Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2014

• 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, 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.
• Schumacher, Christian, 2014, "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100289.
• Timo Teräsvirta & Yukai Yang, 2014, "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-08, Mar.
• A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014, "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-09, Mar.
• Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-20, Aug.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-56, Dec.
• Varang Wiriyawit, 2014, "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2014-615, Apr.
• Francesco Furlanetto & Nicolas Groshenny, 2014, "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-07, Aug.
• Leonardo Melosi, 2014, "Estimating Models with Dispersed Information," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 1, pages 1-31, January.
• Sophocles Mavroeidis & Mikkel Plagborg-M?ller & James H. Stock, 2014, "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, volume 52, issue 1, pages 124-188, March, DOI: 10.1257/jel.52.1.124.
• Melissa Dell & Benjamin F. Jones & Benjamin A. Olken, 2014, "What Do We Learn from the Weather? The New Climate-Economy Literature," Journal of Economic Literature, American Economic Association, volume 52, issue 3, pages 740-798, September.
• Adriana AnaMaria DAVIDESCU, 2014, "Evaluating The Relationship Between Official Economy And Shadow Economy In Romania. A Structural Vector Autoregressive Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 3, issue 2, pages 57-65, DECEMBER.
• Guan, Zhengfei & Wu, Feng, 2014, "Non-Optimal Behavior and Estimation of Risk Preferences," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170636, May, DOI: 10.22004/ag.econ.170636.
• Cooper, Joseph & Delbecq, Benoit, 2014, "A Multi-Region Approach to Assessing Fiscal and Farm Level Consequences of Government Support for Farm Risk Management," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173108, DOI: 10.22004/ag.econ.173108.
• Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d'Artis, 2014, "From rise in B to fall in C? Global environmental impacts of biofuels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 182804, Aug, DOI: 10.22004/ag.econ.182804.
• Lanfranco, Bruno & Rava, Catalina, 2014, "Los cambios en los patrones de consumo de carnes en el mercado interno," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 198302, Dec, DOI: 10.22004/ag.econ.198302.
• Swain, Mrutyunjay, 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 1-20, December, DOI: 10.22004/ag.econ.229708.
• Tudor Gherasim SMIRNA, 2014, "Financial Reform In (Eastern) Europe: Which Way?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 189-197, December.
• Mihaela SIMIONESCU, 2014, "Improving The Inflation Rate Forecasts Of Romanian Experts Using A Fixed-Effects Models Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 87-102, June.
• Matthieu Solignac, 2014, "“Ubi lex distinguit, distinguere debemus”, une Approche Economique de l’Indemnisation des Dommages Corporels," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1409, Apr, revised Apr 2014.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1405, Nov.
• Miklós Virág & Tamás Nyitrai, 2014, "Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue 4, pages 419-440, December.
• Fatih Çemrek & Hakkı Polat, 2014, "Modeling Natural Gas Prices Volatility," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 1, pages 1-12, June, DOI: http://dx.doi.org/10.17093/aj.49750.
• Yanqin Fan & Andrew J. Patton, 2014, "Copulas in Econometrics," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 179-200, August.
• Ivan Medovikov, 2014, "Can Analysts Predict Rallies Better Than Crashes?," Papers, arXiv.org, number 1405.3225, May.
• 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," Papers, arXiv.org, number 1409.1956, Sep.
• Stathis Klonaris, 2014, "Demand for Imported Meat in Greece: A Source-Differentiated Almost Ideal Demand System Approach," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2014-6.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014, "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers, Athens University of Economics and Business, number 1410, Sep.
• Monica Billio & Loriana Pelizzon, 2014, "Interconnectedness and systemic risk: hedge funds, banks, insurance companies," BANCARIA, Bancaria Editrice, volume 6, pages 81-91, June.
• Roland Weigand, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 144, Mar.
• Weigand, Roland, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 478, Mar.
• Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1409, Jul.
• Fabio Busetti & Giuseppe Ferrero & Andrea Gerali & Alberto Locarno, 2014, "Deflationary shocks and de-anchoring of inflation expectations," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 252, Nov.
• Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014, "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 18, Dec.
• Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2014, "Foreign exchange reserve diversification and the "exorbitant privilege"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 964, Jul.
• Emanuele Ciani & Paul Fisher, 2014, "Dif-in-dif estimators of multiplicative treatment effects," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 985, Oct.
• Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2014, "Macroeconomic effects of simultaneous implementation of reforms after the crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 997, Nov.
• Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 826, Jun, DOI: 10.32468/be.826.
• Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia, 2014, "Modelación de la asimetría y curtosis condicionales: una aplicación VaR para series colombianas," Borradores de Economia, Banco de la Republica de Colombia, number 834, Jul, DOI: 10.32468/be.834.
• Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014, "Exchange Rates Contagion in Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 842, Sep, DOI: 10.32468/be.842.
• Hernán Rincón & Norberto Rodríguez, 2014, "Reestimación del grado de transmisión de la tasa de cambio del peso sobre la inflación de los bienes importados," Borradores de Economia, Banco de la Republica de Colombia, number 850, Nov, DOI: 10.32468/be.850.
• Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014, "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 854, Dec, DOI: 10.32468/be.854.
• F. Ferroni & B. Klaus, 2014, "Euro Area business cycles in turbulent times: convergence or decoupling?," Working papers, Banque de France, number 522.
• Dejan Živkov & Jovan Njegic & Marko Pecanac, 2014, "Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 14, issue 1-2, pages 124-139, December.
• Victor Aguirregabiria & Cesar Alonso-Borrego, 2014, "Labor Contracts And Flexibility: Evidence From A Labor Market Reform In Spain," Economic Inquiry, Western Economic Association International, volume 52, issue 2, pages 930-957, April.
• Mardi Dungey & Denise Osborn & Mala Raghavan, 2014, "International Transmissions to Australia: The Roles of the USA and Euro Area," The Economic Record, The Economic Society of Australia, volume 90, issue 291, pages 421-446, December.
• John K. Dagsvik & Zhiyang Jia & Tom Kornstad & Thor O. Thoresen, 2014, "Theoretical And Practical Arguments For Modeling Labor Supply As A Choice Among Latent Jobs," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 1, pages 134-151, February.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014, "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 2, pages 195-208, April.
• Matthijs Lof, 2014, "GMM Estimation with Non-causal Instruments under Rational Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 2, pages 279-286, April.
• Jan R. Magnus & Wendun Wang, 2014, "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 6, pages 874-897, December.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014, "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 1, pages 78-97, February.
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2014, "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 2, pages 91-117, May.
• Mauricio Mora Barrenechea, 2014, "Determinantes de la inflación de alimentos y su relación con la inflación de no alimentos en Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2014/09, Dec.
• Tolga Omay, 2014, "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 18-29.
• Andrew Beauchamp & Geoffrey Sanzenbacher & Shannon Seitz & Meghan Skira, 2014, "Deadbeat Dads," Boston College Working Papers in Economics, Boston College Department of Economics, number 859, Jul.
• Efthymios G. Tsionas, 2014, "On modeling banking risk," Working Papers, Bank of Greece, number 183, May.
• Sunoong Hwang & Sunghwan Min & Donghyun Shin & Ki-Ho Kim, 2014, "Understanding the Evolution of Sectoral Comovements: The Case of Korea (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-3, Mar.
• Galvao Ana Beatriz & Marcellino Massimiliano, 2014, "The effects of the monetary policy stance on the transmission mechanism," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 3, pages 217-236, May, DOI: 10.1515/snde-2012-0027.
• Mihaela-Nona, CHILIAN & Mihaela, SIMIONESCU & Marioara, IORDAN, 2014, "Determinants Of Regional Competitiveness In Romania - A Panel Data Approach," Management Strategies Journal, Constantin Brancoveanu University, volume 26, issue 4, pages 13-20.
• Jan Willem Gunning, 2014, "Risk, Shocks and Development," Revue d’économie du développement, De Boeck Université, volume 22, issue HS01, pages 35-49.
• Jorge E. Galán & Michael G. Pollitt, 2014, "Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1423, Aug.
• Yin, Wei & Matthews, Kent, 2014, "The determinants and profitability of switching costs in Chinese banking," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/13, Jul.
• Sun, Yixiao, 2014, "Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8479f4s2, May.
• 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, Universidad del CEMA, volume 17, pages 373-400, November.
• John K. Dagsvik & Steinar Strøm & Marilena Locatelli, 2014, "Compensated Discrete Choice with Particular Reference to Labor Supply," CESifo Working Paper Series, CESifo, number 4591.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2014, "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_01.
• Jorge Miguel Lopo Gonçalves Andraz, 2014, "On the Long-Term Macroeconomic Effects of Social Security Spending: Evidence for 12 EU Countries," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_08.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2014, "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_09.
• Alex Haberis & Andrej Sokol, 2014, "A procedure for combining zero and sign restrictions in a VAR-identification scheme," Discussion Papers, Centre for Macroeconomics (CFM), number 1410, Jun.
• Carlos Medel, 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Working Papers Central Bank of Chile, Central Bank of Chile, number 735, Aug.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2014, "A Spectral EM Algorithm for Dynamic Factor Models," Working Papers, CEMFI, number wp2014_1411, Dec.
• Alexandra PERJU-MITRAN & Andreea E. BUDACIA, 2014, "Video Games Contribution To Students’ Entrepreneurial Traits And Intent," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 2, pages 339-346, November.
• Ricardo Crisóstomo, 2014, "An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 58.
• Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebasti�n Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Borradores de Economia, Banco de la Republica, number 11697, Jun.
• Rub�n Albeiro Loaiza Maya & Jos� Eduardo G�mez-Gonz�lez & Luis Fernando Melo Velandia, 2014, "Exchange Rates Contagion in Latin America," Borradores de Economia, Banco de la Republica, number 12105, Sep.
• Hern�n Rinc�n & Norberto Rodr�guez, 2014, "Reestimaci�n del grado de transmisi�n de la tasa de cambio del peso sobre la inflaci�n de los bienes importados," Borradores de Economia, Banco de la Republica, number 12302, Nov.
• Juan Andr�s Espinosa Torres & Luis Fernando Melo Velandia & Jos� Fernando Moreno Guti�rrez, 2014, "Estimaci�n de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia, Banco de la Republica, number 12333, Dec.
• Terasvirta, Timo & Yang, Yukai, 2014, "Specification, estimation and evaluation of vector smooth transition autoregressive models with applications," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014062, Nov.
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• Dorota Maria Witkowska & Krzysztof Kompa, 2014, "Hedonic Price Index of Polish Paintings for the Most Popular Artists at the Auction Market in Years 2007–2010," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 1, pages 7-26.
• Willi Mutschler, 2014, "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3314, Oct.
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• Xavier D'hautfoeuille & Isis Durrmeyer & Philippe Février, 2014, "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," Working Papers, Center for Research in Economics and Statistics, number 2014-38, Dec.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1405.
• Sarmiento, Miguel & Galán, Jorge E., 2014, "Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws142013, Jul.
• Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1965, Dec.
• Alfredo Marvão Pereira & Jorge M. Andraz, 2014, "On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries," Working Papers, Economics Department, William & Mary, number 150, Apr.
• Ha-Thu Nguyen, 2014, "Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-26.
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• Willman, Alpo & Dieppe, Alistair & Baumann, Ursel & González Pandiella, Alberto, 2014, "Model of the United States economy with learning MUSEL," Working Paper Series, European Central Bank, number 1745, Dec.
• Bakshi, Gurdip & Chabi-Yo, Fousseni, 2014, "New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-07, May.
• Thameur Necibi, 2014, "Prospective Modelling of Oil Supply in Tunisia," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 220-228.
• Andre Assis de Salles, 2014, "Some Evidence on the Asymmetry between Gasoline and Crude Oil Prices in Selected Countries," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 670-678.
• Andrea Cervone & Ezio Santini & Sabrina Teodori & Donatella Zaccagnini Romito, 2014, "Electricity Price Forecast: a Comparison of Different Models to Evaluate the Single National Price in the Italian Energy Exchange Market," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 744-758.
• Cepal (ed.), 2014, "La economía del cambio climático en el Perú," Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 37419.
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• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-04, Nov.
• Hu, Baiding, 2014, "Measuring plant level energy efficiency in China's energy sector in the presence of allocative inefficiency," China Economic Review, Elsevier, volume 31, issue C, pages 130-144, DOI: 10.1016/j.chieco.2014.08.011.
• Malec, Peter & Schienle, Melanie, 2014, "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, volume 72, issue C, pages 57-76, DOI: 10.1016/j.csda.2013.10.023.
• Aielli, Gian Piero & Caporin, Massimiliano, 2014, "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 556-576, DOI: 10.1016/j.csda.2013.01.029.
• Nguimkeu, Pierre, 2014, "A structural econometric analysis of the informal sector heterogeneity," Journal of Development Economics, Elsevier, volume 107, issue C, pages 175-191, DOI: 10.1016/j.jdeveco.2013.12.001.
• Baur, Dirk G. & Glover, Kristoffer J., 2014, "Heterogeneous expectations in the gold market: Specification and estimation," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 116-133, DOI: 10.1016/j.jedc.2014.01.001.
• Dreger, Christian & Zhang, Yanqun, 2014, "Does the economic integration of China affect growth and inflation in industrial countries?," Economic Modelling, Elsevier, volume 38, issue C, pages 184-189, DOI: 10.1016/j.econmod.2013.12.018.
• Goutte, Stéphane, 2014, "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, volume 38, issue C, pages 258-269, DOI: 10.1016/j.econmod.2013.12.007.
• Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe, 2014, "CO2 emissions, output, energy consumption, and trade in Tunisia," Economic Modelling, Elsevier, volume 38, issue C, pages 426-434, DOI: 10.1016/j.econmod.2014.01.025.
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• Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe, 2014, "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models," Economic Modelling, Elsevier, volume 42, issue C, pages 382-389, DOI: 10.1016/j.econmod.2014.07.026.
• Qadri, Faisal Sultan & Waheed, Abdul, 2014, "Human capital and economic growth: A macroeconomic model for Pakistan," Economic Modelling, Elsevier, volume 42, issue C, pages 66-76, DOI: 10.1016/j.econmod.2014.05.021.
• Sensoy, Ahmet & Sobaci, Cihat, 2014, "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, volume 43, issue C, pages 448-457, DOI: 10.1016/j.econmod.2014.09.005.
• Hunzinger, Chadd B. & Labuschagne, Coenraad C.A., 2014, "The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 200-217, DOI: 10.1016/j.najef.2014.06.002.
• Bekiros, Stelios, 2014, "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 336-348, DOI: 10.1016/j.najef.2014.06.005.
• Miller, Nathan H. & Osborne, Matthew, 2014, "Consistency and asymptotic normality for equilibrium models with partially observed outcome variables," Economics Letters, Elsevier, volume 123, issue 1, pages 70-74, DOI: 10.1016/j.econlet.2014.01.013.
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• Glass, Anthony & Kenjegalieva, Karligash & Sickles, Robin C., 2014, "Estimating efficiency spillovers with state level evidence for manufacturing in the US," Economics Letters, Elsevier, volume 123, issue 2, pages 154-159, DOI: 10.1016/j.econlet.2014.01.037.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2014, "Volatility activity: Specification and estimation," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 180-193, DOI: 10.1016/j.jeconom.2013.08.015.
• Lu, Xun & White, Halbert, 2014, "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 194-206, DOI: 10.1016/j.jeconom.2013.08.016.
• Castle, Jennifer L. & Hendry, David F., 2014, "Model selection in under-specified equations facing breaks," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 286-293, DOI: 10.1016/j.jeconom.2013.08.028.
• Song, Kyungchul, 2014, "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 471-483, DOI: 10.1016/j.jeconom.2013.07.004.
• Al-Sadoon, Majid M., 2014, "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 558-568, DOI: 10.1016/j.jeconom.2013.08.019.
• Sun, Yixiao, 2014, "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 659-677, DOI: 10.1016/j.jeconom.2013.10.001.
• Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014, "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 134-157, DOI: 10.1016/j.jeconom.2014.01.002.
• Xiu, Dacheng, 2014, "Hermite polynomial based expansion of European option prices," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 158-177, DOI: 10.1016/j.jeconom.2014.01.003.
• Mesters, G. & Koopman, S.J., 2014, "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 127-140, DOI: 10.1016/j.jeconom.2014.03.004.
• Liu, Cheng & Tang, Cheng Yong, 2014, "A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 217-232, DOI: 10.1016/j.jeconom.2014.01.008.
• Chen, Heng & Fan, Yanqin & Wu, Jisong, 2014, "A flexible parametric approach for estimating switching regime models and treatment effect parameters," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 77-91, DOI: 10.1016/j.jeconom.2013.06.006.
• Hendry, David F. & Mizon, Grayham E., 2014, "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 186-195, DOI: 10.1016/j.jeconom.2014.04.017.
• Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans, 2014, "Modeling multivariate extreme events using self-exciting point processes," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 269-289, DOI: 10.1016/j.jeconom.2014.03.011.
• Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014, "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 364-384, DOI: 10.1016/j.jeconom.2014.05.017.
• Feng, Guohua & Serletis, Apostolos, 2014, "Undesirable outputs and a primal Divisia productivity index based on the directional output distance function," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 135-146, DOI: 10.1016/j.jeconom.2014.06.014.
• Amado, Cristina & Teräsvirta, Timo, 2014, "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 15-35, DOI: 10.1016/j.jempfin.2013.09.003.
• Kourtis, Apostolos, 2014, "On the distribution and estimation of trading costs," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 104-117, DOI: 10.1016/j.jempfin.2014.06.005.
• Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014, "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 187-206, DOI: 10.1016/j.jempfin.2014.09.007.
• Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi, 2014, "How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China," Energy Economics, Elsevier, volume 41, issue C, pages 63-75, DOI: 10.1016/j.eneco.2013.10.018.
• Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F., 2014, "Oil and US dollar exchange rate dependence: A detrended cross-correlation approach," Energy Economics, Elsevier, volume 42, issue C, pages 132-139, DOI: 10.1016/j.eneco.2013.12.008.
• Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, volume 42, issue C, pages 332-342, DOI: 10.1016/j.eneco.2013.12.005.