Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2016

• Aguirregabiria, Victor & Magesan, Arvind, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 11374, Jul.
• Verboven, Frank & De Groote, Olivier, 2016, "Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.

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.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015, "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-14, Mar.
• Nicholas M. Kiefer & C. Erik Larson, 2015, "Counting Processes for Retail Default Modeling," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-17, Apr.
• Mikkel Bennedsen, 2015, "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-42, Sep.
• Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2015, "Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-17, Nov.
• Francesco Furlanetto & Nicolas Groshenny, 2015, "Mismatch Shocks and Unemployment During the Great Recession," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2015-14, May.
• Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2015, "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2015-17, Sep.
• Jean Imbs & Isabelle Mejean, 2015, "Elasticity Optimism," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 3, pages 43-83, July.
• Sheilla Aoko OTIENO & Benson Munyali WAMALWA & Nelson Owuor ONYANGO & Joseph Antony Makoteku OTTIENO & Victor ONGOMA, 2015, "Comparison Of Least Absolute Shrinkage And Selection Operator And Maximum Likelihood Estimators To Establish Determinants Of Immunization In Trans-Nzoia County," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 4, issue 1, pages 29-45, JULY.
• Mihaela SIMIONESCU, 2015, "The Accuracy Of Exchange Rate Forecasts In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 4, issue 1, pages 54-64, JULY.
• Elena DRUICA & Roxana ADAM, 2015, "Logistic Regression Models: Reassessing The Determinants Of Product Innovation Using Romanian Survey Data," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 4, issue 2, pages 1-18, DECEMBER.
• Binkley, James K. & Pena-Levano, Luis M., 2015, "Estimating Latent Variable Models When the Latent Variable is Observable," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205659, DOI: 10.22004/ag.econ.205659.
• Guerrero-Escobar, Santiago & Hernandez-Del Valle, Gerardo & Juarez-Torres, Miriam, , "A Functional Approach to Test Trending Volatility: Evidence of Trending Volatility in the Price of Mexican Agricultural Products," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205738, DOI: 10.22004/ag.econ.205738.
• Gouel, Christophe & LEgrand, Nicolas, 2015, "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211688, DOI: 10.22004/ag.econ.211688.
• Taha, Fawzi A. & Hahn, William F., 2015, "Factors Driving South African Poultry and Meat Imports," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 18, issue A, pages 1-18, July, DOI: 10.22004/ag.econ.207009.
• Swain, Mrutyunjay & Sharma, Shreekant, 2015, "Impact of MNREGA on Employment of Disadvantaged Groups, Wage Rates and Migration in Rajasthan," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 70, issue 3, pages 1-15, DOI: 10.22004/ag.econ.230042.
• Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015, "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196692, Feb, DOI: 10.22004/ag.econ.196692.
• Simona MUTU, 2015, "Exposure To Systemic Risk Of The European Too-Big-To-Fail Banks During Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 103-115, December.
• Gabriel GAIDUCHEVICI, 2015, "A Method For Systemic Risk Estimation Based On Cds Indices," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 103-124, June.
• Costel ISTRATE & Ioan Bogdan ROBU & Mihai CARP, 2015, "Impact Of The Transition To Ifrs For The Romanian Listed Companies In Financial Distress," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 83-102, June.
• Mouchart, M. & Orsi, R., 2015, "Building a structural model: parameterization and structurality," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015022, Jan.
• Nádia Simões & Nuno Crespo & José Castro Pinto, 2015, "Determinants of job quality — Evidence for European country groups," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 2, pages 299-323, June.
• Marcin Blazejowski & Jacek Kwiatkowski, 2015, "Bayesian Model Averaging and Jointness Measures for gretl," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 2, Oct.
• Hülya Şen & Hakkı Polat, 2015, "The Research Effects of Law Changes at Air Transportation On Air Passanger Carries for Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 1, pages 89-98, June, DOI: http://dx.doi.org/10.17093/aj.2015..
• Oksana Domkina, 2015, "Risks of investment in personnel development: evidence from Ukrainian IT companies," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 10, pages 64-80, June.
• Jean-Paul Chavas, 2015, "Dynamics, Viability, and Resilience in Bioeconomics," Annual Review of Resource Economics, Annual Reviews, volume 7, issue 1, pages 209-231, October.
• Maxwell Ekor & Oluwatosin Adeniyi & Jimoh Saka, 2015, "Ethiopia and the BRICS: An Assessment of Trade and Investment Flows," Economy, Asian Online Journal Publishing Group, volume 2, issue 1, pages 1-9.
• Ricardo Crisostomo, 2015, "An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," Papers, arXiv.org, number 1502.02963, Feb, revised Mar 2015.
• Conrad, Christian & Mammen , Enno, 2015, "Asymptotics for parametric GARCH-in-Mean Models," Working Papers, University of Heidelberg, Department of Economics, number 0579, Jan.
• Andrew Chesher & Adam Rosen, 2015, "Counterfactual worlds," CeMMAP working papers, Institute for Fiscal Studies, number 22/15, Jun, DOI: 10.1920/wp.cem.2015.2215.
• Nedialko Nestorov, 2015, "Cointegration Approach – Application Opportunities," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 110-140.
• Soheila Kaghazian & Isa Zaghi Jojadeh & Yazdan Naghdi, 2015, "Underground Economy Estimation in Iran by Mimic Method," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 90-109.
• Walter Beckert, 2015, "Choice in the Presence of Experts," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1503, Apr.
• Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015, "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1515, Jul.
• Diego Torres Torres, 2015, "Eurozona | Evaluando la capacidad predictiva del MIDAS," Working Papers, BBVA Bank, Economic Research Department, number 1516, May.
• Paolo Guarda & Abdelaziz Rouabah, 2015, "Is the financial sector Luxembourg?s engine of growth?," BCL working papers, Central Bank of Luxembourg, number 97, Aug.
• Miguel Sarmiento & Jorge E. Galán, 2015, "The influence of risk-taking on bank efficiency: evidence from Colombia," Working Papers, Banco de España, number 1537, Dec.
• Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2015, "Structural reforms and zero lower bound in a monetary union," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1002, Jan.
• Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2015, "Every cloud has a silver lining. The sovereign crisis and Italian potential output," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1010, Jun.
• Miguel Sarmiento & Jorge E. Galán, 2015, "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 894, Jul, DOI: 10.32468/be.894.
• Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015, "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 903, Sep, DOI: 10.32468/be.903.
• Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015, "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 919, Dec, DOI: 10.32468/be.919.
• Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015, "A dynamic network model of the unsecured interbank lending market," BIS Working Papers, Bank for International Settlements, number 491, Feb.
• Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 3, pages 535-549, July.
• David M. Zimmer, 2015, "Analyzing Comovements In Housing Prices Using Vine Copulas," Economic Inquiry, Western Economic Association International, volume 53, issue 2, pages 1156-1169, April.
• Bryn Battersby & Michael Kouparitsas & Josiah Munro, 2015, "Uncovering the Sources of Sectoral Employment Fluctuations," The Economic Record, The Economic Society of Australia, volume 91, issue 295, pages 477-494, December.
• Yoshihiro Hashiguchi & Kiyoyasu Tanaka, 2015, "Agglomeration and firm-level productivity: A Bayesian spatial approach," Papers in Regional Science, Wiley Blackwell, volume 94, issue , pages 95-114, November.
• Christian Conrad & Menelaos Karanasos, 2015, "Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel," Scottish Journal of Political Economy, Scottish Economic Society, volume 62, issue 5, pages 431-453, November.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015, "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper, Norges Bank, number 2015/03, Feb.
• André K. Anundsen & Ragnar Nymoen, 2015, "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper, Norges Bank, number 2015/08, May.
• Q. Farooq Akram & Haroon Mumtaz, 2015, "The role of oil prices and monetary policy in the Norwegian economy since the 1980s," Working Paper, Norges Bank, number 2016/1, Dec.
• D. Fabbri & C. Monfardini & I. Castaldini & A. Protonotari, 2015, "Caesarean section and the manipulation of exact delivery time," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1036, Oct.
• M. Mouchart & R. Orsi, 2015, "Building a Structural Model: Parameterization and Structurality," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1039, Nov.
• M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015, "Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp988, Jan.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Jung Yong-Gook, 2015, "Investment lags and macroeconomic dynamics," The B.E. Journal of Macroeconomics, De Gruyter, volume 15, issue 1, pages 113-155, January, DOI: 10.1515/bejm-2013-0180.
• Bollinger Christopher R. & Minier Jenny, 2015, "On the Robustness of Coefficient Estimates to the Inclusion of Proxy Variables," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 101-122, January, DOI: 10.1515/jem-2012-0008.
• Lanne Markku, 2015, "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 469-481, September, DOI: 10.1515/snde-2013-0108.
• James Rockey & Jonathan Temple, 2015, "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/656, May.
• Patrick Carter, 2015, "Aid Econometrics: Lessons from a Stochastic Growth Model," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/659, May.
• David Pacini & Frank Windmeijer, 2015, "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/660, May.
• Christophe Gouel & Nicolas Legrand, 2015, "Estimating the competitive storage model with trending commodity prices," Working Papers, Chaire Economie du climat, number 1513.
• Mostafa Tahmasebi & Michel Rocca, 2015, "A fuzzy model to estimate the size of the underground economy applying structural equation modeling," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 347-368, November.
• Rolf Golombek & Arvid Raknerud, 2015, "Exit Dynamics of Start-up Firms: Does Profit Matter?," CESifo Working Paper Series, CESifo, number 5172.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• Ansgar Belke & Anne Oeking & Ralph Setzer, 2015, "Exports and Capacity Constraints: Evidence for Several Euro Area Countries," CESifo Working Paper Series, CESifo, number 5455.
• Markus LEIPPOLD & Nikola VASILJEVIC, 2015, "Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-08, Feb, revised Mar 2015.
• Marc S. PAOLELLA & Pawel POLAK, 2015, "Portfolio Selection with Active Risk Monitoring," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-17, Jun.
• Mario V. Wuthrich, 2015, "Consistent Re-Calibration in Yield Curve Modeling: An Example," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-26, Jul.
• Stéphane Lhuissier, 2015, "The Regime-switching volatility of Euro Area Business Cycles," Working Papers, CEPII research center, number 2015-22, Nov.
• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015, "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Miguel Sarmiento & Jorge E. Gal�n, 2015, "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia, Banco de la Republica, number 13254, Jul.
• Juan Andr�s Espinosa-Torres & Luis Fernando Melo-Veland�a & Jos� Fernando Moreno-Guti�rrez, 2015, "Expectativas de inflaci�n, prima de riesgo inflacionario y prima de liquidez: una descomposici�n del break-even inflation para los bonos del gobierno colombiano," Borradores de Economia, Banco de la Republica, number 13700, Sep.
• Diego Alejandro Mart�nez Cruz & Jos� Fernando Moreno Guti�rrez & Juan Sebasti�n Rojas Moreno, 2015, "Evoluci�n de la relaci�n entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica, number 14112, Dec.
• Susana Mejía & Andr�s Ram�rez Hassan, 2015, "Determining the Optimal Selling Time of Cattle: A Stochastic Dynamic Programming Approach," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 13679, Jul.
• Carlos Alberto Cuadros Lara, 2015, "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 309-342.
• Hernando Vargas & Andr�s Gonz�lez & Ignacio Lozano, 2015, "Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 39-81.
• Jorge Enrique Agudelo Torres & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbel�ez & Luis Eduardo Franco Ceballos, 2015, "Efecto de un estadio deportivo en los precios de arrendamiento de viviendas: una aplicación de regresión ponderada geográficamente (GWR)," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 66-80.
• Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
• Milla, J. & San Martin , E. & Van Bellegem, S., 2015, "Higher education value added using multiple outcomes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015045, Oct.
• Mouchart, M. & Orsi, R., 2015, "Building a structural model: parameterization and structurality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015056, Nov.
• Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar, 2015, "Austerity in 2009-2013," CEPR Discussion Papers, Centre for Economic Policy Research, number 10347, Jan.
• Sentana, Enrique & Galesi, Alessandro, 2015, "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10417, Feb.
• Altug, Sumru & Çakmaklı, Cem, 2015, "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers, Centre for Economic Policy Research, number 10419, Feb.
• Fafchamps, Marcel & Comola, Margherita, 2015, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 10575, May.
• Temple, Jonathan & Rockey, James, 2015, "Growth Econometrics for Agnostics and True Believers," CEPR Discussion Papers, Centre for Economic Policy Research, number 10590, May.
• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10739, Jul.
• Crawford, Gregory & Shcherbakov, Oleksandr & Shum, Matthew, 2015, "The Welfare E ects of Endogenous Quality Choice in Cable Television Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10793, Aug.
• Willi Mutschler, 2015, "Higher-order statistics for DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4315, Nov.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
• Blazsek, Szabolcs & Escribano, Álvaro, 2015, "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1510, Nov.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Yong Bao, 2015, "Should We Demean the Data?," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 163-171, May.