Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2017

• Dion Bongaerts & Frank de Jong & Joost Driessen, 2017, "An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1229-1269.
• James Duffy & David Hendry, 2017, "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 818, Jan.
• Andrew B. Martinez, 2017, "How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty," Economics Series Working Papers, University of Oxford, Department of Economics, number 831, Aug.
• Simionescu, Mihaela, 2017, "Forecast Intervals for US/EURO Foreign Exchange Rate || Intervalos de pronóstico para los tipos de cambio US/EURO," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 257-271, Junio.
• Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V., 2017, "Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 3-23, Junio.
• Mungaray Lagarda, Alejandro & Aguilar Barceló, José G. & Osorio Novela, Germán, 2017, "Los objetivos económicos de la micro y pequeña empresa en México. Un análisis desde las elasticidades de factores productivos || The Economic Objectives of the Micro and Small Businesses in Mexico. An Analysis of Elasticities of Productive Factors," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 129-146, Diciembre.
• Pérez-Fructuoso, María José, 2017, "Tarificación de bonos sobre catástrofes (cat bonds) con desencadenantes de índices de pérdidas. Modelación mediante un proceso de Ornstein-Uhlenbeck || Pricing Loss Index Triggered Cat Bonds. An Ornstein-Uhlenbeck Process-Based Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 340-361, Diciembre.
• Marisa Hidalgo-Hidalgo & Iñigo Iturbe-Ormaetxe, 2017, "Long-run Effects of Public Expenditure on Poverty," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 17.09, Jul.
• Yolanda F. Rebollo-Sanz, 2017, "Decomposing the structure of wages into firm and worker effects: some insights from a high unemployment economy," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 17.10, Sep.
• Massimiliano Caporin & Fulvio Fontini & Paolo Santucci De Magistris, 2017, "Price convergence within and between the Italian electricity day-ahead and dispatching services markets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0215, Dec.
• Emilio Zanetti Chini, 2017, "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 138, May.
• Andrew Phiri, 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, volume 13, issue 1, pages 1-9, March, DOI: 10.15208/beh.2017.01.
• Anatoly Kilyachkov & Larisa Chaldaeva, 2017, "Description of world GDP rate changes by using discrete dynamic model," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 1, pages 77-96, March, DOI: 10.15208/beh.2017.06.
• Wojciech Kisiala & Katarzyna Suszynska, 2017, "Economic growth and disparities: an empirical analysis for the Central and Eastern European countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 613-631, December, DOI: 10.24136/eq.v12i4.32.
• Wojciech Kisiala & Katarzyna Suszynska, 2017, "The dynamics of regional inequalities and economic growth in Central and Eastern Europe," Working Papers, Institute of Economic Research, number 122/2017, May, revised May 2017.
• Piotr Lukasiewicz & Krzysztof Karpio & Arkadiusz Orlowski, 2017, "Two-part models of income distributions in Poland," Working Papers, Institute of Economic Research, number 64/2017, May, revised May 2017.
• Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper, University Library of Munich, Germany, number 100745.
• Belousova, Irina, 2017, "The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 102036, Sep.
• Doojav, Gan-Ochir, 2017, "Factors explaining high interest rates in Mongolia: A Markov Regime-Switching approach," MPRA Paper, University Library of Munich, Germany, number 103514.
• Kahia, Montassar, 2017, "The Framework of Tunisian Textile and Clothing Industry," MPRA Paper, University Library of Munich, Germany, number 60283.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper, University Library of Munich, Germany, number 76039, Jan.
• Yang, Bill Huajian, 2017, "Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing," MPRA Paper, University Library of Munich, Germany, number 76271, Jan.
• Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.
• Stojkoski, Viktor & Kocarev, Ljupco, 2017, "The Relationship Between Growth and Economic Complexity: Evidence from Southeastern and Central Europe," MPRA Paper, University Library of Munich, Germany, number 77837, revised 2017.
• Polbin, Andrey, 2017, "Моделирование Реального Курса Рубля В Условиях Изменения Режима Денежно-Кредитной Политики
  [Modeling the real ruble exchange rate under monetary policy regime change]," MPRA Paper, University Library of Munich, Germany, number 78139.
• Polbin, Andrey & Skrobotov, Anton, 2017, "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли
  [Spectral estimation of the business cycle component of the Russian GDP under high dependence on the terms of trade]," MPRA Paper, University Library of Munich, Germany, number 78667, Apr.
• Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017, "Are linear models really unuseful to describe business cycle data?," MPRA Paper, University Library of Munich, Germany, number 79413, May.
• Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017, "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper, University Library of Munich, Germany, number 79438, May.
• Anastasiou, Dimitrios, 2017, "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper, University Library of Munich, Germany, number 79470, May.
• Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017, "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper, University Library of Munich, Germany, number 79623, Jun.
• Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer, 2017, "On periodic ergodicity of a general periodic mixed Poisson autoregression," MPRA Paper, University Library of Munich, Germany, number 79650, Feb.
• Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
• Erard, Brian, 2017, "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper, University Library of Munich, Germany, number 79927, Jun.
• Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
• Kolisi, Nwabisa & Phiri, Andrew, 2017, "Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis," MPRA Paper, University Library of Munich, Germany, number 80173, Jul.
• Esiyok, Bulent & Ugur, Mehmet, 2017, "Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces," MPRA Paper, University Library of Munich, Germany, number 80253, Jun, revised 15 Jun 2017.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2017, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 80435.
• Yang, Bill Huajian, 2017, "Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component," MPRA Paper, University Library of Munich, Germany, number 80641, Aug.
• Davis, Brent, 2017, "“Taking Occam’s Razor to the Endogeneity Problem in Economic Voting”," MPRA Paper, University Library of Munich, Germany, number 80732, Aug.
• Phiri, Andrew & Mukuka, Doreen, 2017, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," MPRA Paper, University Library of Munich, Germany, number 80749.
• Bataa, Erdenebat & Park, Cheolbeom, 2017, "Is the Recent Low Oil Price Attributable to the Shale Revolution?," MPRA Paper, University Library of Munich, Germany, number 80775, Jul.
• Anastasiou, Dimitrios, 2017, "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper, University Library of Munich, Germany, number 80972, Apr.
• Kumar, Nitin & Sensarma, Rudra, 2017, "Efficiency of Micro Finance Institutions in India: A Stochastic Distance Function Approach," MPRA Paper, University Library of Munich, Germany, number 81064, Jul.
• UMBA, Gilles Bertrand, 2017, "Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo
  [Bayesian estimation of a DSGE model for a small open economy: Case of DR Congo]," MPRA Paper, University Library of Munich, Germany, number 81324, Sep.
• Bager, Ali & Roman, Monica & Algedih, Meshal & Mohammed, Bahr, 2017, "Addressing multicollinearity in regression models: a ridge regression application," MPRA Paper, University Library of Munich, Germany, number 81390, Jun, revised Jun 2017.
• Ruzive, Tafadzwa & Mkhombo, Thando & Mhaka, Simba & Mavikela, Nomahlubi & Phiri, Andrew, 2017, "Electricity intensity and unemployment in South Africa: A quantile regression analysis," MPRA Paper, University Library of Munich, Germany, number 81717, Sep.
• Mapapu, Babalwa & Phiri, Andrew, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," MPRA Paper, University Library of Munich, Germany, number 81801, Oct.
• Pedersen, Rasmus Søndergaard, 2017, "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper, University Library of Munich, Germany, number 81979, Oct.
• Andriamanga, Fidimanantsoa, 2017, "Relation entre l’énergie et la croissance économique : approche empirique appliquée au cas de Madagascar pour la periode 1995 à 2015
  [Relationship between energy consumption and economic growth in Madagascar: Empirical Approach, 1995-2015]," MPRA Paper, University Library of Munich, Germany, number 82967, Nov.
• Malangeni, Luxolo & Phiri, Andrew, 2017, "Education and economic growth in post-Apartheid South Africa: An ARDL approach," MPRA Paper, University Library of Munich, Germany, number 83017, Nov.
• Mhlaba, Ncebakazi & Phiri, Andrew, 2017, "Is public debt harmful towards economic growth? New evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 83157, Dec.
• Nomatye, Anelisa & Phiri, Andrew, 2017, "Investigating the macroeconomic determinants of household debt in South Africa," MPRA Paper, University Library of Munich, Germany, number 83303, Dec.
• Arikan, Cengiz & Yalcin, Yeliz, 2017, "Do The Countries’ Monetary Policies Have Spatial Impact?," MPRA Paper, University Library of Munich, Germany, number 83407, Dec.
• Kishor, N. Kundan, 2017, "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 83475, Oct.
• Mishra, SK, 2017, "A New Kind of Two-Stage Least Squares Based on Shapley Value Regression," MPRA Paper, University Library of Munich, Germany, number 83534, Dec.
• Tan, Zekuang, 2017, "RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy," MPRA Paper, University Library of Munich, Germany, number 83669, Dec.
• Di Filippo, Gabriele, 2017, "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper, University Library of Munich, Germany, number 84200, Mar, revised 26 Jan 2018.
• LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017, "استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
  [Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisalat Saudi Arabia –]," MPRA Paper, University Library of Munich, Germany, number 84263, Mar, revised Oct 2017.

2016

• Población, Javier & Serna, Gregorio, 2016, "Is the refining margin stationary?," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 169-186, DOI: 10.1016/j.iref.2016.04.011.
• Kundu, Srikanta & Sarkar, Nityananda, 2016, "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 297-311, DOI: 10.1016/j.ribaf.2015.09.023.
• Havranek, Tomas & Horvath, Roman & Zeynalov, Ayaz, 2016, "Natural Resources and Economic Growth: A Meta-Analysis," World Development, Elsevier, volume 88, issue C, pages 134-151, DOI: 10.1016/j.worlddev.2016.07.016.
• Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016, "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-09, Feb.
• Shuping Shi, 2016, "Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-46, Jul.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016, "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65549, Feb.
• Giacomo Candian, 2016, "Information Frictions and Real Exchange Rate Dynamics," EcoMod2016, EcoMod, number 9106, Jul.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016, "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035013.
• Gerhard Rünstler, 2016, "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035016.
• Bo Zou & Irene Kwan & Mark Hansen & Dan Rutherford & Nabin Kafle, 2016, "Airline Fuel Efficiency: Assessment Methodologies and Applications in the U.S. Domestic Airline Industry," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005012.
• Shuquan He, 2016, "Modeling China’s agriculture support policy effects," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 5, pages 763-779, October, DOI: 10.1108/JES-05-2015-0071.
• Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis, 2016, "Sensitivity analysis of market and stock returns by considering positive and negative jumps," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 456-472, August, DOI: 10.1108/JRF-01-2016-0008.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016, "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 595-624, October, DOI: 10.1108/SEF-03-2016-0055.
• Stephen McKnight & Alexander Mihailov & Antonio Pompa Rangel, 2016, "What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2016-08, Nov.
• Jorge Ibarra Salazar & Francisco García Pérez, 2016, "Las demandas de factores productivos en la industria maquiladora," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 31, issue 2, pages 265-303.
• Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016, "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers, eSocialSciences, number id:11381, Sep.
• Olivier De Groote & Frank Verboven, 2016, "Subsidies and myopia in technology adoption: evidence from solar photovoltaic systems," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 547933, Aug.
• Marco Bee & Maria Michela Dickson & Diego Giuliani & Davide Piacentino & Flavio Santi & Emanuele Taufer, 2016, "La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 49-59.
• Tomas Havranek & Roman Horvath & Ayaz Zeynalov, 2016, "Natural Resources and Economic Growth: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/03, Jan, revised Jan 2016.
• Jiri Kukacka & Jozef Barunik, 2016, "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/07, Mar, revised Mar 2016.
• Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016, "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 424, Jun.
• Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez, 2016, "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-15, Dec.
• Marcin Hitczenko, 2016, "The influence of gender and income on the household division of financial responsibility," Working Papers, Federal Reserve Bank of Boston, number 16-20, Oct.
• Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016, "A dynamic network model of the unsecured interbank lending market," Working Papers, Federal Reserve Bank of Boston, number 16-3, Apr.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
• Jeffrey Brinkman, 2016, "Congestion, Agglomeration, and the Structure of Cities," Working Papers, Federal Reserve Bank of Philadelphia, number 16-13, May.
• Danielle Devogelaer & Benoît Laine, 2016, "Working Paper 09-16 - Drivers of wholesale electricity prices in a small, open economy - Some evidence from the nuclear restart in Belgium
  [Working Paper 09-16 - Marché de l’électricité : facteurs influençant la formation des prix de gros da," Working Papers, Federal Planning Bureau, Belgium, number 201609, Oct.
• Marie Vandresse, 2016, "Working Paper 10-16 - Projection of internal migration based on migration intensity and preferential flows," Working Papers, Federal Planning Bureau, Belgium, number 201610, Oct.
• Francesco Audrino & Yujia Hu, 2016, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, volume 4, issue 1, pages 1-24, February.
• P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016, "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, volume 4, issue 2, pages 1-23, March.
• Michel Mouchart & Renzo Orsi, 2016, "Building a Structural Model: Parameterization and Structurality," Econometrics, MDPI, volume 4, issue 2, pages 1-16, April.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
• Guido Travaglini, 2016, "Time-varying parameter estimation in macroeconometrics," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 26, Nov.
• Hernán Rincón & Norberto Rodríguez, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2016, Jan.
• Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016, "Common Correlated Effects and International Risk Sharing," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201612, Aug.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01306614.
• Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017, "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01405780, DOI: 10.1080/00343404.2016.1237770.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01278126, Feb.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Post-Print, HAL, number hal-01306614.
• Balázs Égert, 2016, "Regulation, institutions and productivity: new macroeconomic evidence from OECD countries," Post-Print, HAL, number hal-01386039, DOI: 10.1257/aer.p20161026.
• Francesco Furlanetto & Nicolas Groshenny, 2016, "Mismatch Shocks and Unemployment During the Great Recession," Post-Print, HAL, number hal-04204699, Nov, DOI: 10.1002/jae.2498.
• Francesco Furlanetto & Nicolas Groshenny, 2016, "Reallocation shocks, persistence and nominal rigidities," Post-Print, HAL, number hal-04204706, Apr, DOI: 10.1016/j.econlet.2016.02.029.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2016, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04590596, Jun.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print, HAL, number halshs-01278126, Feb.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01306614.
• Gilles Dufrénot & Anne-Charlotte Paret-Onorato, 2016, "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," Working Papers, HAL, number halshs-01357797, Aug.
• Victor Stephane, 2016, "How Do Natural Disasters Affect Saving Behavior?," Working Papers, HAL, number halshs-01409651, Dec.
• Daniel P. Gross, 2016, "Performance Feedback in Competitive Product Development," Harvard Business School Working Papers, Harvard Business School, number 16-110, Mar, revised Oct 2016.
• Heshmati, Almas & C. Kumbhakar, Subal & Kim, Jungsuk, 2016, "Persistent and Transient Efficiency of International Airlines," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 444, Sep.
• Koptyug, Nikita, 2016, "Asymmetric Information in Auctions: Are Resellers Better Appraisers?," Working Paper Series, Research Institute of Industrial Economics, number 1110, Feb.
• Øglend, Atle & Osmundsen, Petter & Lorentzen, Sindre, 2016, "Cost Overrun at the Norwegian Continental Shelf: The element of surprise," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/3, May.
• Osmundsen, Petter & Roll, Kristin Helen, 2016, "Rig rates and drilling speed: reinforcing effects," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/4, May.
• Sundström, David, 2016, "The Competition Effect in a Public Procurement Model: An error-in-variables approach," Umeå Economic Studies, Umeå University, Department of Economics, number 920, Jan, revised 17 Jun 2016.
• Lanot, Gauthier, 2016, "The Marginal Rate of Substitution and the Specification of Labour Supply Models," Umeå Economic Studies, Umeå University, Department of Economics, number 922, Feb.
• Liu, Yuna, 2016, "Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers," Umeå Economic Studies, Umeå University, Department of Economics, number 925, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• Sundström, David, 2016, "On Specification and Inference in the Econometrics of Public Procurement," Umeå Economic Studies, Umeå University, Department of Economics, number 931, Jun.
• Valery Makarov & Sergey Ayvazyan & Mikhail Afanasyev & Albert Bakhtizin & Ashkhen Nanavyan, 2016, "Modeling the Development of Regional Economy and an Innovation Space Efficiency," Foresight and STI Governance, National Research University Higher School of Economics, volume 10, issue 3, pages 76-91.
• Stephen L. Ross & Zhentao Shi, 2016, "Measuring Social Interaction Effects when Instruments are Weak," Working Papers, Human Capital and Economic Opportunity Working Group, number 2016-033, Dec.
• Banerjee, Onil & Boyle, Kevin & Rogers, Cassandra & Cumberbatch, Janice & Kanninen, Barbara & Lemay, Michele H. & Schling, Maja, 2016, "A Retrospective Stated Preference Approach to Assessment of Coastal Infrastructure Investments: An Application to Barbados," IDB Publications (Working Papers), Inter-American Development Bank, number 7849, Sep, DOI: http://dx.doi.org/10.18235/0011762.
• Joachim Freyberger & Matthew Masten, 2016, "Compactness of infinite dimensional parameter spaces," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/16, Jan.
• Matthew Masten & Alexandre Poirier, 2016, "Partial independence in nonseparable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/16, Jun.
• Walter Beckert & Kate Collyer, 2016, "Choice in the presence of experts: the role of general practitioners in patients' hospital choice," IFS Working Papers, Institute for Fiscal Studies, number W16/21, Nov.
• Marcela Perticará & Mauricio Tejada, 2016, "Sources of Gender Wage Gaps for Skilled Workers in Latin American Countries," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv317, Nov.
• Michal Andrle & Miroslav Plašil, 2016, "System Priors for Econometric Time Series," IMF Working Papers, International Monetary Fund, number 2016/231, Nov.
• José Carlos Trejo García & Humberto Ríos Bolívar & Miguel Ángel Martínez García, 2016, "Análisis de la Administración del Riesgo Crediticio en México para Tarjetas de Crédito," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 103-121, Enero-Jun.
• Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016, "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-024, Jul.
• Yongquan Cao & Grey Gordon, 2016, "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-004, Sep, revised Jan 2018.
• Santos-Pérez, Rubén, 2016, "Estimación de la economía informal para México mediante un método monetario, 1970-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 11, issue 45, pages 71-103, Segundo s.
• Hassan, Mai & Schneider, Friedrich, 2016, "Size and Development of the Shadow Economies of 157 Countries Worldwide: Updated and New Measures from 1999 to 2013," IZA Discussion Papers, IZA Network @ LISER, number 10281, Oct.
• McDonough, Ian K. & Millimet, Daniel L., 2016, "Missing Data, Imputation, and Endogeneity," IZA Discussion Papers, IZA Network @ LISER, number 10402, Dec.
• Jacint Balaguer & Jordi Ripollés, 2016, "Exploring the life of price responses in fuel markets. Mean group data or mean group estimator?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/16.
• Ruohan Wu & Xueyu Cheng, 2016, "Gender equality in the workplace: The effect of gender equality on productivity growth among the Chilean manufacturers," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 257-274, January-M.
• Abu Reza Mohammad Islam & Robin Hang Luo, 2016, "Financing constraints in some selected manufacturing firms: An application of stochastic frontier approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 149-160, Special I.
• Ansgar Belke & Dominik Kronen, 2016, "Exchange rate bands of inaction and play-hysteresis in Greek exports to the Euro Area, the US and Turkey: sectoral evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 2, pages 349-390, May, DOI: 10.1007/s10663-016-9319-5.
• Mikołaj Czajkowski & Nick Hanley & Jacob LaRiviere, 2016, "Controlling for the Effects of Information in a Public Goods Discrete Choice Model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 3, pages 523-544, March, DOI: 10.1007/s10640-014-9847-z.
• Thomas P. Triebs & David S. Saal & Pablo Arocena & Subal C. Kumbhakar, 2016, "Estimating economies of scale and scope with flexible technology," Journal of Productivity Analysis, Springer, volume 45, issue 2, pages 173-186, April, DOI: 10.1007/s11123-016-0467-1.
• Thomas Triebs & David Saal & Pablo Arocena & Subal Kumbhakar, 2016, "Estimating economies of scale and scope with flexible technology," Journal of Productivity Analysis, Springer, volume 45, issue 2, pages 173-186, April, DOI: 10.1007/s11123-016-0467-1.
• Christos A. Ioannou & Jana Sadeh, 2016, "Time preferences and risk aversion: Tests on domain differences," Journal of Risk and Uncertainty, Springer, volume 53, issue 1, pages 29-54, August, DOI: 10.1007/s11166-016-9245-8.
• Michelle Sovinsky & Steven Stern, 2016, "Dynamic modelling of long-term care decisions," Review of Economics of the Household, Springer, volume 14, issue 2, pages 463-488, June, DOI: 10.1007/s11150-013-9236-3.
• Gengnan Chiang, 2016, "Exploring the transitional behavior among value and growth stocks," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 543-563, October, DOI: 10.1007/s11156-015-0511-7.
• Vadim Dumitrascu & Roxana Arabela Dumitrascu, 2016, "The Fundamentals of a Business Model Based on Responsible Investments," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 42-57, March.
• Hideaki Tamura & Yoichi Matsuabayashi, 2016, "Alternative Resolution to the Mehra-Prescott Puzzle: Verification by the Original Data," Discussion Papers, Graduate School of Economics, Kobe University, number 1634, Oct.
• Jan Brzozowski & Marco Cucculelli, 2016, "Proactive and Reactive Attitude to Crisis: Evidence from European Firms," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 4, issue 1, pages 181-191.
• Havran, Dániel & Váradi, Kata, 2016, "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
  [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of OTP and MOL shares]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 966-992, DOI: 10.18414/KSZ.2016.9.966.
• Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO, 2016, "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012," Journal of Economics Library, KSP Journals, volume 3, issue 2, pages 327-341, June.
• Leroi RAPUTSOANE, 2016, "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, volume 3, issue 2, pages 203-214, June.
• P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016, "A Method for Measuring Treatment Effects on the Treated without Randomization," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/02, Mar.
• Marielle Brunette & Stéphane Couture, 2016, "Determinants of insurance demand against forest fire risk: an empirical analysis of French private forest owners," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2016-01, Jan, revised Jan 2016.
• Emeline Hily & Jean-Claude Gégout, 2016, "Designing species-specific conservation contracts in a heterogeneous landscape with unobservable conservation costs and benefits," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2016-02, Feb, revised Feb 2016.
• Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016, "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2441.
• Igor Fedotenkov, 2016, "Labour Shares, Fertility and Longevity in an OLG model," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 28, Jul.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Triebs, Thomas P. & Saal, David S. & Arocena, Pablo & Kumbhakar, Subal C., 2016, "Estimating economies of scale and scope with flexible technology," Munich Reprints in Economics, University of Munich, Department of Economics, number 43531.
• Salma Slimani, 2016, "Threshold Effects of Fiscal Policy on Economic Activity in Developing Countries," International Journal of Business and Social Research, LAR Center Press, volume 6, issue 3, pages 20-37, March.
• Andrejs Bessonovs & Olegs Tkacevs, 2016, "Relationship Between Inflation and Economic Activity and Its Variation Over Time in Latvia," Working Papers, Latvijas Banka, number 2016/03, Sep.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
• Arnaud Dufays & Maciej Augustyniak & Luc Bauwens, 2016, "A new approach to volatility modeling: the High-Dimensional Markov model," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1609.
• G. Naline & Brinda Viswanathan, 2016, "Revisiting the Determinants of Child Anthropometric Indicators in India Using Seemingly Unrelated Regressions Model," Working Papers, Madras School of Economics,Chennai,India, number 2016-143, Mar.
• Biabani, Jahangir & Valipour Pasha, Mohammad, 2016, "The Impact of Regulatory Policies on Volatility under Prudential Framework," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 1, pages 53-70, January.
• Tomáš Vaněk, 2016, "Economic Adjustment of Default Probabilities," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 2, issue 2, pages 122-130, DOI: 10.11118/ejobsat.v2i2.64.
• Dilem Yıldırım & Ethem Erdem Orman, 2016, "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1601, Jan, revised Jan 2016.
• Andrew Phiri, 2016, "The Growth Trade-off between Direct and Indirect Taxes in South Africa: Evidence from a STR Model," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 3 (Fall), pages 233-250.
• Natasa Sarlija & Martina Harc, 2016, "Capital Structure Determinants of Small and Medium Enterprises in Croatia," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 3 (Fall), pages 251-266.
• Salma Slimani, 2016, "Threshold Effects of Fiscal Policy on Economic Activity in Developing Countries," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 6, issue 3, pages 20-37, March.
• Zack Dorner & Daniel A. Brent & Anke Leroux, 2016, "Preferences for Intrinsically Risky Attributes," Monash Economics Working Papers, Monash University, Department of Economics, number 32-16, Nov.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16013, Feb.
• Chaohua Dong & Jiti Gao & Bin Peng, 2016, "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/16.
• Tue Gørgens & Dean Hyslop, 2016, "The specification of dynamic discrete-time two-state panel data models," Motu Working Papers, Motu Economic and Public Policy Research, number 16_01, Feb.
• Irena Szarowská, 2016, "Quality of Public Finance and Economic Growth in the Czech Republic," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 64, issue 4, pages 1373-1381, DOI: 10.11118/actaun201664041373.
• Jan Przystupa & Ewa Wróbel, 2016, "Modelling monetary transmission in less developed emerging markets: the case of Tunisia," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 5, pages 395-434.
• Robert Kelm, 2016, "Eksport, import i kurs złotego: 2000−2014," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 6, pages 585-620.
• Dobromił Serwa & Piotr Wdowiński, 2016, "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers, Narodowy Bank Polski, number 246.
• Jorge Guzman & Scott Stern, 2016, "Nowcasting and Placecasting Entrepreneurial Quality and Performance," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring Entrepreneurial Businesses: Current Knowledge and Challenges".
• Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016, "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22976, Dec.