Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2013

• 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.
• Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Institute for Fiscal Studies, number 10/13, Mar, DOI: 10.1920/wp.cem.2013.1013.
• Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2013, "Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 471.
• Kagerer, Kathrin, 2013, "A short introduction to splines in least squares regression analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 472, Mar.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 473, Apr.
• Selma Chaker, 2013, "Volatility and Liquidity Costs," Staff Working Papers, Bank of Canada, number 13-29, DOI: 10.34989/swp-2013-29.
• Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013, "Which Parametric Model for Conditional Skewness?," Staff Working Papers, Bank of Canada, number 13-32, DOI: 10.34989/swp-2013-32.
• Selma Chaker & Nour Meddahi, 2013, "Volatility Forecasting when the Noise Variance Is Time-Varying," Staff Working Papers, Bank of Canada, number 13-48, DOI: 10.34989/swp-2013-48.
• Selma Chaker & Nour Meddahi, 2013, "A Distributional Approach to Realized Volatility," Staff Working Papers, Bank of Canada, number 13-49, DOI: 10.34989/swp-2013-49.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic Factor Models: A review of the Literature ," Working papers, Banque de France, number 430.
• Majid M. Al-Sadoon, 2015, "Geometric and Long Run Aspects of Granger Causality," Working Papers, Barcelona School of Economics, number 682, Sep.
• Alfonso Mendoza Velázquez & Peter N. Smith, 2013, "Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks," Manchester School, University of Manchester, volume 81, issue , pages 100-124, September.
• Ansgar Belke & Matthias Göcke & Martin Günther, 2013, "Exchange Rate Bands Of Inaction And Play-Hysteresis In German Exports—Sectoral Evidence For Some Oecd Destinations," Metroeconomica, Wiley Blackwell, volume 64, issue 1, pages 152-179, February, DOI: 10.1111/meca.2013.64.issue-1.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013, "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 6-22, February, DOI: j.1468-0084.2012.00727.x.
• Janine Aron & John Muellbauer, 2013, "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 637-661, October.
• Matthieu Bussiere, 2013, "Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 731-758, October.
• Francesco Furlanetto & Nicolas Groshenny, 2013, "Mismatch shocks and unemployment during the Great Recession," Working Paper, Norges Bank, number 2013/16, Jun.
• Ioanna C. Bardakas, 2013, "The asymmetric effect of income on import demand in Greece," Working Papers, Bank of Greece, number 159, May.
• Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013, "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers, Bank of Greece, number 166, Nov.
• Beum-Jo Park, 2013, "Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 2, pages 1-23, June.
• Orhan Erdem & Hande Oruc & Yusuf Varli, 2013, "Housing Market and Macroeconomic Fundamentals," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 51, pages 58-81, April.
• Hall Stephen G. & Kenjegaliev Amangeldi & Swamy P. A. V. B. & Tavlas George S., 2013, "The forward rate premium puzzle: a case of misspecification?1)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 265-279, May, DOI: 10.1515/snde-2013-0009.
• Aloy Marcel & Dufrénot Gilles & Tong Charles Lai & Peguin-Feissolle Anne, 2013, "A smooth transition long-memory model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 281-296, May, DOI: 10.1515/snde-2012-0042.
• Ito, Ryoko, 2013, "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1315, Jun.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013, "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/4, Mar.
• Sun, Yixiao, 2013, "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8x8307rz, May.
• Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra, 2013, "An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 357-372, November.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013, "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series, CESifo, number 4281.
• Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013, "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-04, Jan.
• Damir Filipović & Elise Gourier & Loriano Mancini, 2013, "Quadratic Variance Swap Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-06, Mar.
• Zehra Eksi & Damir Filipović, 2013, "A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-09, Mar.
• Zehra Eksi & Damir Filipović, 2013, "On Dynamic Hedging of Single-Tranche Collateralized Debt Obligations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-18, Apr.
• Marc S. Paolella & Pawel Polak, 2013, "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-38, Jul, revised Sep 2014.
• Eric Jondeau & Jérôme Lahaye & Michael Rockinger, 2013, "Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-47, Oct, revised Feb 2016.
• Komsan Suriya, 2013, "Econometrics for experimental economics," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 3, pages 37-40, September.
• Giscard Assoumou Ella, 2013, "Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 3, pages 41-54, September.
• Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 53-64, December.
• Wolfgang Polasek & Richard Sellner, 2013, "The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 23-65, March.
• Mateo Clavijo, 2013, "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Jurany Beccie RAMÍREZ GALLEGO, 2013, "Estimación del producto potencial en Colombia:," Archivos de Economía, Departamento Nacional de Planeación, number 10704, Mar.
• Miguel SARMIENTOO & Andr�s CEPEDA & Hernando MUTIS & Juan F. P�REZ, 2013, "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía, Departamento Nacional de Planeación, number 10705, Mar.
• Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO, 2013, "Crecimiento económico y desempleo: Retos a largo plazo," Archivos de Economía, Departamento Nacional de Planeación, number 11202, Aug.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• Jorge Iván Pérez G. & Karen Lorena Gonz�lez C. & Mauricio Lopera C., 2013, "Modelos de predicción de la fragilidad empresarial: aplicación al caso colombiano para el ano 2011," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 205-228.
• Jorge Hurtado & Luis Melo, 2013, "Desagregación temporal: una metodología multivariada alternativa," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 82, pages 11-55.
• Gustavo Meneses Montes, 2013, "Distribución y desempleo: un modelo vectorial autorregresivo (VAR) estructural y kaleckiano para Colombia," Documentos de Investigación - Economía, Universidad Central, number 14060, Nov.
• AGRELL, Per & BOGETOFT, Peter, 2013, "Benchmarking and regulation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013008, Apr.
• Griffith, Rachel & Nevo, Aviv & Dubois, Pierre, 2013, "Do Prices and Attributes Explain International Differences in Food Purchases?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9328, Feb.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013, "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9411, Mar.
• Werker, Bas J M & Andreou, Elena, 2013, "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9583, Aug.
• Merz, Monika & Kneip, Alois & Storjohann, Lidia, 2013, "Aggregation and Labor Supply Elasticities," CEPR Discussion Papers, Centre for Economic Policy Research, number 9718, Nov.
• Delatte, Anne-Laure & Holz, Carsten, 2013, "Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 9721, Nov.
• Muellbauer, John & Aron, Janine & Rankin, Neil & Creamer, Kenneth, 2013, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 9735, Nov.
• Gildas Lamé, 2013, "Was there a "Greenspan conundrum" in the Euro Area ?," Working Papers, Center for Research in Economics and Statistics, number 2013-07, Mar.
• Dikaios Tserkezos, 2013, "Temporal Aggregation and Systematic Sampling Effects on Non Linear Granger Causality Tests between Trade Volume and Returns. Some Monte Carlo and Empirical Results from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 1310, Dec.
• Galán Camacho, Jorge Eduardo & Veiga, Helena & Wiper, Michael Peter, 2013, "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws131918, Jun.
• Lara LEBEDINSKI & Vincent VANDENBERGHE, 2013, "Assessing education's contribution to productivity using firm-level evidence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013017, Aug.
• Groshenny, Nicolas, 2013, "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 6, pages 1311-1329, September.
• Aris Spanos & Niki Papadopoulou, 2013, "A Small Macroeconometric Model for the Cyprus Economy," Working Papers, Central Bank of Cyprus, number 2013-2, Aug.
• Maria NEAGU & Valentin MARIN, 2013, "The Analysis of the Customer Request Processing in a Financial Institution," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 5-12.
• Isabelle Chort & Jean-Noël Senne, 2013, "Intra-household Selection into Migration: Evidence from a Matched Sample of Migrants and Origin Households in Senegal," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2013/14, Oct.
• Alois Kneip & Monika Merz & Lidia Storjohann, 2013, "Aggregation and Labor Supply Elasticities," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 606.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
• Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.
• Markku Lanne, 2013, "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1286.
• Peter Stephensen & Tobias Markeprand, 2013, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201303, Oct.
• Nikolaos Zirogiannis & Yorghos Tripodis, 2013, "A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm," Working Papers, University of Massachusetts Amherst, Department of Resource Economics, number 2013-1, Jan.
• Irving Arturo De Lira Salvatierra & Andrew J. Patton, 2013, "Dynamic Copula Models and High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-28.
• Calvet , Laurent E. & Fearnley, Marcus & Adlai J. , Fisher & Markus, Leippold, 2013, "What's Beneath the Surface? Option Pricing with Multifrequency Latent States," HEC Research Papers Series, HEC Paris, number 969, Jan.
• Marques, Carlos Robalo & Duarte, Rita, 2009, "The dynamic effects of shocks to wages and prices in the United States and the euro area," Working Paper Series, European Central Bank, number 1067, Jul.
• Hendry, David F. & Hubrich, Kirstin, 2010, "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank, number 1155, Feb.
• Pesaran, Hashem & Chudik, Alexander, 2010, "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series, European Central Bank, number 1194, May.
• Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011, "Euro area labour markets: different reaction to shocks?," Working Paper Series, European Central Bank, number 1284, Jan.
• Lombardi, Marco J. & Nicoletti, Giulio, 2011, "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series, European Central Bank, number 1289, Jan.
• Willman, Alpo & Dieppe, Alistair & González Pandiella, Alberto, 2011, "The ECB's New Multi-Country Model for the euro area: NMCM - simulated with rational expectations," Working Paper Series, European Central Bank, number 1315, Apr.
• Willman, Alpo & Dieppe, Alistair & González Pandiella, Alberto & Hall, Stephen, 2011, "The ECB's New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations," Working Paper Series, European Central Bank, number 1316, Apr.
• Amisano, Gianni & Geweke, John, 2013, "Prediction using several macroeconomic models," Working Paper Series, European Central Bank, number 1537, Apr.
• Macchiarelli, Corrado, 2013, "GDP-Inflation cyclical similarities in the CEE countries and the euro area," Working Paper Series, European Central Bank, number 1552, Jun.
• Wacker, Konstantin M., 2013, "On the measurement of foreign direct investment and its relationship to activities of multinational corporations," Working Paper Series, European Central Bank, number 1614, Nov.
• Esref Savas BASCI & S leyman Serdar KARACA, 2013, "The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 163-171.
• Sayed Mahdi Mostafavi & Somaye Sadat Roohbakhsh & Mehdi Behname, 2013, "Hedonic Price Function Estimation for Mobile Phone in Iran," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 202-205.
• Karan S. Thagunna & Shashank Poudel, 2013, "Measuring Bank Performance of Nepali Banks: A Data Envelopment Analysis (DEA) Perspective," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 54-65.
• Bahar Burtan Dogan, 2013, "Understanding and Measuring the Role of Investors' Social Capital Level in the Development Process: A Case Study from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 386-408.
• Edouard T. Djeutem & Pierre E. Nguimkeu, 2013, "On the Sustainability of Current Account Deficits in Cameroon," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 486-495.
• Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari, 2013, "A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 2, pages 137-142.
• Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013, "How Optimal is US Monetary Policy?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-53.
• Boris Blagov, 2013, "Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-8, Dec, revised 09 Dec 2013.
• Tomás del Barrio Casto & William Nilsson & Andrés J. Picazo-Tadeo, 2013, "How wrong can you be, without noticing? Further evidence on speci?cation errors in the Conditional Logit," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1318, Jul.
• Liu, Yang, 2013, "Labor market matching and unemployment in urban China," China Economic Review, Elsevier, volume 24, issue C, pages 108-128, DOI: 10.1016/j.chieco.2012.10.006.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
• Lanne, Markku & Luoto, Jani, 2013, "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 561-570, DOI: 10.1016/j.jedc.2012.09.008.
• Planas, C. & Roeger, W. & Rossi, A., 2013, "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 577-590, DOI: 10.1016/j.jedc.2012.09.005.
• Da Fonseca, José & Gnoatto, Alessandro & Grasselli, Martino, 2013, "A flexible matrix Libor model with smiles," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 774-793, DOI: 10.1016/j.jedc.2012.11.006.