Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2016

• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016, "Volatility Discovery," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-07, Feb.
• Tim Bollerslev & Jia Li & Yuan Xue, 2016, "Volume, Volatility and Public News Announcements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-19, Jun.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016, "Component shares in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-25, Sep.
• Ruslan Sabirzyanov, 2016, "Islamic Financial Products and Services Patronizing Behavior in Tatarstan: The Role of Perceived Values and Awareness تطور منتجات وخدمات التمويل الإسلامي في تتارستان: دور الوعي والقيم," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 1, pages 111-126, January, DOI: 10.4197/Islec.29-1.10.
• Tue Gorgens & Dean Hyslop, 2016, "The specification of dynamic discrete-time two-state panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-631, Feb.
• Luis Uzeda, 2016, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-632, Mar.
• Olimpia Neagu & Florin Dumiter & Alexandra Braica, 2016, "Inequality, Economic Growth and Trade Openness: a Study Case for Central and Eastern Countries (ECE)," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 557-557, August.
• Maru?a Pescu (Beca) & Camelia ?tefan (Baraba?), 2016, "The Effects of Gaps and Disparities on Economic Growth. A Study of 10 Former Socialist Countries from the CEE, Members of the EU," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 592-592, August.
• Liviu B. Vlad & Dragos C. Vasile & Octav-Ionut Macovei & Claudia E. Tuclea, 2016, "Determinant Factors of Green Marketing Adoption in the Hospitality Sector," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue S10, pages 862-862, November.
• Fadel HAMID HADI ALHUSSEINI, 2016, "Some Methods Of Quantile Regression For Analysis Of The Poverty In Iraq," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 67-85, JULY.
• Gouel, Christophe & Legrand, Nicolas, 2016, "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235599, DOI: 10.22004/ag.econ.235599.
• Gorgens, Tue & Hyslop, Dean, 2016, "The specification of dynamic discrete-time two-state panel data models," Motu Working Papers, Motu Economic and Public Policy Research, number 290578, Feb, DOI: 10.22004/ag.econ.290578.
• Zavelberg, Yvonne & Storm, Hugo, , "Pricing behaviour of cooperatives and investor-owned dairies under spatial competition," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 250230, DOI: 10.22004/ag.econ.250230.
• Burton, Michael & Davis, Katrina & Kragt, Marit Ellen, , "Interpretation issues in heteroscedastic conditional logit models," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 235296, DOI: 10.22004/ag.econ.235296.
• Davis, Katrina J & Burton, Michael & Kragt, Marit E, , "Discrete choice models: scale heterogeneity and why it matters," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 235373, DOI: 10.22004/ag.econ.235373.
• Bibiána Nováková & Tatiana VagaÅ¡ová, 2016, "Health And Its Effects On The Quality Of Life In The Eu Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 1, pages 1-14, March.
• Gilles Dufrénot & Anne-Charlotte Paret Onorato, 2016, "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1627, Oct.
• H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel, 2016, "Cartel dating," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-04, Oct.
• George Judge, 2016, "Some Comments on the Current State of Econometrics," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 1-6, October.
• Gordon Rausser & David A. Bessler, 2016, "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 7-23, October.
• Saâd Benbachir & Mohammed Mehdi El Hamzi, 2016, "Non-Maturity Deposit Modeling in the Framework of Asset Liability Management," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 2, issue 5, pages 79-98, 05-2016.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Mirel - Daniel SIMIONESCU, 2016, "The Relationship Between Foreign Direct Investment And Economic Growth In Bulgaria, Romania And Croatia During The Recent Economic Crisis1," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 42, issue 1, pages 149-158, June.
• Gulay (KAKILLIOGLU) AVCI, 2016, "Analysis Of Correlation Between Changes In Health Spending Per Capita And Gross Domestic Product On An Inhabitant Of Romania During 2000-2014," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 42, issue 1, pages 35-42, June.
• Iulia-Oana ?TEFAN(BELCIC-?TEFAN), 2016, "The implications of financial performance on stock exchange indicators of listed companies: empirical evidence for the Romanian capital market," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 14, issue 140, pages 875-875, August.
• Salman Huseynov & Fuad Mammadov, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers, Central Bank of Azerbaijan Republic, number 1608, Nov.
• Joachim Freyberger & Matthew Masten, 2016, "Compactness of infinite dimensional parameter spaces," CeMMAP working papers, Institute for Fiscal Studies, number 01/16, Jan, DOI: 10.1920/wp.cem.2016.0116.
• Matthew Masten & Alexandre Poirier, 2016, "Partial independence in nonseparable models," CeMMAP working papers, Institute for Fiscal Studies, number 26/16, Jun, DOI: 10.1920/wp.cem.2016.2616.
• Lesya Buyak & Kristina Lipyanina, 2016, "Modelling Of Tourism Service Dynamics Under The Influence Of Economic Pattern Of Society," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 5, DOI: 10.30525/2256-0742/2016-2-5-30-34.
• Mihaela Simionescu, 2016, "The Impact of Work Accidents on the Sickness/Health Care Expenses in Romania. A Panel Data Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 29-40.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1603, Nov.
• Adiya Belgibayeva & Alexander Plekhanov, 2016, "Does Corruption Matter for Sources of Foreign Direct Investment?," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1604, May.
• Alfonso Ugarte, 2016, "Long and short-run components in explanatory variables and different panel-data estimates," Working Papers, BBVA Bank, Economic Research Department, number 16/10, May.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016, "A spectral EM algorithm for dynamic factor models," Working Papers, Banco de España, number 1619, Sep.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1052, Feb.
• Hernández del Valle Gerardo & Juárez-Torres Miriam & Guerrero Santiago, 2016, "A Functional Approach to Test Trending Volatility," Working Papers, Banco de México, number 2016-04, Apr.
• Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica de Colombia, number 927, Feb, DOI: 10.32468/be.927.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica de Colombia, number 930, Mar, DOI: 10.32468/be.930.
• Matthieu Bussière & Guillaume Gaulier & Walter Steingress, 2016, "Global Trade Flows: Revisiting the Exchange Rate Elasticities," Working papers, Banque de France, number 608.
• Majid M. Al-Sadoon, 2016, "The Linear Systems Approach to Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 875, Feb.
• 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, Japanese Economic Association, volume 67, issue 1, pages 96-124, March.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016, "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 1, pages 149-164, February.
• Gauthier Lanot & David Leece, 2016, "Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 44, issue 4, pages 771-813, October.
• Alexander Kriwoluzky & Christian A. Stoltenberg, 2016, "Nested Models and Model Uncertainty," Scandinavian Journal of Economics, Wiley Blackwell, volume 118, issue 2, pages 324-353, April.
• Xiaochun Liu, 2016, "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 70, issue 4, pages 356-395, November.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Ivan Petrella & Davide Delle Monache, 2016, "Adaptive models and heavy tails," Bank of England working papers, Bank of England, number 577, Jan.
• Sinem Hacioglu & Kerem Tuzcuoglu, 2016, "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers, Bank of England, number 622, Oct.
• Dimitrios Anastasiou & Helen Louri & Mike G. Tsionas, 2016, "Non-performing loans in the euro area: are core-periphery banking markets fragmented?," Working Papers, Bank of Greece, number 219, Dec.
• Sei-Wan Kim & Moon Jung Choi, 2016, "Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region," Working Papers, Economic Research Institute, Bank of Korea, number 2016-11, Jul.
• S. Heravi & J. Easaw & R. Golinelli, 2016, "Generalized State-Dependent Models: A Multivariate Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1067, May.
• Favero Carlo A. & Missale Alessandro, 2016, "Contagion in the EMU – The Role of Eurobonds with OMTs," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 555-584, November, DOI: 10.1515/rle-2016-0043.
• Azar Samih Antoine, 2016, "Taxing Interest on Deposits: Theoretical and Empirical Analysis for the Case of Lebanon," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 1, pages 31-54, April, DOI: 10.1515/rmeef-2016-0019.
• Wiriyawit Varang & Wong Benjamin, 2016, "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 141-157, April, DOI: 10.1515/snde-2015-0030.
• Bekierman Jeremias & Gribisch Bastian, 2016, "Estimating stochastic volatility models using realized measures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 279-300, June, DOI: 10.1515/snde-2014-0113.
• Emerson Fernandes Marçal & Eli Hadad Junior, 2016, "Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 65-88.
• Marie-Estelle Binet & Fabrizio Carlevaro & Michel Paul, 2016, "La demande d’eau potable à La Réunion : estimation à partir de données d’enquête," Revue d'économie politique, Dalloz, volume 126, issue 1, pages 155-191.
• Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
• Victor STEPHANE, 2016, "How Do Natural Disasters Affect Saving Behavior?," Working Papers, CERDI, number 201621, Dec.
• Friedrich Schneider, 2016, "Comment on Feige's Paper "Reflections on the Meaning and Measurement of Unobserved Economies: What do we really know about the 'Shadow Economy'?"," CESifo Working Paper Series, CESifo, number 5818.
• Atle Oglend & Petter Osmundsen & Sindre Lorentzen, 2016, "Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise," CESifo Working Paper Series, CESifo, number 5886.
• Petter Osmundsen & Kristin Helen Roll, 2016, "Rig Rates and Drilling Speed: Reinforcing Effects," CESifo Working Paper Series, CESifo, number 5895.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series, CESifo, number 5965.
• Atanas Hristov, 2016, "Measuring the Natural Rate of Interest in the Eurozone: A DSGE Perspective," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 01, pages 86-91, April.
• Nikolay Hristov, 2016, "The Ifo DSGE Model for the German Economy," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 210.
• Markus Leippold & Steven Schaerer, 2016, "Discrete-Time Option Pricing with Stochastic Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-15, Mar.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.
• Ferdinand Owoundi, 2016, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," International Economics, CEPII research center, issue 145, pages 92-110.
• Imen Dakhlaoui & Chaker Aloui, 2016, "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
• Claude Montmarquette & Nathalie Viennot-Briot, 2016, "The Gamma Factor and the Value of Financial Advice," CIRANO Working Papers, CIRANO, number 2016s-35, Aug.
• Victor Aguirregabiria & Arvind Magesan, , "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, Department of Economics, University of Calgary, number 2016-32, revised 24 May 2016.
• Tomas Havranek & Roman Horvath & Ayaz Zeynalov, 2016, "Natural Resources and Economic Growth: A Meta-Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/01, Jan.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia, 2016, "Modelación de la asimetría y la curtosis condicionales en series financieras colombianas," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 76.
• Santiago Gamba Santamar�a & Oscar Fernando Jaul�n M�ndez & Luis Fernando Melo Velandia & Carlos Andr�s Quicaz�n Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica, number 14263, Feb.
• Hern�n Rinc�n-Castro & Norberto Rodr�guez-Ni�o, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica, number 14299, Mar.
• Mónica Eliana FLÓREZ BUSTAMANTE & Jurany Beccie RAM�REZ GALLEGO, 2016, "Estimación de elasticidades de sustitución Armington: una aplicación para la industria en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 14805, Jun.
• Andrés Eduardo Rangél Jiménez & Carlos Johnny Portilla Salazar, 2016, "El proceso de sustitución de combustibles pesados por gas natural en el sector industrial del Valle del Cauca y del Cauca - Colombia 2004-2012," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 35, issue 61, pages 237-266.
• Zambrano Jurado Juan Carlos, 2016, "Un estudio multinivel del rendimiento escolar en matemáticas para tercer grado de educación básica primaria en América Latina," Revista Sociedad y Economía, Universidad del Valle, CIDSE, volume 0, issue 30, pages 11-404.
• Carlos Eduardo Méndez Conde & Juan Camilo M�ndez Vizca�no, 2016, "Diseno de política económica para enfrentar la volatilidad de la tasa de cambio. Un análisis econométrico Garch de los periodos de apreciación y depreciación: sus costos y resultados," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14806, Jun.
• José Carlos Trejo García & Humberto R�os Bol�var & Francisco Almagro V�zquez, 2016, "Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 17-30.
• AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016, "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016042, Dec.
• DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016, "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016053, Dec.
• MOUCHART, Michel & ORSI, R., 2016, "Building a Structural Model: Parameterization and Structurality," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2734, Jan.
• Joniada MILLA & Ernesto SAN MARTIN & Sébastien VAN BELLEGEM, 2016, "Higher Education Value Added Using Multiple Outcomes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2757, Jan.
• Muellbauer, John & Aron, Janine, 2016, "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11236, Apr.
• Aguirregabiria, Victor & Magesan, Arvind, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11300, May.
• Barnichon, Regis & Matthes, Christian, 2016, "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11374, Jul.
• Verboven, Frank & De Groote, Olivier, 2016, "Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11438, Aug.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11599, Nov.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2016, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2016-33, Sep.
• Escribano, Álvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23436, Jul.
• Blazsek, Szabolcs & Escribano, Álvaro, 2016, "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23458, Jul.
• Manuel A. Zambrano-Monserrate, 2016, "Formación de los precios de alquiler de viviendas en Machala (Ecuador): análisis mediante el método de precios hedónicos," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 109, pages 12-22, Enero.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2016, "La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 112-125, Mayo.
• Pedersen, Rasmus Søndergaard, 2016, "Targeting Estimation Of Ccc-Garch Models With Infinite Fourth Moments," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 498-531, April.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016, "Structural Threshold Regression," Econometric Theory, Cambridge University Press, volume 32, issue 4, pages 827-860, August.
• Barnett, William A. & Eryilmaz, Unal, 2016, "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 482-503, March.
• 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, EconSciences 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, EconSciences Journals, volume 3, issue 2, pages 203-214, June.
• Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2063, Nov.
• Vasile GEORGESCU, 2016, "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 5-24.
• Bogdan IFTIMIE & Simona-Mihaela CHIRU, 2016, "Macroeconomic Performances Under Inflation Targeting. The Case Of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 193-209.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Joan Carles FERRER-COMALAT & Salvador LINARES-MUSTAROS & Dolors COROMINAS-COLL, 2016, "A Model For Optimal Investment Project Choice Using Fuzzy Probability," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 187-203.
• Olena SOKOLOVSKA & Dmytro SOKOLOVSKYI, 2016, "Modeling Of Consumption Taxes For Different Market Framework: The Case Of Ukraine," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 75-92.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1588.
• Ha-Thu Nguyen, 2016, "Reject inference in application scorecards: evidence from France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-10.
• Giray GOZGOR, 2016, "International Trade and Manufacturing Employment in Developed Economies: An Empirical Study," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 16, issue 1, pages 5-16.
• Rünstler, Gerhard, 2016, "On the design of data sets for forecasting with dynamic factor models," Working Paper Series, European Central Bank, number 1893, Apr.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016, "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers, Rice University, Department of Economics, number 16-002, Nov.
• Nasser Al-Mawali & Haslifah Mohamad Hasim & Khalil Al-Busaidi, 2016, "Modeling the Impact of the Oil Sector on the Economy of Sultanate of Oman," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 120-127.
• Lotfali Agheli & Sara Emamgholipour, 2016, "Analyzing Fast Food Consumption among Iranian Urban Households," International Review of Management and Marketing, Econjournals, volume 6, issue 2, pages 205-212.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
• Clements, Michael P., 2016, "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 661-675, DOI: 10.1016/j.csda.2015.01.011.
• Dumrongrittikul, Taya & Anderson, Heather M., 2016, "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, volume 119, issue C, pages 67-85, DOI: 10.1016/j.jdeveco.2015.10.004.
• Frazier, David T. & Liu, Xiaochun, 2016, "A new approach to risk-return trade-off dynamics via decomposition," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 43-55, DOI: 10.1016/j.jedc.2015.11.002.
• Zhang, Huiying & Yang, Xiaohui, 2016, "Trade-related aspects of intellectual property rights agreements and the upsurge in foreign direct investment in developing countries," Economic Analysis and Policy, Elsevier, volume 50, issue C, pages 91-99, DOI: 10.1016/j.eap.2016.03.001.
• Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016, "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, volume 56, issue C, pages 11-24, DOI: 10.1016/j.econmod.2016.03.003.
• Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016, "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, volume 58, issue C, pages 580-587, DOI: 10.1016/j.econmod.2016.02.001.
• Morris, Stephen D., 2016, "VARMA representation of DSGE models," Economics Letters, Elsevier, volume 138, issue C, pages 30-33, DOI: 10.1016/j.econlet.2015.11.027.
• Furlanetto, Francesco & Groshenny, Nicolas, 2016, "Reallocation shocks, persistence and nominal rigidities," Economics Letters, Elsevier, volume 141, issue C, pages 151-155, DOI: 10.1016/j.econlet.2016.02.029.
• Peng, Bin, 2016, "Inference on modelling cross-sectional dependence for a varying-coefficient model," Economics Letters, Elsevier, volume 145, issue C, pages 1-5, DOI: 10.1016/j.econlet.2016.05.008.
• Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, volume 149, issue C, pages 116-119, DOI: 10.1016/j.econlet.2016.10.026.
• Lu, Xun & Su, Liangjun, 2016, "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 148-175, DOI: 10.1016/j.jeconom.2015.09.005.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C., 2016, "A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 289-300, DOI: 10.1016/j.jeconom.2015.06.011.
• Qian, Junhui & Su, Liangjun, 2016, "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 86-109, DOI: 10.1016/j.jeconom.2015.09.004.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016, "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2015.10.007.
• Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua, 2016, "Model averaging based on leave-subject-out cross-validation," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 139-151, DOI: 10.1016/j.jeconom.2015.07.006.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2016, "Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 190-206, DOI: 10.1016/j.jeconom.2015.10.010.
• Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016, "TENET: Tail-Event driven NETwork risk," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 499-513, DOI: 10.1016/j.jeconom.2016.02.013.
• Wolter, James Lewis, 2016, "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 1-16, DOI: 10.1016/j.jeconom.2016.01.002.
• Li, Jia & Todorov, Viktor & Tauchen, George, 2016, "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 17-34, DOI: 10.1016/j.jeconom.2016.01.004.
• Oh, Dong Hwan & Patton, Andrew J., 2016, "High-dimensional copula-based distributions with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 349-366, DOI: 10.1016/j.jeconom.2016.04.011.
• Jin, Xin & Maheu, John M., 2016, "Modeling covariance breakdowns in multivariate GARCH," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2016.03.003.
• Conrad, Christian & Mammen, Enno, 2016, "Asymptotics for parametric GARCH-in-Mean models," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 319-329, DOI: 10.1016/j.jeconom.2016.05.010.
• Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016, "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, volume 40, issue 4, pages 552-567, DOI: 10.1016/j.ecosys.2016.02.003.
• Rockey, James & Temple, Jonathan, 2016, "Growth econometrics for agnostics and true believers," European Economic Review, Elsevier, volume 81, issue C, pages 86-102, DOI: 10.1016/j.euroecorev.2015.05.010.
• Chiew, Esther & Daziano, Ricardo A., 2016, "A Bayes multinomial probit model for random consumer-surplus maximization," Journal of choice modelling, Elsevier, volume 21, issue C, pages 56-59, DOI: 10.1016/j.jocm.2015.09.007.
• Levant, Jared & Ma, Jun, 2016, "Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 117-127, DOI: 10.1016/j.jempfin.2016.03.003.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• Kanamura, Takashi, 2016, "Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets," Energy Economics, Elsevier, volume 54, issue C, pages 204-212, DOI: 10.1016/j.eneco.2015.10.016.
• Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016, "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, volume 56, issue C, pages 205-214, DOI: 10.1016/j.eneco.2016.03.021.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Ciarreta, Aitor & Zarraga, Ainhoa, 2016, "Modeling realized volatility on the Spanish intra-day electricity market," Energy Economics, Elsevier, volume 58, issue C, pages 152-163, DOI: 10.1016/j.eneco.2016.06.015.
• Gilio, Leandro & Azanha Ferraz Dias de Moraes, Márcia, 2016, "Sugarcane industry's socioeconomic impact in São Paulo, Brazil: A spatial dynamic panel approach," Energy Economics, Elsevier, volume 58, issue C, pages 27-37, DOI: 10.1016/j.eneco.2016.06.005.
• Paschen, Marius, 2016, "Dynamic analysis of the German day-ahead electricity spot market," Energy Economics, Elsevier, volume 59, issue C, pages 118-128, DOI: 10.1016/j.eneco.2016.07.019.
• Ziel, Florian & Steinert, Rick, 2016, "Electricity price forecasting using sale and purchase curves: The X-Model," Energy Economics, Elsevier, volume 59, issue C, pages 435-454, DOI: 10.1016/j.eneco.2016.08.008.
• Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016, "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, volume 60, issue C, pages 206-216, DOI: 10.1016/j.eneco.2016.09.016.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016, "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, volume 60, issue C, pages 232-243, DOI: 10.1016/j.eneco.2016.10.002.
• Peña, Juan Ignacio & Rodriguez, Rosa, 2016, "Time-zero efficiency of European power derivatives markets," Energy Policy, Elsevier, volume 95, issue C, pages 253-268, DOI: 10.1016/j.enpol.2016.05.010.
• Fantazzini, Dean, 2016, "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, volume 96, issue C, pages 383-396, DOI: 10.1016/j.enpol.2016.06.020.
• Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 209-220, DOI: 10.1016/j.irfa.2016.10.002.
• Poshakwale, Sunil S. & Mandal, Anandadeep, 2016, "What drives asymmetric dependence structure of asset return comovements?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 312-330, DOI: 10.1016/j.irfa.2015.07.001.
• Zhang, Yan & Ikeda, Shin S., 2016, "A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 10-16, DOI: 10.1016/j.frl.2015.12.011.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, volume 17, issue C, pages 158-166, DOI: 10.1016/j.frl.2016.03.005.
• Kourtis, Apostolos, 2016, "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, volume 17, issue C, pages 72-78, DOI: 10.1016/j.frl.2016.01.009.
• Dimitrios, Anastasiou & Helen, Louri & Mike, Tsionas, 2016, "Determinants of non-performing loans: Evidence from Euro-area countries," Finance Research Letters, Elsevier, volume 18, issue C, pages 116-119, DOI: 10.1016/j.frl.2016.04.008.
• Betz, Jennifer & Kellner, Ralf & Rösch, Daniel, 2016, "What drives the time to resolution of defaulted bank loans?," Finance Research Letters, Elsevier, volume 18, issue C, pages 7-31, DOI: 10.1016/j.frl.2016.03.013.
• Haghighi, Afshin & Fallahpour, Saeid & Eyvazlu, Reza, 2016, "Modelling order arrivals at price limits using Hawkes processes," Finance Research Letters, Elsevier, volume 19, issue C, pages 267-272, DOI: 10.1016/j.frl.2016.08.012.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2016, "Systemic risk spillovers in the European banking and sovereign network," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 206-224, DOI: 10.1016/j.jfs.2015.10.006.
• Fabbri, Daniele & Monfardini, Chiara & Castaldini, Ilaria & Protonotari, Adalgisa, 2016, "Cesarean section and the manipulation of exact delivery time," Health Policy, Elsevier, volume 120, issue 7, pages 780-789, DOI: 10.1016/j.healthpol.2016.05.001.
• Furman, Edward & Kuznetsov, Alexey & Su, Jianxi & Zitikis, Ričardas, 2016, "Tail dependence of the Gaussian copula revisited," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 97-103, DOI: 10.1016/j.insmatheco.2016.04.009.
• Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016, "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2016.07.002.
• Owoundi, Ferdinand, 2016, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," International Economics, Elsevier, volume 145, issue C, pages 92-110, DOI: 10.1016/j.inteco.2015.10.001.
• Dakhlaoui, Imen & Aloui, Chaker, 2016, "The interactive relationship between the US economic policy uncertainty and BRIC stock markets," International Economics, Elsevier, volume 146, issue C, pages 141-157, DOI: 10.1016/j.inteco.2015.12.002.
• Buchner, Axel, 2016, "Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 60-78, DOI: 10.1016/j.intfin.2016.06.001.
• Altug, Sumru & Çakmaklı, Cem, 2016, "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 138-153, DOI: 10.1016/j.ijforecast.2015.03.010.
• Marczak, Martyna & Proietti, Tommaso, 2016, "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 180-202, DOI: 10.1016/j.ijforecast.2015.04.005.
• Lucas, André & Zhang, Xin, 2016, "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 293-302, DOI: 10.1016/j.ijforecast.2015.09.003.
• Laurent, Jean-Paul & Sestier, Michael & Thomas, Stéphane, 2016, "Trading book and credit risk: How fundamental is the Basel review?," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 211-223, DOI: 10.1016/j.jbankfin.2016.07.002.
• Filipović, Damir & Gourier, Elise & Mancini, Loriano, 2016, "Quadratic variance swap models," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 44-68, DOI: 10.1016/j.jfineco.2015.08.015.
• Carr, Peter & Wu, Liuren, 2016, "Analyzing volatility risk and risk premium in option contracts: A new theory," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2016.01.004.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016, "Common trends in global volatility," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 194-214, DOI: 10.1016/j.jimonfin.2016.05.001.
• Cova, Pietro & Pagano, Patrizio & Pisani, Massimiliano, 2016, "Foreign exchange reserve diversification and the “exorbitant privilege”: Global macroeconomic effects," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 82-101, DOI: 10.1016/j.jimonfin.2015.06.012.
• Giesen, Sebastian & Scheufele, Rolf, 2016, "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 1-18, DOI: 10.1016/j.jmacro.2016.01.002.
• Ji, Yangyang & Xiao, Wei, 2016, "Government spending multipliers and the zero lower bound," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 87-100, DOI: 10.1016/j.jmacro.2016.03.002.
• Buncic, Daniel & Lentner, Philipp, 2016, "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 126-150, DOI: 10.1016/j.jmacro.2016.09.004.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
• Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016, "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 48-64, DOI: 10.1016/j.jcomm.2016.02.001.
• Jorgenson, Dale W., 2016, "Econometric general equilibrium modeling," Journal of Policy Modeling, Elsevier, volume 38, issue 3, pages 436-447, DOI: 10.1016/j.jpolmod.2016.02.004.
• Sensarma, Rudra & Bhattacharyya, Indranil, 2016, "The impact of monetary policy on corporate bonds in India," Journal of Policy Modeling, Elsevier, volume 38, issue 3, pages 587-602, DOI: 10.1016/j.jpolmod.2016.03.004.
• Lucke, Bernd & Zotti, Jacopo, 2016, "Macroeconomic effects of the Barcelona Initiative," Journal of Policy Modeling, Elsevier, volume 38, issue 5, pages 837-854, DOI: 10.1016/j.jpolmod.2016.07.001.
• Brinkman, Jeffrey C., 2016, "Congestion, agglomeration, and the structure of cities," Journal of Urban Economics, Elsevier, volume 94, issue C, pages 13-31, DOI: 10.1016/j.jue.2016.05.002.
• Aron, Janine & Muellbauer, John, 2016, "“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”," Journal of Urban Economics, Elsevier, volume 94, issue C, pages 32-53, DOI: 10.1016/j.jue.2016.03.005.
• Tejada, Mauricio M., 2016, "Lifetime inequality measures for an emerging economy: The case of Chile," Labour Economics, Elsevier, volume 42, issue C, pages 1-15, DOI: 10.1016/j.labeco.2016.06.002.
• Andriansyah, Andriansyah & Messinis, George, 2016, "Intended use of IPO proceeds and firm performance: A quantile regression approach," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 14-30, DOI: 10.1016/j.pacfin.2015.12.001.
• Rösch, Daniel & Scheule, Harald, 2016, "The role of loan portfolio losses and bank capital for Asian financial system resilience," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 289-305, DOI: 10.1016/j.pacfin.2016.01.002.
• 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.

2015

• Marek Ďurica & Lucia Švábová, 2015, "Improvement Of Company Marketing Strategy Based On Analysis Of Google Search Results," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 115-122, September, DOI: 10.12955/cbup.v3.592.
• Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015, "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-03, Jan.
• Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015, "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-04, Jan.