Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2012

• Magdalena Pisa & Dennis Bams & Christian Wolff, 2012, "Modeling default correlation in a US retail loan portfolio," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-19.
• Gregory Connor & Anita Suurlaht, 2012, "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n222-12.pdf.
• Xiaoshan Chen & Ronald Macdonald, 2012, "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1091-1116, September, DOI: j.1538-4616.2012.00524.x.
• Ainura Uzagalieva & Evžen Kocenda & Antonio Menezes, 2012, "Technological Innovation in New EU Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 48-65, September.
• Dilem Yildirim, 2012, "Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1207, Sep, revised Sep 2012.
• Rakesh Kumar & Raj S Dhankar, 2012, "Empirical Analysis of the Causality between Indian and US Stock Markets’ Conditional Volatility: Further Evidence," Capital Markets Review, Malaysian Finance Association, volume 20, issue 1&2, pages 65-76.
• Gábor Potvorszki, 2012, "Testing Autoregressive Models Through the Example of Northern Hungary," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 8, issue 01, pages 68-75.
• Carlo Mazzaferro & Marcello Morciano, 2012, "CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0048, Aug.
• Rulon D. Pope & Jeffrey LaFrance, 2012, "Robust Error Specification in a Production System," Monash Economics Working Papers, Monash University, Department of Economics, number 17-12, Sep.
• Ibrahim Ahamada & Djamel Kirat, 2012, "The impact of phase II of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12007, Jan.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12047, May.
• Katarzyna Leszkiewicz Kędzior & Władysław Welfe, 2012, "Consumption function for Poland. Is life cycle hypothesis legitimate?," Bank i Kredyt, Narodowy Bank Polski, volume 43, issue 5.
• André K. Anundsen, 2012, "Econometric regime shifts and the US subprime bubble," NBP Working Papers, Narodowy Bank Polski, number 126.
• Joseph A. Clougherty & Michał Grajek, 2012, "International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion," NBER Chapters, National Bureau of Economic Research, Inc, "Standards, Patents and Innovations".
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012, "Parametric Inference and Dynamic State Recovery from Option Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 18046, May.
• Joseph A. Clougherty & Michal Grajek, 2012, "International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 18132, Jun.
• Cristina Amado & Timo Terasvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers, NIPE - Universidade do Minho, number 02/2012.
• Francesco Furlanett & Nicolas Groshenny, 2012, "Matching efficiency and business cycle fluctuations," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/06, Oct.
• Orea, Luis & Steinbuks, Jevgenijs, 2012, "Estimating Market Power in Homogenous Product Markets Using a Composed Error Model: Application to the California Electricity Market," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2012/02.
• Galán, Jorge E. & Veiga, Helena & Wiper, Michael P., 2012, "Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2012/03.
• Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012, "A Survey of Systemic Risk Analytics," Working Papers, Office of Financial Research, US Department of the Treasury, number 12-01, Jan.
• Karsai Zoltán-Krisztián, 2012, "Does The Maastricht Convergence Criteria Work?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 107-114, December.
• Ainura Uzagalieva & Evžen Kočenda & Antonio Menezes, 2012, "Technological Innovation in New European Union Markets," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 312, Mar.
• Fulvio Corsi & Francesco Audrino, 2012, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 591-616, September.
• Bratu (Simionescu) Mihaela, 2012, "Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-24, Decembre.
• David Hendry & Soren Johansen, 2012, "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers, University of Oxford, Department of Economics, number 598, Mar.
• Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
• John Muellbauer, 2012, "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers, University of Oxford, Department of Economics, number 623, Sep.
• Mihaela Bratu (Simionescu), 2012, "The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 4, pages 17-32.
• Alexander Mehnert & Andreas Nastansky, 2012, "Staatsverschuldung und Inflation : eine empirische Analyse für Deutschland," Potsdamer Schriften zu Statistik und Wirtschaft, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 02, Jul.
• Hannes-Friedrich Ulbrich, 2012, "Die Krankenhäuser Ostdeutschlands in Transition : eine registerbasierte Analyse amtlicher Paneldaten," Potsdamer Schriften zu Statistik und Wirtschaft, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 04, Oct.
• Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
• Dagher, Leila & El Hariri, Sadika, 2012, "The impact of global oil price shocks on the Lebanese stock market," MPRA Paper, University Library of Munich, Germany, number 116123.
• Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande AbdulMaliq, 2012, "Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach," MPRA Paper, University Library of Munich, Germany, number 35844.
• Bezemer, Dirk J & Grydaki, Maria, 2012, "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper, University Library of Munich, Germany, number 36356, Jan.
• Barnett, William A. & Kalonda-Kanyama, Isaac, 2012, "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," MPRA Paper, University Library of Munich, Germany, number 36513, Feb.
• Maheu, John & Song, Yong, 2012, "A new structural break model with application to Canadian inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 36870, Feb.
• Murad, S. M. Woahid, 2012, "Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 36919, Mar.
• Köksal, Bülent & Orhan, Mehmet, 2012, "Market risk of developed and developing countries during the global financial crisis," MPRA Paper, University Library of Munich, Germany, number 37523, Mar.
• Georgiadis, Georgios, 2012, "The panel conditionally homogenous vectorautoregressive model," MPRA Paper, University Library of Munich, Germany, number 37755.
• Qian, Hang, 2012, "A Flexible State Space Model and its Applications," MPRA Paper, University Library of Munich, Germany, number 38455, Apr.
• Doretti, Marco, 2012, "Modelli di scoring per il rischio paese
  [Scoring models for country risk]," MPRA Paper, University Library of Munich, Germany, number 38898, Feb.
• Chan, Tze-Haw, 2012, "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper, University Library of Munich, Germany, number 38930, May.
• Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper, University Library of Munich, Germany, number 39277, Jun.
• Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012, "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper, University Library of Munich, Germany, number 39294, Jun.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A new model of trend inflation," MPRA Paper, University Library of Munich, Germany, number 39496.
• Grydaki, Maria & Bezemer, Dirk J., 2012, "The Role of Credit in Great Moderation: a Multivariate GARCH Approach," MPRA Paper, University Library of Munich, Germany, number 39813, Jun.
• Idrovo Aguirre, Byron, 2012, "Inversión en infraestructura pública y crecimiento económico, evidencia para Chile
  [Public infrastructure, investment and economic growth in Chile]," MPRA Paper, University Library of Munich, Germany, number 39857, Mar.
• Barnett, William & Eryilmaz, Unal, 2012, "An analytical and numerical search for bifurcations in open economy New Keynesian models," MPRA Paper, University Library of Munich, Germany, number 40426, Aug.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012, "Nonlinear and Complex Dynamics in Economics," MPRA Paper, University Library of Munich, Germany, number 41245, Sep.
• Liu, Chu-An, 2012, "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper, University Library of Munich, Germany, number 41414, Aug.
• Tanner, Reto & Bolduc, Denis, 2012, "The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs," MPRA Paper, University Library of Munich, Germany, number 41452, Jul.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Bai, Jushan & Li, Kunpeng, 2012, "Maximum likelihood estimation and inference for approximate factor models of high dimension," MPRA Paper, University Library of Munich, Germany, number 42099, Jan, revised 19 Oct 2012.
• Medel, Carlos A. & Salgado, Sergio C., 2012, "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper, University Library of Munich, Germany, number 42235, Oct.
• Naccarato, Alessia & Zurlo, Davide & Pieraccini, Luciano, 2012, "Least Orthogonal Distance Estimator and Total Least Square," MPRA Paper, University Library of Munich, Germany, number 42365, Sep.
• Seguino, Stephanie & Braunstein, Elissa, 2012, "The impact of economic policy and structural change on gender employment inequality in Latin America, 1990-2010," MPRA Paper, University Library of Munich, Germany, number 43261, Aug.
• Pavlyuk, Dmitry, 2012, "Maximum Likelihood Estimator for Spatial Stochastic Frontier Models," MPRA Paper, University Library of Munich, Germany, number 43390.
• Halkos, George & Tsilika, Kyriaki, 2012, "Programming identification criteria in simultaneous equation models," MPRA Paper, University Library of Munich, Germany, number 43467.
• Lof, Matthijs, 2012, "Rational Speculators, Contrarians and Excess Volatility," MPRA Paper, University Library of Munich, Germany, number 43490, Nov.
• Leon, Jorge, 2012, "A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica," MPRA Paper, University Library of Munich, Germany, number 44484, revised 2012.
• Matkovskyy, Roman, 2012, "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
  [Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregres," MPRA Paper, University Library of Munich, Germany, number 44717, Jan, revised Nov 2012.
• Malhotra, Karan, 2012, "Multiperiod Black Litterman Asset Allocation Model," MPRA Paper, University Library of Munich, Germany, number 44806, Dec.
• Hatzinikolaou, Dimitris, 2012, "Failure in the market for reviewing economics papers: Good readers, bad referees, and ugly papers," MPRA Paper, University Library of Munich, Germany, number 45384, Sep, revised 26 Sep 2012.
• Camlica, Ferhat & Orman, Cuneyt & Payzanoglu, Durukan & Yucel, Eray, 2012, "Southeastern Europe: post-crisis prospects and risks," MPRA Paper, University Library of Munich, Germany, number 45539, Apr.
• Saglio, Sophie & López-Villavicencio, Antonia, 2012, "Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities," MPRA Paper, University Library of Munich, Germany, number 46646, Dec.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012, "On the epidemic of financial crises," MPRA Paper, University Library of Munich, Germany, number 46693, Nov.
• Skribans, Valerijs, 2012, "European Union Economy System Dynamic Model Development," MPRA Paper, University Library of Munich, Germany, number 49170.
• NGUENA, Christian L., 2012, "Objectif de Stabilité des Prix et Croissance Economique en Zone CEMAC: Une Approche en Données de Panel
  [Price Stability Objectives and Economic Growth: A Panel Data Econometrics Empirical Investigation for Selected CEMAC Countries]," MPRA Paper, University Library of Munich, Germany, number 49412, Feb, revised 09 Feb 2013.
• NGUENA, Christian L., 2012, "Le Financement des PME au Cameroun dans un Contexte de Crise Financière
  [SMEs Financing issue in Cameroon in the context of Financial Crises]," MPRA Paper, University Library of Munich, Germany, number 49417, Jan, revised 01 Sep 2013.
• Das, Tapas & Das, Seshanwita, 2012, "An Econometric Analysis of Impact of Public Issue on Economic Development in India during 1989-2009," MPRA Paper, University Library of Munich, Germany, number 53066, Jul, revised Sep 2012.
• ABALO, Kodzovi, 2012, "Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach," MPRA Paper, University Library of Munich, Germany, number 54940, Jun.
• Keita, Moussa, 2012, "Impact of subsidized inputs credits on land allocation and market-oriented agriculture in rural households in Mali," MPRA Paper, University Library of Munich, Germany, number 57542, Apr.
• ABALO, Kodzovi, 2012, "Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach," MPRA Paper, University Library of Munich, Germany, number 69117, Jun.
• Melhem, Sadek & terraza, Michel & chikhi, Mohamed, 2012, "Cyclical Mackey Glass Model for Oil Bull Seasonal," MPRA Paper, University Library of Munich, Germany, number 76206, revised 2012.
• Ali, Amjad & Irfan Chani, Muhammad, 2012, "Disaggregated Import Demand Function: A Case Study of Pakistan," MPRA Paper, University Library of Munich, Germany, number 95674.
• Omotosho, Babatunde S. & Doguwa, Sani I., 2012, "Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective," MPRA Paper, University Library of Munich, Germany, number 96125, Jun.
• Ivana Malá, 2012, "The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Income Distributions
  [Použití konečných směsí pro modelování příjmových rozdělení]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 4, pages 26-39, DOI: 10.18267/j.aop.373.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2012, issue 1, pages 19-37.
• Jan Kalina, 2012, "On Multivariate Methods in Robust Econometrics," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 69-82, DOI: 10.18267/j.pep.411.
• Krzysztof Osiewalski & Jacek Osiewalski, 2012, "Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 169-197, September.
• Michał Majsterek, 2012, "Cointegration Analysis in the Case of I(2) – General Overview," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 4, pages 215-252, December.
• Mihaela BRATU (SIMIONESCU), 2012, "The Accuracy Of Unemployment Rate Forecasts In Romania And The Actual Economic Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 56-67.
• John Muellbauer, 2012, "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Alexandra Heath & Frank Packer & Callan Windsor, "Property Markets and Financial Stability".
• Barrera, Carlos, 2012, "El ciclo común y los grupos homogéneos en la inflación," Working Papers, Banco Central de Reserva del Perú, number 2012-010, Apr.
• Amaira Bouzid, 2012, "The Relationship of Oil Prices and Economic Growthin Tunisia: A Vector Error Correction Model Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 43, pages 3-22, March.
• John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
• David Coyne & Chih Ming Tan, 2012, "Do Political Institutions Yield Multiple Growth Regimes?," Working Paper series, Rimini Centre for Economic Analysis, number 36_12, Jun.
• Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012, "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series, Rimini Centre for Economic Analysis, number 65_12, Nov.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2012, "Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 36-69.
• Pavel Katyshev & Yulia Khakimova, 2012, "Ecological factors and the price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 113-123.
• S. M. Woahid Murad, 2012, "Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 35, issue 1, pages 43-60.
• Mustafa Akal & Ali Kabasakal & Seyit M. Gokmenoglu, 2012, "Explaining Competitiveness of OECD Countries by Instituional and Mixed Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 109-109.
• Mihaela BRATU SIMIONESCU, 2012, "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 3, issue 1, pages 71-87.
• Ciuiu, Daniel, 2012, "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 103-126, June.
• Stratan, Alexandru & Chistruga, Marcel, 2012, "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 68-84, June.
• Pelinescu, Elena, 2012, "Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-21, September.
• Zaman, Gheorghe & Dumitrascu, Roxana Arabela & Dumitrascu, Vadim, 2012, "What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 80-96, September.
• Pavelescu, Florin Marius, 2012, "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 122502, Mar.
• Ansgar Belke & Matthias Göcke & Martin Günther, 2012, "Exchange Rate Bands of Inaction and Play-Hysteresis in German Exports - Sectoral Evidence for Some OECD Destinations," ROME Working Papers, ROME Network, number 201202.
• Mihaela Bratu (Simionescu), 2012, "Improving the accuracy of consensus forecasts for the EURO area," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 11-15, Decembre.
• V. I. Tinyakova, 2012, "The new approaches in econometric research of financial markets. Distributed volatility," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 247-255, Decembre.
• Georgeta VINTILA & Laura TIBULCA, 2012, "Study on the Impact of Public Debt and Budgetary Deficit on Fiscal Pressure in the European Union," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 2, pages 312-318, May.
• Gheorghe LEPADATU & Florin Paul Costel LILEA & Ana CARP & Georgeta BARDASU, 2012, "Using the Regression Model to Estimate Pensions," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 391-399, November.
• Anjana Mehra & Gian Kaur, 2012, "Determinants of Exports of Textile Firms in Amritsar and Ludhiana in Wake of Phase-Out of ATC," Foreign Trade Review, , volume 47, issue 3, pages 44-61, October, DOI: 10.1177/0015732515120303.
• Enrico Saltari, 2012, "The role of ICT and Business Services in Italy," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 152, Feb.
• Bertille Antoine & Eric Renault, 2012, "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-03, Mar.
• Bertille Antoine & Eric Renault, 2012, "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-04, Mar.
• Bertille Antoine & Eric Renault, 2012, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-17, Sep, revised Jan 2017.
• Mihaela Bratu (Simionescu), 2012, "A Strategy To Improve The Macroeconomic Forecasts Accuracy In Romania," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 3 (Decemb, pages 293-309.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Nabaz T. Khayyat & Almas Heshmati, 2012, "Determinants of Mobile Telecommunication Adoption in the Kurdistan Region of Iraq," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201289, Sep, revised Sep 2012.
• Nabaz T. Khayyat & Almas Heshmati, 2012, "Determinants of Mobile Phone Customer Satisfaction in the Kurdistan Region of Iraq," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201290, Sep, revised Sep 2012.
• Rodrigo De-Losso, 2012, "Did The Taylor Rule Stabilize Inflation in Brazil?," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_21, Sep.
• Rodrigo De-Losso, 2012, "Questioning The Taylor Rule," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_22, Sep.
• Constantinos T. Artikis, 2012, "Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 62, issue 3-4, pages 7-15, July - De.
• Nabaz T. Khayyat & Almas Heshmati, 2012, "Determinants Of Mobile Phone Customer Satisfaction In The Kurdistan Region," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 2, issue 3, pages 1-7, June.
• Joanna Janczura & Rafał Weron, 2012, "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 96, issue 3, pages 385-407, July, DOI: 10.1007/s10182-011-0181-2.
• J. Ord & Arthur Getis, 2012, "Local spatial heteroscedasticity (LOSH)," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 2, pages 529-539, April, DOI: 10.1007/s00168-011-0492-y.
• Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012, "Estimating the system order by subspace methods," Computational Statistics, Springer, volume 27, issue 3, pages 411-425, September, DOI: 10.1007/s00180-011-0264-2.
• Matteo Bonato, 2012, "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, volume 27, issue 3, pages 499-521, September, DOI: 10.1007/s00180-011-0270-4.
• George Dikos & Dimitrios Thomakos, 2012, "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, volume 42, issue 1, pages 121-145, February, DOI: 10.1007/s00181-010-0412-5.
• Giorgio Vittadini & Paolo Berta & Gianmaria Martini & Giuditta Callea, 2012, "The effect of a law limiting upcoding on hospital admissions: evidence from Italy," Empirical Economics, Springer, volume 42, issue 2, pages 563-582, April, DOI: 10.1007/s00181-012-0548-6.
• Tommaso Proietti & Alberto Musso, 2012, "Growth accounting for the euro area," Empirical Economics, Springer, volume 43, issue 1, pages 219-244, August, DOI: 10.1007/s00181-011-0474-z.
• Juan Mora & Ana Moro-Egido, 2012, "Analyzing motives for money-transfers within families: the role of transfers for education," Empirical Economics, Springer, volume 43, issue 1, pages 357-378, August, DOI: 10.1007/s00181-011-0473-0.
• Mathieu Lefebvre & Kristian Orsini, 2012, "A structural model for early exit of older men in Belgium," Empirical Economics, Springer, volume 43, issue 1, pages 379-398, August, DOI: 10.1007/s00181-011-0480-1.
• Luis Gil-Alana & Antonio Moreno, 2012, "Fractional integration and structural breaks in U.S. macro dynamics," Empirical Economics, Springer, volume 43, issue 1, pages 427-446, August, DOI: 10.1007/s00181-011-0475-y.
• Michael Polemis, 2012, "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, volume 43, issue 2, pages 789-817, October, DOI: 10.1007/s00181-011-0507-7.
• Carme Saurina & Laura Vall-llosera & Marc Saez, 2012, "Factors determining access to and use of primary health care services in the Girona Health Region (Spain)," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 4, pages 419-427, August, DOI: 10.1007/s10198-011-0313-3.
• Bernd Meyer & Mark Meyer & Martin Distelkamp, 2012, "Modeling green growth and resource efficiency: new results," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 24, issue 2, pages 145-154, June, DOI: 10.1007/s13563-011-0008-3.
• Alfredo Pereira & Jorge Andraz, 2012, "Social security and economic performance in Portugal: after all that has been said and done how much has actually changed?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 2, pages 83-100, August, DOI: 10.1007/s10258-012-0082-7.
• Syngjoo Choi, 2012, "A cognitive hierarchy model of learning in networks," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 2, pages 215-250, September, DOI: 10.1007/s10058-012-0126-6.
• Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012, "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 148, issue 2, pages 377-402, June, DOI: 10.1007/s10290-012-0118-1.
• John K. Dagsvik, 2012, "Behavioral multistate duration models. What should they look like?," Discussion Papers, Statistics Norway, Research Department, number 688, May.
• John K. Dagsvik & Zhiyang Jia & Tom Kornstad & Thor O. Thoresen, 2012, "Theoretical and practical arguments for modeling labor supply as a choice among latent jobs," Discussion Papers, Statistics Norway, Research Department, number 692, Jun.
• Rolf Golombek & Arvid Raknerud, 2012, "Exit dynamics of start-up firms. Does profit matter?," Discussion Papers, Statistics Norway, Research Department, number 706, Oct.
• John K. Dagsvik & Zhiyang Jia, 2012, "Labor supply as a discrete choice among latent jobs," Discussion Papers, Statistics Norway, Research Department, number 709, Oct.
• Czajkowski, Mikolaj & Hanley, Nicholas & LaRiviere, Jacob, 2012, "The Effects of Experience on Preference Uncertainty: Theory and Empirics for Public and Quasi-Public Goods," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2012-17, Aug.
• Peter Fuleky, 2012, "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 12, pages 1179-1182, August, DOI: 10.1080/13504851.2011.617685.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Dominique Guellec & Catalina Martinez & Pluvia Zuniga, 2012, "Pre-emptive patenting: securing market exclusion and freedom of operation," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 21, issue 1, pages 1-29, October, DOI: 10.1080/10438599.2010.536378.
• George Athanasopoulos & D. Poskitt & Farshid Vahid, 2012, "Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 1, pages 60-83, DOI: 10.1080/07474938.2011.607088.
• José Rangel & Robert Engle, 2012, "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, DOI: 10.1080/07350015.2012.643132.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Emma M. Iglesias & Garry D. A. Phillips, 2012, "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 505-520, June, DOI: 10.1080/07350015.2012.715959.
• Raghbendra Jha & Tu Ngoc Dang, 2012, "Inflation variability and the relationship between inflation and growth," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 5, issue 1, pages 3-17, July, DOI: 10.1080/17520843.2011.608371.
• Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15030, Aug, revised 29 Aug 2012.
• Yusuf Soner Baskaya & Eda Gulsen & Hakan Kara, 2012, "Inflation Expectations and Central Bank Communication in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 12, issue 2, pages 1-10.
• Altan Aldan & Ihsan Bozok & Mahmut Gunay, 2012, "Short Run Import Dynamics in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1225.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola, 2012, "Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 129-144, August.
• P. Srinivasan & P. Ibrahim, 2012, "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 3, pages 65-80, December.
• Siem Jan Koopman & Rutger Lit & Thuy Minh Nguyen, 2012, "Fast Efficient Importance Sampling by State Space Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-008/4, Jan, revised 16 Oct 2014.
• Geert Mesters & Siem Jan Koopman, 2012, "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-009/4, Feb, revised 18 Mar 2014.
• Denitsa Stefanova, 2012, "Stock Market Asymmetries: A Copula Diffusion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-125/IV/DSF45, Nov.
• Joop Hartog & Michael Sattinger, 2012, "Nash Bargaining and the Wage Consequences of Educational Mismatches," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-129/V, Nov.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-017.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 889f1e52-6cc4-470e-87ce-2.
• Ching-Yang Lin & Hiroaki Miyamoto, 2012, "Estimating a Search and Matching Model of the Aggregate Labor Market in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-850, Apr.
• Victor Aguirregabiria & Arvind Magesan, 2012, "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers, University of Toronto, Department of Economics, number tecipa-449, Mar.
• Elena Andreou & Bas J. M. Werker, 2012, "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 88-99, February.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012, "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1014-1024, November.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2012, "A Trick of the (Pareto) Tail," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1206.
• Jidoud, Ahmat, 2012, "The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire," TSE Working Papers, Toulouse School of Economics (TSE), number 12-346, Oct.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-03.
• José Casals & Sonia Sotoca & Miguel Jerez, 2012, "Minimally Conditioned Likelihood for a Nonstationary State Space Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-04.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-10, Jan, revised May 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-14, Jun.
• Michał Grajek & Lars-Hendrik Röller, 2012, "Regulation and Investment in Network Industries: Evidence from European Telecoms," Journal of Law and Economics, University of Chicago Press, volume 55, issue 1, pages 189-216, DOI: 10.1086/661196.
• Yasmin Briceño Santafé & Giampaolo Orlandoni Merli, 2012, "Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 37, issue 34, pages 55-88, july-dece.
• Machin, S. & Marie, O. & Vujic, S., 2012, "Youth crime and education expansion," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2012036.
• Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
• Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
• Kohler, Alexander & von Wyss, Rico, 2012, "Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID," Working Papers on Finance, University of St. Gallen, School of Finance, number 1209, Jun.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance, University of St. Gallen, School of Finance, number 1211, Nov.
• Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
• Robert BUCKI & Petr SUCHÃ NEK, 2012, "Computational Modelling Of The Parallel Logistic System," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 17-23.
• James P. Gander, 2012, "Are European Banks in Economic Harmonay? An HLM Aproach," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2012_03.
• Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012, "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 312, Aug.
• Dirk G Baur & Kristoffer Glover, 2012, "A Gold Bubble?," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 175, Oct.
• Martina Menon & Federico Perali & Luca Piccoli, 2012, "The Passive Drinking Effect: A Collective Demand Application," Working Papers, University of Verona, Department of Economics, number 05/2012, Feb.
• Marco Minozzo & Silvia Centanni, 2012, "Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes," Working Papers, University of Verona, Department of Economics, number 11/2012, Mar.
• Marco Minozzo & Clarissa Ferrari, 2012, "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers, University of Verona, Department of Economics, number 33/2012, Nov.
• Yordan Petkov, 2012, "Continuous Model Of The Movement Of Human Resources (After The Example Of The District Of Varna)," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 84, issue 1, pages 300-335, January.
• Mikołaj Czajkowski & Nick Hanley & Jacob LaRiviere, 2012, "The Effects of Experience on Preference Uncertainty: Theory and Empirics for Public and Quasi-Public Goods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-15.