Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2017

• 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.
• Tsekouras, Kostas & Chatzistamoulou, Nikos & Kounetas, Kostas, 2017, "Productive performance, technology heterogeneity and hierarchies: Who to compare with whom," International Journal of Production Economics, Elsevier, volume 193, issue C, pages 465-478, DOI: 10.1016/j.ijpe.2017.08.010.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2017, "The relevance of international spillovers and asymmetric effects in the Taylor rule," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 162-170, DOI: 10.1016/j.qref.2016.11.004.
• Juneja, Januj, 2017, "Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 292-305, DOI: 10.1016/j.qref.2016.08.003.
• Huang, Tai-Hsin & Chiang, Dien-Lin & Chao, Shih-Wei, 2017, "A new approach to jointly estimating the Lerner index and cost efficiency for multi-output banks under a stochastic meta-frontier framework," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 212-226, DOI: 10.1016/j.qref.2016.09.004.
• Denny, Eleanor & O'Mahoney, Amy & Lannoye, Eamonn, 2017, "Modelling the impact of wind generation on electricity market prices in Ireland: An econometric versus unit commitment approach," Renewable Energy, Elsevier, volume 104, issue C, pages 109-119, DOI: 10.1016/j.renene.2016.11.003.
• Dagher, Leila & Bird, Lori & Heeter, Jenny, 2017, "Residential green power demand in the United States," Renewable Energy, Elsevier, volume 114, issue PB, pages 1062-1068, DOI: 10.1016/j.renene.2017.07.111.
• Hasanov, Fakhri & Bulut, Cihan & Suleymanov, Elchin, 2017, "Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries," Renewable and Sustainable Energy Reviews, Elsevier, volume 73, issue C, pages 369-386, DOI: 10.1016/j.rser.2017.01.140.
• Lee, Chi-Chuan & Huang, Tai-Hsin, 2017, "Cost efficiency and technological gap in Western European banks: A stochastic metafrontier analysis," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 161-178, DOI: 10.1016/j.iref.2016.12.003.
• Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof, 2017, "True or spurious long memory in European non-EMU currencies," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 217-230, DOI: 10.1016/j.ribaf.2017.01.003.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
• Anastasiou, Dimitrios, 2017, "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 242-248, DOI: 10.1016/j.ribaf.2017.07.051.
• Shah, Said Zamin & Baharumshah, Ahmad Zubaidi & Hook, Law Siong & Habibullah, Muzafar Shah, 2017, "Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.ribaf.2017.05.012.
• Jason Allen, 2017, "Loan pricing, stress testing and capital allocation," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 2, pages 39-64.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017, "Signed Spillover Effects Building on Historical Decompositions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-52, Aug.
• Robert Kollmann, 2017, "Tractable Likelihood-Based Estimation of Non- Linear DSGE Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-55, Sep.
• Mardi Dungey & Renée Fry-McKibbin & Verity Todoroski & Vladimir Volkov, 2017, "Recovery from Dutch Disease," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-69, Nov.
• Syed Abul Hasan & Pallab Mozumder, 2017, "Income and energy use in Bangladesh: A household level analysis," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1701, Feb.
• Satya Paul & Sriram Shanker, 2017, "An Alternative Specification for Technical Efficiency Effects in a Stochastic Frontier Production Function," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1703, Feb.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
• Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
• Andriansyah Andriansyah, 2017, "The real effects of primary and secondary equity markets on firm performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 397-418, August, DOI: 10.1108/IJMF-01-2017-0006.
• Yolanda F. Rebollo-Sanz, 2017, "Decomposing the structure of wages into firm and worker effects," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 5, pages 765-787, August, DOI: 10.1108/IJM-04-2016-0082.
• Rafael Eduardo Saavedra Leyva & Carlos H. Flores Orona, 2017, "La gobernabilidad como un determinante de la inversión extranjera directa en América Latina. (The Governance as a Determinant of Foreign Direct Investment in Latin America)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 123-146, October.
• Asad Zaman, 2017, "Lessons in Econometric Methodology: The Axiom of Correct Specification," International Econometric Review (IER), Economic Research Association, volume 9, issue 2, pages 50-68, September.
• Riswan Riswan & Eko Suyono & Mafudi Mafudi, 2017, "Revitalization Model for Village Unit Cooperative in Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4A, pages 102-123.
• Ana-Maria Ciuhu, 2017, "Labour Market Analysis Using VAR Models," Working papers, Ecological University of Bucharest, Department of Economics, number 04, Apr.
• Vera Mirovic & Dejan Zivkov & Jovan Njegic, 2017, "Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 396-422, October.
• Adam Kucera, 2017, "Interest Rates Modeling and Forecasting: Do Macroeconomic Factors Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/08, Mar, revised Mar 2017.
• Lina Lu, 2017, "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-3, Aug.
• Andrew C. Chang & Phillip Li & Shawn M. Martin, 2017, "Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-062, Jun, DOI: 10.17016/FEDS.2017.062.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017, "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_02, Apr.
• Arne Henningsen & Matěj Bělín & Géraldine Henningsen, 2017, "New insights into the stochastic ray production frontier," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/01, Jan.
• Peter Willemé, 2017, "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers, Federal Planning Bureau, Belgium, number 201714, Aug.
• Rossella Bardazzi & Leonardo Ghezzi, 2017, "International competitiveness and investment: simulations with a bilateral trade model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2017_01.rdf.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017, "Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics, MDPI, volume 5, issue 2, pages 1-24, April.
• Tran Thanh Hoa, 2017, "Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2017, Feb.
• Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017, "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2017, Feb.
• Manuel Correia de Pinho & Maria Manuel Pinho, 2017, "Esforço fiscal em Portugal: uma avaliação no período 1995-2015," Notas Económicas, Faculty of Economics, University of Coimbra, issue 44, pages 25-46, July, DOI: https://doi.org/10.14195/2183-203X_.
• Irina Syssoyeva-Masson & João de Sousa Andrade, 2017, "The Effect of Public Debt on Growth in Multiple Regimes in the Presence of Long-Memory and Non-Stationary Debt Series," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-07, Jun.
• Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017, "Non-linear externalities in firm localization," Post-Print, HAL, number hal-01405780, DOI: 10.1080/00343404.2016.1237770.
• Christophe Gouel & Nicolas Legrand, 2017, "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print, HAL, number hal-01584507, DOI: 10.1002/jae.2553.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017, "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-01593402, DOI: 10.1016/j.jeconom.2017.08.014.
• Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017, "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print, HAL, number hal-02787147, Aug.
• Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Post-Print, HAL, number hal-03831265.
• Christian Francq & Genaro Sucarrat, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Post-Print, HAL, number hal-05417319, Jan, DOI: 10.1016/j.jmva.2016.09.010.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," Post-Print, HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Andrew Phiri, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Post-Print, HAL, number halshs-01861727, DOI: 10.15208/beh.2017.01.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2017, "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," Working Papers, HAL, number hal-04141640.
• Balázs Egert, 2017, "Regulation, Institutions and Productivity: New Macroeconomic Evidence From OECD Countries," Working Papers, HAL, number hal-04141655.
• Sibbertsen, Philipp & Stöver, Britta, 2017, "Die räumliche Flexibilität von Studierenden - Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den Bundesländern," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-604, Aug.
• Angelov, Nikolay & Johansson, Per & Lee, Myoung-jae, 2017, "The effect of fertility timing on labor market work duration," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:13, Aug.
• Biørn, Erik, 2017, "Identification and Method of Moments Estimation in Polynomial Measurement Error Models," Memorandum, Oslo University, Department of Economics, number 01/2017, Jan.
• Dagsvik, John K, 2017, "Invariance Axioms and Functional Form Restrictions in Structural Models," Memorandum, Oslo University, Department of Economics, number 08/2017, Aug.
• Førsund, Finn R, 2017, "Pollution Meets Efficiency: Multi-equation modelling of generation of pollution and related efficiency measures," Memorandum, Oslo University, Department of Economics, number 09/2017, Sep.
• Biørn, Erik, 2017, "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum, Oslo University, Department of Economics, number 13/2017, Dec.
• Elena Mogilevich & Alexey Shvedov, 2017, "Modeling the Stock Market Dynamics by Takagi–Sugeno Fuzzy Inference Systems," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 434-450.
• Yang, Yung-Lieh & Cho, Tsui-Yueh & Huang, Ming-Hsiang, 2017, "Impacts Of The Economic Cooperation Framework Agreement On Banking Cost Efficiency In China And Taiwan : A Stochastic Metafrontier Approach," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 58, issue 2, pages 121-141, December, DOI: 10.15057/28951.
• Maja Bukovšak & Gorana Lukinić Čardić & Nina Ranilović, 2017, "Structure of Capital Flows and Exchange Rate: The Case of Croatia," Working Papers, The Croatian National Bank, Croatia, number 52, Jul.
• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Abu Hassan SHAAR & Fathin FAIZAH SAID, 2017, "Investigating The Effects Of Financial Innovations On The Demand For Money In Malaysia Using The Ardl Appoach To Cointergration," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 177-193, June.
• Payam Mohammad ALIHA & Tamat SARMIDI & Abu Hassan SHAARI & Fathin Faizah SAID, 2017, "Payment Technologies And Money Demand: Evidence From Dynamic Panel," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 41-52, June.
• Cecilia ALEXANDRI & Corina SAMAN, 2017, "The Price Volatility of Beef and Pig Meat in Romania," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 14, issue 2, pages 165-173.
• Victor M. Mercader Pomaron, 2017, "Assessment Model For Professional Development With International Perspective, Modelo De Evaluacion Para La Educacion Empresarial Con Vision Internacional," Revista Global de Negocios, The Institute for Business and Finance Research, volume 5, issue 2, pages 103-119.
• Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo, 2017, "The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 29-39.
• G.C. Imanov & H.S.Alieva & R.A.Yusifzadeh, 2017, "Financial Stability in Azerbaijan: The Application of Fuzzy Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 3, pages 319-334, January, DOI: https://doi.org/10.21098/bemp.v19i3.
• G.C. Imanov & H.S.Alieva & R.A.Yusifzadeh, 2017, "Financial Stability In Azerbaijan: The Application Of Fuzzy Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 3, pages 319-334, January, DOI: https://doi.org/10.21098/bemp.v19i3.
• Linda Karlina Sari & Noer Azam Achsani & Bagus Sartono, 2017, "Volatility Transmission of the Main Global Stock Return Towards Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 229-256, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2017, "A daily indicator of economic growth for the euro area," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 43-63.
• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/17, May.
• Justin W. van de Ven, 2017, "Parameterising a detailed dynamic programming model of savings and labour supply using cross-sectional data," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 135-166.
• Justin van de Ven, 2017, "Exploring the Importance of Incentive Responses for Policy Projections," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 3, pages 134-164.
• Lucas Navarro & Mauricio Tejada, 2017, "On the Interaction between Public Sector Employment and Minimum Wage in a Search and Matching Model," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv320, Aug.
• Florin Marius PAVELESCU, 2017, "Features of the production factors substitution and the estimated parameters of the Cobb-Douglas function with constant returns to scale and disembodied technical change," Romanian Journal of Economics, Institute of National Economy, volume 45, issue 2(54), pages 134-152, December.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017, "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-23, Nov.
• Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017, "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-014, Nov.
• Xiaoqian Wen & Duc Khuong Nguyen, 2017, "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers, Department of Research, Ipag Business School, number 2017-004, Jan.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201711, May, revised May 2017.
• Catalina Bolancé & Raluca Vernic, 2017, "“Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201718, Oct, revised Oct 2017.
• Das, Tirthatanmoy & Polachek, Solomon, 2017, "Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier," IZA Discussion Papers, IZA Network @ LISER, number 10534, Jan.
• Tsoy, Lyubov & Heshmati, Almas, 2017, "Impact of Financial Crises on Dynamics of Capital Structure: Evidence from Korean Listed Companies," IZA Discussion Papers, IZA Network @ LISER, number 10554, Feb.
• Gobillon, Laurent & Meurs, Dominique & Roux, Sébastien, 2017, "Differences in Positions along a Hierarchy: Counterfactuals Based on an Assignment Model," IZA Discussion Papers, IZA Network @ LISER, number 10726, Apr.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 10801, May.
• Sauer, Robert M. & Taber, Christopher, 2017, "Indirect Inference with Importance Sampling: An Application to Women's Wage Growth," IZA Discussion Papers, IZA Network @ LISER, number 11004, Sep.
• Marno Verbeek, 2017, "Using linear regression to establish empirical relationships," World of Labour, LISER, pages 336-336, February.
• Friedrich Schneider, 2017, "Shadow Economies around the World: New Results for 158 Countries over 1991-2015," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2017-10, Jul.
• Matthias Fahn & Valeria Merlo & Georg Wamser, 2017, "The Commitment Role of Equity Financing," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2017-12, Jul.
• Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017, "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-10, Dec.
• Bartolucci, Francesco & Pigini, Claudia, 2017, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," Journal of Statistical Software, Foundation for Open Access Statistics, volume 78, issue i07, DOI: http://hdl.handle.net/10.18637/jss..
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017, "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 155-174, January, DOI: 10.1007/s10614-015-9550-3.
• Andrea Beccarini, 2017, "Verifying time inconsistency of the ECB monetary policy by means of a regime-switching approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 2, pages 203-227, May, DOI: 10.1007/s10663-016-9316-8.
• Jean-Paul Chavas & Salvatore Falco, 2017, "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 2, pages 297-320, June, DOI: 10.1007/s10640-015-9987-9.
• José L. Oviedo & Hong Il Yoo, 2017, "A Latent Class Nested Logit Model for Rank-Ordered Data with Application to Cork Oak Reforestation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 68, issue 4, pages 1021-1051, December, DOI: 10.1007/s10640-016-0058-7.
• Ranoua Bouchouicha & Ferdinand M. Vieider, 2017, "Accommodating stake effects under prospect theory," Journal of Risk and Uncertainty, Springer, volume 55, issue 1, pages 1-28, August, DOI: 10.1007/s11166-017-9266-y.