Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2013

• Karine Nyborg & Tao Zhang, 2013, "Is Corporate Social Responsibility Associated with Lower Wages?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 55, issue 1, pages 107-117, May, DOI: 10.1007/s10640-012-9617-8.
• Asmerilda Hitaj & Lorenzo Mercuri, 2013, "Portfolio allocation using multivariate variance gamma models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 65-99, March, DOI: 10.1007/s11408-012-0202-5.
• Klaus Weyerstrass & Daniela Grozea-Helmenstein, 2013, "A Macroeconometric Model for Serbia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 85-106, May, DOI: 10.1007/s11294-013-9393-4.
• Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013, "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 233-247, August, DOI: 10.1007/s11294-013-9411-6.
• A. Hoff & J. Andersen & A. Christensen & H. Mosegaard, 2013, "Modelling the economic consequences of Marine Protected Areas using the BEMCOM model," Journal of Bioeconomics, Springer, volume 15, issue 3, pages 305-323, October, DOI: 10.1007/s10818-012-9135-3.
• Nazneen Ferdous & Chandra Bhat, 2013, "A spatial panel ordered-response model with application to the analysis of urban land-use development intensity patterns," Journal of Geographical Systems, Springer, volume 15, issue 1, pages 1-29, January, DOI: 10.1007/s10109-012-0165-0.
• Peter Congdon, 2013, "Modelling small-area inequality in premature mortality using years of life lost rates," Journal of Geographical Systems, Springer, volume 15, issue 2, pages 149-167, April, DOI: 10.1007/s10109-012-0167-y.
• Eduardo Fé & Richard Hofler, 2013, "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 271-284, June, DOI: 10.1007/s11123-012-0286-y.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Jesus Pastor & Juan Aparicio & Juan Monge & Diego Pastor, 2013, "Modeling CRS bounded additive DEA models and characterizing their Pareto-efficient points," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 285-292, December, DOI: 10.1007/s11123-012-0324-9.
• Subal Kumbhakar & Frank Asche & Ragnar Tveteras, 2013, "Estimation and decomposition of inefficiency when producers maximize return to the outlay: an application to Norwegian fishing trawlers," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 307-321, December, DOI: 10.1007/s11123-012-0336-5.
• Mei-Ying Huang & Tsu-Tan Fu, 2013, "An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 387-406, December, DOI: 10.1007/s11123-013-0342-2.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, volume 24, issue 5, pages 853-879, November, DOI: 10.1007/s11079-013-9271-y.
• Bartosz Gębka & Michail Karoglou, 2013, "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 485-507, April, DOI: 10.1007/s11156-012-0278-z.
• Vadim Dumitrascu & Roxana Arabela Dumitrascu, 2013, "High Speed Economy," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue Special 1, pages 27-30, December.
• Dan-Marin Boaja & Alin Ionut Ciurlau, 2013, "Issues of the Policy Concerning Economic Growth and Stability," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 4, pages 173-177, December.
• Mirela Niculae & Mihaela Bratu (Simionescu), 2013, "Comparative Analysis Regarding the Accuracy of State Budget Revenues Forecasts in Romania," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 4, pages 205-210, December.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," KIER Working Papers, Kyoto University, Institute of Economic Research, number 840, Jan.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 848, Feb.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013, "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research, number 855, Mar.
• Hassan B. Ghassan & Hassan R. Alhajhoj & Mohammed Kbiri Alaoui, 2013, "The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 390-406.
• Christian Westphal, 2013, "The Social Costs of Gun Ownership: Spurious Regression and Unfounded Public Policy Advocacy," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201332.
• Christian Westphal, 2013, "Evidence for the “Suicide by Firearm” Proxy for Gun Ownership from Austria," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201333.
• Jahangard, Esfandiar & Taee, Hassan & Ghasemi, Fatemeh, 2013, "The Impact of Technology on Employment in Iran: An Econometric +Input-Output Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 16, pages 59-80, September.
• Katalin Szilágyi & Dániel Baksa & Jaromir Benes & Ágnes Horváth & Csaba Köber & Gábor D. Soós, 2013, "The Hungarian Monetary Policy Model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2013/1.
• Eutimio Mejía Soto & Gustavo Mora Roa & Carlos Alberto Montes Salazar, 2013, "Aproximación crítica a la función contable desde la teoría tridimensional de la contabilidad Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 14, pages 142-175, Diciembre.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080r, Nov, revised Oct 2017.
• Francisco Giron¨¦s & Fernando Guerra & Jorge Hern¨¢ndez & Javier Poblaci¨®n, 2013, "Structural Change in the Crude Oil Price Dynamic: Theoretical Study and Practical Implications," Business and Economic Research, Macrothink Institute, volume 3, issue 1, pages 38-55, June.
• Alfred A.Haug & Tomasz Jędrzejowicz & Anna Sznajderska, 2013, "Combining monetary and fiscal policy in an SVAR for a small open economy," NBP Working Papers, Narodowy Bank Polski, number 168.
• Andrzej Kociecki & Marcin Kolasa, 2013, "Global identification of linearized DSGE models," NBP Working Papers, Narodowy Bank Polski, number 170.
• Alexander Karaivanov & Robert M. Townsend, 2013, "Dynamic Financial Constraints: Distinguishing Mechanism Design from Exogenously Incomplete Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 19617, Nov.
• A. Poissonnier, 2013, "Temporal disaggregation of stock variables - The Chow-Lin method extended to dynamic models," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-03.
• G. Lamé, 2013, "Was there a « Greenspan Conundrum » in the Euro area?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-10.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Modelling the dynamic effects of transfer policy: the LINDA policy analysis tool," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 405, Mar.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 406, Mar.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 417, Dec.
• David F. Hendry & Grayham E. Mizon, 2013, "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W04, Feb.
• Baciu Olivia & Parpucea Ilie, 2013, "A Model To Minimize Multicollinearity Effects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 699-706, July.
• Jason R. Blevins, 2013, "Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data," Working Papers, Ohio State University, Department of Economics, number 13-01, Nov.
• Alfred A. Haug & Tomasz Jedrzejowicz & Anna Sznajderska, 2013, "Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy," Working Papers, University of Otago, Department of Economics, number 1313, Oct, revised Oct 2013.
• Rulon D. Pope & Jeffrey T. LaFrance, 2013, "Robust Error Specification in a Production System," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 95, issue 3, pages 669-684.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013, "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 89-121, December.
• Esmeralda A. Ramalho & Richard J. Smith, 2013, "Discrete Choice Non-Response," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 1, pages 343-364.
• Francis X. Diebold & Georg Strasser, 2013, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 4, pages 1304-1337.
• Jennifer Castle & David Hendry, 2013, "Semi-automatic Non-linear Model selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 654, May.
• David Hendry & Jurgen A. Doornik & Felix Pretis, 2013, "Step-indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 658, Jun.
• Jennifer Castle & David Hendry & Oleg Kitov, 2013, "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 674, Sep.
• Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli, 2013, "The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1307, Jul.
• Núñez Tabales, Julia M. & Caridad y Ocerin, José María & Rey Carmona, Francisco J., 2013, "Artificial Neural Networks for Predicting Real Estate Prices || Redes neuronales artificiales para la predicción de precios inmobiliarios," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 15, issue 1, pages 29-44, June.
• Nicolas Grau, 2013, "The Impact of College Admissions Policies on The Performance of High School Students," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-040, Jul.
• Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013, "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-017, Aug, revised 25 Mar 2015.
• Michal Bernard Pietrzak, 2013, "Interpretation Of Structural Parameters For Models With Spatial Autoregression," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 8, issue 2, pages 129-155, June, DOI: 10.12775/EQUIL.2013.016.
• Lubna Naz & Munir Ahmad, 2013, "What Inspires Electricity Crises at the Micro Level: Empirical Evidence from Electricity Consumption Pattern of Households from Karachi," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 52, issue 4, pages 375-403.
• Cuddington, John & Dagher, Leila, 2013, "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," MPRA Paper, University Library of Munich, Germany, number 116122.
• Ghassan, Hassan Belkacem & Alhajhoj, Hassan R. & Kbiri, Mohammed A., 2013, "The impacts of the International Financial Crisis on Saudi Arabia's Economy: Evidence from Asymmetric SVAR modelling," MPRA Paper, University Library of Munich, Germany, number 122987, Jun, revised 26 Sep 2013.
• Chau, Tak Wai, 2013, "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper, University Library of Munich, Germany, number 44106, Jan.
• Nistor, Cristian, 2013, "A conceptual model for the use of social media in companies," MPRA Paper, University Library of Munich, Germany, number 44224, Jan.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2013, "Bayesian Model Averaging and Jointness Measures for gretl," MPRA Paper, University Library of Munich, Germany, number 44322, Feb.
• Tanaka, Kenta & Managi, Shunsuke, 2013, "Measuring Productivity Gains from Deregulation of the Japanese Urban Gas Industry," MPRA Paper, University Library of Munich, Germany, number 44630, Feb.
• Albers, Scott & Albers, Andrew L., 2013, "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 44843, Mar.
• Friedrich, Thomas & Köpper, Wilhelm, 2013, "Schumpeter´s Gale: Mixing and compartmentalization in Economics and Biology," MPRA Paper, University Library of Munich, Germany, number 45405, Mar.
• Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 45523, Mar.
• Lamé, Gildas, 2013, "Was there a "Greenspan conundrum" in the Euro area ?," MPRA Paper, University Library of Munich, Germany, number 45870, Mar.
• Aguirregabiria, Victor & Magesan, Arvind, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper, University Library of Munich, Germany, number 46056, Apr.
• Das, Arabinda, 2013, "Estimation of Inefficiency using a Firm-specific Frontier Model," MPRA Paper, University Library of Munich, Germany, number 46168, Apr.
• Kociecki, Andrzej, 2013, "Bayesian Approach and Identification," MPRA Paper, University Library of Munich, Germany, number 46538, Apr.
• Bezemer, Dirk & Grydaki, Maria, 2013, "Debt and the U.S. Great Moderation," MPRA Paper, University Library of Munich, Germany, number 47399, Jun.
• Grydaki, Maria & Bezemer, Dirk, 2013, "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper, University Library of Munich, Germany, number 47424, Jun.
• zhao, bo, 2013, "Cyclical Dynamics in Idiosyncratic Labor-Market Risks: Evidence From March CPS 1968-2011," MPRA Paper, University Library of Munich, Germany, number 47548, Jun.
• Artzrouni, Marc & Tramontana, Fabio, 2013, "The debt trap: a two-compartment train wreck," MPRA Paper, University Library of Munich, Germany, number 47578, Jun.
• Kociecki, Andrzej, 2013, "Towards Understanding the Normalization in Structural VAR Models," MPRA Paper, University Library of Munich, Germany, number 47645, Jun.
• doğru, bülent, 2013, "Dynamic Analysis of Money Demand Function: Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 48402, Jan.
• Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad, 2013, "The Nexus between Electricity Consumption and Economic Growth in Bahrain," MPRA Paper, University Library of Munich, Germany, number 48472, Jul, revised 19 Jul 2013.
• Chan, Tze-Haw & Lean, Hooi Hooi & Hooy, Chee Wooi, 2013, "A Macro Assessment of China Effects on Malaysian Exports and Trade Balances," MPRA Paper, University Library of Munich, Germany, number 48801, Apr, revised 01 Aug 2013.
• Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri, 2013, "Third Generation University Strategic Planning Model Development," MPRA Paper, University Library of Munich, Germany, number 49168.
• Su, EnDer, 2013, "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper, University Library of Munich, Germany, number 49190, Jan.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013, "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper, University Library of Munich, Germany, number 49344, Aug.
• Fulli-Lemaire, Nicolas & Palidda, Ernesto, 2013, "Cross-Hedging of Inflation Derivatives on Commodities: The Informational Content of Futures Markets," MPRA Paper, University Library of Munich, Germany, number 49687, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• dogru, bulent, 2013, "Are Output Fluctuations Transitory in the MENA Region," MPRA Paper, University Library of Munich, Germany, number 51122, Oct.
• Nga Ndjobo, Patrick Marie & Abessolo, Yves André, 2013, "The Impact of Education on the Behaviour of Labor Supply in Cameroon: an Analysis using the Nested Multinomial Logit Model," MPRA Paper, University Library of Munich, Germany, number 51158, Nov.
• Madsen, Edith & Mulalic, Ismir & Pilegaard, Ninette, 2013, "A model for estimation of the demand for on-street parking," MPRA Paper, University Library of Munich, Germany, number 52301, Dec.
• Schröder, Anna Louise & Fryzlewicz, Piotr, 2013, "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," MPRA Paper, University Library of Munich, Germany, number 52379.
• Amavilah, Voxi Heinrich, 2013, "The Love Aspects of Human Capital and the Economic Activity of Countries," MPRA Paper, University Library of Munich, Germany, number 52686, Dec.
• Khundrakpam, Jeevan Kumar, 2013, "A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India," MPRA Paper, University Library of Munich, Germany, number 53058, Nov.
• Khundrakpam, Jeevan Kumar, 2013, "Are there Asymmetric Effects of Monetary Policy in India?," MPRA Paper, University Library of Munich, Germany, number 53059, Dec.
• Liu, Lin & Hussain, Syed, 2013, "Understanding the Sims-Cogley-Nason Approach in A Finite Sample," MPRA Paper, University Library of Munich, Germany, number 53118, Jul.
• Liu, Chu-An, 2013, "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper, University Library of Munich, Germany, number 54201, Oct.
• Erdogdu, Erkan, 2013, "Motor fuel prices in Turkey," MPRA Paper, University Library of Munich, Germany, number 55521.
• Liu, Xiaochun, 2013, "Markov-Switching Quantile Autoregression," MPRA Paper, University Library of Munich, Germany, number 55800, Oct.
• Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher, 2013, "Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach," MPRA Paper, University Library of Munich, Germany, number 56621, Sep.
• Karapanagiotidis, Paul, 2013, "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56801, Aug.
• Keita, Moussa, 2013, "Standards of living and health status: the socioeconomic determinants of life expectancy gain in sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 57553, Jun.
• Vélez Tamayo, Julián Mauricio, 2013, "Medellín: Una ciudad hacia el sector servicios y los efectos en el empleo
  [Medellin: a city to service sector and the employment effects]," MPRA Paper, University Library of Munich, Germany, number 58742, Nov.
• Stephensen, Peter & Markeprand, Tobias, 2013, "SBAM: An algorithm for pair matching," MPRA Paper, University Library of Munich, Germany, number 59580, Oct.
• Byambasuren, Tsenguunjav, 2013, "A Long-Run Relationship between Real Exchange Rates and Real Commodity Prices: The Case of Mongolia," MPRA Paper, University Library of Munich, Germany, number 61551, Jan, revised 17 Mar 2013.
• Ghassan, Hassan B. & Banerjee, Prashanta K., 2013, "A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices," MPRA Paper, University Library of Munich, Germany, number 62168, Oct, revised May 2014.
• Aknouche, Abdelhakim, 2013, "Periodic autoregressive stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 69571, Jun, revised 2015.
• Shijaku, Gerti & Kalluci, Irini, 2013, "Determinants of bank credit to the private sector: The case of Albania," MPRA Paper, University Library of Munich, Germany, number 79092.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 80495.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013, "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
  [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Using SARIMA Models]," MPRA Paper, University Library of Munich, Germany, number 84385, Nov, revised 2013.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 96298.
• Tursoy, Turgut, 2013, "Structural Modelling for North Cyprus’ Economic Growth," MPRA Paper, University Library of Munich, Germany, number 98519, Sep.
• Ruthira Naraidoo & Leroi Raputsoane, 2013, "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201310, Feb.
• Annari de Waal & Renee van Eyden & Rangan Gupta, 2013, "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201346, Aug.
• Ruthira Naraidoo & Leroi Raputsoane, 2013, "Debt sustainability and financial crises in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201352, Sep.
• Jozef Barunik, 2013, "Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?," ACTA VSFS, University of Finance and Administration, volume 7, issue 1, pages 6-30.
• Petr Gurný & Martin Gurný, 2013, "Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 163-181, DOI: 10.18267/j.pep.446.
• Miroslav Svoboda & Petr Bocák, 2013, "Curiosity of Pay-Per-Bid Auctions: Evidence from Bonus.cz Auction Site," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 3, pages 418-432, DOI: 10.18267/j.pep.460.
• Ivana Malá, 2013, "Použití konečných směsí logaritmicko-normálních rozdělení pro modelování příjmů českých domácností
  [The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Household Income Distributions in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 3, pages 356-372, DOI: 10.18267/j.polek.902.
• Krzysztof Osiewalski & Jacek Osiewalski, 2013, "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 1, pages 65-83, March.
• João Valle e Azevedo, 2013, "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers, Banco de Portugal, Economics and Research Department, number w201301.
• Anna Anikina, 2013, "Discrete choice modeling and demand estimation for diapers (in Russian)," Quantile, Quantile, issue 11, pages 61-74, December.
• Hyeongwoo Kim, 2013, "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 2, pages 135-141, Julio – D.
• Lance A Fisher & Syeon-seung Huh & Adrian Pagan, 2013, "Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables," NCER Working Paper Series, National Centre for Econometric Research, number 97, Oct.
• David Powell, 2013, "A New Framework for Estimation of Quantile Treatment Effects Nonseparable Disturbance in the Presence of Covariates," Working Papers, RAND Corporation, number WR-824-1, Feb.
• Tim Robinson, 2013, "Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-06, Jun.
• Barrera, Carlos, 2013, "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-009, Jul.
• Ogonna Nneji, 2013, "Liquidity Shocks and Stock Bubbles," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-07, Jul, revised Jan 2014.
• Martin Kliem & Alexander Kriwoluzky, 2013, "Online Appendix to "Toward a Taylor Rule for Fiscal Policy"," Online Appendices, Review of Economic Dynamics, number 12-15.
• Pau Rabanal & Dominic Quint, 2013, "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," 2013 Meeting Papers, Society for Economic Dynamics, number 604.
• Meghan Skira, 2013, "Dynamic Wage and Employment Effects of Elder Parent Care," 2013 Meeting Papers, Society for Economic Dynamics, number 79.
• Stelios D. Bekiros, 2013, "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series, Rimini Centre for Economic Analysis, number 21_13, Apr.
• Alexandr Travkin, 2013, "Pair copula constructions in portfolio optimization ploblem," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 110-133.
• Christina Elberg & Simeon Hagspiel, 2013, "Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2013-11, Jun.
• Albulescu, Claudiu Tiberiu, 2013, "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 62-81, March.
• Stefanescu, Stefan, 2013, "Discovering the System Structure with Applications in Economic and Social Sciences," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 129-140, June.
• Pavelescu, Marius Florin, 2013, "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-158, June.
• Emilian Dobrescu, 2013, "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-31, December.
• Ken Hung & Hui Wen Cheng & Shih-shen Chen & Ying-Chen Huang, 2013, "Factors that Affect Credit Rating: An Application of Ordered Probit Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 94-108, December.
• Pavelescu, Florin Marius, 2013, "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132603, Sep.
• Ansgar Belke & Anne Oeking & Ralph Setzer, 2013, "Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries," ROME Working Papers, ROME Network, number 201313, Aug.
• Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Liviu BEGU & Georgeta BARDASU, 2013, "Non-parametrical Estimation of the Regression used in Economic Analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 38-43, March.
• Chiara Perricone, 2013, "Clustering Macroeconomic Variables," CEIS Research Paper, Tor Vergata University, CEIS, number 283, Jun, revised 11 Jun 2013.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
• Valentina Corradi & Norman Swanson, 2013, "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers, Rutgers University, Department of Economics, number 201309, Jul.
• Diep Duong & Norman Swanson, 2013, "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 201312, Jul.
• Kihwan Kim & Norman Swanson, 2013, "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers, Rutgers University, Department of Economics, number 201315, Jul.
• Kenta Tanaka & Shunsuke Managi, 2013, "Measuring Productivity Gains from Deregulation of the Japanese Urban Gas Industry," The Energy Journal, , volume 34, issue 4, pages 181-198, October, DOI: 10.5547/01956574.34.4.9.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 345, Oct.
• Stefan Leist, 2013, "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue IV, pages 493-531, December.
• Philip Arestis & Michail Karoglou & Kostas Mouratidis, 2013, "The Price Puzzle: Fact or Artefact?," Working Papers, The University of Sheffield, Department of Economics, number 2013008.
• Baseem Al-Athwari & Jorn Altmann & Almas Heshmati, 2013, "A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013102, Apr, revised Apr 2013.
• Netsanet Haile & Jorn Altmann, 2013, "Estimating the Value Obtained from Using a Software Service Platform," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013105, Aug, revised Aug 2013.
• DUo Qin & Yimeng Liu, 2013, "Modelling Scale Effect in Crosssection Data:The Case of Hedonic Price Regression," Working Papers, Department of Economics, SOAS University of London, UK, number 184, Sep.
• Ard Reijer, 2013, "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, volume 44, issue 2, pages 435-453, April, DOI: 10.1007/s00181-012-0560-x.
• Flory Dieck-Assad & Ernesto Peralta, 2013, "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, volume 44, issue 2, pages 563-590, April, DOI: 10.1007/s00181-012-0557-5.
• Rita Duarte & Carlos Marques, 2013, "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Empirical Economics, Springer, volume 44, issue 2, pages 613-638, April, DOI: 10.1007/s00181-012-0561-9.
• Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013, "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, volume 44, issue 2, pages 761-774, April, DOI: 10.1007/s00181-011-0528-2.
• Eilev Jansen, 2013, "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, volume 45, issue 2, pages 873-904, October, DOI: 10.1007/s00181-012-0640-y.
• Siok Tan & Leona Hakkaart-van Roijen & B. Ineveld & W. Redekop, 2013, "Explaining length of stay variation of episodes of care in the Netherlands," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 6, pages 919-927, December, DOI: 10.1007/s10198-012-0436-1.
• Panagiotis Mitropoulos & Ioannis Mitropoulos & Aris Sissouras, 2013, "Managing for efficiency in health care: the case of Greek public hospitals," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 6, pages 929-938, December, DOI: 10.1007/s10198-012-0437-0.
• Tomislav Kovandzic & Mark E. Schaffer & Gary Kleck, 2013, "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," Journal of Quantitative Criminology, Springer, volume 29, issue 4, pages 477-541, December, DOI: 10.1007/s10940-012-9185-7.
• Jean Dubé & Diègo Legros, 2013, "Dealing with spatial data pooled over time in statistical models," Letters in Spatial and Resource Sciences, Springer, volume 6, issue 1, pages 1-18, March, DOI: 10.1007/s12076-012-0082-3.
• Bart Neuts & João Romão & Peter Nijkamp & Eveline Leeuwen, 2013, "Digital destinations in the tourist sector: a path model for the impact of e-services on tourist expenditures in Amsterdam," Letters in Spatial and Resource Sciences, Springer, volume 6, issue 2, pages 71-80, July, DOI: 10.1007/s12076-012-0087-y.
• Gail Pacheco & Stephanie Rossouw & Joshua Lewer, 2013, "Do Non-Economic Quality of Life Factors Drive Immigration?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 110, issue 1, pages 1-15, January, DOI: 10.1007/s11205-011-9924-4.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers, Statistics Norway, Research Department, number 731, Jan.
• Hanne Marit Dalen & Bodil M. Larsen, 2013, "Residential end-use electricity demand. Development over time," Discussion Papers, Statistics Norway, Research Department, number 736, Apr.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013, "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-05, May.
• Olutomi I Adeyemi & Lester C Hunt, 2013, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 142, Sep.
• Nico Katzke, 2013, "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers, Stellenbosch University, Department of Economics, number 17/2013.
• William A. Barnett & Isaac Kalonda Kanyama, 2013, "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," Applied Economics, Taylor & Francis Journals, volume 45, issue 29, pages 4169-4183, October, DOI: 10.1080/00036846.2013.768014.
• Alexander Chudik & M. Hashem Pesaran, 2013, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 5-6, pages 592-649, August, DOI: 10.1080/07474938.2012.740374.
• Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013, "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 94-106, January, DOI: 10.1080/07350015.2012.741549.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013, "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 11, pages 1697-1706, November, DOI: 10.1080/14697688.2013.797594.
• Dungey, Mardi & Osborne, Denise, 2013, "International Transmissions to Australia: The Roles of the US and Euro Area," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17208, Oct, revised 16 Oct 2013.
• He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E., 2013, "On the Impact of the Global Financial Crisis on the Euro Area," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17209, Oct, revised 16 Oct 2013.
• Dungey, Mardi & Gajurel, Dinesh, 2013, "Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17213, Oct, revised 16 Oct 2013.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-003/III, Jan.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-025/III, Jan.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013, "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-060/III, Apr, revised 06 Mar 2014.
• Francisco Blasques, 2013, "Solution-Driven Specification of DSGE Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-062/III, Apr.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2013, "Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-073/III, May.
• Norbert Christopeit & Michael Massmann, 2013, "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-111/III, Aug.
• Bart Neuts & Joao Romao & Peter Nijkamp & Eveline van Leeuwen, 2013, "Digital Destinations in the Tourist Sector: A Path Model for the Impact of e-Services on Tourist Expenditures in Amsterdam," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-138/VIII, Sep.
• Norbert Christopeit & Michael Massmann, 2013, "A Note on an Estimation Problem in Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-151/III, Sep.
• Victor Aguirregabiria & Junichi Suzuki, 2013, "Identification and Counterfactuals in Dynamic Models of Market Entry and Exit," Working Papers, University of Toronto, Department of Economics, number tecipa-475, Feb.
• Victor Aguirregabiria & Arvind Magesan, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Working Papers, University of Toronto, Department of Economics, number tecipa-489, Jun.
• Sébastien BOURDIN, 2013, "Une Mesure Spatiale Locale De La Sigma-Convergence Pour Evaluer Les Disparites Regionales Dans L’Union Europeenne," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 37, pages 179-196.
• C.-Y. Cynthia Lin, 2013, "Strategic Decision-Making with Information and Extraction Externalities: A Structural Model of the MultiStage Investment Timing Game in Offshore Petroleum Production," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1601-1621, December.