Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2013

• 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.
• Isaac Kalonda-Kanyama & William A. Barnett, 2013, "Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?," ERSA Working Paper Series, Economic Research Southern Africa, number 335, Mar.
• 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 4, 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.
• Dubois, Pierre & Griffith, Rachel & Nevo, Aviv, 2013, "Do Prices and Attributes Explain International Differences in Food Purchases?," TSE Working Papers, Toulouse School of Economics (TSE), number 13-370, Jan, revised May 2013.
• Valerio Filoso, 2013, "Regression anatomy, revealed," Stata Journal, StataCorp LLC, volume 13, issue 1, pages 92-106, March.
• Bryn Battersby & Michael Kouparitsas & Josiah Munro, 2013, "Uncovering the sources of sectoral employment fluctuations," Treasury Working Papers, The Treasury, Australian Government, number 2013-03, Sep, revised Sep 2013.
• Marie-Estelle Binet & Fabrizio Carlevaro & Michel Paul, 2013, "La demande d'eau potable à La Réunion : Estimation à partir de données d'enquête," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201334, Sep.
• Boris Kaiser, 2013, "Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1308, Oct.
• Boris Kaiser, 2013, "Detailed Decompositions in Generalized Linear Models," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1309, Oct.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-02.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-07.
• Natalia Melgar, 2013, "Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes towards Immigrants and Free-Trade," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1013, Aug.
• Arnold Polanski & Evarist Stoja, 2013, "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 040, Mar.
• Hans-Martin Krolzig & Reinhold Heinlein, 2013, "Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing," Studies in Economics, School of Economics, University of Kent, number 1323, Dec.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013, "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1320, Nov.
• Majid M. Al-Sadoon, 2013, "Geometric and long run aspects of Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1356, Jan.
• Gabriel Picone & Arseniy Yashkin & Thomas Mroz & Frank Sloan, 2013, "Screening for a Chronic Disease: A Multiple Stage Duration Model with Partial Observability," Working Papers, University of South Florida, Department of Economics, number 0213, Jan.
• James P. Gander, 2013, "A Dynamic Managerial Theory of Corruption and Productivity Among Firms in Developing Countries," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2013_10.
• Timo Henckel & Gordon Menzies & Daniel J. Zizzo, 2013, "The Great Recession and the Two Dimensions of European Central Bank Credibility," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 13, Aug.
• Cristian Bartolucci, 2013, "Gender Wage Gaps Reconsidered: A Structural Approach Using Matched Employer-Employee Data," Journal of Human Resources, University of Wisconsin Press, volume 48, issue 4, pages 998-1034.
• Siro Lombardini, 2013, "Purposes and limitations of econometric analysis according to recent approaches," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 121, issue 3-4, pages 331-352.
• Antoniou Antonis & Katrakilidis Constantinos & Tsaliki Persefoni, 2013, "Wagner’s Law versus Keynesian Hypothesis: Evidence from pre-WWII Greece," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 457-472.
• Sebastien BOURDIN, 2013, "Local Convergences And Divergences In The European Union: An Analysis Of The Process Of Integration," ERSA conference papers, European Regional Science Association, number ersa13p34, Nov.
• Libero Monteforte & Gianluca Moretti, 2013, "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 51-61, January.
• Claudio Albanese & Damiano Brigo & Frank Oertel, 2013, "Restructuring Counterparty Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-29, DOI: 10.1142/S0219024913500106.
• M. Yusof Saari & Jiansuo Pei, 2013, "Skill-Biased Export Growth: Accounting For The Changes In Labor Contents Across Ethnic Groups In Malaysia (1991–2000)," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 02, pages 1-25, DOI: 10.1142/S0217590813500100.
• Christian Dreger & Yanqun Zhang, 2013, "Does the economic integration of China affect growth and inflation in industrial countries?," FIW Working Paper series, FIW, number 116, Apr.
• Petru-Ovidiu MURA, 2013, "Democracy, Economic Freedom and Taxation in the European Union," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 6, issue 19, pages 5-23.
• Michal Zator, 2013, "Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/06, Aug.
• Yafeng Wang & Brett Graham, 2013, "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan, 2013, "Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-61, Dec.
• Tajudeen Egbetunde Ismail O. Fasanya, 2013, "Public Expenditure and Economic Growth in Nigeria: Evidence from Auto-Regressive Distributed Lag Specification," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 1, pages 79-92, May.
• Blagov, Boris & Funke, Michael, 2013, "The regime-dependent evolution of credibility: A fresh look at Hong Kong s linked exchange rate system," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 24/2013.
• Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri, 2013, "How have inflation dynamics changed over time? Evidence from the euro area and USA," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2013.
• Albanese, Claudio & Brigo, Damiano & Oertel, Frank, 2013, "Restructuring counterparty credit risk," Discussion Papers, Deutsche Bundesbank, number 14/2013.
• Eder, Armin & Keiler, Sebastian & Pichl, Hannes, 2013, "Interest rate risk and the Swiss solvency test," Discussion Papers, Deutsche Bundesbank, number 41/2013.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013, "Financial network systemic risk contributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/20.
• Coublucq, Daniel, 2013, "Demand estimation with selection bias: A dynamic game approach with an application to the US railroad industry," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 94.
• Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73689, Mar.
• Ivrendi, Mehmet & Yildirim, Zekeriya, 2013, "Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-61.
• Giesen, Sebastian & Scheufele, Rolf, 2013, "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 8/2013.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2013, "Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 449, DOI: 10.4419/86788506.
• Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "CDO surfaces dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-032.
• Göcke, Matthias, 2013, "Play-Hysteresis in Supply as Part of a Market Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79695.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79850.
• Michelle Sovinsky & Steven Stern, 2013, "Dynamic modelling of long-term care decisions," ECON - Working Papers, Department of Economics - University of Zurich, number 113, Feb.
• Almut E. D. Veraart & Luitgard A. M. Veraart, 2013, "Risk premia in energy markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-02, Jan.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-18, Jun.
• Asger Lunde & Anne Floor Brix, 2013, "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-23, Feb.
• Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
• Nima Nonejad, 2013, "Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-25, 08.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-32, Sep.
• Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013, "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-52, Jan.
• Christian Lambert Nguena, 2013, "Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 13_009, Aug, revised Nov 2013.
• Christian Lambert Nguena, 2013, "Heterogeneity of Saving-Investment Causality in WAEMU Zone and Fiscal Coordination Implication," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 9, Aug, revised Nov 2013.
• Hyeongwoo Kim, 2013, "Are Global Food Prices Becoming More Volatile and More Persistent?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-22, Nov.
• Whitney K. Newey, 2013, "Nonparametric Instrumental Variables Estimation," American Economic Review, American Economic Association, volume 103, issue 3, pages 550-556, May, DOI: 10.1257/aer.103.3.550.
• Nicholas Stern, 2013, "The Structure of Economic Modeling of the Potential Impacts of Climate Change: Grafting Gross Underestimation of Risk onto Already Narrow Science Models," Journal of Economic Literature, American Economic Association, volume 51, issue 3, pages 838-859, September.
• Robert S. Pindyck, 2013, "Climate Change Policy: What Do the Models Tell Us?," Journal of Economic Literature, American Economic Association, volume 51, issue 3, pages 860-872, September.
• Martin L. Weitzman, 2013, "Tail-Hedge Discounting and the Social Cost of Carbon," Journal of Economic Literature, American Economic Association, volume 51, issue 3, pages 873-882, September.
• Alexandru Constăngioară, 2013, "Performance Metrics in Supply Chain Management. Evidence from Romanian Economy," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 33, pages 170-179, February.
• Ion Smeureanu & Gheorghe Ruxanda, 2013, "Considerations on the stochastic approach in economics," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 34, pages 401-416, June.
• Cagdas Hakan ALADAG & Miruna MAZURENCU MARINESCU, 2013, "Tl/Euro And Leu/Euro Exchange Rates Forecasting With Artificial Neural Network," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 2, pages 1-6, DECEMBER.
• Mostefa BELMOKADDEM & Sidi Mohamed Boumediene KHETIB & Mohamed Seghir GUELLIL, 2013, "A Macro –Econometric Study Of Oil Energy:Opaep Panel’S Data Analysis," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 31-50, JULY.
• Oloukoï, Laurent & Amoussouga Gero, Fulbert & Acclassato, Dénis & Chabossou, F. Augustin, 2013, "Financement De L’Agriculture A Hauteur De 10% Du Budget National Selon Les Accords De Maputo : Quel Impact Sur Le Niveau De Pauvrete Des Menages En Milieu Rural Au Benin?," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia, African Association of Agricultural Economists (AAAE), number 161620, DOI: 10.22004/ag.econ.161620.
• Chavas, Jean-Paul, 2013, "On Demand Analysis and Dynamics: A Benefit Function Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149683, DOI: 10.22004/ag.econ.149683.
• Czajkowski, Mikołaj & Hanley, Nick & LaRiviere, Jacob, 2013, "The effects of experience on preference uncertainty: theory and empirics for environmental goods," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia, Australian Agricultural and Resource Economics Society, number 152155, Feb, DOI: 10.22004/ag.econ.152155.
• Paltasingh, Kirtti Ranjan & Goyari, Phanindra, 2013, "Analyzing Growth and Instability in Subsistence Agriculture of Odisha: Evidence from Major Crops," Agricultural Economics Research Review, Agricultural Economics Research Association (India), volume 26, issue Conferenc, DOI: 10.22004/ag.econ.158492.
• Assoc. Prof. Luminita Serbanescu Ph.D & Lect. Consuela Necsulescu Ph.D., 2013, "Optimization Of The Managerial Decisions With The Help Of The Business Intelligence Applications And Of The Econometric Models," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 182-189, NOVEMBER.
• Ivan Kotliarov, 2013, "The real price of intellectual property: evaluation of franchisees’ benefits," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 63, issue 1, pages 43-60, March.
• Miklós Virag & Tamás Nyitrai, 2013, "Application of support vector machines on the basis of the first Hungarian bankruptcy model," Society and Economy, Akadémiai Kiadó, Hungary, volume 35, issue 2, pages 227-248, August.
• Zizi Goschin, 2013, "The Remittances As A Potential Economic Growth Resource For Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 15, pages 1-29.
• Altaf Hussain & Musrat Rafique & Ambar Khalil & Maryam Nawaz, 2013, "Macroeconomic Determinants Of Stock Price Variations: An Economic Analysis Of Kse-100 Index," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 1, issue 1, pages 28-46, June.
• Rosa L. Matzkin, 2013, "Nonparametric Identification in Structural Economic Models," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 457-486, May.
• Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
• Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers, arXiv.org, number 1307.6322, Jul, revised May 2014.