Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2017

• 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.
• 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.
• Chulwoo Han & Frank C. Park & Jangkoo Kang, 2017, "A geometric treatment of time-varying volatilities," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1121-1141, November, DOI: 10.1007/s11156-017-0618-0.
• Mihaela Simionescu, 2017, "The Impact Of Immigrants On The UK Economy," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 9, issue 2, pages 31-46, June.
• Mirel-Daniel Simionescu, 2017, "Determinants of Foreign Direct Investments in Bulgaria and Romania in the Context of Recent Economic Crisis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 1, pages 68-72, March.
• Chimere Okechukwu Iheonu & Godfrey Ikechukwu Ihedimma & Samuel Nzube Eze, 2017, "An Autoregressive and Distributed Lag Model Approach to Inflation in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 1, pages 73-80, March.
• Mihaela Simionescu, 2017, "The GDP per Capita Convergence in the European Union," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 1, pages 81-87, March.
• Gizem Uzuner & Festus Victor Bekun & Seyi Saint Akadiri, 2017, "Public Expenditures and Economic Growth: Was Wagner Right? Evidence from Turkey," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 2, pages 36-40, June.
• Ralf Brüggemann & Christian Kascha, 2017, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-06, Aug.
• Massimo Franchi & Soeren Johansen, 2017, "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," Discussion Papers, University of Copenhagen. Department of Economics, number 17-09, Apr.
• Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe, 2017, "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations Of Market Forecasts, And Sentiment," Discussion Papers, University of Copenhagen. Department of Economics, number 17-10, Apr.
• Konstantins Benkovskis & Benjamin Bluhm & Elena Bobeica & Chiara Osbat & Stefan Zeugner, 2017, "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Papers, Latvijas Banka, number 2017/02, Aug.
• Gries Thomas & Fritz Marlon & Feng Yuanhua, 2017, "Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain," Review of Economics, De Gruyter, volume 68, issue 2, pages 153-166, August, DOI: 10.1515/roe-2017-0008.
• G. Naline & Brinda Viswanathan, 2017, "Predictors of Age-Specific Childhood Mortality in India," Working Papers, Madras School of Economics,Chennai,India, number 2017-167, Nov.
• Nwabisa Kolisi & Andrew Phiri, 2017, "Changes in the relationshp between interest rates and housing prices in South Africa around the 2007 financial crisis," Working Papers, Department of Economics, Nelson Mandela University, number 1704, Jul, revised Jul 2017.
• Andrew Phiri & Doreen Mukuka, 2017, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," Working Papers, Department of Economics, Nelson Mandela University, number 1705, Jul, revised Jul 2017.
• Tafadzwa Ruzive & Thando Mkhombo & Simba Mhaka & Nomahlubi Mavikela & Andrew Phiri, 2017, "Elecricity intensity and unemployment in South Africa: A quantile regression analysis," Working Papers, Department of Economics, Nelson Mandela University, number 1711, Sep, revised Sep 2017.
• Babalwa Mapapu & Andrew Phiri, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," Working Papers, Department of Economics, Nelson Mandela University, number 1713, Oct, revised Oct 2017.
• Luxolo Malangeni & Andrew Phiri, 2017, "Education and economic growth in post-Apartheid South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1716, Dec, revised Dec 2017.
• Ncebakazi Mhlaba & Andrew Phiri, 2017, "Is public debt harmful towards economic growth? New evidence from South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1717, Dec, revised Dec 2017.
• Anelisa Nomatye & Andrew Phiri, 2017, "Investigating the macroeconomic determinants of household debt in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1719, Dec, revised Dec 2017.
• Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti, 2017, "Stochastic Evolution of Distributions - Applications to CDS indices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17007, Jan.
• Kerli Lille, 2017, "The Role Of Capital Controls In Mediating Global Shocks," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 102.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Piotr Krajewski, 2017, "Regionalne zróżnicowanie oddziaływania wydatków rządowych na zatrudnienie – wnioski z analizy SVAR," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 1, pages 73-96.
• Łukasz Delong & Damian Sulik, 2017, "Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 403-450.
• Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017, "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23225, Mar.
• Francesco Bianchi & Giovanni Nicolò, 2017, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 23521, Jun.
• Andrés F. Barrientos & Alexander Bolton & Tom Balmat & Jerome P. Reiter & John M. de Figueiredo & Ashwin Machanavajjhala & Yan Chen & Charles Kneifel & Mark DeLong, 2017, "A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government," NBER Working Papers, National Bureau of Economic Research, Inc, number 23534, Jun.
• Robert M. Sauer & Christopher R. Taber, 2017, "Indirect Inference with Importance Sampling: An Application to Women’s Wage Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 23669, Aug.
• Pierre Nguimkeu & Augustine Denteh & Rusty Tchernis, 2017, "On the Estimation of Treatment Effects with Endogenous Misreporting," NBER Working Papers, National Bureau of Economic Research, Inc, number 24117, Dec.
• Alysson Lorenzon Portella & Tanise Brandão Bussmann & Ana Maria Hermeto de Oliveira, 2017, "A relação de fatores individuais, familiares e escolares com a distorção idade-série no ensino público brasileiro [The relationship between individual, family and scholar characteristics and the age-grade distorcion in Brazilian public education]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 3, pages 477-509, September.
• Ke, Wen-Chyan & Lin, Hsiou-Wei William, 2017, "An Improved Version of the Volume-Synchronized Probability of Informed Trading," Critical Finance Review, now publishers, volume 6, issue 2, pages 357-376, September, DOI: 10.1561/104.00000046.
• Bhattacharya. Rudrani, 2017, "Effectiveness of monetary policy in stabilising food inflation: Evidence from advanced and emerging economies," Working Papers, National Institute of Public Finance and Policy, number 17/209, Oct.
• J. Bardaji & B. Campagne & M.-B. Khder & Q. Lafféter & O. Simon & A.-S. Dufernez & C. Elezaar & P. Leblanc & E. Masson & H. Partouche, 2017, "The MESANGE macroeconometric model: re-estimation and innovations," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2017-04.
• Justin van de Ven, 2017, "Exploring the importance of behavioural endogeneity for policy projections," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 479, Aug.
• Balázs Égert, 2017, "Regulation, institutions and aggregate investment: New evidence from OECD countries," OECD Economics Department Working Papers, OECD Publishing, number 1392, Jun, DOI: 10.1787/a4ece3c5-en.
• Balázs Égert, 2017, "Aggregate multi-factor productivity: Measurement issues in OECD countries," OECD Economics Department Working Papers, OECD Publishing, number 1441, Nov, DOI: 10.1787/5c80faf8-en.
• Orea, Luis & Álvarez, Inmaculada C., 2017, "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2017/04.
• Ansgar Belke & Jan Wagemester, 2017, "Export Hysteresis, Capacity Constraints, and Uncertainty: A Smooth Transition Analysis for Euro Area Member Countries," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 270-294.
• Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2017, "Hedge Fund Replication: A Model Combination Approach," Review of Finance, European Finance Association, volume 21, issue 4, pages 1767-1804.
• 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.

2016

• Vortelinos, Dimitrios I., 2016, "Realized correlation analysis of contagion," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 138-148, DOI: 10.1016/j.qref.2015.10.001.
• Fritsch, Markus & Haupt, Harry & Ng, Pin T., 2016, "Urban house price surfaces near a World Heritage Site: Modeling conditional price and spatial heterogeneity," Regional Science and Urban Economics, Elsevier, volume 60, issue C, pages 260-275, DOI: 10.1016/j.regsciurbeco.2016.07.011.
• Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan, 2016, "Decision uncertainty in multi-attribute stated preference studies," Resource and Energy Economics, Elsevier, volume 43, issue C, pages 57-73, DOI: 10.1016/j.reseneeco.2015.11.002.
• Pavlyuk, Dmitry, 2016, "Implication of spatial heterogeneity for airports' efficiency estimation," Research in Transportation Economics, Elsevier, volume 56, issue C, pages 15-24, DOI: 10.1016/j.retrec.2016.07.002.
• 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.
• M. Hakan Eratalay, 2016, "Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study," International Econometric Review (IER), Economic Research Association, volume 8, issue 2, pages 19-52, September.
• Srikanta Kundu & Nityananda Sarkar, 2016, "Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study," International Econometric Review (IER), Economic Research Association, volume 8, issue 2, pages 53-71, September.
• 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.