Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2013

• 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.
• Fondeur, Y. & Karamé, F., 2013, "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, volume 30, issue C, pages 117-125, DOI: 10.1016/j.econmod.2012.07.017.
• Minella, André & Souza-Sobrinho, Nelson F., 2013, "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, volume 30, issue C, pages 405-419, DOI: 10.1016/j.econmod.2012.04.027.
• Kato, Takafumi, 2013, "A comparison of spatial error models through Monte Carlo experiments," Economic Modelling, Elsevier, volume 30, issue C, pages 743-753, DOI: 10.1016/j.econmod.2012.10.010.
• Gander, James P., 2013, "Integrating bank profit and risk-avoidance decisions for selected European countries: A micro–macro analysis," Economic Modelling, Elsevier, volume 31, issue C, pages 717-722, DOI: 10.1016/j.econmod.2013.01.014.
• Çakır, Mustafa Yavuz & Kabundi, Alain, 2013, "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, volume 32, issue C, pages 190-202, DOI: 10.1016/j.econmod.2013.02.010.
• Benedictow, Andreas & Fjærtoft, Daniel & Løfsnæs, Ole, 2013, "Oil dependency of the Russian economy: An econometric analysis," Economic Modelling, Elsevier, volume 32, issue C, pages 400-428, DOI: 10.1016/j.econmod.2013.02.016.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Jung, Yong-Gook, 2013, "An inference about the length of the time-to-build period," Economic Modelling, Elsevier, volume 33, issue C, pages 42-54, DOI: 10.1016/j.econmod.2013.03.009.
• Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013, "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, volume 33, issue C, pages 482-492, DOI: 10.1016/j.econmod.2013.04.028.
• Kešeljević, Aleksandar & Spruk, Rok, 2013, "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, volume 33, issue C, pages 560-571, DOI: 10.1016/j.econmod.2013.05.004.
• Zhang, Wei & Shen, Dehua & Zhang, Yongjie & Xiong, Xiong, 2013, "Open source information, investor attention, and asset pricing," Economic Modelling, Elsevier, volume 33, issue C, pages 613-619, DOI: 10.1016/j.econmod.2013.03.018.
• Van Hoa, Tran & Limskul, Kitti, 2013, "Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 651-658, DOI: 10.1016/j.econmod.2013.04.019.
• Dieppe, Alistair & Pandiella, Alberto González & Hall, Stephen & Willman, Alpo, 2013, "Limited information minimal state variable learning in a medium-scale multi-country model," Economic Modelling, Elsevier, volume 33, issue C, pages 808-825, DOI: 10.1016/j.econmod.2013.05.003.
• Pourazarm, Elham & Cooray, Arusha, 2013, "Estimating and forecasting residential electricity demand in Iran," Economic Modelling, Elsevier, volume 35, issue C, pages 546-558, DOI: 10.1016/j.econmod.2013.08.006.
• Akanbi, Olusegun Ayodele, 2013, "Macroeconomic effects of fiscal policy changes: A case of South Africa," Economic Modelling, Elsevier, volume 35, issue C, pages 771-785, DOI: 10.1016/j.econmod.2013.08.039.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 602-623, DOI: 10.1016/j.najef.2013.02.024.
• Mota, Rui Pedro & Domingos, Tiago, 2013, "Assessment of the theory of comprehensive national accounting with data for Portugal," Ecological Economics, Elsevier, volume 95, issue C, pages 188-196, DOI: 10.1016/j.ecolecon.2013.08.011.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Glass, Anthony & Kenjegalieva, Karligash & Paez-Farrell, Juan, 2013, "Productivity growth decomposition using a spatial autoregressive frontier model," Economics Letters, Elsevier, volume 119, issue 3, pages 291-295, DOI: 10.1016/j.econlet.2013.03.002.
• Zhao, Bo, 2013, "Cyclical dynamics in idiosyncratic labor-market risks: Evidence from March CPS 1968–2011," Economics Letters, Elsevier, volume 120, issue 3, pages 528-531, DOI: 10.1016/j.econlet.2013.06.014.
• Ioannou, Christos A. & Qi, Shi & Rustichini, Aldo, 2013, "A test of stability in a linear altruism model," Economics Letters, Elsevier, volume 121, issue 1, pages 85-89, DOI: 10.1016/j.econlet.2013.07.007.
• Nolan, John P. & Ojeda-Revah, Diana, 2013, "Linear and nonlinear regression with stable errors," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 186-194, DOI: 10.1016/j.jeconom.2012.08.008.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013, "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, volume 174, issue 1, pages 1-14, DOI: 10.1016/j.jeconom.2012.12.002.
• Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013, "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 82-94, DOI: 10.1016/j.jeconom.2013.01.004.
• Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
• Judge, George, 2013, "Fellow’s opinion corner: Econometric information recovery," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 1-2, DOI: 10.1016/j.jeconom.2013.03.005.
• 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.
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