Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2016
- Skrypnik, Dmitriy, 2016, "Budget Policy And Economic Growth In Russia. Optimal Budget Rule," MPRA Paper, University Library of Munich, Germany, number 75853, Jan.
- Yang, Bill Huajian & Du, Zunwei, 2016, "Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations," MPRA Paper, University Library of Munich, Germany, number 76270, Sep.
- Huseynov, Salman & Mammadov, Fuad, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper, University Library of Munich, Germany, number 76348, Nov.
- Aknouche, Abdelhakim & Bendjeddou, Sara, 2016, "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper, University Library of Munich, Germany, number 76574, Dec, revised 03 Feb 2017.
- Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
- Shijaku, Gerti, 2016, "The role of money as an important pillar for monetary policy: the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79088.
- Hegadekatti, Kartik, 2016, "The New Concept of Money: From Record-Of-Value (RoV) To Record-Of-Entropy (RoE)," MPRA Paper, University Library of Munich, Germany, number 82615, Nov, revised 30 Nov 2016.
- Otero, Karina V., 2016, "Nonparametric identification of dynamic multinomial choice games: unknown payoffs and shocks without interchangeability," MPRA Paper, University Library of Munich, Germany, number 86784.
- Otero, Karina V., 2016, "Nonparametric identification of static multinomial choice models," MPRA Paper, University Library of Munich, Germany, number 86785.
- Pallara, Kevin, 2016, "The dynamic effects of government spending: a FAVAR approach," MPRA Paper, University Library of Munich, Germany, number 92283, Jul.
- Iiboshi, Hirokuni & Shintani, Mototsugu, 2016, "Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model," MPRA Paper, University Library of Munich, Germany, number 93868, Apr.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
- Jana Simakova, 2016, "The Gravity Modelling of the Relationship between Exchange Rate Volatility and Foreign Trade in Visegrad Countries," ACTA VSFS, University of Finance and Administration, volume 10, issue 1, pages 7-30.
- Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.
- Vladimír Benáček & Eva Michalíková, 2016, "The Factors of Growth of Small Family Businesses - A Robust Estimation of the Behavioural Consistency in Panel Data Models," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 85-98, DOI: 10.18267/j.pep.538.
- Dejan Živkov & Jovan Njegić & Vera Mirović, 2016, "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 6, pages 686-705, DOI: 10.18267/j.pep.591.
- Renata Wróbel-Rotter, 2016, "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 2, pages 93-114, June.
- Maciej Kostrzewski, 2016, "Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 3, pages 161-179, September.
- Jacek Osiewalski & Krzysztof Osiewalski, 2016, "Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 241-271, December.
- José R. Maria, 2016, "Output and unemployment, Portugal, 2008–2012," Working Papers, Banco de Portugal, Economics and Research Department, number w201603.
- Elise Gourier, 2016, "Pricing of Idiosyncratic Equity and Variance Risks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 781, Jan.
- Rachael McCririck & Daniel Rees, 2016, "The Slowdown in US Productivity Growth: Breaks and Beliefs," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-08, Oct.
- Kaouther Jouaber-Snoussi & Rim Tekaya, 2016, "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
- Alain Kabundi & Asi Mbelu, 2016, "Has the Exchange Rate PassThrough changed in South Africa," Working Papers, South African Reserve Bank, number 7556, Nov.
- Ranoua Bouchouicha & Ferdinand Vieider, 2016, "Accommodating Stake Effects under Prospect Theory," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-03, Apr.
- Stephen McKnight & Alexander Mihailov & Antonio Pompa Rangel, 2016, "What Do Latin American Inflation Targeters Care About? A Comparative Bayesian Estimation of Central Bank Preferences," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-12, Nov.
- Giovanni Nicoló & Francesco Bianchi, 2016, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," 2016 Meeting Papers, Society for Economic Dynamics, number 1516.
- Mihaela Simionescu, 2016, "The relation between economic growth and foreign direct investment during the economic crisis in the European Union," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 1, pages 187-213.
- Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov, 2016, "Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 41, pages 24-46.
- Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
- Teboho Jeremiah MOSIKARI & Joel Hinaunye EITA, 2016, "Determinants of South Africa's Exports of Agriculture, Forestry and Fishing Products to SADC: A Gravity Model Approach - Le determinanti delle esportazioni di prodotti agri coli, della silvicoltura e," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 3, pages 253-270.
- Leydi Acaro & Diana Sarango & Juliana León, 2016, "Relación entre el crecimiento económico y el capital humano en Ecuador, Chile y Alemania," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 46-54.
- Thalía Romero & Gabriela Yangari, 2016, "Relación entre el emprendimiento y la pobreza en Ecuador: un enfoque cantonal utilizando técnicas de econometría espacial," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 114-126.
- Mohsen Pourebadollahan Covich & Hossein Asgharpur & Sara Masoomzadeh, 2016, "Investigation of Convergence of Returns in Asset Markets in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 3, pages 115-132.
- Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
- Roxana Stefanescu, 2016, "Cybernetic Model Of The Economic Agent," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 7, issue 2, pages 113-124.
- Xin ZHAO & Yong PENG & Yuemei XUE & Shun YUAN, 2016, "Spatial Patterns of Ocean Economic Efficiency and their Influencing Factors in Chinese Coastal Regions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 35-49, December.
- Mihaela SIMIONESCU, 2016, "Investiţiile Străine Directe Şi Criza Economică Recentă," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 161106, Nov.
- Mihaela Simionescu, 2016, "Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 162702, Nov.
- Corina Saman, 2016, "Volatilitatea prețurilor la produsele din carne de bovine și porcine porcine (Volatility of prices for beef and swine meat in Romania)," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 162703, Nov.
- Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu, 2016, "Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 1, pages 21-40, March.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio D'Alò, 2016, "Fishing the Corporate Social Responsibility Risk Factors," CEIS Research Paper, Tor Vergata University, CEIS, number 368, Feb, revised 07 Feb 2017.
- Murat Midilic, 2016, "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/918, Jan.
- Dominik Filipiak & Agata Filipowska, 2016, "Towards data oriented analysis of the art market: survey and outlook," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 21-31, June.
- Khan Shoaib & Suzuki Yasushi, 2016, "Ownership And Capital Structure Of Pakistani Non-Financial Firms," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 57-67, June.
- Elisa Fusco & Bernardo Maggi, 2016, "Bank Financial world crisis: Inefficiencies and Responsibilities," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2016/2, Jul.
- Wali Mondal, 2016, "How Sustainable are the Sustainable Development Goals? An Analysis of the Staple Goals of ?No Poverty? and ?Zero Hunger??," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3505881, Apr.
- Reyes Zaráte, Francisco Javier, 2016, "Mercado Integrado Latinoamericano (MILA): un análisis de integración financiera y volatilidades / Latin American Integrated Market (MILA): An Analysis of Financial Integration and Volatilities," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 2, pages 187-218, julio-dic.
- Michał Bernardelli, 2016, "Econometric modeling of panel data using parallel computing with Apache Spark," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 189-202.
- Grzegorz Koloch, 2016, "Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-023, Dec.
- Moon Young Kang & Byungho Park & Sanghak Lee & Jaehwan Kim & Greg Allenby, 2016, "This paper examines the effect of message characteristics on donation behavior using an economic," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 2, issue 4, pages 40-57.
- Mihaela Simionescu, 2016, "Determinats Of Unemployment Rate In Romanian Counties. A Panel Var Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 1 (March), pages 136-145.
- Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016, "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A016, Dec.
- Mihaela Simionescu, 2016, "The Impact of BREXIT on the Foreign Direct Investment in the United Kingdom," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2016-07, Jul, revised Jul 2016.
- Netsanet Haile & Jörn Altmann, 2016, "Structural analysis of value creation in software service platforms," Electronic Markets, Springer;IIM University of St. Gallen, volume 26, issue 2, pages 129-142, May, DOI: 10.1007/s12525-015-0208-8.
- Boris Kaiser, 2016, "Decomposing differences in arithmetic means: a doubly robust estimation approach," Empirical Economics, Springer, volume 50, issue 3, pages 873-899, May, DOI: 10.1007/s00181-015-0946-7.
- Carl Lönnbark, 2016, "Asymmetry with respect to the memory in stock market volatilities," Empirical Economics, Springer, volume 50, issue 4, pages 1409-1419, June, DOI: 10.1007/s00181-015-0975-2.
- Vipin Arora & Shuping Shi, 2016, "Nonlinearities and tests of asset price bubbles," Empirical Economics, Springer, volume 50, issue 4, pages 1421-1433, June, DOI: 10.1007/s00181-015-0976-1.
- Piyachart Phiromswad & Takeshi Yagihashi, 2016, "Empirical identification of factor models," Empirical Economics, Springer, volume 51, issue 2, pages 621-658, September, DOI: 10.1007/s00181-015-1025-9.
- Lance A. Fisher & Hyeon-seung Huh, 2016, "On the econometric modelling of consumer sentiment shocks in SVARs," Empirical Economics, Springer, volume 51, issue 3, pages 1033-1051, November, DOI: 10.1007/s00181-015-1038-4.
- John J. Heim, 2016, "Do government stimulus programs have different effects in recessions, or by type of tax or spending program?," Empirical Economics, Springer, volume 51, issue 4, pages 1333-1368, December, DOI: 10.1007/s00181-015-1050-8.
- Fatemeh Nazifi, 2016, "The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 18, issue 1, pages 41-62, January, DOI: 10.1007/s10018-015-0111-8.
- Elie Bouri & Riza Demirer, 2016, "On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 33, issue 1, pages 63-82, April, DOI: 10.1007/s40888-016-0022-6.
- Pavlos Almanidis & Robin C. Sickles, 2016, "Banking Crises, Early Warning Models, and Efficiency," International Series in Operations Research & Management Science, Springer, chapter 0, in: Juan Aparicio & C. A. Knox Lovell & Jesus T. Pastor, "Advances in Efficiency and Productivity", DOI: 10.1007/978-3-319-48461-7_14.
- Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016, "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 1, pages 3-23, September, DOI: 10.1007/s41549-016-0005-2.
- Cathy W. S. Chen & Mike K. P. So & Thomas C. Chiang, 2016, "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Springer, volume 67, issue 1, pages 96-124, March, DOI: 10.1111/jere.12074.
- Zheng-wen Wang & Ling Tian, 2016, "How much catastrophe insurance fund needed in China for the ‘big one’? An estimation with comonotonicity method," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 84, issue 1, pages 55-68, October, DOI: 10.1007/s11069-016-2406-x.
- Oscar Claveria & Enric Monte & Salvador Torra, 2016, "Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 3, pages 341-357, August, DOI: 10.1007/s13209-016-0144-7.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2016, "Modelling OPEC behaviour. Theory and evidence," Discussion Papers, Statistics Norway, Research Department, number 843, Jul.
- Zhiyang Jia & Trine E. Vattø, 2016, "The path of labor supply adjustment. Sources of lagged responses to tax-benefit reforms," Discussion Papers, Statistics Norway, Research Department, number 854, Dec.
- Daiva Jurevičienė & Viktorija Skvarciany, 2016, "Camels+t approach for banks’ assessment: evidence from the Baltics," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 4, issue 2, pages 159-173, December, DOI: 10.9770/jesi.2016.4.2(4).
- Ankinée Kirakozian, 2016, "The determinants of household recycling: social influence, public policies and environmental preferences," Applied Economics, Taylor & Francis Journals, volume 48, issue 16, pages 1481-1503, April, DOI: 10.1080/00036846.2015.1102843.
- Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2016, "Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach," Applied Economics, Taylor & Francis Journals, volume 48, issue 23, pages 2199-2214, May, DOI: 10.1080/00036846.2015.1117045.
- Wei Yin & Kent Matthews, 2016, "The determinants and profitability of switching costs in Chinese banking," Applied Economics, Taylor & Francis Journals, volume 48, issue 43, pages 4156-4166, September, DOI: 10.1080/00036846.2016.1153790.
- Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016, "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1692-1752, December, DOI: 10.1080/07474938.2015.1092817.
- Wolfgang K. Härdle & Piotr Majer, 2016, "Yield curve modeling and forecasting using semiparametric factor dynamics," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 12, pages 1109-1129, September, DOI: 10.1080/1351847X.2014.926281.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2016, "Which parametric model for conditional skewness?," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 13, pages 1237-1271, October, DOI: 10.1080/1351847X.2013.877515.
- Vidhura Tennekoon & Robert Rosenman, 2016, "Systematically misclassified binary dependent variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 9, pages 2538-2555, May, DOI: 10.1080/03610926.2014.887105.
- Rudra Sensarma & Indranil Bhattacharyya, 2016, "Measuring monetary policy and its impact on the bond market of an emerging economy," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 9, issue 2, pages 109-130, July, DOI: 10.1080/17520843.2015.1123743.
- David F. Hendry & Grayham E. Mizon, 2016, "Improving the teaching of econometrics," Cogent Economics & Finance, Taylor & Francis Journals, volume 4, issue 1, pages 1170096-117, December, DOI: 10.1080/23322039.2016.1170096.
- J. Kemp & B. Smit, 2016, "Estimating and Explaining Changes in Potential Growth in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 40, issue 3, pages 21-38, December, DOI: 10.1080/10800379.2016.12097302.
- Andrew J. Buck & George M. Lady, 2016, "Estimating a Falsified Model," DETU Working Papers, Department of Economics, Temple University, number 1601, May.
- Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016, "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-075/III, Sep.
- H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel, 2016, "Cartel Dating," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-092/VII, Nov.
- Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
- Victor Aguirregabiria & Arvind Magesan, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, University of Toronto, Department of Economics, number tecipa-562, May.
- David Dranove & Christopher Ody, 2016, "Evolving Measures of Provider Market Power," American Journal of Health Economics, MIT Press, volume 2, issue 2, pages 145-160, Spring.
- Graham Elliott & Dalia Ghanem & Fabian Krüger, 2016, "Forecasting Conditional Probabilities of Binary Outcomes under Misspecification," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 742-755, October.
- Berthomé, Guy-El-Karim & Thomas, Alban, 2016, "A Context-based Procedure for Assessing Participatory Schemes in Environmental Planning," TSE Working Papers, Toulouse School of Economics (TSE), number 16-729, Nov.
- Durrmeyer, Isis & Samano, Mario, 2016, "To Rebate or Not to Rebate: Fuel Economy Standards vs. Feebates?," TSE Working Papers, Toulouse School of Economics (TSE), number 16-732, Nov, revised May 2017.
- Diewert, W. Erwin & Fox, Kevin J., 2016, "Kevin J. Fox Interview of W. Erwin Diewert," Microeconomics.ca working papers, Vancouver School of Economics, number erwin_diewert-2016-6, Jun, revised 02 Jun 2016.
- David Dranove & Christopher Ody, 2016, "Evolving Measures of Provider Market Power," American Journal of Health Economics, University of Chicago Press, volume 2, issue 2, pages 145-160, Spring.
- Gloria Gonzalez-Rivera & Wei Lin, 2016, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201607, Apr.
- Stephen L. Ross & Zhentao Shi, 2016, "Measuring Social Interaction Effects when Instruments are Weak," Working papers, University of Connecticut, Department of Economics, number 2016-37, Dec.
- Majid M. Al-Sadoon, 2016, "The linear systems approach to linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1511, Jan.
- Oleg Sukharev, 2016, "Economic Growth of a Rapidly Developing Economy: Theoretical Formulation," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 2, pages 359-370.
- Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016, "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/290743.
- Anna M. Clark & Benjamin S. Rashford & Donald M. McLeod & Scott N. Lieske & Roger H. Coupal & Shannon E. Albeke, 2016, "The Impact of Residential Development Pattern on Wildland Fire Suppression Expenditures," Land Economics, University of Wisconsin Press, volume 92, issue 4, pages 656-678.
- A. ARTEMENKOV (i) & V. B. MICHALETZ (ii), 2016, "A Demand- and Supply-Side Constrained Model for Liquidation Value and Related Exposure Periods," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 11, issue 2, pages 76-100.
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016, "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:08.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
- BALACEANU, Cristina & APOSTOL, Diana & PENU, Daniela, 2016, "Sustainability Of Production And Consumption Patterns Of The Romanian Economy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 176-184, October.
- Shoaib Khan & Yasushi Suzuki, 2016, "Ownership and Capital Structure of Pakistani Non Financial Firms," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 12, issue 1, pages 57-67, DOI: 10.1515/fiqf-2016-0136.
- Wiśniewski Jerzy Witold, 2016, "Empirical Econometric Model of an Enterprise," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 232-247, December, DOI: 10.1515/foli-2016-0015.
- Janiga-Ćmiel Anna, 2016, "An Analysis of Conditional Dependencies of Covariance Matrices for Economic Processes in Selected EU Countries," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 119-134, December, DOI: 10.1515/foli-2016-0029.
- Brzezińska Justyna, 2016, "Latent Variable Modelling and Item Response Theory Analyses in Marketing Research," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 163-174, December, DOI: 10.1515/foli-2016-0032.
- Wawrowski Łukasz, 2016, "The Spatial Fay-Herriot Model in Poverty Estimation," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 191-202, December, DOI: 10.1515/foli-2016-0034.
- Zyga Jacek, 2016, "Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods," Real Estate Management and Valuation, Sciendo, volume 24, issue 3, pages 5-15, September, DOI: 10.1515/remav-2016-0017.
- Matthew I. Eboreime, PhD & Josiah D. Elisha & Hannah N. Ude-Abosi, 2016, "Modelling Financial Sector Effects On Nigeria’S Real Economy, A Nonlinear Ardl Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 33-62, June.
- Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.
- Zizi Goschin & Steliana Sandu & Georgiana Gloria Goschin, 2016, "The impact of economic crisis on R&D convergence in Romania," ERSA conference papers, European Regional Science Association, number ersa16p499, Dec.
- Jerry A. Hausman & Whitney K. Newey, 2016, "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, volume 84, issue , pages 1225-1248, May.
- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016, "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, volume 84, issue , pages 2215-2264, November.
- Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
- Thomas A. Mroz & Gabriel Picone & Frank Sloan & Arseniy P. Yashkin, 2016, "Screening For A Chronic Disease: A Multiple Stage Duration Model With Partial Observability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 3, pages 915-934, August, DOI: 10.1111/iere.12180.
- John K. Dagsvik & Zhiyang Jia, 2016, "Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 487-506, April.
- A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2016, "A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 4, pages 707-733, June.
- Francesco Furlanetto & Nicolas Groshenny, 2016, "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1197-1214, November.
- Jakub Nowotarski & Rafal Weron, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/05, Mar.
- Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
- Jakub Nowotarski & Rafal Weron, 2016, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/07, Sep.
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