Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2014

• 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.
• Chevapatrakul, Thanaset, 2014, "Monetary environments and stock returns revisited: A quantile regression approach," Economics Letters, Elsevier, volume 123, issue 2, pages 122-126, DOI: 10.1016/j.econlet.2014.01.033.
• 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.
• Thompson, Henry, 2014, "An energy factor proportions model of the US economy," Energy Economics, Elsevier, volume 43, issue C, pages 1-5, DOI: 10.1016/j.eneco.2014.01.013.
• Papadimitriou, Theophilos & Gogas, Periklis & Stathakis, Efthimios, 2014, "Forecasting energy markets using support vector machines," Energy Economics, Elsevier, volume 44, issue C, pages 135-142, DOI: 10.1016/j.eneco.2014.03.017.
• Araç, Ayşen & Hasanov, Mübariz, 2014, "Asymmetries in the dynamic interrelationship between energy consumption and economic growth: Evidence from Turkey," Energy Economics, Elsevier, volume 44, issue C, pages 259-269, DOI: 10.1016/j.eneco.2014.04.013.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, volume 44, issue C, pages 433-447, DOI: 10.1016/j.eneco.2014.05.007.
• Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
• Woods, James & Fuller, Cody, 2014, "Estimating base temperatures in econometric models that include degree days," Energy Economics, Elsevier, volume 45, issue C, pages 166-171, DOI: 10.1016/j.eneco.2014.06.006.
• Valadkhani, Abbas, 2014, "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, volume 45, issue C, pages 33-44, DOI: 10.1016/j.eneco.2014.06.015.
• Adeyemi, Olutomi I. & Hunt, Lester C., 2014, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Energy Economics, Elsevier, volume 45, issue C, pages 435-444, DOI: 10.1016/j.eneco.2014.07.012.
• Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2014, "Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model," Energy Economics, Elsevier, volume 45, issue C, pages 491-500, DOI: 10.1016/j.eneco.2014.08.019.
• Galán, Jorge E. & Pollitt, Michael G., 2014, "Inefficiency persistence and heterogeneity in Colombian electricity utilities," Energy Economics, Elsevier, volume 46, issue C, pages 31-44, DOI: 10.1016/j.eneco.2014.08.024.
• Erdogdu, Erkan, 2014, "Motor fuel prices in Turkey," Energy Policy, Elsevier, volume 69, issue C, pages 143-153, DOI: 10.1016/j.enpol.2013.10.075.
• Katircioğlu, Salih Turan, 2014, "Estimating higher education induced energy consumption: The case of Northern Cyprus," Energy, Elsevier, volume 66, issue C, pages 831-838, DOI: 10.1016/j.energy.2013.12.040.
• Bekiros, Stelios D., 2014, "Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 58-69, DOI: 10.1016/j.irfa.2013.07.007.
• Cummins, Mark & Garry, Oonagh & Kearney, Claire, 2014, "Price discovery analysis of green equity indices using robust asymmetric vector autoregression," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 261-267, DOI: 10.1016/j.irfa.2014.10.006.
• Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy, 2014, "Contagion effect on bond portfolio risk measures in a hybrid credit risk model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 131-139, DOI: 10.1016/j.frl.2013.07.005.
• Medovikov, Ivan, 2014, "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 319-325, DOI: 10.1016/j.frl.2014.08.001.
• Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014, "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 53-62, DOI: 10.1016/j.jfs.2014.08.010.
• Buongiorno, Joseph & Rougieux, Paul & Barkaoui, Ahmed & Zhu, Shushuai & Harou, Patrice, 2014, "Potential impact of a Transatlantic Trade and Investment Partnership on the global forest sector," Journal of Forest Economics, Elsevier, volume 20, issue 3, pages 252-266, DOI: 10.1016/j.jfe.2014.07.001.
• Ioannou, Christos A. & Romero, Julian, 2014, "A generalized approach to belief learning in repeated games," Games and Economic Behavior, Elsevier, volume 87, issue C, pages 178-203, DOI: 10.1016/j.geb.2014.05.007.
• Clougherty, Joseph A. & Grajek, Michał, 2014, "International standards and international trade: Empirical evidence from ISO 9000 diffusion," International Journal of Industrial Organization, Elsevier, volume 36, issue C, pages 70-82, DOI: 10.1016/j.ijindorg.2013.07.005.
• Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014, "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, volume 93, issue 1, pages 67-75, DOI: 10.1016/j.jinteco.2013.12.001.
• Maheu, John M. & Song, Yong, 2014, "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 144-160, DOI: 10.1016/j.ijforecast.2013.06.004.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014, "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 78-98, DOI: 10.1016/j.ijforecast.2013.07.006.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2014, "Forecasting systemic impact in financial networks," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 781-794, DOI: 10.1016/j.ijforecast.2013.09.004.
• Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2014, "Total factor productivity of Korean manufacturing industries: Comparison of competing models with firm-level data," Japan and the World Economy, Elsevier, volume 30, issue C, pages 25-36, DOI: 10.1016/j.japwor.2014.02.002.
• Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen, 2014, "Loss given default for leasing: Parametric and nonparametric estimations," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 364-375, DOI: 10.1016/j.jbankfin.2013.12.006.
• Zieling, Daniel & Mahayni, Antje & Balder, Sven, 2014, "Performance evaluation of optimized portfolio insurance strategies," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 212-225, DOI: 10.1016/j.jbankfin.2014.03.027.
• Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
• Jobst, Andreas A., 2014, "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.04.013.
• Okimoto, Tatsuyoshi, 2014, "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.05.025.
• Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014, "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 296-308, DOI: 10.1016/j.jbankfin.2014.05.002.
• Bezemer, Dirk & Grydaki, Maria, 2014, "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 169-177, DOI: 10.1016/j.jbankfin.2014.09.005.
• Dias, Alexandra, 2014, "Semiparametric estimation of multi-asset portfolio tail risk," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 398-408, DOI: 10.1016/j.jbankfin.2014.05.033.
• Leippold, Markus & Strømberg, Jacob, 2014, "Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 224-250, DOI: 10.1016/j.jfineco.2013.08.016.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014, "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 427-454, DOI: 10.1016/j.jfineco.2014.05.006.
• Wang, Zhi & Zhang, Qinghua, 2014, "Fundamental factors in the housing markets of China," Journal of Housing Economics, Elsevier, volume 25, issue C, pages 53-61, DOI: 10.1016/j.jhe.2014.04.001.
• Polanski, Arnold & Stoja, Evarist, 2014, "Co-dependence of extreme events in high frequency FX returns," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 164-178, DOI: 10.1016/j.jimonfin.2014.02.001.
• Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014, "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 210-229, DOI: 10.1016/j.jimonfin.2014.02.006.
• Lin, Ching-Yang & Miyamoto, Hiroaki, 2014, "An estimated search and matching model of the Japanese labor market," Journal of the Japanese and International Economies, Elsevier, volume 32, issue C, pages 86-104, DOI: 10.1016/j.jjie.2014.03.001.
• Georgiadis, Georgios, 2014, "Towards an explanation of cross-country asymmetries in monetary transmission," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 66-84, DOI: 10.1016/j.jmacro.2013.10.003.
• Artzrouni, Marc & Tramontana, Fabio, 2014, "The debt trap: A two-compartment train wreck… and how to avoid it," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 241-256, DOI: 10.1016/j.jpolmod.2014.01.012.
• Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014, "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 115-137, DOI: 10.1016/j.pacfin.2014.01.002.
• Salotti, Simone & Trecroci, Carmine, 2014, "Multifactor risk loadings and abnormal returns under uncertainty and learning," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 393-404, DOI: 10.1016/j.qref.2014.04.003.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014, "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 118-128, DOI: 10.1016/j.regsciurbeco.2014.07.001.
• Martini, Gianmaria & Berta, Paolo & Mullahy, John & Vittadini, Giorgio, 2014, "The effectiveness–efficiency trade-off in health care: The case of hospitals in Lombardy, Italy," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 217-231, DOI: 10.1016/j.regsciurbeco.2014.02.003.
• Erdogdu, Erkan, 2014, "Investment, security of supply and sustainability in the aftermath of three decades of power sector reform," Renewable and Sustainable Energy Reviews, Elsevier, volume 31, issue C, pages 1-8, DOI: 10.1016/j.rser.2013.11.014.
• Augustin, Katrin & Gerike, Regine & Martinez Sanchez, Manuel Josue & Ayala, Carolina, 2014, "Analysis of intercity bus markets on long distances in an established and a young market: The example of the U.S. and Germany," Research in Transportation Economics, Elsevier, volume 48, issue C, pages 245-254, DOI: 10.1016/j.retrec.2014.09.047.
• Zhu, Hui-Ming & Li, Rong & Li, Sufang, 2014, "Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 208-223, DOI: 10.1016/j.iref.2013.05.015.
• Chevapatrakul, Thanaset & Tee, Kai-Hong, 2014, "The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 83-105, DOI: 10.1016/j.ribaf.2014.03.003.
• Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014, "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2014/01, Jan.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-44, May.
• Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
• Francesco Furlanetto & Nicolas Groshenny, 2014, "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 2014-57, Aug.
• Cevat Bilgin, 2014, "Determinants of tax morale in Spain and Turkey: an empirical analysis," European Journal of Government and Economics, Europa Grande, volume 3, issue 1, pages 60-74, June.
• Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai, 2014, "Estimating the extensive margin of trade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55937, May.
• Haberis, Alex & Sokol, Andrej, 2014, "A procedure for combining zero and sign restrictions in aVAR-identification scheme," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58077, Jun.
• Yixiao Sun, 2014, "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033002.
• Cheng Hsiao, 2014, "Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033007.
• Alex Maynard & Dongmeng Ren, 2014, "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033019.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034007.
• Lara Lebedinski & Vincent Vandenberghe, 2014, "Assessing education’s contribution to productivity using firm-level evidence," International Journal of Manpower, Emerald Group Publishing Limited, volume 35, issue 8, pages 1116-1139, October, DOI: 10.1108/IJM-06-2012-0090.
• Tze-Haw Chan & Hooi Hooi Lean & Chee-Wooi Hooy, 2014, "A macro assessment of China effects on Malaysian exports and trade balances," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 7, issue 1, pages 18-37, January, DOI: 10.1108/JCEFTS-11-2012-0019.
• Peter Mazuruse, 2014, "Canonical correlation analysis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 2, pages 179-196, May, DOI: 10.1108/JFEP-09-2013-0047.
• Jorge E. Galán & Michael G. Pollitt, 2014, "Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1403, Feb.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014, "Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries," CEPS Papers, Centre for European Policy Studies, number 9228, May.
• Fisher, Paul & Ciani, Emanuele, 2014, "Dif-in-dif estimators of multiplicative treatment effects," ISER Working Paper Series, Institute for Social and Economic Research, number 2014-14, Mar.
• Petra Andrlíková, 2014, "Is Barrier version of Merton model more realistic? Evidence from Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/11, Apr, revised Apr 2014.
• Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
• Jozef Baruník & Lucie Kraicová, 2014, "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/33, Sep, revised Sep 2014.
• Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramírez, 2014, "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," Working Papers, FEDEA, number 2014-13, Oct.
• Hao Chen & Jianwei Chen, 2014, "The Gender-Biased Employment Effect of Exports: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 2, pages 261-284, June.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014, "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-3, Jan, DOI: 10.24148/wp2014-03.
• Régis Barnichon & Christian Matthes, 2014, "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper, Federal Reserve Bank of Richmond, number 16-8, Mar.
• Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014, "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_02, Feb, revised Feb 2014.
• Anna Gottard & Giorgio Calzolari, 2014, "Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_07, Jul.
• Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014, "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers, Financial Markets Group, number dp734.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Working Papers, Business School - Economics, University of Glasgow, number 2014_19, Nov.
• Alfred Duncan & Charles Nolan, 2014, "Disputes, Debt and Equity," Working Papers, Business School - Economics, University of Glasgow, number 2014_20, Dec.
• Nabila Arfaoui, 2014, "Eco-innovation and Regulatory Push/Pull Effect in the Case of REACH Regulation: Empirical Evidence from Survey Data," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-19, Jun, revised Dec 2015.
• Thomas Jobert & Alexandru Monahov & Anna Tykhonenko, 2014, "Domestic Credit in Times of Supervision: An Empirical Investigation of European Countries," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-30, Oct.
• Dr. Marc Ingo Wolter & Anett Großmann & Anke Mönnig & Dr. Kirsten Svenja Wiebe, 2014, "TINFORGE - Trade for the INterindustry FORecasting GErmany Model," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 14-1.
• Dr. Thomas Drosdowski & Dr. Christian Lutz, 2014, "Weiterentwicklung des aktualisierten Panta Rhei Modells um sozioökonomische Aspekte," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 14-1.
• Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014, "The kiss of information theory that captures systemic risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01110712, Oct.
• Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014, "The kiss of information theory that captures systemic risk," Post-Print, HAL, number hal-01110712, Oct.
• Anne-Laure Delatte & Julien Fouquau & Carsten A. Holz, 2014, "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Print, HAL, number hal-01160174, DOI: 10.1080/14631377.2014.937099.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print, HAL, number hal-01881907.
• Joseph Buongiorno & Paul Rougieux & Ahmed Barkaoui & Shushuai Zhu & Patrice Harou, 2014, "Potential impact of a transatlantic trade and investment partnership on the global forest sector," Post-Print, HAL, number hal-02632489, DOI: 10.1016/j.jfe.2014.07.001.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2014, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04582298, Dec.
• Helmi Hamdi & Rashid Sbia & Muhammad Shahbaz, 2014, "The nexus between electricity consumption and economic growth in Bahrain," Post-Print, HAL, number halshs-01902777, Feb, DOI: 10.1016/j.econmod.2013.12.012.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014, "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Sciences Po Economics Publications (main), HAL, number hal-03429892, Nov.
• Matthieu Solignac, 2014, ""Ubi lex distinguit, distinguere debemus", une Approche Economique de l'Indemnisation des Dommages Corporels," Sciences Po Economics Publications (main), HAL, number halshs-00978575, Apr.
• Philippe Charlot & Vêlayoudom Marimoutou, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers, HAL, number hal-00980125, Apr.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014, "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers, HAL, number hal-03429892, Nov.
• Matthieu Solignac, 2014, ""Ubi lex distinguit, distinguere debemus", une Approche Economique de l'Indemnisation des Dommages Corporels," Working Papers, HAL, number halshs-00978575, Apr.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Conte, Anna & Levati, Vittoria & Montinari, Natalia, 2014, "Experience in Public Goods Experiments," Working Papers, Lund University, Department of Economics, number 2014:20, May.
• Andersson, Fredrik N. G. & Jonung, Lars, 2014, "The Return of the Original Phillips curve? An Assessment of Lars E. O. Svensson's Critique of the Riksbank's Inflation Targeting, 1997-2012," Working Papers, Lund University, Department of Economics, number 2014:28, Aug, revised 10 Dec 2015.
• Dagsvik, John K. & Jia, Zhiyang, 2014, "Labor Supply as a Choice among Latent Jobs: Unobserved Heterogeneity and Identification," Memorandum, Oslo University, Department of Economics, number 22/2014, Sep.
• Brännäs, Kurt, 2014, "Simultaneity in the Multivariate Count Data Autoregressive Model," Umeå Economic Studies, Umeå University, Department of Economics, number 870, Jan.
• Lanot, Gauthier & Leece, David, 2014, "Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans," Umeå Economic Studies, Umeå University, Department of Economics, number 876, Feb.
• Brännäs, Kurt, 2014, "Adaptations of Conventional Spatial Econometric Models to Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 883, May.
• Sundström, David, 2014, "It’s All in the Interval - An imperfect measurements approach to estimate bidders’ primitives in auctions," Umeå Economic Studies, Umeå University, Department of Economics, number 899, Nov, revised 17 Jun 2016.
• Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David, 2014, "A Dynamical Systems Approach To Modeling Human Development," Working Paper Series, Uppsala University, Department of Economics, number 2014:9, Oct.
• Ranganathan, Shyam & Bali Swain, Ranjula, 2014, "Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach," Working Paper Series, Uppsala University, Department of Economics, number 2014:10, Oct.
• Evgeniy M. Ozhegov, 2014, "The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia," HSE Working papers, National Research University Higher School of Economics, number WP BRP 31/FE/2014.
• Valeria V. Lakshina, 2014, "The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 37/FE/2014.
• Asako, Kazumi & Yan, Zhang & Liu, Zhentao, 2014, "The Comovement in Stock Price Indexes of Japan, United States, and China : Estimation of a Nonlinear Cointegration Model," Economic Review, Hitotsubashi University, volume 65, issue 1, pages 56-85, January, DOI: 10.15057/26670.
• Watanabe, Toshiaki, 2014, "Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution," Economic Review, Hitotsubashi University, volume 65, issue 2, pages 156-167, April, DOI: 10.15057/27348.
• Michela Tincani, 2014, "School Vouchers and the Joint Sorting of Students and Teachers," Working Papers, Human Capital and Economic Opportunity Working Group, number 2014-012, May.
• Rukhsana Kalim & Muhammad Shahid Hassan, 2014, "Public Defense Spending and Poverty in Pakistan," Hacienda Pública Española / Review of Public Economics, IEF, volume 211, issue 4, pages 93-115, December.
• Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014, "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles, Harvard University Department of Economics, number 22795845.
• Motahareh Alsadat Majdzadeh & Arezoo Ghazanfari & Mohsen Mehr Ara, 2014, "Determinants of Private Investment in Iran based on Bayesian Model Averaging," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 229-240, July.
• Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014, "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University, number 1403.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014, "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n17, Jul.
• Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Erginbay UGURLU, 2014, "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 302-310, December.
• Stein-Erik Fleten & Ronald Huisman & Mehtap Kilic & Enrico Pennings & Sjur Westgaard, 2014, "Electricity futures prices: time varying sensitivity to fundamentals," Working Papers, Institut d'Economia de Barcelona (IEB), number 2014/21.
• Jerry Hausman & Whitney K. Newey, 2014, "Individual Heterogeneity and Average Welfare," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/14, Oct.
• Dilem YILDIRIM, 2014, "Asymmetric Interest Rate Pass-Through to Turkish Loan Rates," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 334, pages 09-28.
• Dominic Quint & Pau Rabanal, 2014, "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 169-236, June.
• Cathal O'Donoghue & Karyn Morrissey & John Lennon, 2014, "Spatial Microsimulation Modelling: a Review of Applications and Methodological Choices," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 26-75.
• Mauricio M. Tejada, 2014, "Dual Labor Markets and Labor Protection in an Estimated Search and Matching Model," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv295, Aug.
• Mauricio M. Tejada, 2014, "Lifetime Inequality Measures For An Emerging Economy: The Case of Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv296, Aug.
• Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida, 2014, "A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-03, Apr.
• Florin-Marius PAVELESCU, 2014, "An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 89-106, June.
• Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014, "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School, number 2014-124, Jan.
• Stelios Bekiros, 2014, "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers, Department of Research, Ipag Business School, number 2014-182, Jan.
• Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers, Department of Research, Ipag Business School, number 2014-590, Jan.
• Enrique Lopez Bazo & Fabio Manca, 2014, "Tfp, R&D And Semi Endogenous Growth In Rhomolo," JRC Research Reports, Joint Research Centre, number JRC80872, Oct.
• Ching-Yang Lin & Hiroaki Miyamoto, 2014, "An Estimated Search and Matching Model of the Japanese Labor Market," Working Papers, Research Institute, International University of Japan, number EMS_2014_02, Feb.
• van den Berg, Gerard J. & Effraimidis, Georgios, 2014, "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers, IZA Network @ LISER, number 8083, Mar.
• Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014, "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 8084, Mar.
• Drerup, Tilman & Enke, Benjamin & Gaudecker, Hans-Martin von, 2014, "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," IZA Discussion Papers, IZA Network @ LISER, number 8535, Oct.
• Comola, Margherita & Fafchamps, Marcel, 2014, "Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?," IZA Discussion Papers, IZA Network @ LISER, number 8664, Nov.
• Meryem Duygun & Huseyin Ozturk & Mohamed Shaban & Emili Tortosa-Ausina, 2014, "Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/10.
• Ku-Hsieh Chen & Author: Soumendra N. Ghosh, 2014, "Threshold effects of technological regimes for the stochastic frontier model," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 2, pages 223-253, April-Jun.
• Huseyin Ozturk*, 2014, "The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 4, pages 161-188, October-D.
• Großmaß Lidan, 2014, "Liquidity and the Value at Risk," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 5, pages 572-602, October, DOI: 10.1515/jbnst-2014-0502.
• Federica Alberti & Anna Conte & Kei Tsutsui, 2014, "Accuracy of proposers' beliefs in an allocation-type game," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2014-002, Jan.
• Anna Conte & M. Vittoria Levati & Natalia Montinari, 2014, "Experience in Public Goods Experiments," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2014-010, Mar.
• Okhrin, Ostap & Ristig, Alexander, 2014, "Hierarchical Archimedean Copulae: The HAC Package," Journal of Statistical Software, Foundation for Open Access Statistics, volume 58, issue i04, DOI: http://hdl.handle.net/10.18637/jss..
• Elena Olmedo, 2014, "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 2, pages 183-197, February, DOI: 10.1007/s10614-013-9371-1.
• Stelios Bekiros, 2014, "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 2, pages 231-251, August, DOI: 10.1007/s10614-013-9381-z.
• Xiaojing Xi & Rogemar Mamon, 2014, "Capturing the Regime-Switching and Memory Properties of Interest Rates," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 3, pages 307-337, October, DOI: 10.1007/s10614-013-9396-5.
• Yusep Suparman & Henk Folmer & Johan Oud, 2014, "Hedonic price models with omitted variables and measurement errors: a constrained autoregression–structural equation modeling approach with application to urban Indonesia," Journal of Geographical Systems, Springer, volume 16, issue 1, pages 49-70, January, DOI: 10.1007/s10109-013-0186-3.
• Linda Nijland & Theo Arentze & Harry Timmermans, 2014, "Multi-day activity scheduling reactions to planned activities and future events in a dynamic model of activity-travel behavior," Journal of Geographical Systems, Springer, volume 16, issue 1, pages 71-87, January, DOI: 10.1007/s10109-013-0187-2.
• Yuanhua Feng & Zhichao Guo & Christian Peitz, 2014, "A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification," Journal of Industry, Competition and Trade, Springer, volume 14, issue 2, pages 207-228, June, DOI: 10.1007/s10842-013-0156-y.
• Jorge Galán & Helena Veiga & Michael Wiper, 2014, "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 85-101, August, DOI: 10.1007/s11123-013-0377-4.
• Cliff Huang & Tai-Hsin Huang & Nan-Hung Liu, 2014, "A new approach to estimating the metafrontier production function based on a stochastic frontier framework," Journal of Productivity Analysis, Springer, volume 42, issue 3, pages 241-254, December, DOI: 10.1007/s11123-014-0402-2.
• Marc Scholten & Daniel Read, 2014, "Prospect theory and the “forgotten” fourfold pattern of risk preferences," Journal of Risk and Uncertainty, Springer, volume 48, issue 1, pages 67-83, February, DOI: 10.1007/s11166-014-9183-2.
• M. Pelé & M. Broihanne & B. Thierry & J. Call & V. Dufour, 2014, "To bet or not to bet? Decision-making under risk in non-human primates," Journal of Risk and Uncertainty, Springer, volume 49, issue 2, pages 141-166, October, DOI: 10.1007/s11166-014-9202-3.
• Renée Fry-McKibbin & Cody Hsiao & Chrismin Tang, 2014, "Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes," Open Economies Review, Springer, volume 25, issue 3, pages 521-570, July, DOI: 10.1007/s11079-013-9289-1.
• Victor Aguirregabiria & Junichi Suzuki, 2014, "Identification and counterfactuals in dynamic models of market entry and exit," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 3, pages 267-304, September, DOI: 10.1007/s11129-014-9147-5.
• Ariel Casarin, 2014, "Regulated price reforms and unregulated substitutes: the case of residential piped gas in Argentina," Journal of Regulatory Economics, Springer, volume 45, issue 1, pages 34-56, February, DOI: 10.1007/s11149-013-9228-5.