Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2013

• Chan, Joshua C.C., 2013, "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 162-172, DOI: 10.1016/j.jeconom.2013.05.003.
• Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013, "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2013.04.015.
• Favero, Carlo A., 2013, "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 343-356, DOI: 10.1016/j.jeconom.2013.04.004.
• Albrecher, Hansjoerg & Guillaume, Florence & Schoutens, Wim, 2013, "Implied liquidity: Model sensitivity," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 48-67, DOI: 10.1016/j.jempfin.2013.05.003.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
• Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013, "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 22-34, DOI: 10.1016/j.eneco.2011.12.006.
• Arora, Vipin & Tanner, Matthew, 2013, "Do oil prices respond to real interest rates?," Energy Economics, Elsevier, volume 36, issue C, pages 546-555, DOI: 10.1016/j.eneco.2012.11.001.
• Eichler, M. & Türk, D., 2013, "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, volume 36, issue C, pages 614-624, DOI: 10.1016/j.eneco.2012.11.013.
• Ouedraogo, Nadia S., 2013, "Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS)," Energy Economics, Elsevier, volume 36, issue C, pages 637-647, DOI: 10.1016/j.eneco.2012.11.011.
• Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, volume 38, issue C, pages 96-110, DOI: 10.1016/j.eneco.2013.03.013.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, volume 39, issue C, pages 13-27, DOI: 10.1016/j.eneco.2013.04.004.
• Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013, "A time-varying copula approach to oil and stock market dependence: The case of transition economies," Energy Economics, Elsevier, volume 39, issue C, pages 208-221, DOI: 10.1016/j.eneco.2013.04.012.
• Valadkhani, Abbas, 2013, "Do petrol prices rise faster than they fall when the market shows significant disequilibria?," Energy Economics, Elsevier, volume 39, issue C, pages 66-80, DOI: 10.1016/j.eneco.2013.04.009.
• Mirantes, Andrés García & Población, Javier & Serna, Gregorio, 2013, "The stochastic seasonal behavior of energy commodity convenience yields," Energy Economics, Elsevier, volume 40, issue C, pages 155-166, DOI: 10.1016/j.eneco.2013.06.011.
• El-Shazly, Alaa, 2013, "Electricity demand analysis and forecasting: A panel cointegration approach," Energy Economics, Elsevier, volume 40, issue C, pages 251-258, DOI: 10.1016/j.eneco.2013.07.003.
• Kim, Jihyo & Heo, Eunnyeong, 2013, "Asymmetric substitutability between energy and capital: Evidence from the manufacturing sectors in 10 OECD countries," Energy Economics, Elsevier, volume 40, issue C, pages 81-89, DOI: 10.1016/j.eneco.2013.06.014.
• Tong, Bin & Wu, Chongfeng & Zhou, Chunyang, 2013, "Modeling the co-movements between crude oil and refined petroleum markets," Energy Economics, Elsevier, volume 40, issue C, pages 882-897, DOI: 10.1016/j.eneco.2013.10.008.
• Tashpulatov, Sherzod N., 2013, "Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market," Energy Policy, Elsevier, volume 60, issue C, pages 81-90, DOI: 10.1016/j.enpol.2013.04.045.
• Dagher, Leila & El Hariri, Sadika, 2013, "The impact of global oil price shocks on the Lebanese stock market," Energy, Elsevier, volume 63, issue C, pages 366-374, DOI: 10.1016/j.energy.2013.10.012.
• Jobst, Andreas A., 2013, "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 112-129, DOI: 10.1016/j.irfa.2013.01.005.
• Carmichael, Benoıˆt & Coën, Alain, 2013, "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, volume 10, issue 2, pages 50-57, DOI: 10.1016/j.frl.2013.01.001.
• Martin, Christopher & Milas, Costas, 2013, "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 654-661, DOI: 10.1016/j.jfs.2012.08.002.
• Jorgenson, Dale W. & Jin, Hui & Slesnick, Daniel T. & Wilcoxen, Peter J., 2013, "An Econometric Approach to General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00017-1.
• Schmidt, Sebastian & Wieland, Volker, 2013, "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00022-5.
• Jorgenson, Dale W. & Goettle, Richard J. & Ho, Mun S. & Wilcoxen, Peter J., 2013, "Energy, the Environment and US Economic Growth," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00008-0.
• Ortega, Francisco J. & Gavilan, Jose M., 2013, "The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals," Journal of Informetrics, Elsevier, volume 7, issue 4, pages 959-965, DOI: 10.1016/j.joi.2013.09.004.
• Blackburn, Craig & Sherris, Michael, 2013, "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 64-73, DOI: 10.1016/j.insmatheco.2013.04.007.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
• Calmès, Christian & Théoret, Raymond, 2013, "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 13-34, DOI: 10.1016/j.intfin.2013.07.004.
• Koopman, Siem Jan & van der Wel, Michel, 2013, "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 676-694, DOI: 10.1016/j.ijforecast.2012.12.004.
• Barth, Mary E. & Israeli, Doron, 2013, "Disentangling mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 178-188, DOI: 10.1016/j.jacceco.2013.11.002.
• Kellner, Ralf & Gatzert, Nadine, 2013, "Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4353-4367, DOI: 10.1016/j.jbankfin.2013.07.043.
• Grydaki, Maria & Bezemer, Dirk, 2013, "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4615-4626, DOI: 10.1016/j.jbankfin.2013.01.039.
• Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013, "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5236-5247, DOI: 10.1016/j.jbankfin.2013.04.021.
• Golbeck, Steven & Linetsky, Vadim, 2013, "Asset financing with credit risk," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 43-59, DOI: 10.1016/j.jbankfin.2012.08.010.
• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013, "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 389-402, DOI: 10.1016/j.jbankfin.2012.09.003.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013, "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1706-1719, DOI: 10.1016/j.jbankfin.2013.01.001.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Asako, Kazumi & Liu, Zhentao, 2013, "A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2639-2651, DOI: 10.1016/j.jbankfin.2013.02.015.
• Kuo, Wei-Yu & Lin, Tse-Chun, 2013, "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3548-3561, DOI: 10.1016/j.jbankfin.2013.04.036.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Bekiros, Stelios & Marcellino, Massimiliano, 2013, "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2012.11.016.
• Connor, Gregory & Suurlaht, Anita, 2013, "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 353-370, DOI: 10.1016/j.jimonfin.2013.06.008.
• Hartmann, Matthias & Roestel, Jan, 2013, "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 98-112, DOI: 10.1016/j.jimonfin.2013.05.011.
• Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2012.10.005.
• Meitz, Mika & Saikkonen, Pentti, 2013, "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, volume 114, issue C, pages 227-255, DOI: 10.1016/j.jmva.2012.07.015.
• Sattinger, Michael & Hartog, Joop, 2013, "Nash bargaining and the wage consequences of educational mismatches," Labour Economics, Elsevier, volume 23, issue C, pages 50-56, DOI: 10.1016/j.labeco.2013.03.002.
• Saha, Shrabani & Zhang, Zhaoyong, 2013, "Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 128-138, DOI: 10.1016/j.matcom.2012.11.002.
• Serwa, Dobromił, 2013, "Identifying multiple regimes in the model of credit to households," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 198-208, DOI: 10.1016/j.iref.2012.10.011.
• Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2013, "Estimating the spot rate curve using the Nelson–Siegel model," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 482-496, DOI: 10.1016/j.iref.2013.01.005.
• Macchiarelli, Corrado, 2013, "Similar GDP-inflation cycles. An application to CEE countries and the euro area," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 124-144, DOI: 10.1016/j.ribaf.2012.08.008.

2012

• Matt P. Dziubinski, 2012, "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-03, Jan.
• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Christian Bach & Matt P. Dziubinski, 2012, "Commodity derivatives pricing with inventory effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-06, Feb.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Peter Exterkate, 2012, "Model Selection in Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-10, Feb.
• Rasmus Søndergaard Pedersen & Anders Rahbek, 2012, "Multivariate Variance Targeting in the BEKK-GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-53, Nov.
• Hyeongwoo Kim, 2012, "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-04, Jul.
• Joshua C C Chan, 2012, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-591, Oct.
• Jeffrey Clemens & Stephen Miran, 2012, "Fiscal Policy Multipliers on Subnational Government Spending," American Economic Journal: Economic Policy, American Economic Association, volume 4, issue 2, pages 46-68, May.
• Matevž Rasković & Barbara Mörec, 2012, "Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 32, pages 522-536, June.
• Taha, Fawzi A. & Hahn, William F., 2012, "Modeling South Africa’s Meat Import Demand System," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124582, DOI: 10.22004/ag.econ.124582.
• Li, Xun & Lopez, Rigoberto A., 2012, "Spillover Effects of TV Advertising: The Case of Carbonated Soft Drinks," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124724, Aug, DOI: 10.22004/ag.econ.124724.
• Paltasingh, Kirtti Ranjan & Goyari, Phanindra & Mishra, R.K., 2012, "Measuring Weather Impact on Crop Yield Using Aridity Index: Evidence from Odisha," Agricultural Economics Research Review, Agricultural Economics Research Association (India), volume 25, issue 2, DOI: 10.22004/ag.econ.137373.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Land Use Change," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126379, DOI: 10.22004/ag.econ.126379.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Global Land Use Change," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332207.
• Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012, "A Smooth Transition Long-Memory Model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1240, Dec, revised Dec 2012.
• Tamás Kristóf & Miklós Virág, 2012, "Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 2, pages 205-228, June.
• Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012, "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 255-296, October.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012, "The Reactive Volatility Model," Papers, arXiv.org, number 1209.5190, Sep, revised Apr 2013.
• Daniel Alai & Michael Sherris, 2012, "Rethinking Age-Period-Cohort Mortality Trend Models," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201212, May.
• Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Institute for Fiscal Studies, number 21/12, Aug, DOI: 10.1920/wp.cem.2012.2112.
• Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 34/12, Oct, DOI: 10.1920/wp.cem.2012.3412.
• Georg Struch, 2012, "Entwicklung des integrierten Mikrosimulationsmodells EITDsim," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 122, Aug.
• Richard Kasa, 2012, "Measuring Innovation Potential at SME Level with a Neurofuzzy Hybrid Model," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Lorenzo Ricci & David Veredas, 2012, "TailCoR," Working Papers, Banco de España, number 1227, Jul.
• Matteo Luciani & David Veredas, 2012, "A model for vast panels of volatilities," Working Papers, Banco de España, number 1230, Sep.
• Christoffer Kok S�rensen & David Marqu�s Ib��ez & Carlotta Rossi, 2012, "Modelling loans to non-financial corporations in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 857, Feb.
• Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2012, "Euro area and global oil shocks: an empirical model-based analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 873, Jul.
• Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2012, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia, Banco de la Republica de Colombia, number 729, Aug, DOI: 10.32468/be.729.
• Edgberto Alexander Riveros, 2012, "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 69, pages 150-194, December, DOI: 10.32468/Espe.6904.
• Igor Pelipas, 2012, "Multiple Structural Breaks and Inflation Persistance in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 21, Dec.
• Francisco José Areal & Kelvin Balcombe & Richard Tiffin, 2012, "Integrating spatial dependence into Stochastic Frontier Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 56, issue 4, pages 521-541, October, DOI: j.1467-8489.2012.00597.x.
• Hiroki Masuda & Takayuki Morimoto, 2012, "Optimal Weight For Realized Variance Based On Intermittent High-Frequency Data," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 4, pages 497-527, December, DOI: 10.1111/jere.2012.63.issue-4.
• Alfred A. Haug & Christie Smith, 2012, "Local Linear Impulse Responses for a Small Open Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 3, pages 470-492, June, DOI: j.1468-0084.2011.00643.x.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Francesco Furlanetto & Nicolas Groshenny, 2012, "Matching efficiency and business cycle fluctuations," Working Paper, Norges Bank, number 2012/07, Apr.
• Meghan Skira, 2012, "Dynamic Wage and Employment Effects of Elder Parent Care," Boston College Working Papers in Economics, Boston College Department of Economics, number 792, Mar, revised 16 Aug 2013.
• Arthur Lewbel & Xun Tang, 2012, "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics, Boston College Department of Economics, number 808, Aug, revised 05 Mar 2013.
• Cheonggu Cho, 2012, "Asymmetry and Non-Linearity in the Exchange Rate Pass-Through to Korean Export Prices (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 85-132, December.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp831, Jun.
• Orea, L. & Steinbuks, J., 2012, "Estimating market power in homogenous product markets using a composed error model: application to the California electricity market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1220, Apr.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/04, Mar.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/09, May.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Broseta, Bruno & Costa-Gomes, Miguel & Crawford, Vincent P., 2000, "Cognition and Behavior in Normal-Form Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0fp8278k, Jul.
• Muendler, Marc-Andreas, 2004, "Estimating Production Functions When Productivity Change Is Endogenous," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0w02f5tw, Feb.
• Costa-Gomes, Miguel & Crawford, Vincent P. & Broseta, Bruno, 1998, "Cognition and Behavior in Normal-Form Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1vn4h7x5, Sep.
• Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
• Torben Kuhlenkasper & Max Friedrich Steinhardt, 2012, "Who Leaves and When? - Selective Outmigration of Immigrants from Germany," Discussion Papers, Central European Labour Studies Institute (CELSI), number 3, Sep.
• John K. Dagsvik & Zhiyang Jia & Tom Kornstad & Thor Olav Thoresen, 2012, "Theoretical and Practical Arguments for Modeling Labor Supply as a Choice among Latent Jobs," CESifo Working Paper Series, CESifo, number 3708.
• Thomas Triebs & David S. Saal & Pablo Arocena & Subal C. Kumbhakar, 2012, "Estimating Economies of Scale and Scope with Flexible Technology," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 142.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-217, May.
• Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
• Yacine Ait-Sahalia & Mustafa Karaman & Loriano Mancini, 2018, "The Term Structure of Variance Swaps and Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-37, May.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Felicitas Nowak-Lehmann & Axel Dreher & Dierk Herzer & Stephan Klasen & Inmaculada Martínez-Zarzoso, 2012, "Does foreign aid really raise per capita income? A time series perspective," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 1, pages 288-313, February, DOI: 10.1111/j.1540-5982.2011.01696.x.
• Michael B. Devereux & Viktoria Hnatkovska, 2012, "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 509-534, May, DOI: 10.1111/j.1540-5982.2012.01707.x.
• E. Otranto, 2012, "Spillover Effects in the Volatility of Financial Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201217.
• Rub�n Albeiro Loaiza Maya & Luis Fernando Melo Velandia, 2012, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia, Banco de la Republica, number 9902, Aug.
• Egberto Alexander Riveros Saavedra, 2012, "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 69, pages 150-194, DOI: 10.32468/Espe.6904.
• Álvaro Hurtado Rendón & Luis Alfredo Molina, 2012, "Inestabilidad institucional, evidencia para Colombia: la violencia y el crecimiento económico en el periodo 1950-2010," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10572, Oct.
• Jesús Botero García & John J. Garc�a & Luis Guillermo V�lez, 2012, "Mecanismos utilizados para monitorear el poder de mercado en mercados eléctricos: reflexiones para Colombia," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10573, Aug.
• Jhon James Mora & Juan Muro, 2012, "Persistence of informality in a developing country," Borradores de Economía y Finanzas, Universidad Icesi, number 9593, Feb.
• Ana Maria Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2012, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Lucía Fernanda Avendano Gelves, 2012, "Segregación laboral y discriminación salarial de género en Colombia: El caso de las trece áreas metropolitanas, 2001, 2005 y 2009," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• José J. Amar Amar & María Martínez González, 2012, "Los fundamentos económicos en la comprensión del mundo social en la infancia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• Edwin Tapia & Silvio F. Ramos, 2012, "Impulsos de demanda y oferta agregada y las fluctuaciones económicas en Santiago de Cali de 1996 a 2008," Revista Tendencias, Universidad de Narino, volume 13, issue 1, pages 135-156.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012, "Money, credit, monetary policy and the business cycle in the euro area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8944, Apr.
• Uribe, Martín & Schmitt-Grohé, Stephanie, 2012, "What's News in Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8984, May.
• Clougherty, Joseph A. & Grajek, Michal, 2012, "International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9047, Jul.
• Andrea Beccarini, 2012, "Verifying Time Inconsistency of the ECB Monetary Policy bya Regime-Switching Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2212, Jan.
• Magdalena Pisa & Dennis Bams & Christian Wolff, 2012, "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-19.
• Escribano, Álvaro & Guasch, J. Luis, 2012, "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1201, Jan.
• Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2012, "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws121007, May.
• Mihaela BRATU SIMIONESCU, 2012, "The Comparison of GDP Strategies Forecasting in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 39-46.
• Torben Kuhlenkasper & Max Friedrich Steinhardt, 2012, "Who Leaves and When?: Selective Outmigration of Immigrants from Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 490.
• Christian Dreger & Yanqun Zhang, 2012, "China: Trotz hoher gesamtwirtschaftlicher Dynamik noch keine Lokomotive der Weltwirtschaft," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 79, issue 33, pages 3-7.
• Ansgar Belke & Matthias Göcke & Martin Günther, 2012, "Exchange Rate Bands of Inaction and Play-Hysteresis in German Exports: Sectoral Evidence for Some OECD Destinations," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1203.
• Peter Stephensen, 2012, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201201, Feb.
• A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012, "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers, Duke University, Department of Economics, number 12-01.
• John J. HEIM, 2012, "The Different Crowd Out Effects Of Tax Cut And Spending Deficits," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2012, "Money, Credit, Monetary Policy and the Business Cycle in the Euro Area," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-008, Mar.
• Viktor Todorov & George Tauchen, 2012, "The Realized Laplace Transform of Volatility," Econometrica, Econometric Society, volume 80, issue 3, pages 1105-1127, May, DOI: ECTA9133.
• Stephanie Schmitt‐Grohé & Martín Uribe, 2012, "What's News in Business Cycles," Econometrica, Econometric Society, volume 80, issue 6, pages 2733-2764, November, DOI: ECTA8050.
• Ismail O. FASANYA & Adegbemi B.O ONAKOYA, 2012, "Does Foreign Aid Accelerate Economic Growth? An Empirical Analysis for Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 423-431.
• Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012, "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 1-9.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• You, Kefei & Sarantis, Nicholas, 2012, "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, volume 23, issue 4, pages 1146-1163, DOI: 10.1016/j.chieco.2012.08.002.
• Ching, Steve & Hsiao, Cheng & Wan, Shui Ki, 2012, "Impact of CEPA on the labor market of Hong Kong," China Economic Review, Elsevier, volume 23, issue 4, pages 975-981, DOI: 10.1016/j.chieco.2012.04.017.
• Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012, "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3241-3259, DOI: 10.1016/j.csda.2011.04.017.
• Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012, "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3517-3532, DOI: 10.1016/j.csda.2010.08.015.
• Lombardi, Marco J. & Nicoletti, Giulio, 2012, "Bayesian prior elicitation in DSGE models: Macro- vs micropriors," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 294-313, DOI: 10.1016/j.jedc.2011.09.010.
• A. Paothong & G.S. Ladde, 2012, "Generalized Network Externality Function," Economic Analysis and Policy, Elsevier, volume 42, issue 3, pages 363-387, December.
• Huang, Yu-Lieh, 2012, "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, volume 29, issue 2, pages 283-290, DOI: 10.1016/j.econmod.2011.10.008.
• Buck, Andrew J. & Lady, George M., 2012, "Structural sign patterns and reduced form restrictions," Economic Modelling, Elsevier, volume 29, issue 2, pages 462-470, DOI: 10.1016/j.econmod.2011.12.003.
• Prodromídis, Pródromos-Ioánnis K., 2012, "Modeling male and female employment policy in Greece from local data," Economic Modelling, Elsevier, volume 29, issue 3, pages 823-839, DOI: 10.1016/j.econmod.2011.09.004.
• Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012, "Real-time forecasts of economic activity for Latin American economies," Economic Modelling, Elsevier, volume 29, issue 4, pages 1090-1098, DOI: 10.1016/j.econmod.2012.03.020.
• Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012, "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1161-1169, DOI: 10.1016/j.econmod.2012.04.009.
• Mate-Sanchez, Mariluz & López Hernández, Fernando A. & Lacambra, Jesus Mur, 2012, "Analyzing long-term average adjustment of financial ratios with spatial interactions," Economic Modelling, Elsevier, volume 29, issue 4, pages 1370-1376, DOI: 10.1016/j.econmod.2012.03.001.
• Geldi, Hatice Kerra, 2012, "Trade effects of regional integration: A panel cointegration analysis," Economic Modelling, Elsevier, volume 29, issue 5, pages 1566-1570, DOI: 10.1016/j.econmod.2012.05.017.
• Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012, "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Economic Modelling, Elsevier, volume 29, issue 6, pages 2504-2513, DOI: 10.1016/j.econmod.2012.08.004.
• Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo, 2012, "The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations," Economic Modelling, Elsevier, volume 29, issue 6, pages 2597-2614, DOI: 10.1016/j.econmod.2012.07.010.
• Chilarescu, Constantin & Viasu, Ioana, 2012, "Dimensions and logarithmic function in economics: A comment," Ecological Economics, Elsevier, volume 75, issue C, pages 10-11, DOI: 10.1016/j.ecolecon.2012.01.017.
• Areal, Francisco J. & Tiffin, Richard & Balcombe, Kelvin G., 2012, "Provision of environmental output within a multi-output distance function approach," Ecological Economics, Elsevier, volume 78, issue C, pages 47-54, DOI: 10.1016/j.ecolecon.2012.03.011.
• Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis, 2012, "Land use change impacts of biofuels: Near-VAR evidence from the US," Ecological Economics, Elsevier, volume 84, issue C, pages 98-109, DOI: 10.1016/j.ecolecon.2012.09.007.
• Chang, Dongfeng & Serletis, Apostolos, 2012, "Imposing local curvature in the QUAIDS," Economics Letters, Elsevier, volume 115, issue 1, pages 41-43, DOI: 10.1016/j.econlet.2011.11.033.
• Henningsen, Arne & Henningsen, Géraldine, 2012, "On estimation of the CES production function—Revisited," Economics Letters, Elsevier, volume 115, issue 1, pages 67-69, DOI: 10.1016/j.econlet.2011.12.007.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012, "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, volume 115, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2011.12.047.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Papadopoulos, Georgios & Santos Silva, J.M.C., 2012, "Identification issues in some double-index models for non-negative data," Economics Letters, Elsevier, volume 117, issue 1, pages 365-367, DOI: 10.1016/j.econlet.2012.06.001.
• Brown, Mark G. & Lee, Jonq-Ying, 2012, "The AIDS: A chain price index approach," Economics Letters, Elsevier, volume 117, issue 2, pages 477-479, DOI: 10.1016/j.econlet.2012.06.015.
• Chau, Tak Wai, 2012, "Intergenerational income mobility revisited: Estimation with an income dynamic model with heterogeneous age profile," Economics Letters, Elsevier, volume 117, issue 3, pages 770-773, DOI: 10.1016/j.econlet.2012.08.039.
• Melo, Emerson, 2012, "A representative consumer theorem for discrete choice models in networked markets," Economics Letters, Elsevier, volume 117, issue 3, pages 862-865, DOI: 10.1016/j.econlet.2012.09.006.
• Chesher, Andrew & Smolinski, Konrad, 2012, "IV models of ordered choice," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 33-48, DOI: 10.1016/j.jeconom.2011.06.004.
• Srisuma, Sorawoot & Linton, Oliver, 2012, "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 320-341, DOI: 10.1016/j.jeconom.2011.10.003.
• Bierens, Herman J. & Song, Hosin, 2012, "Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 108-119, DOI: 10.1016/j.jeconom.2011.09.012.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012, "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 131-138, DOI: 10.1016/j.jeconom.2012.01.007.
• Kim, Don H. & Singleton, Kenneth J., 2012, "Term structure models and the zero bound: An empirical investigation of Japanese yields," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 32-49, DOI: 10.1016/j.jeconom.2011.12.005.
• Antoine, Bertille & Renault, Eric, 2012, "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 350-367, DOI: 10.1016/j.jeconom.2012.05.010.
• Andreasen, Martin M., 2012, "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, volume 56, issue 8, pages 1656-1674, DOI: 10.1016/j.euroecorev.2012.09.006.
• Mendes, Beatriz Vaz de Melo & Marques, Daniel S., 2012, "Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 449-464, DOI: 10.1016/j.ememar.2012.07.005.
• Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter, 2012, "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 147-161, DOI: 10.1016/j.jempfin.2011.09.003.
• Sene, Seydina Ousmane, 2012, "Estimating the demand for gasoline in developing countries: Senegal," Energy Economics, Elsevier, volume 34, issue 1, pages 189-194, DOI: 10.1016/j.eneco.2011.04.014.
• Šaltytė Benth, Jūratė & Benth, Fred Espen, 2012, "A critical view on temperature modelling for application in weather derivatives markets," Energy Economics, Elsevier, volume 34, issue 2, pages 592-602, DOI: 10.1016/j.eneco.2011.09.012.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012, "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, volume 34, issue 4, pages 1153-1169, DOI: 10.1016/j.eneco.2011.10.001.
• Dagher, Leila, 2012, "Natural gas demand at the utility level: An application of dynamic elasticities," Energy Economics, Elsevier, volume 34, issue 4, pages 961-969, DOI: 10.1016/j.eneco.2011.05.010.
• Schmidbauer, Harald & Rösch, Angi, 2012, "OPEC news announcements: Effects on oil price expectation and volatility," Energy Economics, Elsevier, volume 34, issue 5, pages 1656-1663, DOI: 10.1016/j.eneco.2012.01.006.
• Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012, "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, volume 34, issue 5, pages 1700-1712, DOI: 10.1016/j.eneco.2012.02.008.
• Neto, David, 2012, "Testing and estimating time-varying elasticities of Swiss gasoline demand," Energy Economics, Elsevier, volume 34, issue 6, pages 1755-1762, DOI: 10.1016/j.eneco.2012.07.009.
• Hellström, Jörgen & Lundgren, Jens & Yu, Haishan, 2012, "Why do electricity prices jump? Empirical evidence from the Nordic electricity market," Energy Economics, Elsevier, volume 34, issue 6, pages 1774-1781, DOI: 10.1016/j.eneco.2012.07.006.
• Gianfreda, Angelica & Grossi, Luigi, 2012, "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, volume 34, issue 6, pages 2228-2239, DOI: 10.1016/j.eneco.2012.06.024.
• Dagher, Leila & Yacoubian, Talar, 2012, "The causal relationship between energy consumption and economic growth in Lebanon," Energy Policy, Elsevier, volume 50, issue C, pages 795-801, DOI: 10.1016/j.enpol.2012.08.034.
• Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello, 2012, "On the dependence structure of realized volatilities," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 1-9, DOI: 10.1016/j.irfa.2012.01.001.
• Rosenberger, Randall S. & Needham, Mark D. & Morzillo, Anita T. & Moehrke, Caitlin, 2012, "Attitudes, willingness to pay, and stated values for recreation use fees at an urban proximate forest," Journal of Forest Economics, Elsevier, volume 18, issue 4, pages 271-281, DOI: 10.1016/j.jfe.2012.06.003.
• O’Hare, Colin & Li, Youwei, 2012, "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 12-25, DOI: 10.1016/j.insmatheco.2011.09.005.
• Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J., 2012, "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 85-93, DOI: 10.1016/j.insmatheco.2011.10.002.