Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2015

• Lucas, André & Zhang, Xin, 2015, "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 309, Sep.
• Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Østerdal, Lars Peter, 2015, "Effects of Food Price Shocks on Child Malnutrition: The Mozambican Experience 2008/09," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2015:4, Oct.
• Brännäs, Kurt & Machava, Agostinho, 2015, "Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014," Umeå Economic Studies, Umeå University, Department of Economics, number 909, May.
• Machava, Agostinho & Brännäs, Kurt, 2015, "Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study," Umeå Economic Studies, Umeå University, Department of Economics, number 918, Dec.
• Ishihara, Tsunehiro & Watanabe, Toshiaki, 2015, "Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan," Economic Review, Hitotsubashi University, volume 66, issue 2, pages 145-168, April, DOI: 10.15057/27510.
• Asako, Kazumi & Spencer, Christopher & Liu, Zhentao, 2015, "Objectives and Makings of Monetary Policy in Japan," Economic Review, Hitotsubashi University, volume 66, issue 2, pages 97-114, April, DOI: 10.15057/27512.
• Huang, Yu-Lieh & Huang, Chao-Hsi, 2015, "Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 1, pages 117-134, June, DOI: 10.15057/27191.
• Yannis Ioannides, 2015, "Endogenous Social Networks and Inequality in an Intergenerational Setting," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-012, Aug.
• Jorge A. Restrepo M & Lorenzo Portocarrero S & Juan Gabriel Vanegas L, 2015, "Industrial Sector Exports In Colombia: Efficient Frontier Analysis," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 85-97.
• Kasa, Richard, 2015, "Approximating Innovation Potential With Neurofuzzy Robust Model / Aproximación Al Potencial Innovador Con Un Modelo Robusto De Neuro-Fuzzy," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 21, issue 1, pages 35-46.
• Andrew Chesher & Adam Rosen, 2015, "Counterfactual worlds," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/15, Jun.
• Maria Elena Bontempi & Laura Bottazzi & Roberto Golinelli, 2015, "ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 537.
• A. Carriero & G. Kapetanios & M. Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 558.
• Nitin Kumar & Rudra Sensarma, 2015, "Efficiency of Micro Finance Institutions in India: A stochastic distance function approach," Working papers, Indian Institute of Management Kozhikode, number 184.
• Carlos A. Medel, 2015, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 1, pages 57-72, Abril.
• Claudio A. Agostini & M. Cecilia Plottier & Eduardo H. Saavedra, 2015, "Elasticities Of Residential Electricity Demand In Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv312, Dec.
• Armando Sanchez Vargas & José Márquez Estrada, 2015, "On the Econometric Modeling of Non-Linear Relationships: the Gumbel Regression Model," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 105-113, Julio-Dic.
• Ana Maria DOBRE & Nicoleta CARAGEA, 2015, "Producing small area estimation using R in the Romanian official statistics," Romanian Journal of Economics, Institute of National Economy, volume 40, issue 1(49), pages 115-125, june.
• Florin-Marius PAVELESCU, 2015, "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, volume 41, issue 2(50), pages 25-41, december.
• Matthijs Lof, 2015, "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, volume 61, issue 8, pages 1889-1901, August, DOI: 10.1287/mnsc.2014.1937.
• Danijel Grahovac & Nenad Suvak, 2015, "Heavy-tailed modeling of CROBEX," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 4, pages 411-430.
• Santos-Pérez, Rubén., 2015, "Estimación de la demanda de uso de autos particulares en la zona metropolitana del valle de México: un análisis Tobit," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 21, pages 85-120, segundo s.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," JRC Research Reports, Joint Research Centre, number JRC95503, Nov.
• Han, Junghee & Heshmati, Almas, 2015, "Innovation and SMEs Patent Propensity in Korea," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8790, Jan.
• Bloemen, Hans, 2015, "Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9464, Oct.
• Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2015, "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9604, Dec.
• Mustafa A. Rahman, 2015, "Relative deprivation and the working poor: An empirical analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 4, pages 379-389, October-D.
• Mihaela SIMIONESCU, 2015, "The Accuracy Of General Government Balance Forecasts In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 7, issue 1, pages 167-178, March.
• Błażejowski, Marcin & Kwiatkowski, Jacek, 2015, "Bayesian Model Averaging and Jointness Measures for gretl," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i05, DOI: http://hdl.handle.net/10.18637/jss..
• William A. Barnett & Ryadh M. Alkhareif, 2015, "Core Inflation Indicators For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201410, Mar, revised Mar 2015.
• William A. Barnett, 2015, "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201501, Aug, revised Aug 2015.
• George Halkos & Kyriaki Tsilika, 2015, "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 1, pages 157-170, June, DOI: 10.1007/s10614-014-9444-9.
• Bernardina Algieri, 2015, "Price and non-price competitiveness in export demand: empirical evidence from Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 157-183, February, DOI: 10.1007/s10663-014-9257-z.
• Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015, "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 77-107, February, DOI: 10.1007/s10663-014-9248-0.
• Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015, "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 215-223, April, DOI: 10.1007/s11123-014-0395-x.
• Subal Kumbhakar & Roar Amundsveen & Hilde Kvile & Gudbrand Lien, 2015, "Scale economies, technical change and efficiency in Norwegian electricity distribution, 1998–2010," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 295-305, June, DOI: 10.1007/s11123-014-0427-6.
• Bao-Guang Chang & Tai-Hsin Huang & Chun-Yi Kuo, 2015, "A comparison of the technical efficiency of accounting firms among the US, China, and Taiwan under the framework of a stochastic metafrontier production function," Journal of Productivity Analysis, Springer, volume 44, issue 3, pages 337-349, December, DOI: 10.1007/s11123-014-0397-8.
• David Zimmer, 2015, "Time-Varying Correlation in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 51, issue 1, pages 86-100, July, DOI: 10.1007/s11146-014-9475-y.
• Ron Borkovsky & Paul Ellickson & Brett Gordon & Victor Aguirregabiria & Pedro Gardete & Paul Grieco & Todd Gureckis & Teck-Hua Ho & Laurent Mathevet & Andrew Sweeting, 2015, "Multiplicity of equilibria and information structures in empirical games: challenges and prospects," Marketing Letters, Springer, volume 26, issue 2, pages 115-125, June, DOI: 10.1007/s11002-014-9308-z.
• Geonwoo Kim & Hyuncheul Lim & Sungchul Lee, 2015, "On pricing options with stressed-beta in a reduced form model," Review of Derivatives Research, Springer, volume 18, issue 1, pages 29-50, April, DOI: 10.1007/s11147-014-9103-2.
• Andrés Mirantes & Javier Población & Gregorio Serna, 2015, "Commodity derivative valuation under a factor model with time-varying market prices of risk," Review of Derivatives Research, Springer, volume 18, issue 1, pages 75-93, April, DOI: 10.1007/s11147-014-9104-1.
• Januj Juneja, 2015, "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 1-24, January, DOI: 10.1007/s11156-013-0396-2.
• Jon Poynter & James Winder & Tzu Tai, 2015, "An analysis of co-movements in industrial sector indices over the last 30 years," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 69-88, January, DOI: 10.1007/s11156-013-0399-z.
• Mirela Niculae & Mihaela Simionescu, 2015, "Econometric Model Regarding the Financial Stability at the Macroeconomic Level," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 198-204, September.
• Mihaela Simionescu & Mirela Niculae, 2015, "Modelling and Predicting the Fiscal Pressure Indicator in the European Union," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 1, pages 35-44, March.
• Paweł Ulman & Erik Šoltés, 2015, "The Monetary and Non-Monetary Aspects of Poverty in Poland and Slovakia," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 3, issue 1, pages 61-73.
• Leroi RAPUTSOANE, 2015, "The lean versus clean debate and monetary policy in South Africa," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 4, pages 467-480, December.
• Rasmus Søndergaard Pedersen, 2015, "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Discussion Papers, University of Copenhagen. Department of Economics, number 15-10, Sep.
• Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia, 2015, "Temporal disaggregation: an alternative multivariate methodology," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 82, pages 11-55, Enero - J, DOI: 10.17533/udea.le.n82a1.
• Christopher A. Otu, 2015, "The impact and determinants of donor support in Cross River State - Nigeria," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 6, pages 58-66, December.
• Andrejs Bessonovs, 2015, "Suite of Latvia's GDP forecasting models," Working Papers, Latvijas Banka, number 2015/01, Jul.
• Ruthira Naraidoo & Leroi Raputsoane, 2015, "Debt Sustainability and Financial Crises in South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 224-233, January, DOI: 10.1080/1540496X.2015.1011534.
• Andrew Phiri, 2015, "Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 369-387.
• Claudio, Morana, 2015, "Model Averaging by Stacking," Working Papers, University of Milano-Bicocca, Department of Economics, number 310, Oct, revised 29 Oct 2015.
• Claudio, Morana, 2015, "Semiparametric Estimation of Multivariate GARCH Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 317, Dec, revised 10 Dec 2015.
• Emanuele BACCHIOCCHI, 2015, "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-12, Jul.
• Okay Gunes & Armagan Tuna Aktuna-Gunes, 2015, "Satisfactory time use elasticities of demand and measuring well-being inequality through superposed utilities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15019, Feb.
• Matthieu Garcin & Clément Goulet, 2015, "A fully non-parametric heteroskedastic model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086, Sep.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017.
• Ahmad Farid Osman & Maxwell L. King, 2015, "A new approach to forecasting based on exponential smoothing with independent regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/15.
• Taya Dumrongrittikul & Heather M. Anderson, 2015, "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/15.
• Chaohua Dong & Jiti Gao & Bin Peng, 2015, "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/15.
• Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang, 2015, "A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/15.
• Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015, "Austerity in 2009-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20827, Jan.
• Jorge Guzman & Scott Stern, 2015, "Nowcasting and Placecasting Entrepreneurial Quality and Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 20954, Feb.
• Travkin, A., 2015, "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 39-55.
• Chepel, S. & Bondarenko, K., 2015, "Is the External Labor Migration an Economic Growth Factor: Econometric Analysis and Policy Implications for the CIS Countries," Journal of the New Economic Association, New Economic Association, volume 28, issue 4, pages 142-166.
• Adam Hayes, 2015, "A Cost of Production Model for Bitcoin," Working Papers, New School for Social Research, Department of Economics, number 1505, Mar.
• Bishnu Prasad Gautam, Ph.D., 2015, "Role of Financial Development in Economic Growth of Nepal: An Empirical Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 27, issue 1, pages 1-16, April.
• Ioana Viașu, 2015, "The long-term causality. A comparative study for some EU countries," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 2, pages 28-35, December.
• Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.
• Tomáš Heryán & Iveta Palečková & Nemanja Radić, 2015, "Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012," Working Papers, Silesian University, School of Business Administration, number 0003, Mar.
• Tomas Havranek & Roman Horvath & Ayaz Zeynalov, 2015, "Natural Resources and Economic Growth : A Meta-Analysis," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 350, Oct.
• Mikolaj Czajkowski & Nick Hanley & Jacob LaRiviere, 2015, "The Effects of Experience on Preferences: Theory and Empirics for Environmental Public Goods," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 97, issue 1, pages 333-351.
• Debbie J. Dupuis & Nicolas Papageorgiou & Bruno Rémillard, 2015, "Robust Conditional Variance and Value-at-Risk Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 896-921.
• Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015, "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, volume 19, issue 2, pages 685-738.
• James Wolter, 2015, "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers, University of Oxford, Department of Economics, number 761, Oct.
• Nadia Elena Stoicuța & Olimpiu Stoicuța, 2015, "Comparative analysis of estimation methods for CES production function," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 15, issue 2, pages 167-180.
• Shahzada M. Naeem Nawaz & Ather Maqsood Ahmed, 2015, "New Keynesian Macroeconomic Model and Monetary Policy in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 1, pages 55-71.
• Juan Muro & Jhon James Mora, 2015, "Persistence of informality in a developing country," OBEGEF Working Papers, OBEGEF - Observatório de Economia e Gestão de Fraude;OBEGEF Working Papers on Fraud and Corruption, number 042, Feb.
• Ekor, Maxwell & Adeniyi, Oluwatosin & Saka, Jimoh, 2015, "Ethiopia and the BRICS: An Assessment of Trade and Investment Flows," MPRA Paper, University Library of Munich, Germany, number 107836.
• Santra, Sattwik & Chaudhury, Ranajoy, 2015, "The American Pride and Aspiration," MPRA Paper, University Library of Munich, Germany, number 61649, Jan.
• Mapa, Dennis S. & Castillo, Kristelle & Francisco, Krizia, 2015, "Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor," MPRA Paper, University Library of Munich, Germany, number 61990, Feb.
• Mukhoti, Sujay & Guhathakurta, Kousik, 2015, "Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model," MPRA Paper, University Library of Munich, Germany, number 62517, Feb.
• Cayton, Peter Julian, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 63755, Apr.
• Phiri, Andrew, 2015, "Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks," MPRA Paper, University Library of Munich, Germany, number 65000, Jun.
• Rudkin, Simon & Wong, Sen Min, 2015, "South East Asian Financial Linkages and the Changing Role of China: Insights from a Global VAR," MPRA Paper, University Library of Munich, Germany, number 65001.
• Barnett, William, 2015, "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," MPRA Paper, University Library of Munich, Germany, number 65236, Jun.
• Bensalma, Ahmed, 2015, "New Fractional Dickey and Fuller Test," MPRA Paper, University Library of Munich, Germany, number 65282, May.
• Ray, Rita, 2015, "STEM Education and Economic Performance in the American States," MPRA Paper, University Library of Munich, Germany, number 65511, Jun.
• Ray, Rita, 2015, "STEM Education and Economic Performance in the American States," MPRA Paper, University Library of Munich, Germany, number 65517, Jun.
• Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015, "Revisiting non-linearities in business cycles around the world," MPRA Paper, University Library of Munich, Germany, number 65668, Jun.
• Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
• Bayraci, Selcuk, 2015, "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper, University Library of Munich, Germany, number 65758, Jul.
• Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015, "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper, University Library of Munich, Germany, number 65865, Jan.
• Tsyplakov, Alexander, 2015, "Quasifiltering for time-series modeling," MPRA Paper, University Library of Munich, Germany, number 66453, Jul.
• Dahem, Ahlem, 2015, "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper, University Library of Munich, Germany, number 66702, Sep.
• Federici, Daniela & Saltari, Enrico & Wymer, Clifford, 2015, "Endogenizing the ICT sector: A multi-sector approach," MPRA Paper, University Library of Munich, Germany, number 66723, Sep.
• Bartolucci, Francesco & Pigini, Claudia, 2015, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 67030, Oct.
• Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
• Idrovo Aguirre, Byron & Contreras, Javier, 2015, "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper, University Library of Munich, Germany, number 67387, Jan, revised 20 Sep 2015.
• Mensah, Emmanuel Kwasi, 2015, "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper, University Library of Munich, Germany, number 67748, Feb.
• Yeboah Asuamah, Samuel, 2015, "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper, University Library of Munich, Germany, number 67834, Jul.
• Raputsoane, Leroi, 2015, "The lean versus clean debate and monetary policy in South Africa," MPRA Paper, University Library of Munich, Germany, number 68123, Nov.
• Ibanez, Francisco, 2015, "Calibrating the Dynamic Nelson-Siegel Model: A Practitioner Approach," MPRA Paper, University Library of Munich, Germany, number 68377, Dec.
• Feige, Edgar L., 2015, "Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the “Shadow Economy”?," MPRA Paper, University Library of Munich, Germany, number 68466, Dec.
• Stacey, Brian, 2015, "Fukushima: The Failure of Predictive Models," MPRA Paper, University Library of Munich, Germany, number 69383, Apr.
• Liu, Jia & Maheu, John M, 2015, "Improving Markov switching models using realized variance," MPRA Paper, University Library of Munich, Germany, number 71120, Sep.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 72082, Oct.
• Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015, "Investments and uncertainty revisited: The case of the US economy," MPRA Paper, University Library of Munich, Germany, number 72083, Jul.
• Ellul, Reuben, 2015, "Analysing correlation between the MSE index and global stock markets," MPRA Paper, University Library of Munich, Germany, number 72464, Dec.
• Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios, 2015, "The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)," MPRA Paper, University Library of Munich, Germany, number 74459.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015, "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper, University Library of Munich, Germany, number 74573, revised 2016.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
• Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
• Sensarma, Rudra & Bhattacharyya, Indranil, 2015, "Measuring monetary policy and its impact on the bond market of an emerging economy," MPRA Paper, University Library of Munich, Germany, number 81067, Oct.
• Marconi, Gabriele, 2015, "Dynamic returns to schooling by work experience," MPRA Paper, University Library of Munich, Germany, number 88073, Dec.
• Degiannakis, Stavros, 2015, "A Probit Model for the State of the Greek GDP Growth," MPRA Paper, University Library of Munich, Germany, number 96280.
• Ali, Abdulkadir I. & Ajibola, Isaiah O. & Omotosho, Babatunde S. & Adetoba, Olutope O. & Adeleke, Abiola O., 2015, "Real exchange rate misalignment and economic growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 98526.
• Jan Vlachý, 2015, "Measuring the Effective Tax Burden of Lifetime Personal Income," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 3, pages 5-14, DOI: 10.18267/j.efaj.142.
• Mihaela Simionescu, 2015, "The Improvement of Unemployment Rate Predictions Accuracy," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 274-286, DOI: 10.18267/j.pep.519.
• Arabinda Das, 2015, "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 111-126, June.
• João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
• Sugata Marjit & Lei Yang, 2015, "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 544, Apr.
• Evgeniy Ozhegov, 2015, "Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)," Quantile, Quantile, issue 13, pages 15-23, May.
• Ribeiro, Joao, 2015, "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
• Éric Jondeau & Michael Rockinger, 2015, "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
• Martin Kliem & Alexander Kriwoluzky, 2014, "Code and data files for "Toward a Taylor Rule for Fiscal Policy"," Computer Codes, Review of Economic Dynamics, number 12-15, revised .
• Juan Rubio-Ramirez & Dario Caldara & Jonas Arias, 2015, "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," 2015 Meeting Papers, Society for Economic Dynamics, number 359.
• Ansgar H. Belke & Matthias Göcke & Laura Werner, 2015, "Exchange Rate Volatility and other Determinants of Hysteresis in Exports – Empirical Evidence for the Euro Area," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 1, pages 24-53, June.
• Ghada Gomaa A. Mohamed & Morrison Handley-Schachler, 2015, "Modeling FDI Flows from the USA to Canada:Two Main International Financial Variables Affect the Long-Run Economic Growth," Applied Economics and Finance, Redfame publishing, volume 2, issue 4, pages 85-94, November.
• Sedjo, Roger A. & Sohngen, Brent, 2015, "The Effects of a Federal Tax Reform on the US Timber Sector," RFF Working Paper Series, Resources for the Future, number dp-15-37, Aug.
• Claudio Morana, 2015, "Model Averaging by Stacking," Working Paper series, Rimini Centre for Economic Analysis, number 15-38, Oct.
• Andrea Carriero & George Kapetanios & Massilimiano Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 67-87.
• Anastasiia Timofeeva, 2015, "On endogeneity of consumer expenditures in the estimation of households demand system," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 87-106.
• Robert Engle & Clive Granger, 2015, "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 106-135.
• Ansgar Belke & Dominik Kronen, 2015, "Exchange Rate Bands of Inaction and Play-Hysteresis in Greek exports to the Euro Area, the US and Turkey – Sectoral Evidence," ROME Working Papers, ROME Network, number 201505, Sep.
• Adriana AnaMaria DAVIDESCU & Catalin Corneliu GHINARARU, 2015, "The Hare and the Tortoise. How Older Generations Are Replaced By Young One on the Labour Market: Signals and Insights from the Relationship between Shadow Economy and Active Ageing," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 18, issue 1, pages 163-171, June.
• Amel GRAA & Ismail ZIANE & Farid BENHAMIDA, 2015, "Forecasting Models of Energy Demand for Electricity Market: A Literature Review," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105420, Nov.
• Simona Ha?ková, 2015, "Normative and frequency forms of Bayesian calculations in managerial studies," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 2304419, Jun.
• Terezie Bartuskova & Ales Kresta, 2015, "Application of AHP method in external strategic analysis of the selected organization," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204770, Sep.
• Jana Juriová, 2015, "The role of foreign sentiment in small open economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 57-68, June.
• Francisco Javier Reyes Zárate, 2015, "Estimación de modelos multivariados GARCH en los mercados accionarios de China y México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 187-210, julio-dic.
• Bertille Antoine & Otilia Boldea, 2015, "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-04, Jun, revised 25 Aug 2016.
• Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
• Piotr Karp, 2015, "Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 29-49.
• Xun Lu & Su Liangjun, 2015, "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 02-2015, Feb.
• Su Liangjun & Junhui Qian, 2015, "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers, Singapore Management University, School of Economics, number 07-2015, Sep.
• Katarina Juselius & Katrin Assenmacher, 2015, "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers, Swiss National Bank, number 2015-03.
• Netsanet Haile & Jorn Altmann, 2015, "Risk-Benefit-Mediated Impact of Determinants on the Adoption of Cloud Federation," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015122, May, revised May 2015.
• Netsanet Haile & Jorn Altmann, 2015, "Structural Analysis of Value Creation in Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015127, Nov, revised Nov 2015.
• Seda ÖZGÜL & Metin KARADAĞ, 2015, "Regional Convergence in Turkey Regarding Welfare Indicators," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
• Polychronis Manousopoulos & Michalis Michalopoulos, 2015, "Term structure of interest rates estimation using rational Chebyshev functions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 119-146, October, DOI: 10.1007/s10203-014-0161-6.
• Erik Biørn, 2015, "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, volume 48, issue 2, pages 517-535, March, DOI: 10.1007/s00181-014-0802-1.
• Mikael Juselius & Moshe Kim & Staffan Ringbom, 2015, "Do markup dynamics reflect fundamentals or changes in conduct?," Empirical Economics, Springer, volume 48, issue 3, pages 1119-1147, May, DOI: 10.1007/s00181-014-0823-9.
• David Zimmer, 2015, "Asymmetric dependence in house prices: evidence from USA and international data," Empirical Economics, Springer, volume 49, issue 1, pages 161-183, August, DOI: 10.1007/s00181-014-0859-x.
• Ruthira Naraidoo & Leroi Raputsoane, 2015, "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, volume 49, issue 1, pages 255-278, August, DOI: 10.1007/s00181-014-0866-y.
• Hassan Ghassan & Prashanta Banerjee, 2015, "A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices," Empirical Economics, Springer, volume 49, issue 1, pages 305-323, August, DOI: 10.1007/s00181-014-0848-0.
• Mira Nurmakhanova & Gavin Kretzschmar & Hassouna Fedhila, 2015, "Trade-off between financial sustainability and outreach of microfinance institutions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 231-250, December, DOI: 10.1007/s40822-015-0016-7.
• Alexander Labeit & Frank Peinemann, 2015, "Breast and cervical cancer screening in Great Britain: Dynamic interrelated processes," Health Economics Review, Springer, volume 5, issue 1, pages 1-17, December, DOI: 10.1186/s13561-015-0065-3.
• Maddalena Cavicchioli, 2015, "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 3, pages 315-332, November, DOI: 10.1007/s40797-015-0015-6.
• Francisco Louçã, 2015, "The improbable econometric connection - Schumpeter and Frisch at the midnight of the century," Journal of Evolutionary Economics, Springer, volume 25, issue 1, pages 173-184, January, DOI: 10.1007/s00191-014-0359-3.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
• Subal C. Kumbhakar & Hung-Jen Wang, 2015, "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Springer Books, Springer, chapter 0, in: Subhash C. Ray & Subal C. Kumbhakar & Pami Dua, "Benchmarking for Performance Evaluation", DOI: 10.1007/978-81-322-2253-8_1.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015, "Non-linear externalities in firm localization," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/28, 11.
• Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015, "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers, Statistics Norway, Research Department, number 832, Dec.
• Cody Yu-Ling Hsiao & James Morley, 2015, "Debt and Financial Market Contagion," Discussion Papers, School of Economics, The University of New South Wales, number 2015-02, Jan.
• Luke Hartigan, 2015, "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-17, Sep.
• Johannes Kemp & Ben Smit, 2015, "Estimating and explaining changes in potential growth in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 14/2015.
• Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
• Filippo Ferroni & Benjamin Klaus, 2015, "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3791-3815, July, DOI: 10.1080/00036846.2015.1021458.
• Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015, "Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6200-6210, December, DOI: 10.1080/00036846.2015.1068918.
• Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.
• Yan Li & Liangjun Su & Yuewu Xu, 2015, "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 203-220, April, DOI: 10.1080/07350015.2014.940082.
• Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015, "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, volume 3, issue 1, pages 1045216-104, December, DOI: 10.1080/23322039.2015.1045216.
• Dincer Dedeoglu & Huseyin Kaya, 2015, "Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 2, pages 79-93.
• Andrew J. Buck & George M. Lady, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers, Department of Economics, Temple University, number 1506, Jan.
• Titus J. Galama & Hans van Kippersluis, 2015, "A Theory of Education and Health," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-031/V, Mar.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015, "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-061/III, May.
• Norbert Christopeit & Michael Massmann, 2015, "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-106/III, Sep.
• Hans Bloemen, 2015, "Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-121/V, Oct.
• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015, "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-131/III, Dec.
• Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-036.