Zamin Shah & Ahmad Zubaidi Baharumshah & Muzafar Shah Habibullah & Law Siong Hook, 2017, "The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 377-386.
• Abdulaziz Hamad Algaeed, 2017, "The Impacts of Non-linear Oil Price Shocks on Saudi Savinginvestment Behavior: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 155-165.
• Arintoko & Insukindro, 2017, "Effect of Exchange Rate, Foreign Direct Investment and Portfolio Investment on the Indonesian Economy: A Structural Cointegrating Vector Autoregression Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 682-691.
• David Bouras & Troy Frank & Eric Burgess, 2017, "Functional Forms and Oligopolistic Models: An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 645-649.
• Khairul Kabir Sumon & Md. Sazib Miyan, 2017, "Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 454-464.
• Chen, Hao & Zhao, Chunming & Yu, Wence, 2017, "Continued export trade, screening-matching and gender discrimination in employment," China Economic Review, Elsevier, volume 42, issue C, pages 88-100, DOI: 10.1016/j.chieco.2016.12.001.
• Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng, 2017, "Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach," China Economic Review, Elsevier, volume 44, issue C, pages 203-226, DOI: 10.1016/j.chieco.2017.02.008.
• Morris, Stephen D., 2017, "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, volume 74, issue C, pages 56-86, DOI: 10.1016/j.jedc.2016.11.002.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017, "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 202-210, DOI: 10.1016/j.jedc.2017.01.009.
• He, Xin-Jiang & Zhu, Song-Ping, 2017, "How should a local regime-switching model be calibrated?," Journal of Economic Dynamics and Control, Elsevier, volume 78, issue C, pages 149-163, DOI: 10.1016/j.jedc.2017.03.005.
• Kukacka, Jiri & Barunik, Jozef, 2017, "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 21-45, DOI: 10.1016/j.jedc.2017.09.006.
• Kliber, Agata & Płuciennik, Piotr, 2017, "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, volume 60, issue C, pages 313-323, DOI: 10.1016/j.econmod.2016.09.019.
• Morrisy, Stephen D., 2017, "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, volume 60, issue C, pages 408-423, DOI: 10.1016/j.econmod.2016.10.010.
• Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2017, "Can energy commodity futures add to the value of carbon assets?," Economic Modelling, Elsevier, volume 62, issue C, pages 194-206, DOI: 10.1016/j.econmod.2016.12.022.
• Shi, Shuping, 2017, "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," Economic Modelling, Elsevier, volume 66, issue C, pages 101-111, DOI: 10.1016/j.econmod.2017.06.002.
• Wen, Xiaoqian & Nguyen, Duc Khuong, 2017, "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, volume 66, issue C, pages 184-200, DOI: 10.1016/j.econmod.2017.06.016.
• Pop, Raluca-Elena, 2017, "A small-scale DSGE-VAR model for the Romanian economy," Economic Modelling, Elsevier, volume 67, issue C, pages 1-9, DOI: 10.1016/j.econmod.2016.07.011.
• Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017, "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, volume 67, issue C, pages 114-124, DOI: 10.1016/j.econmod.2016.11.004.
• Levant, Jared & Ma, Jun, 2017, "A dynamic Nelson-Siegel yield curve model with Markov switching," Economic Modelling, Elsevier, volume 67, issue C, pages 73-87, DOI: 10.1016/j.econmod.2016.10.003.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Chang, Kuang-Liang, 2017, "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 56-67, DOI: 10.1016/j.najef.2016.11.001.
• Jung, Alexander, 2017, "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 421-432, DOI: 10.1016/j.najef.2017.08.005.
• Berthomé, Guy-El-Karim & Thomas, Alban, 2017, "A Context-based Procedure for Assessing Participatory Schemes in Environmental Planning," Ecological Economics, Elsevier, volume 132, issue C, pages 113-123, DOI: 10.1016/j.ecolecon.2016.10.014.
• Otrachshenko, Vladimir & Popova, Olga & Solomin, Pavel, 2017, "Health Consequences of the Russian Weather," Ecological Economics, Elsevier, volume 132, issue C, pages 290-306, DOI: 10.1016/j.ecolecon.2016.10.021.
• Henningsen, Arne & Bělín, Matěj & Henningsen, Géraldine, 2017, "New insights into the stochastic ray production frontier," Economics Letters, Elsevier, volume 156, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.04.006.
• Kollmann, Robert, 2017, "Tractable likelihood-based estimation of non-linear DSGE models," Economics Letters, Elsevier, volume 161, issue C, pages 90-92, DOI: 10.1016/j.econlet.2017.08.027.
• Pedersen, Rasmus Søndergaard, 2017, "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 23-36, DOI: 10.1016/j.jeconom.2016.09.004.
• Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017, "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 68-82, DOI: 10.1016/j.jeconom.2016.09.011.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017, "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 288-304, DOI: 10.1016/j.jeconom.2016.06.002.
• Shi, Wei & Lee, Lung-fei, 2017, "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 323-347, DOI: 10.1016/j.jeconom.2016.12.001.
• Torgovitsky, Alexander, 2017, "Minimum distance from independence estimation of nonseparable instrumental variables models," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 35-48, DOI: 10.1016/j.jeconom.2017.01.009.
• McDonough, Ian K. & Millimet, Daniel L., 2017, "Missing data, imputation, and endogeneity," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 141-155, DOI: 10.1016/j.jeconom.2017.05.006.
• Das, Tirthatanmoy & Polachek, Solomon W., 2017, "Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 156-172, DOI: 10.1016/j.jeconom.2017.05.007.
• Gourieroux, Christian & Jasiak, Joann, 2017, "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 118-134, DOI: 10.1016/j.jeconom.2017.01.011.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression discontinuity design with continuous measurement error in the running variable," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 260-281, DOI: 10.1016/j.jeconom.2017.06.010.
• Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2017, "The precision of subjective data and the explanatory power of economic models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 378-389, DOI: 10.1016/j.jeconom.2017.06.017.
• Chaker, Selma, 2017, "On high frequency estimation of the frictionless price: The use of observed liquidity variables," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2017.06.018.
• Fan, Jianqing & Xue, Lingzhou & Yao, Jiawei, 2017, "Sufficient forecasting using factor models," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 292-306, DOI: 10.1016/j.jeconom.2017.08.009.
• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 367-383, DOI: 10.1016/j.jeconom.2017.08.014.
• Li, Jia & Todorov, Viktor & Tauchen, George & Chen, Rui, 2017, "Mixed-scale jump regressions with bootstrap inference," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 417-432, DOI: 10.1016/j.jeconom.2017.08.017.
• Kuhlenkasper, Torben & Steinhardt, Max Friedrich, 2017, "Who leaves and when? Selective outmigration of immigrants from Germany," Economic Systems, Elsevier, volume 41, issue 4, pages 610-621, DOI: 10.1016/j.ecosys.2017.01.001.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "An empirical assessment of Optimal Monetary Policy in the Euro area," European Economic Review, Elsevier, volume 100, issue C, pages 95-115, DOI: 10.1016/j.euroecorev.2017.07.012.
• Sarmiento, Miguel & Galán, Jorge E., 2017, "The influence of risk-taking on bank efficiency: Evidence from Colombia," Emerging Markets Review, Elsevier, volume 32, issue C, pages 52-73, DOI: 10.1016/j.ememar.2017.05.007.
• Lee, Kyungsub & Seo, Byoung Ki, 2017, "Marked Hawkes process modeling of price dynamics and volatility estimation," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 174-200, DOI: 10.1016/j.jempfin.2016.08.004.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Rodríguez-Caballero, Carlos Vladimir & Ventosa-Santaulària, Daniel, 2017, "Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA," Energy Economics, Elsevier, volume 61, issue C, pages 121-134, DOI: 10.1016/j.eneco.2016.10.026.
• Chua, Chew Lian & De Silva, Chamaka & Suardi, Sandy, 2017, "Do petrol prices increase faster than they fall in market disequilibria?," Energy Economics, Elsevier, volume 61, issue C, pages 135-146, DOI: 10.1016/j.eneco.2016.10.024.
• Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017, "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, volume 62, issue C, pages 139-154, DOI: 10.1016/j.eneco.2016.11.023.
• Atalla, Tarek & Bean, Patrick, 2017, "Determinants of energy productivity in 39 countries: An empirical investigation," Energy Economics, Elsevier, volume 62, issue C, pages 217-229, DOI: 10.1016/j.eneco.2016.12.003.
• Bennedsen, Mikkel, 2017, "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, volume 63, issue C, pages 301-313, DOI: 10.1016/j.eneco.2017.02.007.
• Borovkova, Svetlana & Schmeck, Maren Diane, 2017, "Electricity price modeling with stochastic time change," Energy Economics, Elsevier, volume 63, issue C, pages 51-65, DOI: 10.1016/j.eneco.2017.01.002.
• Bataille, Chris & Melton, Noel, 2017, "Energy efficiency and economic growth: A retrospective CGE analysis for Canada from 2002 to 2012," Energy Economics, Elsevier, volume 64, issue C, pages 118-130, DOI: 10.1016/j.eneco.2017.03.008.
• Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco, 2017, "Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil," Energy Economics, Elsevier, volume 64, issue C, pages 238-250, DOI: 10.1016/j.eneco.2017.03.020.
• Scheitrum, Daniel Paul & Carter, Colin A. & Jaffe, Amy Myers, 2017, "Testing substitution between private and public storage in the U.S. oil market: A study on the U.S. Strategic Petroleum Reserve," Energy Economics, Elsevier, volume 64, issue C, pages 483-493, DOI: 10.1016/j.eneco.2015.10.015.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Han, Liyan & Lv, Qiuna & Yin, Libo, 2017, "Can investor attention predict oil prices?," Energy Economics, Elsevier, volume 66, issue C, pages 547-558, DOI: 10.1016/j.eneco.2017.04.018.
• Fotis, Panagiotis & Karkalakos, Sotiris & Asteriou, Dimitrios, 2017, "The relationship between energy demand and real GDP growth rate: The role of price asymmetries and spatial externalities within 34 countries across the globe," Energy Economics, Elsevier, volume 66, issue C, pages 69-84, DOI: 10.1016/j.eneco.2017.05.027.
• Pircalabu, A. & Benth, F.E., 2017, "A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets," Energy Economics, Elsevier, volume 68, issue C, pages 283-302, DOI: 10.1016/j.eneco.2017.10.008.
• Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017, "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, volume 68, issue C, pages 77-88, DOI: 10.1016/j.eneco.2017.09.010.
• Zhang, Guofu & Du, Ziping, 2017, "Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China," Energy, Elsevier, volume 135, issue C, pages 249-256, DOI: 10.1016/j.energy.2017.06.103.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
• Tunaru, Diana, 2017, "Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 119-129, DOI: 10.1016/j.irfa.2017.05.003.
• Klein, Tony & Walther, Thomas, 2017, "Fast fractional differencing in modeling long memory of conditional variance for high-frequency data," Finance Research Letters, Elsevier, volume 22, issue C, pages 274-279, DOI: 10.1016/j.frl.2016.12.020.
• Bian, Wenlong & Deng, Chao, 2017, "Ownership dispersion and bank performance: Evidence from China," Finance Research Letters, Elsevier, volume 22, issue C, pages 49-52, DOI: 10.1016/j.frl.2016.12.030.
• Lönnbark, Carl, 2017, "Long vs. short term asymmetry in volatility and the term structure of risk," Finance Research Letters, Elsevier, volume 23, issue C, pages 202-209, DOI: 10.1016/j.frl.2017.06.011.
• Bégin, Jean-François & Boudreault, Mathieu & Gauthier, Geneviève, 2017, "Firm-specific credit risk estimation in the presence of regimes and noisy prices," Finance Research Letters, Elsevier, volume 23, issue C, pages 306-313, DOI: 10.1016/j.frl.2017.08.005.
• Fujino, Masaya & Kuriyama, Koichi & Yoshida, Kentaro, 2017, "An evaluation of the natural environment ecosystem preservation policies in Japan," Journal of Forest Economics, Elsevier, volume 29, issue PA, pages 62-67, DOI: 10.1016/j.jfe.2017.08.003.
• Cantia, Catalin & Tunaru, Radu, 2017, "A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches," Insurance: Mathematics and Economics, Elsevier, volume 72, issue C, pages 21-35, DOI: 10.1016/j.insmatheco.2016.10.004.
• Su, Jianxi & Furman, Edward, 2017, "Multiple risk factor dependence structures: Copulas and related properties," Insurance: Mathematics and Economics, Elsevier, volume 74, issue C, pages 109-121, DOI: 10.1016/j.insmatheco.2017.03.003.
• Su, Jianxi & Hua, Lei, 2017, "A general approach to full-range tail dependence copulas," Insurance: Mathematics and Economics, Elsevier, volume 77, issue C, pages 49-64, DOI: 10.1016/j.insmatheco.2017.08.009.
• Delle Monache, Davide & Petrella, Ivan, 2017, "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 482-501, DOI: 10.1016/j.ijforecast.2016.11.007.
• Glaeser, Stephen & Guay, Wayne R., 2017, "Identification and generalizability in accounting research: A discussion of Christensen, Floyd, Liu, and Maffett (2017)," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 305-312, DOI: 10.1016/j.jacceco.2017.08.003.
• Yang, Wen & Liu, Yi-Cheng & Mai, Chao-Cheng, 2017, "How did Japanese exports evolve from 1995 to 2014? A spatial econometric perspective," Japan and the World Economy, Elsevier, volume 41, issue C, pages 50-58, DOI: 10.1016/j.japwor.2016.12.002.
• Leippold, Markus & Schärer, Steven, 2017, "Discrete-time option pricing with stochastic liquidity," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 1-16, DOI: 10.1016/j.jbankfin.2016.11.014.
• Leippold, Markus & Vasiljević, Nikola, 2017, "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 78-94, DOI: 10.1016/j.jbankfin.2017.01.014.
• Krüger, Steffen & Rösch, Daniel, 2017, "Downturn LGD modeling using quantile regression," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 42-56, DOI: 10.1016/j.jbankfin.2017.03.001.
• Ozhegov, Evgeniy M. & Sidorovykh, Aleksandra S., 2017, "Heterogeneity of sellers in housing market: Difference in pricing strategies," Journal of Housing Economics, Elsevier, volume 37, issue C, pages 42-51, DOI: 10.1016/j.jhe.2017.03.002.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017, "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 317-334, DOI: 10.1016/j.jimonfin.2017.02.010.
• Carter, Patrick, 2017, "Aid econometrics: Lessons from a stochastic growth model," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 216-232, DOI: 10.1016/j.jimonfin.2017.06.004.
• Francq, Christian & Sucarrat, Genaro, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Journal of Multivariate Analysis, Elsevier, volume 153, issue C, pages 16-32, DOI: 10.1016/j.jmva.2016.09.010.
• Aepli, Matthias D. & Füss, Roland & Henriksen, Tom Erik S. & Paraschiv, Florentina, 2017, "Modeling the multivariate dynamic dependence structure of commodity futures portfolios," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 66-87, DOI: 10.1016/j.jcomm.2017.05.002.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017, "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
• Atashbar, Tohid & Arani, Abbas Assari & Antoun, Joseph & Bossert, Thomas, 2017, "Health reform policy-making: Fiscal sustainability matters (The case of Iran’s PresidentCare)," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1086-1101, DOI: 10.1016/j.jpolmod.2017.07.005.
• Higuerey, Angel & Trujillo, Lourdes & González, María Manuela, 2017, "Has efficiency improved after the decentralization in the water industry in Venezuela?," Utilities Policy, Elsevier, volume 49, issue C, pages 127-136, DOI: 10.1016/j.jup.2017.05.003.
• Tejada, Mauricio M., 2017, "Dual labor markets and labor protection in an estimated search and matching model," Labour Economics, Elsevier, volume 46, issue C, pages 26-46, DOI: 10.1016/j.labeco.2017.03.002.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 96-111, DOI: 10.1016/j.jmoneco.2017.09.009.
• Mokni, Khaled & Mansouri, Faysal, 2017, "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 116-131, DOI: 10.1016/j.mulfin.2017.10.006.
• Huang, Tai-Hsin & Lin, Chung-I & Chen, Kuan-Chen, 2017, "Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 93-110, DOI: 10.1016/j.pacfin.2016.12.008.
• Huang, Chun-Kai & North, Delia & Zewotir, Temesgen, 2017, "Exchangeability, extreme returns and Value-at-Risk forecasts," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 477, issue C, pages 204-216, DOI: 10.1016/j.physa.2017.02.080.