Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2015
- Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015, "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper, University Library of Munich, Germany, number 65865, Jan.
- Tsyplakov, Alexander, 2015, "Quasifiltering for time-series modeling," MPRA Paper, University Library of Munich, Germany, number 66453, Jul.
- Dahem, Ahlem, 2015, "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper, University Library of Munich, Germany, number 66702, Sep.
- Federici, Daniela & Saltari, Enrico & Wymer, Clifford, 2015, "Endogenizing the ICT sector: A multi-sector approach," MPRA Paper, University Library of Munich, Germany, number 66723, Sep.
- Bartolucci, Francesco & Pigini, Claudia, 2015, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 67030, Oct.
- Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
- Idrovo Aguirre, Byron & Contreras, Javier, 2015, "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper, University Library of Munich, Germany, number 67387, Jan, revised 20 Sep 2015.
- Mensah, Emmanuel Kwasi, 2015, "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper, University Library of Munich, Germany, number 67748, Feb.
- Yeboah Asuamah, Samuel, 2015, "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper, University Library of Munich, Germany, number 67834, Jul.
- Raputsoane, Leroi, 2015, "The lean versus clean debate and monetary policy in South Africa," MPRA Paper, University Library of Munich, Germany, number 68123, Nov.
- Ibanez, Francisco, 2015, "Calibrating the Dynamic Nelson-Siegel Model: A Practitioner Approach," MPRA Paper, University Library of Munich, Germany, number 68377, Dec.
- Feige, Edgar L., 2015, "Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the “Shadow Economy”?," MPRA Paper, University Library of Munich, Germany, number 68466, Dec.
- Stacey, Brian, 2015, "Fukushima: The Failure of Predictive Models," MPRA Paper, University Library of Munich, Germany, number 69383, Apr.
- Liu, Jia & Maheu, John M, 2015, "Improving Markov switching models using realized variance," MPRA Paper, University Library of Munich, Germany, number 71120, Sep.
- Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 72082, Oct.
- Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015, "Investments and uncertainty revisited: The case of the US economy," MPRA Paper, University Library of Munich, Germany, number 72083, Jul.
- Ellul, Reuben, 2015, "Analysing correlation between the MSE index and global stock markets," MPRA Paper, University Library of Munich, Germany, number 72464, Dec.
- Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios, 2015, "The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)," MPRA Paper, University Library of Munich, Germany, number 74459.
- Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015, "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper, University Library of Munich, Germany, number 74573, revised 2016.
- Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
- Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
- Sensarma, Rudra & Bhattacharyya, Indranil, 2015, "Measuring monetary policy and its impact on the bond market of an emerging economy," MPRA Paper, University Library of Munich, Germany, number 81067, Oct.
- Marconi, Gabriele, 2015, "Dynamic returns to schooling by work experience," MPRA Paper, University Library of Munich, Germany, number 88073, Dec.
- Degiannakis, Stavros, 2015, "A Probit Model for the State of the Greek GDP Growth," MPRA Paper, University Library of Munich, Germany, number 96280.
- Ali, Abdulkadir I. & Ajibola, Isaiah O. & Omotosho, Babatunde S. & Adetoba, Olutope O. & Adeleke, Abiola O., 2015, "Real exchange rate misalignment and economic growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 98526.
- Jan Vlachý, 2015, "Measuring the Effective Tax Burden of Lifetime Personal Income," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 3, pages 5-14, DOI: 10.18267/j.efaj.142.
- Mihaela Simionescu, 2015, "The Improvement of Unemployment Rate Predictions Accuracy," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 274-286, DOI: 10.18267/j.pep.519.
- Arabinda Das, 2015, "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 111-126, June.
- João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
- Sugata Marjit & Lei Yang, 2015, "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 544, Apr.
- Evgeniy Ozhegov, 2015, "Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)," Quantile, Quantile, issue 13, pages 15-23, May.
- Carlos Alberto Fraga - Castillo & Juan Carlos Moreno - Brid, 2015, "Exportaciones, terminos de intercambio y ciclos de crecimiento economico de Mexico y Brasil," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 12, issue 1, pages 71-95, Enero-Jun.
- Ribeiro, Joao, 2015, "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
- Éric Jondeau & Michael Rockinger, 2015, "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
- Martin Kliem & Alexander Kriwoluzky, 2014, "Code and data files for "Toward a Taylor Rule for Fiscal Policy"," Computer Codes, Review of Economic Dynamics, number 12-15, revised .
- Juan Rubio-Ramirez & Dario Caldara & Jonas Arias, 2015, "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," 2015 Meeting Papers, Society for Economic Dynamics, number 359.
- Ansgar H. Belke & Matthias Göcke & Laura Werner, 2015, "Exchange Rate Volatility and other Determinants of Hysteresis in Exports – Empirical Evidence for the Euro Area," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 1, pages 24-53, June.
- Ghada Gomaa A. Mohamed & Morrison Handley-Schachler, 2015, "Modeling FDI Flows from the USA to Canada:Two Main International Financial Variables Affect the Long-Run Economic Growth," Applied Economics and Finance, Redfame publishing, volume 2, issue 4, pages 85-94, November.
- Sedjo, Roger A. & Sohngen, Brent, 2015, "The Effects of a Federal Tax Reform on the US Timber Sector," RFF Working Paper Series, Resources for the Future, number dp-15-37, Aug.
- Claudio Morana, 2015, "Model Averaging by Stacking," Working Paper series, Rimini Centre for Economic Analysis, number 15-38, Oct.
- Andrea Carriero & George Kapetanios & Massilimiano Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 67-87.
- Anastasiia Timofeeva, 2015, "On endogeneity of consumer expenditures in the estimation of households demand system," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 87-106.
- Robert Engle & Clive Granger, 2015, "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 106-135.
- Ansgar Belke & Dominik Kronen, 2015, "Exchange Rate Bands of Inaction and Play-Hysteresis in Greek exports to the Euro Area, the US and Turkey – Sectoral Evidence," ROME Working Papers, ROME Network, number 201505, Sep.
- Adriana AnaMaria DAVIDESCU & Catalin Corneliu GHINARARU, 2015, "The Hare and the Tortoise. How Older Generations Are Replaced By Young One on the Labour Market: Signals and Insights from the Relationship between Shadow Economy and Active Ageing," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 18, issue 1, pages 163-171, June.
- John T. Cuddington & Leila Dagher, 2015, "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," The Energy Journal, , volume 36, issue 1, pages 185-210, January, DOI: 10.5547/01956574.36.1.7.
- Amel GRAA & Ismail ZIANE & Farid BENHAMIDA, 2015, "Forecasting Models of Energy Demand for Electricity Market: A Literature Review," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105420, Nov.
- Simona Ha?ková, 2015, "Normative and frequency forms of Bayesian calculations in managerial studies," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 2304419, Jun.
- Terezie Bartuskova & Ales Kresta, 2015, "Application of AHP method in external strategic analysis of the selected organization," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204770, Sep.
- Jana Juriová, 2015, "The role of foreign sentiment in small open economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 57-68, June.
- Francisco Javier Reyes Zárate, 2015, "Estimación de modelos multivariados GARCH en los mercados accionarios de China y México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 187-210, julio-dic.
- Bertille Antoine & Otilia Boldea, 2015, "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-04, Jun, revised 25 Aug 2016.
- Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
- Piotr Karp, 2015, "Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 29-49.
- Xun Lu & Su Liangjun, 2015, "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 02-2015, Feb.
- Su Liangjun & Junhui Qian, 2015, "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers, Singapore Management University, School of Economics, number 07-2015, Sep.
- Katarina Juselius & Katrin Assenmacher, 2015, "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers, Swiss National Bank, number 2015-03.
- Netsanet Haile & Jorn Altmann, 2015, "Risk-Benefit-Mediated Impact of Determinants on the Adoption of Cloud Federation," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015122, May, revised May 2015.
- Netsanet Haile & Jorn Altmann, 2015, "Structural Analysis of Value Creation in Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015127, Nov, revised Nov 2015.
- Seda ÖZGÜL & Metin KARADAĞ, 2015, "Regional Convergence in Turkey Regarding Welfare Indicators," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
- Polychronis Manousopoulos & Michalis Michalopoulos, 2015, "Term structure of interest rates estimation using rational Chebyshev functions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 119-146, October, DOI: 10.1007/s10203-014-0161-6.
- Erik Biørn, 2015, "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, volume 48, issue 2, pages 517-535, March, DOI: 10.1007/s00181-014-0802-1.
- Mikael Juselius & Moshe Kim & Staffan Ringbom, 2015, "Do markup dynamics reflect fundamentals or changes in conduct?," Empirical Economics, Springer, volume 48, issue 3, pages 1119-1147, May, DOI: 10.1007/s00181-014-0823-9.
- David Zimmer, 2015, "Asymmetric dependence in house prices: evidence from USA and international data," Empirical Economics, Springer, volume 49, issue 1, pages 161-183, August, DOI: 10.1007/s00181-014-0859-x.
- Ruthira Naraidoo & Leroi Raputsoane, 2015, "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, volume 49, issue 1, pages 255-278, August, DOI: 10.1007/s00181-014-0866-y.
- Hassan Ghassan & Prashanta Banerjee, 2015, "A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices," Empirical Economics, Springer, volume 49, issue 1, pages 305-323, August, DOI: 10.1007/s00181-014-0848-0.
- Mira Nurmakhanova & Gavin Kretzschmar & Hassouna Fedhila, 2015, "Trade-off between financial sustainability and outreach of microfinance institutions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 231-250, December, DOI: 10.1007/s40822-015-0016-7.
- Alexander Labeit & Frank Peinemann, 2015, "Breast and cervical cancer screening in Great Britain: Dynamic interrelated processes," Health Economics Review, Springer, volume 5, issue 1, pages 1-17, December, DOI: 10.1186/s13561-015-0065-3.
- Maddalena Cavicchioli, 2015, "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 3, pages 315-332, November, DOI: 10.1007/s40797-015-0015-6.
- Francisco Louçã, 2015, "The improbable econometric connection - Schumpeter and Frisch at the midnight of the century," Journal of Evolutionary Economics, Springer, volume 25, issue 1, pages 173-184, January, DOI: 10.1007/s00191-014-0359-3.
- Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
- Subal C. Kumbhakar & Hung-Jen Wang, 2015, "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Springer Books, Springer, chapter 0, in: Subhash C. Ray & Subal C. Kumbhakar & Pami Dua, "Benchmarking for Performance Evaluation", DOI: 10.1007/978-81-322-2253-8_1.
- Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015, "Non-linear externalities in firm localization," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/28, 11.
- Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015, "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers, Statistics Norway, Research Department, number 832, Dec.
- Cody Yu-Ling Hsiao & James Morley, 2015, "Debt and Financial Market Contagion," Discussion Papers, School of Economics, The University of New South Wales, number 2015-02, Jan.
- Luke Hartigan, 2015, "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-17, Sep.
- Johannes Kemp & Ben Smit, 2015, "Estimating and explaining changes in potential growth in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 14/2015.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
- Filippo Ferroni & Benjamin Klaus, 2015, "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3791-3815, July, DOI: 10.1080/00036846.2015.1021458.
- Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015, "Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6200-6210, December, DOI: 10.1080/00036846.2015.1068918.
- Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.
- Yan Li & Liangjun Su & Yuewu Xu, 2015, "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 203-220, April, DOI: 10.1080/07350015.2014.940082.
- Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015, "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, volume 3, issue 1, pages 1045216-104, December, DOI: 10.1080/23322039.2015.1045216.
- Dincer Dedeoglu & Huseyin Kaya, 2015, "Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 2, pages 79-93.
- Andrew J. Buck & George M. Lady, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers, Department of Economics, Temple University, number 1506, Jan.
- Titus J. Galama & Hans van Kippersluis, 2015, "A Theory of Education and Health," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-031/V, Mar.
- Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015, "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-061/III, May.
- Norbert Christopeit & Michael Massmann, 2015, "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-106/III, Sep.
- Hans Bloemen, 2015, "Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-121/V, Oct.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015, "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-131/III, Dec.
- Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
- Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-036.
- 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 the children “left behind”. In order to carry out," 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, Paradigm, 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, Paradigm, 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, Paradigm, 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
- Karapanagiotidis, Paul, 2014, "Dynamic modeling of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56805, Jun.
- Karapanagiotidis, Paul, 2014, "Dynamic State-Space Models," MPRA Paper, University Library of Munich, Germany, number 56807, Jun.
- Alimi, R. Santos, 2014, "Inflation and Financial Sector Performance: The Case Of Nigeria," MPRA Paper, University Library of Munich, Germany, number 57180, Jan.
- Bilgin, Cevat, 2014, "Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis," MPRA Paper, University Library of Munich, Germany, number 57204.
- Phiri, Andrew, 2014, "Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach," MPRA Paper, University Library of Munich, Germany, number 57398, Jul.
- Medel, Carlos A., 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas
[Classical Probability of Overfitting with Information Criteria: Estimations with Chilean Macroeconomic Series]," MPRA Paper, University Library of Munich, Germany, number 57401, Jul. - Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014, "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper, University Library of Munich, Germany, number 57485, Jul.
- Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
- Coleman, Stephen, 2014, "Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011," MPRA Paper, University Library of Munich, Germany, number 59038, Oct.
- Shahateet, Mohammed Issa & Al-Majali, Khalid Ali & Al-Hahabashneh, Fedel, 2014, "Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan," MPRA Paper, University Library of Munich, Germany, number 59067, Oct, revised Oct 2014.
- Ben Dkhil, Inès, 2014, "Investment in Fixed Broadband Networks and Access Regulation in Developed and Developing countries: Panel Data Applications," MPRA Paper, University Library of Munich, Germany, number 59337, Oct.
- Akcay, Belgin & Yucel, Eray, 2014, "Unveiling the House Price Movements and Financial Development," MPRA Paper, University Library of Munich, Germany, number 59377, Aug, revised 19 Oct 2014.
- De Santis, Paola & Drago, Carlo, 2014, "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
[Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper, University Library of Munich, Germany, number 59381, Oct. - Chan, Tze-Haw, 2014, "Trade Balance, Foreign Exchange and Macroeconomic Impacts: An Empirical Assessment for China and Malaysia," MPRA Paper, University Library of Munich, Germany, number 59539, Jan, revised 10 Aug 2014.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper, University Library of Munich, Germany, number 59760, Nov.
- Mehta, Anirudh & Kanishka, Kunal, 2014, "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper, University Library of Munich, Germany, number 59788, Nov.
- Pinto, Hugo, 2014, "Cooperation Determinants in the Atlantic Blue Economy," MPRA Paper, University Library of Munich, Germany, number 60551, Jun.
- Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2014, "Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries," MPRA Paper, University Library of Munich, Germany, number 60598, Dec.
- Barrera-Chaupis, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
[The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper, University Library of Munich, Germany, number 60959, Dec. - O'Hare, Colin & Li, Youwei, 2014, "Identifying structural breaks in stochastic mortality models," MPRA Paper, University Library of Munich, Germany, number 62994, Oct.
- Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
- Bondzie, Eric Amoo & Fosu, Gabriel Obed & Asare Okyere, Gabriel, 2014, "Does Foreign Direct Investment really affect Ghana’s Economic Growth?," MPRA Paper, University Library of Munich, Germany, number 69237, Jan.
- Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014, "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper, University Library of Munich, Germany, number 70481, Nov, revised 15 May 2015.
- Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
- Shijaku, Gerti, 2014, "Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach," MPRA Paper, University Library of Munich, Germany, number 79139.
- Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe, 2014, "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models," MPRA Paper, University Library of Munich, Germany, number 82504, Aug, revised 01 Jul 2014.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Mariolis, Theodore, 2014, "An endogenous Goodwin-Keynes business cycle model: Evidence for Germany (1991-2007)," MPRA Paper, University Library of Munich, Germany, number 90035.
- Bilgili, Faik & Doğan, İbrahim & H. Tülüce, Nadide & Kuşkaya, Sevda, 2014, "The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts," MPRA Paper, University Library of Munich, Germany, number 90168, May.
- Salles, Andre Assis de, 2014, "Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies," MPRA Paper, University Library of Munich, Germany, number 98985, revised 2020.
- Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
- Daniela Milučká, 2014, "Inflation dynamics in the Czech Republic: Estimation of the New Keynesian Phillips curve," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 2, pages 53-70.
- 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 Functions]," 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.
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