Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2015

• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7ed3f335-b5ee-4312-bc83-7.
• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM, Tilburg University, School of Economics and Management, number f7a73cdb-55a2-40d3-936f-7.
• Aloysius Siow, 2015, "Testing Becker's Theory of Positive Assortative Matching," Journal of Labor Economics, University of Chicago Press, volume 33, issue 2, pages 409-441, DOI: 10.1086/678496.
• Eric Sjöberg, 2015, "Pricing on the Fish Market--Does Size Matter?," Marine Resource Economics, University of Chicago Press, volume 30, issue 3, pages 277-296, DOI: 10.1086/680445.
• Dmytro Pokidin, 2015, "National Bank of Ukraine Econometric Model for the Assessment of Banks' Credit Risk and Support Vector Machine Alternative," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 52-72, DOI: 10.26531/vnbu2015.234.052.
• Miguel Carriquiry, 2015, "An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-17, Dec.
• Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015, "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1512, Sep.
• Mihaela Simionescu, 2015, "Forecasts for activity rate on labour market in Romania using econometric models," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 6, issue 1, pages 89-101, January-A.
• Speranta Camelia Pîrciog & Gabriela Adriana Predosanu & Madalina Ecaterina Popescu, 2015, "ASSESSMENTS ON THE REMITTANCES DESTINATION FOR CHILDREN? S EDUCATION Our study identifies how remittances are used in migrants’ families and evaluates the amount of money targeted for the education of," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 6, issue 2, pages 32-43, July-Dece.
• Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
• Andreea Röthig & Andreas Röthig & Carl Chiarella, 2015, "On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 362, Aug.
• Ogonna Nneji & Chris Brooks & Charles W. R. Ward, 2015, "Speculative Bubble Spillovers across Regional Housing Markets," Land Economics, University of Wisconsin Press, volume 91, issue 3, pages 516-535.
• Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:04.
• Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015, "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1503, Jun.
• SIMIONESCU, Mihaela, 2015, "Modelling And Predicting The Indirect Taxes In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 67-77.
• ACATRINEI, Marius, 2015, "A Copula-Garch Model For A Proxy Portfolio For Bet-Fi Index," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 8-16.
• Ryadh M. Alkhareif & William A. Barnett, 2015, "Core Inflation Indicators for Saudi Arabia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 3, pages 257-266.
• Vesna Bucevska, 2015, "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 493-510.
• Bednarek Mariusz & Guzmán Juan Carlos Neri, 2015, "Competitiveness factors of the candy industry in San Luis Potosí, México," Journal of Intercultural Management, Sciendo, volume 6, issue 3, pages 211-242, September, DOI: 10.2478/joim-2014-0031.
• Zyga Jacek, 2015, "Search For Dissimilarity Factors For Nominally Indiscernible Facilities," Real Estate Management and Valuation, Sciendo, volume 23, issue 3, pages 65-72, September, DOI: 10.1515/remav-2015-0026.
• Belej Miroslaw & Kulesza Slawomir, 2015, "The Dynamics Of Time Series Of Real Estate Prices," Real Estate Management and Valuation, Sciendo, volume 23, issue 4, pages 35-43, December, DOI: 10.1515/remav-2015-0034.
• Tatiana Blinova & Vladimir Markov & Victor Rusanovskiy, 2015, "Interregional Differentiation of the Youth Unemployment Rate in Russia," ERSA conference papers, European Regional Science Association, number ersa15p601, Oct.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
• Meghan M. Skira, 2015, "Dynamic Wage And Employment Effects Of Elder Parent Care," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 63-93, February, DOI: 10.1111/iere.12095.
• André K. Anundsen, 2015, "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 145-169, January.
• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015, "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 377-397, April.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015, "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500050.
• Adam Nowak & Patrick Smith, 2015, "Textual Analysis in Real Estate," Working Papers, Department of Economics, West Virginia University, number 15-34, Aug.
• Fabbri, D. & Monfardini, C. & Castaldini, I. & Protonotari, A., 2015, "Caesarean section and the manipulation of exact delivery time," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 15/25, Oct.
• Jia Chen & Degui Li & Yingcun Xia, 2015, "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers, Department of Economics, University of York, number 15/17, Oct.
• Grundke, Peter & Pliszka, Kamil, 2015, "A macroeconomic reverse stress test," Discussion Papers, Deutsche Bundesbank, number 30/2015.
• Hampf, Benjamin, 2015, "Estimating the materials balance condition: A stochastic frontier approach," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 226.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 32.
• Kraicova, Lucie & Barunik, Jozef, 2015, "Estimation of long memory in volatility using wavelets," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 33.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Pakura, Stefanie, 2015, "Unternehmerische Motivation und Wiedergründungsbereitschaft: Eine empirische Untersuchung deutscher Unternehmensneugründungen in der Frühentwicklungsphase," Lüneburger Beiträge zur Gründungsforschung, Leuphana University of Lüneburg, Department of Entrepreneurship & Start-up Management, number 10.
• Belke, Ansgar & Kronen, Dominik, 2015, "Exchange rate bands of inaction and play-hysteresis in Greek exports to the euro area, the US and Turkey: Sectoral evidence," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 593, DOI: 10.4419/86788688.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015, "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-014.
• Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015, "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-038.
• Neuhoff, Daniel, 2015, "Dynamics of real per capita GDP," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-039.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-048.
• Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015, "lCARE: Localizing conditional autoregressive expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-052.
• Blagov, Boris & Funke, Michael, 2015, "The regime-dependent evolution of credibility: A fresh look at Hong Kong's linked exchange rate system," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112819.
• Haas, Markus & Liu, Ji-Chun, 2015, "Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112855.
• von Gaudecker, Hans-Martin & Drerup, Tilman & Enke, Benjamin, 2015, "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112871.
• Schwiebert, Jörg & Wagner, Joachim, 2015, "A Generalized Two-Part Model for Fractional Response Variables with Excess Zeros," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113059.
• Marczak, Martyna & Proietti, Tommaso, 2015, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113137.
• Mutschler, Willi, 2015, "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113138.
• Ksenija Dumicic & Vesna Bucevska & Emina Resic, 2015, "Recent Impacts of Selected Development Indicators on Unemployment Rate: Focusing the SEE Countries," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 13, issue 3, pages 420-433.
• Gregory S. Crawford & Oleksandr Shcherbakov & Matthew Shum, 2015, "The welfare effects of endogenous quality choice in cable television markets," ECON - Working Papers, Department of Economics - University of Zurich, number 202, Aug.

2014

• Sára Bíza Bisová & Roman Hušek, 2014, "Srovnání měnových transmisních mechanismů České republiky a Polska pomocí funkcí odezvy
  [Comparison of the Monetary Transmission Mechanisms of Czech Republic and Poland Using Impulse Response Funct," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 6, pages 785-807, DOI: 10.18267/j.polek.982.
• Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014, "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 105-127, June.
• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2014, "Does inequality affect the consumption patterns of the poor? – The role of status seeking behaviour," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 514, Jan.
• Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Working Papers, Queen Mary University of London, School of Economics and Finance, number 720, Jul.
• A S Hurn & Annastiina Silvennoinen & Timo Terasvirta, 2014, "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," NCER Working Paper Series, National Centre for Econometric Research, number 100, Apr.
• Castillo, Paul & Rojas, Youel, 2014, "Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 27-46.
• Castillo, Paul & Rojas, Youel, 2014, "Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets," Working Papers, Banco Central de Reserva del Perú, number 2014-012, Aug.
• Barrera, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers, Banco Central de Reserva del Perú, number 2014-024, Dec.
• Alain Kabundi & Eric Schaling & Modeste Some, 2014, "Monetary Policy and Heterogeneous Inflation Expectations in South Africa," Working Papers, South African Reserve Bank, number 6107, Feb.
• Michael P. Clements, 2014, "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-05, May.
• Martin Kliem & Alexander Kriwoluzky, 2014, "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 294-302, April, DOI: 10.1016/j.red.2013.08.003.
• Shannon Seitz & Geoffrey Sanzenbacher & Andrew Beauchamp & Meghan Skira, 2014, "Deadbeat Dads," 2014 Meeting Papers, Society for Economic Dynamics, number 435.
• Xin Jin & John M. Maheu, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," Working Paper series, Rimini Centre for Economic Analysis, number 36_14, Nov.
• David Roland-Holst & Guntur Sugiyarto, 2014, "Growth Horizons for a Changing Asian Regional Economy," ADB Economics Working Paper Series, Asian Development Bank, number 392, Mar.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2014, "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 3-18.
• Sergei Aivazian & Alexander Bereznyatskiy & Boris Brodsky, 2014, "Dutch disease in Russian and Armenian economies," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 32-60.
• Valeriya Lakshina, 2014, "Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 61-78.
• Boris Putko & Alexander Didenko & Mikhail Dubovikov, 2014, "The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 79-87.
• Khnd. Md. Mostafa Kamal, 2014, "Impact of Imported Intermediate Goods on Inflation Dynamics: Evidence from India," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 37, issue 04, pages 53-63.
• Sebastian Nick & Benjamin Tischler, 2014, "The Law of one Price in Global Natural Gas Markets - A Threshold Cointegration Analysis," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2014-16, Nov.
• Mihaela Simionescu, 2014, "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 2, pages 131-140.
• Moisa Altar & Adam-Nelu Altar-Samuel & Ioana Marcu, 2014, "Measuring Systemic Risk using Contingent Claims Analysis (CCA)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 22-48, December.
• Radu Lupu, 2014, "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 49-64, December.
• Emilian Dobrescu, 2014, "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014, "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141115, Nov.
• Lucian Liviu Albu, 2014, "A model to estimate macroeconomic parameters for growth in EU," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141222, Dec.
• Mihaela Simionescu, 2014, "What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 8, issue 1, pages 87-102, JUNE.
• Fatima Olanike Kareem & Olayinka Idowu Kareem, 2014, "Specification and Estimation of Gravity Models: A Review of the Issues in the Literature," RSCAS Working Papers, European University Institute, number 2014/74, Jun.
• Mihaela Simionescu (Bratu), 2014, "The Bayesian Modelling Of Inflation Rate In Romania," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 147-160, June.
• Anna Alexandra FRUNZA & Vergil VOINEAGU, 2014, "Measurement and Statistical Analysis Of the Components Of Quality in Statistics," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 11, pages 11-18, November.
• Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 325, Aug, revised 08 Aug 2014.
• Cathy Ning & Dinghai Xu & Tony Wirjanto, 2014, "Is Volatility Clustering of Asset Returns Asymmetric?," Working Papers, Toronto Metropolitan University, Department of Economics, number 050, Jun.
• Seth Armitage & Janusz BrzeszczyÅ„ski & Anna Serdyuk, 2014, "Liquidity Measures and Cost of Trading in an Illiquid Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 155-196, August, DOI: 10.1177/0972652714541340.
• Krishanu Pradhan, 2014, "Is India’s Public Debt Sustainable?," South Asian Journal of Macroeconomics and Public Finance, , volume 3, issue 2, pages 241-266, December, DOI: 10.1177/2277978714548637.
• Mrutyunjay Swain, 2014, "Sources of Growth and Instability in Agricultural Production in Western Odisha, India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 11, issue 2, pages 51-70, December.
• Massimo Franchi & Paolo Paruolo, 2014, "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/6, Dec.
• Суслов Н. И., 2014, "Стимулы к энергосбережению и институциональные условия: опыт межстранового анализа. Часть 1 . Energy saving incentives and institutional environment: a cross country analysis. Part 1 ," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 61-70.
• Суслов Н. И., 2014, "Стимулы к энергосбережению и институциональные условия: опыт межстранового анализа. Часть 2. Energy saving incentives and institutional environment: a cross country analysis part 2," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 3, pages 46-55.
• Jana Juriová, 2014, "The role of foreign sentiment in small open economy," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902838, Dec.
• Bertille Antoine & Otilia Boldea, 2014, "Efficient Inference with Time-Varying Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-03, Jun.
• Bertille Antoine & Eric Renault, 2014, "On the relevance of weaker instruments," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-04, Jul, revised 10 Oct 2016.
• Piotr Wdowiński, 2014, "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.
• Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014, "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 2, pages 34-60, DOI: 10.7172/2353-6845.jbfe.2014.2.2.
• Mihaela Simionescu, 2014, "Modelling And Predicting The Real Gdp Rate In Romania," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 3 (Novemb, pages 305-314.
• Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Working Papers, Singapore Management University, School of Economics, number 07-2014, Aug.
• Yan Li & Liangjun Su & Yuewu Xu, 2014, "A Combined Approach to the Inference of Conditional Factor Models," Working Papers, Singapore Management University, School of Economics, number 10-2014, Aug.
• Xun Lu & Liangjun Su, 2014, "Jackknife Model Averaging for Quantile Regressions," Working Papers, Singapore Management University, School of Economics, number 11-2014, Aug.
• Christopher Jeffords, 2014, "Preference-directed regulation when ethical environmental policy choices are formed with limited information," Empirical Economics, Springer, volume 46, issue 2, pages 573-606, March, DOI: 10.1007/s00181-013-0687-4.
• Piyachart Phiromswad, 2014, "Measuring monetary policy with empirically grounded identifying restrictions," Empirical Economics, Springer, volume 46, issue 2, pages 681-699, March, DOI: 10.1007/s00181-013-0692-7.
• Selva Demiralp & Kevin Hoover & Stephen Perez, 2014, "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, volume 46, issue 2, pages 701-731, March, DOI: 10.1007/s00181-013-0694-5.
• Benedetto Molinari, 2014, "Sticky information and inflation persistence: evidence from the U.S. data," Empirical Economics, Springer, volume 46, issue 3, pages 903-935, May, DOI: 10.1007/s00181-013-0700-y.
• Erik Biørn, 2014, "Estimating SUR system with random coefficients: the unbalanced panel data case," Empirical Economics, Springer, volume 47, issue 2, pages 451-468, September, DOI: 10.1007/s00181-013-0753-y.
• Satoshi Kabe & Yuichiro Kanazawa, 2014, "Estimating the Markov-switching almost ideal demand systems: a Bayesian approach," Empirical Economics, Springer, volume 47, issue 4, pages 1193-1220, December, DOI: 10.1007/s00181-013-0777-3.
• Narimasa Kumagai & Seiritsu Ogura, 2014, "Persistence of physical activity in middle age: a nonlinear dynamic panel approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 7, pages 717-735, September, DOI: 10.1007/s10198-013-0518-8.
• G. Ramos & Antoinette Asselt & Sandra Kuiper & Johan Severens & Tanja Maas & Edward Dompeling & J. Knottnerus & Onno Schayck, 2014, "Cost-effectiveness of primary prevention of paediatric asthma: a decision-analytic model," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 8, pages 869-883, November, DOI: 10.1007/s10198-013-0532-x.
• Khalid Kisswani, 2014, "OPEC and political considerations when deciding on oil extraction," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 96-118, January, DOI: 10.1007/s12197-011-9206-7.
• J. Paul Elhorst, 2014, "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, Springer, chapter 0, "Spatial Econometrics", DOI: 10.1007/978-3-642-40340-8_4.
• John K. Dagsvik & Zhiyang Jia, 2014, "Labor supply as a discrete choice among latent jobs: Unobserved heterogeneity and identification," Discussion Papers, Statistics Norway, Research Department, number 786, Sep.
• Mikolaj Czajkowski & Nick Hanley & Jacob LaRiviere, 2014, "Controlling for the effects of information in a public goods discrete choice model," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2014-04, Jul.
• Mikolaj Czajkowski & Nick Hanley & Jacob LaRiviere, 2014, "The Effects of Experience on Preferences: Theory and Empirics for Environmental Public Goods," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2014-05, Sep.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2014-11, Nov.
• Lester C Hunt & David L Ryan, 2014, "Economic Modelling of Energy Services: Rectifying Misspecified Energy Demand Functions," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 147, Apr.
• Lester C Hunt & David L Ryan, 2014, "Catching on the Rebound: Why Price Elasticities are Generally Inappropriate Measures of Rebound Effects," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 148, Jun.
• Konstantinos N. Konstantakis & Panayotis G. Michaelides & Theodore Mariolis, 2014, "An endogenous Goodwin--Keynes business cycle model: evidence for Germany (1991--2007)," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 7, pages 481-486, May, DOI: 10.1080/13504851.2013.868581.
• H. E. T. Holgersson & T. Norman & S. Tavassoli, 2014, "In the quest for economic significance: assessing variable importance through mean value decomposition," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 545-549, May, DOI: 10.1080/13504851.2013.872757.
• Miroslava Rajcaniova & d'Artis Kancs & Pavel Ciaian, 2014, "Bioenergy and global land-use change," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3163-3179, September, DOI: 10.1080/00036846.2014.925076.
• Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, volume 50, issue 1, pages 165-185, January, DOI: 10.1080/00220388.2013.847178.
• Cristina Amado & Timo Teräsvirta, 2014, "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 69-87, January, DOI: 10.1080/07350015.2013.847376.
• I. Sebastian Buhai & Coen N. Teulings, 2014, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 245-258, April, DOI: 10.1080/07350015.2013.866568.
• Saurabh Ghosh, 2014, "Volatility spillover in the foreign exchange market: the Indian experience," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 7, issue 1, pages 175-194, March, DOI: 10.1080/17520843.2013.856334.
• Anne-Laure Delatte & Julien Fouquau & Carsten Holz, 2014, "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Communist Economies, Taylor & Francis Journals, volume 26, issue 3, pages 376-400, September, DOI: 10.1080/14631377.2014.937099.
• Ariel M. Viale & David A. Bessler & James W. Kolari, 2014, "On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence," Journal of Applied Economics, Taylor & Francis Journals, volume 17, issue 2, pages 373-400, November, DOI: 10.1016/S1514-0326(14)60017-9.
• Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya, 2014, "Turkiye�de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1437.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi, 2014, "Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 63-80, December.
• Andrew J. Buck & George M. Lady, 2014, "A New Approach to Model Verification, Falsification and Selection," DETU Working Papers, Department of Economics, Temple University, number 1403, Aug.
• André Lucas & Xin Zhang, 2014, "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-092/IV/DSF77, Jul, revised 09 Sep 2015.
• Ron N. Borkovsky & Paul B. Ellickson & Brett R. Gordon & Victor Aguirregabiria & Gardete Pedro, 2014, "Multiplicity of Equilibria and Information Structures in Empirical Games: Challenges and Prospects," Working Papers, University of Toronto, Department of Economics, number tecipa-510, May.
• D’Haultfoeuille, Xavier & Durrmeyer, Isis & Février, Philippe, 2014, "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 477, Sep.
• Claudio A Agostini & Eduardo Saavedra, 2014, "Elasticities of Residential Electricity Demand in Chile," Working Papers, Adolfo Ibáñez University, School of Government, number wp_034, Mar.
• Marconi, G. & Ritzen, J., 2014, "Money counts for a Times Higher Education top-rank," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 015, Jan, DOI: 10.26481/umagsb.2014015.
• Freitag L., 2014, "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 038.
• Marconi, G. & Ritzen, J.M.M., 2014, "Money counts for a Times Higher Education top-rank," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 006, Jan, DOI: 10.26481/umaror.2014006.
• Eric Sjöberg, 2014, "Pricing the Fish Market- Does size matter?," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2014_01.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014, "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:22.
• Kenneth G. Stewart & Jiang Li, 2014, "Factor substitution, factor-augmenting technical progress, and trending factor shares: the Canadian evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 1403, Oct.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias, 2014, "Modelización econométrica de la demanda de turistas británicos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1404, Nov.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014, "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 2, pages 69-79.
• CHIRILA, Viorica & CHIRILA, Ciprian, 2014, "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 76-88.
• SIMIONESCU, Mihaela, 2014, "Assessing The Forecasts Accuracy Of The Weight Of Fiscal Revenues In Gdp For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 8-24.
• PELINESCU, Elena & SIMIONESCU, Mihaela, 2014, "Modelling And Predicting The Real Money Demand In Romania," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 117-124.
• CLICHICI, Dorina & COLESNICOVA, Tatiana, 2014, "The Impact Of Macroeconomic Factors On Non-Performing Loans In The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 73-78.
• Pietrzak Michał B. & Wilk Justyna & Bivand Roger S. & Kossowski Tomasz, 2014, "The Application Of Local Indicators For Categorical Data (LICD) In The Spatial Analysis Of Economic Development," Comparative Economic Research, Sciendo, volume 17, issue 4, pages 203-220, December, DOI: 10.2478/cer-2014-0041.
• Janiga-Ćmiel Anna, 2014, "Detecting Shocks in The Economic Development Dynamics of Selected Countries," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 120-133, July, DOI: 10.2478/foli-2013-0018.
• Ciuiu Daniel, 2014, "The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 7-22, July, DOI: 10.2478/foli-2013-0016.
• Bełej Mirosław & Kulesza Sławomir, 2014, "The Influence Of Financing On The Dynamics Of Housing Prices," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 101-113, December, DOI: 10.1515/foli-2015-0011.
• Jefmański Bartłomiej, 2014, "Application Of Rating Scale Model In Conversion Of Rating Scales' Points To The Form Of Triangular Fuzzy Numbers," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 7-18, December, DOI: 10.1515/foli-2015-0010.
• Kompa Krzysztof & Witkowska Dorota, 2014, "Construction Of Hedonic Price Index For The “Most Liquid” Polish Painters," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 76-100, December, DOI: 10.1515/foli-2015-0004.
• Florian Mueller, 2014, "Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-02.
• Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch, 2014, "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2014-003, Dec.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014, "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp166, Feb.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 166, Feb.
• Alexander Karaivanov & Robert M. Townsend, 2014, "Dynamic Financial Constraints: Distinguishing Mechanism Design From Exogenously Incomplete Regimes," Econometrica, Econometric Society, volume 82, issue 3, pages 887-959, May, DOI: 10.3982/ECTA9126.
• Rasmus S. Pedersen & Anders Rahbek, 2014, "Multivariate variance targeting in the BEKK–GARCH model," Econometrics Journal, Royal Economic Society, volume 17, issue 1, pages 24-55, February.
• Andrew Chesher & Adam M. Rosen, 2014, "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-19, June.
• Vidhura Tennekoon & Robert Rosenman, 2014, "‘Behold, A Virgin Is With Hiv!’ Misreporting Sexual Behavior Among Infected Adolescents," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 3, pages 345-358, March, DOI: 10.1002/hec.2918.
• Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014, "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 65-90, January, DOI: 10.1002/jae.2319.
• Wagner Piazza Gaglianone & Luiz Renato Lima, 2014, "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 736-757, August.
• Marc S. Paolella, 2014, "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-32, DOI: 10.1142/S2010495214400016.
• Rafal Weron & Michal Zator, 2014, "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/04, Mar.
• Katarzyna Maciejowska, 2014, "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/05, Apr.
• Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014, "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/08, May.
• Pawel Maryniak & Rafal Weron, 2014, "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/11, Aug.
• Tajudeen Egbetunde Ismail O. Fasanya, 2014, "Public Expenditure and Economic Growth in Nigeria: Evidence From Auto-Regressive Distributed Lag Specification," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 17, issue 2, pages 45-58, November.
• Schumacher, Christian, 2014, "MIDAS and bridge equations," Discussion Papers, Deutsche Bundesbank, number 26/2014.
• Vilsmeier, Johannes, 2014, "Updating the option implied probability of default methodology," Discussion Papers, Deutsche Bundesbank, number 43/2014.
• Brinkmann, Felix & Korn, Olaf, 2014, "Risk-adjusted option-implied moments," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-07.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2014, "Systemic risk spillovers in the European banking and sovereign network," CFS Working Paper Series, Center for Financial Studies (CFS), number 467.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Quint, Dominic & Rabanal, Pau, 2014, "Monetary and macroprudential policy in an estimated DSGE model of the Euro Area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/5.
• Marczak, Martyna & Proietti, Tommaso, 2014, "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 90-2014.
• Rossen, Anja, 2014, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 157.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014, "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1902.
• Belke, Ansgar & Göcke, Matthias & Werner, Laura, 2014, "Hysteresis Effects in Economics – Different Methods for Describing Economic Path-dependence," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 468, DOI: 10.4419/86788528.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
• Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining, 2014, "TENET: Tail-Event driven NETwork risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-066.
• Becker, Gideon, 2014, "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 74.