Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2015

• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit, 2015, "Portfolio selection with independent component analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 146-159, DOI: 10.1016/j.frl.2015.09.005.
• Paiardini, Paola, 2015, "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 103-121, DOI: 10.1016/j.finmar.2015.08.002.
• de Ayala, Amaia & Hoyos, David & Mariel, Petr, 2015, "Suitability of discrete choice experiments for landscape management under the European Landscape Convention," Journal of Forest Economics, Elsevier, volume 21, issue 2, pages 79-96, DOI: 10.1016/j.jfe.2015.01.002.
• Denuit, Michel & Kiriliouk, Anna & Segers, Johan, 2015, "Max-factor individual risk models with application to credit portfolios," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 162-172, DOI: 10.1016/j.insmatheco.2015.03.006.
• Wan, Cheng & Bertschi, Ljudmila, 2015, "Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 66-75, DOI: 10.1016/j.insmatheco.2015.03.025.
• Nneji, Ogonna, 2015, "Liquidity shocks and stock bubbles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 132-146, DOI: 10.1016/j.intfin.2014.12.010.
• Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015, "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 99-112, DOI: 10.1016/j.ijforecast.2014.11.002.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015, "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 92-105, DOI: 10.1016/j.jbankfin.2014.09.007.
• Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S., 2015, "Is volatility clustering of asset returns asymmetric?," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 62-76, DOI: 10.1016/j.jbankfin.2014.11.016.
• Gençay, Ramazan & Signori, Daniele & Xue, Yi & Yu, Xiao & Zhang, Keyi, 2015, "Economic links and credit spreads," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 157-169, DOI: 10.1016/j.jbankfin.2015.02.007.
• Gnabo, Jean-Yves & Moccero, Diego Nicolas, 2015, "Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 281-294, DOI: 10.1016/j.jbankfin.2013.11.016.
• Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 71-79, DOI: 10.1016/j.jbankfin.2015.04.006.
• Shi, Yanlin & Ho, Kin-Yip, 2015, "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 189-204, DOI: 10.1016/j.jbankfin.2015.08.025.
• Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
• Preve, Daniel, 2015, "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 225-234, DOI: 10.1016/j.jbankfin.2015.08.010.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015, "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 558-584, DOI: 10.1016/j.jfineco.2015.06.005.
• Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015, "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 295-314, DOI: 10.1016/j.jmacro.2015.09.010.
• Ioannou, Christos A. & Qi, Shi & Rustichini, Aldo, 2015, "Group payoffs as public signals," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 89-105, DOI: 10.1016/j.joep.2015.03.003.
• Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben, 2015, "Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 121-135, DOI: 10.1016/j.pacfin.2015.06.004.
• Sensoy, Ahmet, 2015, "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 419, issue C, pages 215-220, DOI: 10.1016/j.physa.2014.10.010.
• Frühwirth, Manfred & Sögner, Leopold, 2015, "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 11-31, DOI: 10.1016/j.qref.2015.02.003.
• Keppel, Catherine & Prettner, Klaus, 2015, "How interdependent are Eastern European economies and the Euro area?," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 18-31, DOI: 10.1016/j.qref.2015.02.012.
• Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Renewable and Sustainable Energy Reviews, Elsevier, volume 49, issue C, pages 921-930, DOI: 10.1016/j.rser.2015.04.133.
• Truong, Thuy D. & Adamowicz, Wiktor L. (Vic) & Boxall, Peter C., 2015, "Modeling non-compensatory preferences in environmental valuation," Resource and Energy Economics, Elsevier, volume 39, issue C, pages 89-107, DOI: 10.1016/j.reseneeco.2014.12.001.
• Chang, Chia-Lin, 2015, "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 113-126, DOI: 10.1016/j.iref.2015.02.006.
• Asai, Manabu & Caporin, Massimiliano & McAleer, Michael, 2015, "Forecasting Value-at-Risk using block structure multivariate stochastic volatility models," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 40-50, DOI: 10.1016/j.iref.2015.02.004.
• Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015, "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 355-367, DOI: 10.1016/j.ribaf.2015.02.019.
• Mayer, Walter J. & Madden, Gary & Jin, Zhong & Tran, Thien, 2015, "Modelling OECD broadband subscriptions in disequilibrium," Technological Forecasting and Social Change, Elsevier, volume 90, issue PB, pages 476-486, DOI: 10.1016/j.techfore.2014.03.010.
• Victor Rivas, 2015, "Economic Contribution and Productivity of ATM," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 58, issue 2, pages 52-84.
• Francesco Furlanetto & Nicolas Groshenny, 2015, "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-17, Jun.
• Joshua C.C. Chan, 2015, "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-41, Nov.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015, "On the ambiguous consequences of omitting variables," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1505, revised May 2015.
• George Lady & Andres J. Buck, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," EcoMod2015, EcoMod, number 8326, Jul.
• Gulten Mero & Serge Darolles & Gaëlle Le Fol, 2015, "Financial Market Liquidity: Who Is Acting Strategically?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-14.
• Eric Delattre & Richard Moussa & Mareva Sabatier, 2015, "Health condition and job status interactions: Econometric evidence of causality from a French longitudinal survey," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-19.
• Wasim Ahmad & Sanjay Sehgal, 2015, "Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 10, issue 3, pages 383-408, July, DOI: 10.1108/IJoEM-02-2013-0022.
• Marcel Aloy & Gilles Dufrénot, 2015, "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024024.
• Taotao Chen & Ronald W. McQuaid & Maktoba Omar, 2015, "Foreign direct investment industry characteristics and spillovers," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 8, issue 1, pages 49-66, February, DOI: 10.1108/JCEFTS-02-2015-0006.
• Franses, Ph.H.B.F. & de Bruijn, L.P., 2015, "Benchmarking judgmentally adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-36, Nov.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Working Papers of LICOS - Centre for Institutions and Economic Performance, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance, number 516223, Jun.
• Elitania Leyva Rayón, 2015, "Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 42, issue 1, pages 9-44, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/422015/Leyva.
• João Medeiros & Christoph Schwierz, 2015, "Efficiency estimates of health care systems," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 549, Jun.
• Sadullah Çelik & Deniz Şatıroğlu, 2015, "A Reality Check on the Relationship between Poverty and Income Inequality for Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 229.
• Mehmet Songur, 2015, "Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 240.
• Ruggiero Sardaro & Vincenzo Fucilli & Claudio Acciani, 2015, "Measuring the Value of Rural Landscape in Support of Preservation Policies," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2015, issue 2, pages 125-138.
• Lubomira Gertler, 2015, "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 106-126, March.
• Dejan Zivkov & Jovan Njegic & Ivan Milenkovic, 2015, "Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 6, pages 477-498, December.
• Stanislav Anatolyev & Nikolay Gospodinov, 2015, "Multivariate return decomposition: theory and implications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-7, Aug.
• Kaiji Chen & Tao Zha, 2015, "Assessing the macroeconomic impact of bank intermediation shocks: a structural approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-8, Aug.
• Dong Hwan Oh & Andrew J. Patton, 2015, "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-50, May, DOI: 10.17016/FEDS.2015.050.
• Dong Hwan Oh & Andrew J. Patton, 2015, "Modelling Dependence in High Dimensions with Factor Copulas," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-51, May, DOI: 10.17016/FEDS.2015.051.
• Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez, 2015, "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1131, Mar, DOI: 10.17016/IFDP.2015.1131.
• Marie Vandresse, 2015, "Working Paper 02-15 - Une modélisation de l’évolution future de la migration internationale pour la Belgique
  [Working Paper 02-15 - Modelling the future evolution of international migration for Belgium]," Working Papers, Federal Planning Bureau, Belgium, number 201502, Mar.
• Christophe Gouel & Nicolas Legrand, 2015, "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers, LEI Wageningen UR, number 6, Nov.
• Andrew J. Buck & George M. Lady, 2015, "A New Approach to Model Verification, Falsification and Selection," Econometrics, MDPI, volume 3, issue 3, pages 1-28, June.
• Stavros Degiannakis, 2015, "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, volume 3, issue 3, pages 1-12, August.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2015, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-01, Jan.
• Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
• Akpan h. Ekpo, 2015, "Formulation Of A Consistent Macroeconomic Model With The Bond Market: Simple Analytics," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 13, issue 2, pages 1-18, December.
• Dr. Christian Lutz & Dr. Markus Flaute & Dr. Ulrike Lehr & Dr. Kirsten Svenja Wiebe, 2015, "Economic impacts of renewable power generation technologies and the role of endogenous technological change," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 15-9.
• Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015, "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01297132, Nov.
• Jean Imbs & Isabelle Mejean, 2015, "Elasticity Optimism," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01301577, Jul, DOI: 10.1257/mac.7.3.43.
• Jean Imbs & Isabelle Mejean, 2015, "Elasticity Optimism," Post-Print, HAL, number hal-01301577, Jul, DOI: 10.1257/mac.7.3.43.
• Marcel Aloy & Gilles Dufrénot, 2015, "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," Post-Print, HAL, number hal-01456110, Jul.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015, "Measuring the Liquidity Part of Volume," Post-Print, HAL, number hal-01632766, DOI: 10.1016/j.jbankfin.2014.09.007.
• Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015, "Understanding volatility dynamics in the EU-ETS market," Post-Print, HAL, number hal-02878047, Jul, DOI: 10.1016/j.enpol.2015.02.024.
• Gulten Mero & S. Darolles & Gaëlle Le Fol, 2015, "Measuring the Liquidity Part of Volume," Post-Print, HAL, number hal-02979999, Dec.
• Ferdinand Owoundi, 2015, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," Post-Print, HAL, number halshs-01403708, Jul, DOI: 10.1016/j.inteco.2015.10.001.
• Jean Imbs & Isabelle Mejean, 2015, "Elasticity Optimism," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01301577, Jul, DOI: 10.1257/mac.7.3.43.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015, "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Sciences Po Economics Publications (main), HAL, number hal-03393232, Oct.
• Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015, "Non-linear externalities in firm localization," Working Papers, HAL, number hal-01297132, Nov.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015, "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers, HAL, number hal-03393232, Oct.
• Christophe Gouel & Nicolas Legrand, 2015, "Estimating the Competitive Storage Model with Trending Commodity Prices," Working Papers, HAL, number hal-04141412.
• Thomas Jobert & Alexandru Monahov & Anna Tykhonenko, 2015, "Domestic Credit in Times of Supervision: an Empirical Investigation of European Countries," Working Papers, HAL, number halshs-01295606.
• Bertram, Philip & Ma, Jun & Sibbertsen, Philipp, 2015, "Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-565, Sep.
• Daniel Havran & Kata Varadi, 2015, "Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1540, Aug.
• Han, Junghee & Heshmati, Almas, 2015, "Innovation and SMEs Patent Propensity in Korea," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 395, Jan.
• Reese, Simon, 2015, "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers, Lund University, Department of Economics, number 2015:16, May.
• Green, Rikard, 2015, "A Power Market Forward Curve with Hydrology Dependence An Approach based on Artificial Neural Networks," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/1, Jan.
• Anundsen, Andre K. & Nymoen, Ragnar, 2015, "Did US consumers `save for a rainy day' before the Great Recession?," Memorandum, Oslo University, Department of Economics, number 11/2015, May.
• 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.
• Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015, "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201522.
• 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, IZA Network @ LISER, number 8790, Jan.
• Bloemen, Hans, 2015, "Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach," IZA Discussion Papers, IZA Network @ LISER, 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, IZA Network @ LISER, 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.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 37115.
• 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, DOI: 10.1007/s00500-019-04607-x.
• 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.