Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2012

• 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.
• Felicitas Nowak‐Lehmann & Axel Dreher & Dierk Herzer & Stephan Klasen & Inmaculada Martínez‐Zarzoso, 2012, "Does foreign aid really raise per capita income? A time series perspective," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 45, issue 1, pages 288-313, February, DOI: 10.1111/j.1540-5982.2011.01696.x.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012, "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 934-955, September.
• 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: 10.1111/j.1538-4616.2012.00524.x.
• CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT, 2012, "Modelling Long Memory Volatility In Agricultural Commodity Futures Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-27, DOI: 10.1142/S2010495212500108.
• Ioana VIASU & Constantin CHILARESCU, 2012, "Mixtures of Laws: a New Method to Estimate the Parameters," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 5-22.
• Joanna Janczura & Rafal Weron, 2012, "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/01.
• Pawe³ Bieñkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bart³omiej Zubrzak, 2012, "A new method for automated noise cancellation in electromagnetic field measurement," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/05.
• Alfonso Mendoza-Velazquez & Peter N. Smith, 2012, "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers, Department of Economics, University of York, number 12/36, Dec.
• Na Guo & Peter N. Smith, 2012, "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers, Department of Economics, University of York, number 12/37, Dec.
• Mihaela Bratu, 2012, "Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 15, issue 2, pages 87-100, November.
• Georgiadis, Georgios, 2012, "Towards an explanation of cross-country asymmetries in monetary transmission," Discussion Papers, Deutsche Bundesbank, number 07/2012.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-11.
• Kuhlenkasper, Torben & Steinhardt, Max Friedrich, 2012, "Who leaves and when? Selective outmigration of immigrants from Germany," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 128.
• Ghosh, Saurabh, 2012, "Volatility spillover in the foreign exchange market: The Indian experience," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 460.
• Toke, Ioane Muni & Pomponio, Fabrizio, 2012, "Modelling trades-through in a limit order book using hawkes processes," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-23, DOI: 10.5018/economics-ejournal.ja.2012-.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1799.
• Schmidt, Sebastian & Wieland, Volker, 2012, "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 52.
• Belke, Ansgar & Goecke, Matthias & Guenther, Martin, 2012, "Exchange Rate Bands of Inaction and Play-Hysteresis in German Exports – Sectoral Evidence for Some OECD Destinations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 327, DOI: 10.4419/86788376.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-031.
• Okhrin, Ostap & Ristig, Alexander, 2012, "Hierarchical Archimedean copulae: The HAC package," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-036.
• Malec, Peter & Schienle, Melanie, 2012, "Nonparametric Kernel density estimation near the boundary," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-047.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012, "Financial network systemic risk contributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-053.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2012, "Modeling time-varying dependencies between positive-valued high-frequency time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-054.
• Göcke, Matthias, 2012, "Play-hysteresis in supply as part of a market model," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 61.
• Michelle Sovinsky Goeree & Bridget Hiedemann & Steven Stern, 2012, "Will you still want me tomorrow? The dynamics of families' long-term care arrangements," ECON - Working Papers, Department of Economics - University of Zurich, number 088, Jul.

2011

• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 96299.
• Kasai Ndahiriwe & Ruthira Naraidoo, 2011, "The Opportunistic approach to monetary policy and financial markets," Working Papers, University of Pretoria, Department of Economics, number 201103, Feb.
• Zdeněk Štolc, 2011, "Application of FIGARCH and EWMA Models on Stock Indices PX and BUX
  [Aplikace FIGARCH a EWMA modelů na burzovní indexy PX a BUX]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2011, issue 4, pages 25-38, DOI: 10.18267/j.aop.338.
• Boril Šopov & Jakub Seidler, 2011, "Yield Curve Dynamics: Regional Common Factor Model," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 140-156, DOI: 10.18267/j.pep.393.
• Jan Hanousek & Evžen Kočenda, 2011, "Rozsah integrovaného státního vlastnictví a vliv firemní kontroly na výkonnost českých podniků
  [Extent of the Integrated State Ownership and Effect of the State Control on Performance of Czech Firms]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 1, pages 82-104, DOI: 10.18267/j.polek.773.
• Jacek Osiewalski, 2011, "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 1, pages 39-47, March.
• Katarzyna Leszkiewicz-Kędzior, 2011, "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 75-95, June.
• Alexey Balaev, 2011, "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
• Alexei Kolokolov, 2011, "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Georg Strasser, 2011, "The Efficiency of the Global Markets for Final Goods and Productive Capabilities," 2011 Meeting Papers, Society for Economic Dynamics, number 576.
• Mihaela Bratu, 2011, "Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 42, pages 25-46, December.
• Christopher Martin & Costas Milas, 2011, "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series, Rimini Centre for Economic Analysis, number 14_11, Feb.
• Wolfgang Polasek & Richard Sellner, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper series, Rimini Centre for Economic Analysis, number 24_11, May.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011, "Structural Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 49_11, Nov.
• Alexander Varshavsky & Tatiana Komkina, 2011, "Analysis of two main university rankings," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 57-78.
• Svetlana Balashova & Olga Zueva, 2011, "Influence of regional factors on expansion of retail chains in the Russian Federation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 71-84.
• Javier Aliaga Lordemann & Alejandro Capriles, 2011, "Análisis de la Sustitución de Fuentes Energéticas en Bolivia," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 6/2011, Jun.
• Kosrow Dehnad, 2011, "Behavioral Finance and Technical Analysis," Journal of Financial Transformation, Capco Institute, volume 32, pages 107-111.
• Javier Aliaga & Alejandro Capríles, 2011, "Análisis de la sustitución de fuentes energéticas en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 16, pages 57-80.
• Scutaru, Cornelia, 2011, "Possible Evolutions of Investment Rate – Error Correction Models Scenarios," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 141-162, December.
• LeSage, James P. & Pace, Robert Kelley, 2011, "Pitfalls in Higher Order Model Extensions of Basic Spatial Regression Methodology," The Review of Regional Studies, Southern Regional Science Association, volume 41, issue 1, pages 13-26, Summer.
• Flaminia Musella, 2011, "Learning a bayesian network from ordinal data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0139, Oct.
• Norman R. Swanson & Nii Ayi Armah, 2011, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201103, May.
• Norman R. Swanson & Valentina Corradi, 2011, "Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201112, May.
• Norman R. Swanson & Nii Ayi Armah, 2011, "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers, Rutgers University, Department of Economics, number 201115, May.
• Niek J. Schoeman & Ruthira Naraidoo & Samuel S. Jibao, 2011, "Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach," ERSA Working Paper Series, Economic Research Southern Africa, number 228, Jul.
• Alain Kabundi & Mustafa Y. Çakir, 2011, "Trade Shocks from BRIC to South Africa: A Global VAR Analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 250, Oct.
• 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.