Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2011

• 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, 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 Financial Audit," 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.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis, 2011, "Pairing market risk with credit risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb110201, Feb.
• Kapar, B. & Olmo, J., 2011, "The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk," Working Papers, Department of Economics, City St George's, University of London, number 11/02.
• Ivan Kotliarov, 2011, "Royalty Rate Structure in Case of Franchising," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 139-156, May.
• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
• 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, Cambridge University Press, volume 43, issue 3, pages 309-324, August.
• LeSage, James P., 2011, "Discussion: Applications and Innovations in Spatial Econometrics," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 43, issue 3, pages 339-343, August.
• Konstantin A. Kholodilin & Ulrich Thießen, 2011, "The Shadow Economy in OECD Countries: Panel-Data Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1122.
• Christian Dreger & Yanqun Zhang, 2011, "The Chinese Impact on GDP Growth and Inflation in the Industrial Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1151.
• C.S.C. Sekhar, 2011, "World Foodgrain Prices – The Effect of Exporting Countries’ Policies," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 2, pages 217-242.
• Mihaela BRATU, 2011, "The Uncertainty of USA GDP Forecasts Determined by the Variables Aggregation," EuroEconomica, Danubius University of Galati, issue 30, pages 109-122, November.
• Viktor Todorov & George Tauchen, 2011, "Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions," Working Papers, Duke University, Department of Economics, number 11-21.
• George Tauchen, 2011, "Levy Process Models for High Frequency Financial Data," Working Papers, Duke University, Department of Economics, number 11-22.
• Viktor Todorov & George Tauchen & Iaryna Grynkiv, 2011, "Volatility Activity: Specification and Estimation," Working Papers, Duke University, Department of Economics, number 11-23.
• Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011, "Market liquidity as dynamic factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 163, 42-50.
• Dorrucci, Ettore & McKay, Julie, 2011, "The international monetary system after the financial crisis," Occasional Paper Series, European Central Bank, number 123, Feb.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011, "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, volume 121, issue 552, pages 533-551, May.
• Narayanan, Sridhar & Nair, Harikesh S., 2011, "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Research Papers, Stanford University, Graduate School of Business, number 2076, Mar.
• Eric French & John Bailey Jones, 2011, "The Effects of Health Insurance and Self‐Insurance on Retirement Behavior," Econometrica, Econometric Society, volume 79, issue 3, pages 693-732, May.
• Chen, Xiaoshan & MacDonald, Ronald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-21.
• Zuo, Haomiao & Park, Sung Y., 2011, "Money demand in China and time-varying cointegration," China Economic Review, Elsevier, volume 22, issue 3, pages 330-343, September.
• Zhou, Xianbo & Li, Kui-Wai & Li, Qin, 2011, "An analysis on technical efficiency in post-reform China," China Economic Review, Elsevier, volume 22, issue 3, pages 357-372, September.
• Shaliastovich, Ivan & Tauchen, George, 2011, "Pricing of the time-change risks," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 6, pages 843-858, June.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 118-137, January.
• Leu, Shawn Chen-Yu, 2011, "A New Keynesian SVAR model of the Australian economy," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 157-168, January.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 251-258, January.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011, "Macro-econometric modelling for the Nigerian economy: A growth-poverty gap analysis," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 335-350, January.
• Chen, Show-Lin & Wu, Jyh-Lin, 2011, "Home bias and the persistence of real exchange rates," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 55-59, January.
• Tsintzos, Panagiotis & Dergiades, Theologos, 2011, "Uncertainty in the public debt market and stochastic long-run growth," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 67-73, January.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1, pages 118-137, DOI: 10.1016/j.econmod.2010.09.018.
• Leu, Shawn Chen-Yu, 2011, "A New Keynesian SVAR model of the Australian economy," Economic Modelling, Elsevier, volume 28, issue 1, pages 157-168, DOI: 10.1016/j.econmod.2010.09.015.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, volume 28, issue 1, pages 251-258, DOI: 10.1016/j.econmod.2010.09.005.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011, "Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis," Economic Modelling, Elsevier, volume 28, issue 1, pages 335-350, DOI: 10.1016/j.econmod.2010.08.015.
• Ryu, Hang Keun, 2011, "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, volume 28, issue 1, pages 459-472, DOI: 10.1016/j.econmod.2010.08.002.
• Chen, Show-Lin & Wu, Jyh-Lin, 2011, "Home bias and the persistence of real exchange rates," Economic Modelling, Elsevier, volume 28, issue 1, pages 55-59, DOI: 10.1016/j.econmod.2010.09.025.
• Tsintzos, Panagiotis & Dergiades, Theologos, 2011, "Uncertainty in the public debt market and stochastic long-run growth," Economic Modelling, Elsevier, volume 28, issue 1, pages 67-73, DOI: 10.1016/j.econmod.2010.09.023.
• Brüggemann, Ralf & Riedel, Jana, 2011, "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, volume 28, issue 3, pages 1174-1185, May.
• Broto, Carmen, 2011, "Inflation targeting in Latin America: Empirical analysis using GARCH models," Economic Modelling, Elsevier, volume 28, issue 3, pages 1424-1434, May.
• Akram, Q. Farooq, 2011, "Policy analysis in real time using IMF's monetary model," Economic Modelling, Elsevier, volume 28, issue 4, pages 1696-1709, July.
• Lady, George M. & Buck, Andrew J., 2011, "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, volume 28, issue 6, pages 2820-2831, DOI: 10.1016/j.econmod.2011.08.021.
• Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 235-245, January.
• Corradi, Valentina & Swanson, Norman R., 2011, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 304-324, April.
• Conte, Anna & Hey, John D. & Moffatt, Peter G., 2011, "Mixture models of choice under risk," Journal of Econometrics, Elsevier, volume 162, issue 1, pages 79-88, May.
• Chudik, Alexander & Pesaran, M. Hashem, 2011, "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 4-22, July.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011, "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 42-50, July.
• Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 188-205, September.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2011, "Realized Laplace transforms for estimation of jump diffusive volatility models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 367-381, October.
• Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011, "Functional data analysis for volatility," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 233-245, DOI: 10.1016/j.jeconom.2011.08.002.
• Lozano, Martín & Rubio, Gonzalo, 2011, "Evaluating alternative methods for testing asset pricing models with historical data," Journal of Empirical Finance, Elsevier, volume 18, issue 1, pages 136-146, January.
• Kirat, Djamel & Ahamada, Ibrahim, 2011, "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, volume 33, issue 5, pages 995-1003, September.
• Erkan, Erdogdu, 2011, "What happened to efficiency in electricity industries after reforms?," Energy Policy, Elsevier, volume 39, issue 10, pages 6551-6560, October.
• Erdogdu, Erkan, 2011, "The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: A cross country panel data analysis," Energy Policy, Elsevier, volume 39, issue 3, pages 1080-1092, March.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 20, issue 3, pages 152-164, June.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 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," Journal of Informetrics, Elsevier, volume 5, issue 4, pages 594-607, DOI: 10.1016/j.joi.2011.05.007.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, DOI: 10.1016/j.ijforecast.2010.05.014.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, April.
• Garcia, René & Tsafack, Georges, 2011, "Dependence structure and extreme comovements in international equity and bond markets," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1954-1970, August.
• Kurita, Takamitsu, 2011, "An empirical model for Japan’s business fixed investment," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 107-120, DOI: 10.1016/j.jeconbus.2010.11.004.
• Ciaian, Pavel & Kancs, d'Artis, 2011, "Food, energy and environment: Is bioenergy the missing link?," Food Policy, Elsevier, volume 36, issue 5, pages 571-580, October.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2011, "What drives international equity correlations? Volatility or market direction?," Journal of International Money and Finance, Elsevier, volume 30, issue 6, pages 1234-1263, October.
• Choi, Andy S., 2011, "Implicit prices for longer temporary exhibitions in a heritage site and a test of preference heterogeneity: A segmentation-based approach," Tourism Management, Elsevier, volume 32, issue 3, pages 511-519, DOI: 10.1016/j.tourman.2010.04.002.
• Deng, Minfeng & Athanasopoulos, George, 2011, "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, volume 32, issue 5, pages 1075-1084, DOI: 10.1016/j.tourman.2010.09.006.
• Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs, 2011, "Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_11, Aug.
• Raghbendra Jha & Tu Dang, 2011, "Inflation Variability and the Relationship Between Inflation and Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-08, Apr.
• Mardi Dungey & M.Tugrul Vehbi, 2011, "A SVECM Model of the UK Economy and The Term Premium," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-26, Aug.
• Hasanov Fakhri, 2011, "Analyzing price level in a booming economy: the case of Azerbaijan," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/02e, Nov.
• Marinko Škare & Saša Stjepanovi?, 2011, "Makroekonomski model Republike Hrvatske ( SSEM1) i mogu?i pravci izlaska iz krize," Ekonomija Economics, Rifin d.o.o., volume 18, issue 2, pages 343-364.
• Castañón-Herrera, Alberto & Urzúa, Carlos M., 2011, "The non-optimality of the Mexican indirect tax system," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-02, Jul.
• Zhao, Hongbiao, 2011, "Portfolio credit risk of default and spread widening," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43451, Dec.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011, "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58441, Mar.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011, "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58533, Mar.
• Roberta Serafini & J. Bruha & B. Pierluigi, 2011, "Euro area labour markets: different reaction to shocks?," EcoMod2011, EcoMod, number 2970, Jul.
• Feng Xu'nan, 2011, "Dividends and tunneling: evidence from family firms in China," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 2, pages 152-167, January, DOI: 10.1108/20441391111100732.
• Wenjie Du, 2011, "The investigation on the relationship between the problem of long‐term loan and economic growth," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 2, pages 187-198, January, DOI: 10.1108/20441391111100750.
• Beatriz Vaz de Melo Mendes & Cecília Aíube, 2011, "Copula based models for serial dependence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 1, pages 68-82, February, DOI: 10.1108/17439131111109008.