Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2011

• Anjana Mehra & Gian Kaur, 2011, "Determinants of Exports of Textile Industry in Punjab," Foreign Trade Review, , volume 46, issue 1, pages 46-57, April, DOI: 10.1177/0015732515110103.
• Muhammad Afzal & Jahanzaib Haider, 2011, "Estimation of Import and Export Demand Functions Using Bilateral Trade Data," Foreign Trade Review, , volume 46, issue 2, pages 54-85, July, DOI: 10.1177/0015732515110202.
• Biswajit Maitra, 2011, "Tax-and-Spend Principle in Budget Management in Sri Lanka in the Post-reform Period," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 5, issue 3, pages 343-359, August, DOI: 10.1177/097380101100500303.
• Enrico Saltari & Clifford Wymer & Daniela Federici & Marilena Giannetti, 2011, "The impact of ICT on the Italian productivity dynamics," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 149, Nov.
• Shah Hussain & Amna Saeed & Amer Hassan, 2011, "The Financial Accelerator: An Emerging Market Story," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 41, Jul.
• Robert A. Jones & Mohammad Zanganeh, 2011, "Estimation of Equicorrelated Diffusions from Incomplete Data," Discussion Papers, Department of Economics, Simon Fraser University, number dp11-03, Oct.
• Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011, "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201176, Jun, revised Jun 2011.
• An Liu & Inge Noback, 2011, "Determinants of regional female labour market participation in the Netherlands," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 3, pages 641-658, December, DOI: 10.1007/s00168-010-0390-8.
• Marcel Prokopczuk, 2011, "Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 34, issue 2, pages 141-168, November, DOI: 10.1007/s10203-011-0111-5.
• Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011, "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, volume 40, issue 2, pages 359-372, April, DOI: 10.1007/s00181-009-0334-2.
• Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011, "Estimating the natural rates in a simple New Keynesian framework," Empirical Economics, Springer, volume 40, issue 3, pages 755-777, May, DOI: 10.1007/s00181-010-0366-7.
• Michail Karoglou & Panicos Demetriades & Siong Law, 2011, "One date, one break?," Empirical Economics, Springer, volume 41, issue 1, pages 7-24, August, DOI: 10.1007/s00181-010-0436-x.
• Bernardo Maggi & Marco Guida, 2011, "Modelling non-performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Empirical Economics, Springer, volume 41, issue 2, pages 269-291, October, DOI: 10.1007/s00181-010-0379-2.
• José Murteira & Óscar Lourenço, 2011, "Health care utilization and self-assessed health: specification of bivariate models using copulas," Empirical Economics, Springer, volume 41, issue 2, pages 447-472, October, DOI: 10.1007/s00181-010-0382-7.
• Helmut Herwartz, 2011, "Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection," Empirical Economics, Springer, volume 41, issue 2, pages 487-510, October, DOI: 10.1007/s00181-010-0378-3.
• Bernardina Algieri, 2011, "Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors," Empirical Economics, Springer, volume 41, issue 3, pages 593-637, December, DOI: 10.1007/s00181-010-0399-y.
• Anne Hvenegaard & Jacob Arendt & Andrew Street & Dorte Gyrd-Hansen, 2011, "Exploring the relationship between costs and quality: Does the joint evaluation of costs and quality alter the ranking of Danish hospital departments?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 12, issue 6, pages 541-551, December, DOI: 10.1007/s10198-010-0268-9.
• Omar Masood & Bruno Sergi, 2011, "China’s banking system, market structure, and competitive conditions," Frontiers of Economics in China, Springer;Higher Education Press, volume 6, issue 1, pages 22-35, March, DOI: 10.1007/s11459-011-0120-x.
• John Foster, 2011, "Evolutionary macroeconomics: a research agenda," Journal of Evolutionary Economics, Springer, volume 21, issue 1, pages 5-28, February, DOI: 10.1007/s00191-010-0187-z.
• An Liu & Henk Folmer & Johan Oud, 2011, "Estimating regression coefficients by W-based and latent variables spatial autoregressive models in the presence of spillovers from hotspots: evidence from Monte Carlo simulations," Letters in Spatial and Resource Sciences, Springer, volume 4, issue 1, pages 71-80, March, DOI: 10.1007/s12076-010-0047-3.
• Pål Boug & Ådne Cappelen & Anders R. Swensen, 2011, "The new Keynesian Phillips curve: Does it fit Norwegian data?," Discussion Papers, Statistics Norway, Research Department, number 652, May.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011, "How do banks' funding costs affect interest margins?," Discussion Papers, Statistics Norway, Research Department, number 665, Sep.
• Nii Ayi Armah & Norman Swanson, 2011, "Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 43-60, DOI: 10.1080/09603107.2011.523188.
• Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi, 2011, "Small sample properties of copula-GARCH modelling: a Monte Carlo study," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 21, pages 1587-1597, DOI: 10.1080/09603107.2011.587770.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 851-881, November, DOI: 10.1080/1351847X.2010.538529.
• Nejat Anbarci & Mehmet Ulubasoğlu, 2011, "Intersectoral size differences and migration: Kuznets revisited," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 2, pages 251-292, DOI: 10.1080/09638199.2011.538232.
• Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
• David F. Hendry & Kirstin Hubrich, 2011, "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 2, pages 216-227, April, DOI: 10.1198/jbes.2009.07112.
• Viktor Todorov & George Tauchen, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 356-371, July, DOI: 10.1198/jbes.2010.08342.
• Michal Pakoš, 2011, "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 439-454, July, DOI: 10.1198/jbes.2009.07046.
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 455-467, October, DOI: 10.1198/jbes.2011.10042.
• Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2011, "Lumpy Price Adjustments: A Microeconometric Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 529-540, October, DOI: 10.1198/jbes.2011.09066.
• Drew Creal & Siem Jan Koopman & André Lucas, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 552-563, October, DOI: 10.1198/jbes.2011.10070.
• José Gonzalo Rangel & Robert F. Engle, 2011, "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, May, DOI: 10.1080/07350015.2012.643132.
• Harendra Kumar Behera, 2011, "Onshore and offshore market for Indian rupee: recent evidence on volatility and shock spillover," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 4, issue 1, pages 43-55, DOI: 10.1080/17520843.2010.509918.
• Dungey, Mardi & Tugrul Vehbi, M, 2011, "A SVECM Model of the UK Economy and The Term Premium," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 11610, May.
• Fethi Ogunc & Cagri Sarikaya, 2011, "Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 11, issue 2, pages 15-28.
• Andrew J. Buck & George M. Lady, 2011, "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1102, Jun.
• Andrew J. Buck & George M. Lady, 2011, "Structural Models, Information and Inherited Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1103, Jun.
• Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
• Redouane Elkamhia & Denitsa Stefanova, 2011, "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-028/2/DSF10, Feb.
• Charles S. Bos, 2011, "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-048/4, Mar.
• Charles S. Bos, 2011, "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-049/4, Mar.
• Siem Jan Koopman & Michel van der Wel, 2011, "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-063/4, Apr.
• Christophe Croux & Peter Exterkate, 2011, "Sparse and Robust Factor Modelling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-122/4, Aug.
• Peter Exterkate, 2011, "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-138/4, Sep.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2011, "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-154/4, Nov, revised 15 Nov 2011.
• Pawel Janus & Siem Jan Koopman & André Lucas, 2011, "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-175/2/DSF28, Dec.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-082.
• Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011, "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-003.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3aa66f2e-55c5-4ddb-8acf-7.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2011, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-782, Jan.
• Yong Song, 2011, "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers, University of Toronto, Department of Economics, number tecipa-427, Apr.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2011, "Pareto versus lognormal: a maximum entropy test," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1102.
• Hassan, Daniel & Monier-Dilhan, Sylvette & Orozco, Valérie, 2011, "Measuring Consumers' Attachment to Geographical Indications: Implications for Competition Policy," TSE Working Papers, Toulouse School of Economics (TSE), number 11-225, Mar.
• Giuseppe De Luca & Jan R. Magnus, 2011, "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, volume 11, issue 4, pages 518-544, December.
• Marie-Estelle Binet, 2011, "Reconsidering the Demand for Municipal Public Goods Specification : Evidence from French Municipalities," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201120, Oct.
• Claudio A Agostini & Cecilia Plottier & Eduardo Saavedra, 2011, "La Demanda Residencial por Energía Eléctrica en Chile," Working Papers, Adolfo Ibáñez University, School of Government, number wp_013, Jul.
• Stefan Leist, 2011, "Driving Forces of the Swiss Output Gap," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1107, Sep.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011, "Evaluating Macroeconomic Forecasts: A 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 2011-11.
• Ronni Pavan, 2011, "Career Choice and Wage Growth," Journal of Labor Economics, University of Chicago Press, volume 29, issue 3, pages 549-587, DOI: 10.1086/659346.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011, "Structural Threshold Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 13-2011, Nov.
• Emanuela Galasso, 2011, "Alleviating extreme poverty in Chile: the short term effects of Chile Solidario," Estudios de Economia, University of Chile, Department of Economics, volume 38, issue 1 Year 20, pages 101-127, June.
• Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011, "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics, School of Economics, University of Kent, number 1125, Nov.
• Audrino, Francesco & Hu, Yujia, 2011, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1138, Sep.
• Petr SUCHÃ NEK & Robert BUCKI, 2011, "Method Of Supply Chain Optimization In E-Commerce," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 257-263.
• James P. Gander, 2011, "Macroeconomic Analysis of Corruption in Developing Economies," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2011_02.
• Benjamin Bade & Daniel Roesch & Harald Scheule, 2011, "Default and Recovery Risk Dependencies in a Simple Credit Risk Model," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2011-1, Jan.
• Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011, "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 290, May.
• Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To, 2011, "Stochastic Correlation and Risk Premia in Term Structure Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 298, Dec.
• Marita Laukkanen & Céline Nauges, 2011, "Environmental and Production Cost Impacts of No-till in Finland: Estimates from Observed Behavior," Land Economics, University of Wisconsin Press, volume 87, issue 3, pages 508-527.
• Carlos E. Carpio, & Octavio A. Ramirez, & Tullaya Boonsaeng, 2011, "Potential for Tradable Water Allocation and Rights in Jordan," Land Economics, University of Wisconsin Press, volume 87, issue 4, pages 595-609.
• Maria PASCU-NEDELCU, 2011, "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 76-99.
• Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011, "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_21.
• Claudio Pizzi & Francesca Parpinel, 2011, "Evolutionary computational approach in TAR model estimation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_26.
• Marco Minozzo, 2011, "On the existence of some skew normal stationary processes," Working Papers, University of Verona, Department of Economics, number 20/2011, Dec.
• Marco Minozzo & Clarissa Ferrari, 2011, "Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy)," Working Papers, University of Verona, Department of Economics, number 21/2011, Dec.
• Marco Minozzo & Clarissa Ferrari, 2011, "A hierarchical geostatistical factor model for multivariate Poisson count data," Working Papers, University of Verona, Department of Economics, number 22/2011, Dec.
• Marco Minozzo & Silvia Centanni, 2011, "Continuous time filtering for a class of marked doubly stochastic Poisson processes," Working Papers, University of Verona, Department of Economics, number 23/2011, Dec.
• Richard Sellner & Wolfgang Polasek, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," ERSA conference papers, European Regional Science Association, number ersa11p819, Sep.
• Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
• Michael Weber & Marcel Prokopczuk, 2011, "American option valuation: Implied calibration of GARCH pricing models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 10, pages 971-994, October.
• Mateusz Mysliwski, 2011, "A microeconometric analysis of album sales success in the Polish music market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 54, May.
• Kenta Tanaka & Shunsuke Managi & Katsunobu Kondo & Kiyotaka Masuda & Yasutaka Yamamoto, 2011, "Potential Climate Effect On Japanese Rice Productivity," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 237-255, DOI: 10.1142/S2010007811000280.
• George Tauchen, 2011, "Stochastic Volatility in General Equilibrium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 707-731, DOI: 10.1142/S2010139211000237.
• Wei Yim Yap & Jasmine Siu Lee Lam & Kevin Cullinane, 2011, "A Theoretical Framework For The Evaluation Of Competition Between Container Terminal Operators," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 04, pages 535-559, DOI: 10.1142/S0217590811004456.
• Vidhura Tennekoon & Robert Rosenman, 2011, "Behold, a Virgin is with HIV!: Misreporting Sexual Behaviour Among Infected Adolescents," Working Papers, School of Economic Sciences, Washington State University, number 2011-8, Mar.
• Vidhura Tennekoon & Robert Rosenman, 2011, "Systematically Misclassified Binary Dependant Variables," Working Papers, School of Economic Sciences, Washington State University, number 2011-9, Jul.
• Ioana VIASU & Constantin CHILARESCU, 2011, "A Semigroups Approach to the Study of a Second Order Partial Diferential Equation Applied in Economics," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 4, issue 4(16), pages 239-244.
• Joanna Janczura & Rafal Weron, 2011, "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/02.
• Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska, 2011, "Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/03.
• Marcin Magdziarz & Sebastian Orzel & Aleksander Weron, 2011, "Option pricing in subdiffusive Bachelier model," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/05, DOI: 10.1007/s10955-011-0310-z.
• Lluís Bermúdez & Dimitris Karlis, 2011, "Mixture of bivariate Poisson regression models with an application to insurance," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-10, Jul, revised Jul 2011.
• Mroz, T. & Picone, G., 2011, "A Multiple State Duration Model with Endogenous Treatment," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/19, Jul.
• Delatte, Anne-Laure & Fouguau, Julien & Holz, Carsten A., 2011, "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 27/2011.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/25.
• Rossen, Anja, 2011, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 113.
• Toke, Ioane Muni & Pomponio, Fabrizio, 2011, "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-32.
• Kanamura, Takashi & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "A profit model for spread trading with an application to energy futures," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 27, DOI: 10.5445/IR/1000023238.
• Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-014.
• Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-055.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2011, "Optimal display of Iceberg orders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-057.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011, "Financial network systemic risk contributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-072.
• Christopher Jeffords, 2011, "Preference-Directed Regulation When Ethical Environmental Policy Choices Are Formed With Limited Information," Working Papers, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 01, Nov.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-01, Jan.
• Michael Sørensen, 2011, "Prediction-based estimating functions: review and new developments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-05, Jan.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-24, May.
• Rasmus Tangsgaard Varneskov & Pierre Perron, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-26, Jun.
• Christian Bach, 2011, "Conservatism in Corporate Valuation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-32, Sep.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011, "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-11, May.
• Thomas J. Sargent & Paolo Surico, 2011, "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, volume 101, issue 1, pages 109-128, February.
• Spencer D. Krane, 2011, "Professional Forecasters' View of Permanent and Transitory Shocks to GDP," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 1, pages 184-211, January.
• James D. Hamilton & Seth Pruitt & Scott Borger, 2011, "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 3, pages 1-28, July.
• Renée Fry & Adrian Pagan, 2011, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, volume 49, issue 4, pages 938-960, December.
• Maria PASCU-NEDELCU, 2011, "Gaps Identified In Econometric Models For Cost Of Capital Estimation Already Built," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 2, pages 49-58, June.
• Burnett, J. Wesley & Bergstrom, John C., 2011, "A Spatiotemporal Fixed Effects Estimation of U.S. State-Level Carbon Dioxide Emissions," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103580, DOI: 10.22004/ag.econ.103580.
• Jithitikulchai, Theepakorn, 2011, "U.S. Alcohol Consumption: Tax Instrumental Variables in Quadratic Almost Ideal Demand System (QUAIDS)," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 112670, Jul, DOI: 10.22004/ag.econ.112670.
• Verreth, Daphne M.I. & Emvalomatis, Grigorios & Bunte, Frank H.J. & Oude Lansink, Alfons G.J.M., , "Dynamic adjustments in the Dutch greenhouse sector due to environmental regulations," 122nd Seminar, February 17-18, 2011, Ancona, Italy, European Association of Agricultural Economists, number 99364, DOI: 10.22004/ag.econ.99364.
• Barnes, Andrew Peter & Revoredo-Giha, Cesar & Sauer, Johannes, , "A metafrontier approach to measuring technical efficiencies across the UK dairy sector," 122nd Seminar, February 17-18, 2011, Ancona, Italy, European Association of Agricultural Economists, number 99369, DOI: 10.22004/ag.econ.99369.
• Iglesias, Ana & Quiroga, Sonia & Diz, Agustin & Garrote, Luis, 2011, "Adapting agriculture to climate change," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 11, issue 02, pages 1-14, December, DOI: 10.22004/ag.econ.120200.
• Xu, Wan & Lambert, Dayton M., 2011, "Business Establishment Growth in the Appalachian Region, 2000-2007: An Application of Smooth Transition Spatial Process Models," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 43, issue 3, pages 1-16, August, DOI: 10.22004/ag.econ.113517.
• LeSage, James P., 2011, "Discussion: Applications and Innovations in Spatial Econometrics," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 43, issue 3, pages 1-5, August, DOI: 10.22004/ag.econ.113519.
• Jeffords, Christopher, 2011, "Preference-Directed Regulation When Ethical Environmental Policy Choices Are Formed With Limited Information," Working Paper series, University of Connecticut, Charles J. Zwick Center for Food and Resource Policy, number 148119, Nov, DOI: 10.22004/ag.econ.148119.
• Daniela Viorică & Dănuţ Jemna & Carmen Pintilescu, 2011, "Determinants Of Corruption In Romania And Its Impact On Economic Growth," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 225-233, july.
• Marilena Mironiuc & Ioan-Bogdan Robu & Mihaela-Alina Robu, 2011, """Going Concern"" And The Effects Of The Operational Cycle Management. An Empirical Study Concerning The Usage Of Financial Analysis For Obtaining Preliminary Proofs In The Task Of," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 41-53, july.
• Popescu Oana, 2011, "Barriers In The Mathematical Modelling Of Decision-Making," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 13, pages 1-15.
• Mihaela Bratu, 2011, "The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 13, pages 1-31.
• Jianqing Fan & Jinchi Lv & Lei Qi, 2011, "Sparse High-Dimensional Models in Economics," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 291-317, September.
• Aviv Nevo, 2011, "Empirical Models of Consumer Behavior," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 51-75, September.
• Craig Blackburn & Michael Sherris, 2011, "Consistent Dynamic Affine Mortality Model for Longevity Risk Applications," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201107, May.
• Mariana BALAN & Liliana SIMIONESCU & Vlad IORDACHE, 2011, "Evolutions Of Remittance Flow During The Economic-Financial Crisis," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 1, issue 6(21), pages 69-80, March.
• Ivan Kotliarov, 2011, "A Risk-Income Method Of Royalty Rate Calculation In Case Of Franchising," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 20, issue 1, pages 161-170, june.
• Bencivenga, Cristina & Sargenti, Giulia & D'Ecclesia, Rita, 2011, "Integration of energy commodity markets in Europe and the USA," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 3, pages 301-313, June.
• Claudia Kurz & Jeong-Ryeol Kurz-Kim, 2011, "Taylor Rule Revisited: from an Econometric Point of View," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 46-51, June.
• Johannes Vilsmeier, 2011, "Updating the Option Implied Probability of Default Methodology," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 107, Oct.
• Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
• Luis E. Rojas, 2011, "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia, Banco de la Republica de Colombia, number 664, Aug, DOI: 10.32468/be.664.
• Matthew J Osborne & Nathan H. Miller, 2011, "Competition among Spatially Differentiated Firms: An Estimator with an Application to Cement," BEA Working Papers, Bureau of Economic Analysis, number 0072, Apr.
• Igor Pelipas, 2011, "Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 15, Sep.
• Audrino, Francesco & Trojani, Fabio, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 138-149.
• Hendry, David F. & Hubrich, Kirstin, 2011, "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 216-227.
• Todorov, Viktor & Tauchen, George, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 356-371.
• PakoÅ¡, Michal, 2011, "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 439-454.
• Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 455-467.
• Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick, 2011, "Lumpy Price Adjustments: A Microeconometric Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 529-540.
• Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 552-563.
• Daniel Rösch & Harald Scheule, 2011, "Securitization rating performance and agency incentives," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Benjamin Bade & Daniel Rösch & Harald Scheule, 2011, "Default and Recovery Risk Dependencies in a Simple Credit Risk Model," European Financial Management, European Financial Management Association, volume 17, issue 1, pages 120-144, January, DOI: 10.1111/j.1468-036X.2010.00582.x.
• Ingrid Nappi‐Choulet & Tristan‐Pierre Maury, 2011, "A Spatial And Temporal Autoregressive Local Estimation For The Paris Housing Market," Journal of Regional Science, Wiley Blackwell, volume 51, issue 4, pages 732-750, October, DOI: j.1467-9787.2011.00713.x.
• Markku Lanne & Pentti Saikkonen, 2011, "GMM Estimation with Non‐causal Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 581-592, October, DOI: j.1468-0084.2010.00631.x.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2011, "EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 189-206, February.
• Philip Hans Franses & Richard Paap, 2011, "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 101-115, February, DOI: j.1467-9574.2010.00477.x.
• Massimiliano Caporin & Michael McAleer, 2011, "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 2, pages 125-163, May, DOI: j.1467-9574.2010.00479.x.
• Rolando Manuel Gonzáles Martínez, 2011, "Riesgo macroeconómico y bolivianización: Un análisis de cointegración con un portafolio dinámico no estacionario de mínima varianza," Revista de Análisis del BCB, Banco Central de Bolivia, volume 15, issue 2, pages 9-44, December.
• Konstantinos Theodoridis, 2011, "An efficient minimum distance estimator for DSGE models," Bank of England working papers, Bank of England, number 439, Oct.
• Martin Andreasen, 2011, "An estimated DSGE model: explaining variation in term premia," Bank of England working papers, Bank of England, number 441, Dec.
• Hyun Euy Kim & Sang Min Aum, 2011, "The Role of Money and Banking in Monetary Policy: Does It Matter Quantitatively for the Korean Economy? (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 1, pages 45-102, March.
• A. Marano & C. Mazzaferro & M. Morciano, 2011, "The strengths and failures of incentive mechanisms in notional defined contribution pension systems," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp799, Nov.
• Pierre Perron & Rasmus T. Varneskov, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-050, Jan.
• Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011, "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-33, February, DOI: 10.2202/1941-1928.1097.
• Kelmara Mendes Vieira & João Luiz Becker, 2011, "Structural Equation Modeling Applied to the Reaction to Stock Dividends and Stock Splits: integrating signaling, liquidity and optimal price level," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 1, pages 69-104.
• Alan De Genaro Dario & Mariela Fernández, 2011, "Generating Interest Rate Stress Scenarios," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 413-436.
• Xavier d’Haultfœuille & Isis Durrmeyer & Philippe Février, 2011, "Le coût du bonus/malus écologique. Que pouvait-on prédire ?," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 491-499.
• Olivier Damette & Gilles Dufrénot & Philippe Frouté, 2011, "L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ?," Revue économique, Presses de Sciences-Po, volume 62, issue 6, pages 1135-1145.
• Carine Bouthevillain & Gilles Dufrénot, 2011, "Are the effects of fiscal changes different in times of crisis and non crisis? The French case," Revue d'économie politique, Dalloz, volume 121, issue 3, pages 371-407.
• Corrado, L. & Weeks, M., 2011, "Tests for Convergence Clubs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1110, Jan.
• Iglesias, Emma M. & Phillips, Garry D.A., 2011, "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/19, Aug.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011, "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0076, Mar.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011, "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0077, Mar.
• Sherzod N. Tashpulatov, 2011, "Estimating the Volatility of Electricity Prices: The Case of the England and Wales Wholesale Electricity Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp439, May.
• Luis A.V. Catão & Adrian Pagan, 2011, "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 5, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia, "Monetary Policy under Financial Turbulence".
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Julien Chevallier, 2011, "The impact of nonlinearities for carbon markets analyses," International Economics, CEPII research center, issue 126-127, pages 131-150.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
• Victor Aguirregabiria & Arvind Magesan, , "Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium," Working Papers, Department of Economics, University of Calgary, number 2012-03.
• Nestor Iván González-Quintero, 2011, "¿Otra vez? Una sencilla visión de la convergencia económica en los departamentos de Colombia: 1975-2005," Archivos de Economía, Departamento Nacional de Planeación, number 9230, Dec.
• Germán Dario Valencia & David Tobón Orozco & John Fredy Bedoya Marulanda, 2011, "Hábitos y preferencias por recreación y deporte en Medellín: Una aplicación de modelos logísticos," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Elkin Castano Vélez, 2011, "Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Juan Camilo Galvis Ciro & Juan Guillermo Bedoya Ospina & Rubén Albeiro Loaiza Maya, 2011, "Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Andrés Perdomo Calvo & Juan Andrés Ramírez Orozco, 2011, "Análisis económico sobre el tamano óptimo del mercado y ubicación de estaciones de transferencia para el manejo de residuos sólidos en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Liliana Alejandra Chicaíza Becerra & Mario García Molina & Giancarlo Romano Gómez, 2011, "La aversión al riesgo en la toma de decisiones médicas: una revisión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Martha Misas A. & Juan Carlos Parra A. & Enrique L�pez E., 2011, "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-40.
• Muellbauer, John & Murphy, Anthony & Duca, John V, 2011, "House Prices and Credit Constraints: Making Sense of the US Experience," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8360, Apr.
• Muellbauer, John & Murphy, Anthony & Duca, John V, 2011, "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8361, Apr.
• Kilian, Lutz, 2011, "Structural Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8515, Aug.
• Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers, Center for Research in Economics and Statistics, number 2011-03.