Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2011

• A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011, "Relative price variability and the Phillips Curve: evidence from Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 5, pages 546-561, September, DOI: 10.1108/01443581111161814.
• JP Eggers & Michal Grajek & Tobias Kretschmer, 2011, "Performance implications of core and complementary pre-entry experience: The role of consumer heterogeneity in mobile telephony," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-11-03 (R2), Mar, revised 29 May 2012.
• Callan, Tim & Van de Ven, Justin, 2011, "A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model," Papers, Economic and Social Research Institute (ESRI), number WP400, Aug.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
• Stelios Bekiros, 2011, "Nonlinear causality testing with stepwise multivariate filtering," Economics Working Papers, European University Institute, number ECO2011/22.
• Stelios Bekiros & Massimiliano Marcellino, 2011, "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers, European University Institute, number ECO2011/23.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
• Roberto Gismondi, 2011, "Turismo e territorio: un'analisi sulle presenze nelle province italiane nel periodo 1997-2007," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2011, issue 2, pages 5-29.
• Jan Brùha, 2011, "An Empirical Small Labor Market Model for the Czech Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 434-449, November.
• Vladimír Benáček & Eva Michalíková, 2011, "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/06, Feb, revised Feb 2011.
• Milan Rippel & Ivo Jánský, 2011, "Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/27, Jul, revised Jul 2011.
• Omar Masood & Bruno S. Sergi, 2011, "China¡¯s Banking System, Market Structure, and Competitive Conditions," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 1, pages 22-35, March.
• Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes, 2011, "Dynamic Copulas and Long Range Dependence," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 89-111, October.
• John V. Duca & John N. Muellbauer & Anthony Murphy, 2011, "House prices and credit constraints: making sense of the U.S. experience," Working Papers, Federal Reserve Bank of Dallas, number 1103.
• John V. Duca & John N. Muellbauer & Anthony Murphy, 2011, "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers, Federal Reserve Bank of Dallas, number 1104.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011, "The empirical content of models with multiple equilibria in economies with social interactions," Staff Reports, Federal Reserve Bank of New York, number 504.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2011_03, Feb, revised Apr 2011.
• Paolo Cremonesi & Enrico di Bella & Marcello Montefiori & Luca Persico, 2011, "A self-reported work sampling to assess the Emergency Department’s costs," DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics, number 6/2011, Oct.
• Michael Louis George, 2011, "Formula for Manufacturing Profit increase based on Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0620, Nov.
• Xiaoshan Chen & Ronald MacDonald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2011_04, Jan.
• Jason West, 2011, "Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201107, Jul.
• Jason West, 2011, "The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201108, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201111, Aug.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00638009, Sep.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011, "A Representation of Preferences by the Choquet Integral with Respect to a 2-Additive Capacity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00625706, DOI: 10.1007/s11238-010-9198-3.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print, HAL, number hal-00638009, Sep.
• M. Ali Choudhary, 2011, "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print, HAL, number hal-00704670, Jun, DOI: 10.1080/00036846.2011.566190.
• Anne-Laure Delatte & Julien Fouquau & Carsten A. Holz, 2011, "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Print, HAL, number hal-00756576, Nov.
• Valentina Corradi & Norman R. Swanson, 2011, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Post-Print, HAL, number hal-00796745, Mar, DOI: 10.1016/j.jeconom.2010.12.009.
• P. Du Jardin & E. Séverin, 2011, "Predicting Corporate Bankruptcy Using Self-Organising map: An empirical study to Improve the Forecasting horizon of financial failure model," Post-Print, HAL, number hal-00801878.
• Catherine Doz & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print, HAL, number hal-00844811, Jul, DOI: 10.1016/j.jeconom.2011.02.012.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00638009, Sep.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011, "Limit Order Book as a Market for Liquidity," Working Papers, HAL, number hal-00597190, May.
• Hatlebakk, Magnus & Iversen, Vegard & Torsvik, Gaute, 2011, "Caste, local networks and lucrative jobs: Evidence from rural Nepal," Working Papers in Economics, University of Bergen, Department of Economics, number 01/11, Jan.
• Andersson, Fredrik N. G., 2011, "Band Spectrum Regressions using Wavelet Analysis," Working Papers, Lund University, Department of Economics, number 2011:22, Jun.
• Nyborg, Karine & Zhang, Tao, 2011, "Is corporate social responsibility associated with lower wages?," Memorandum, Oslo University, Department of Economics, number 01/2011, Jan.
• Biørn, Erik & R. Wangen, Knut, 2011, "Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language," Memorandum, Oslo University, Department of Economics, number 18/2011, Sep.
• Adolfson, Malin & Lindé, Jesper, 2011, "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 251, Apr.
• Michelle Goeree & Bridget Hiedemann & Steven Stern, 2011, "Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements," Working Papers, Human Capital and Economic Opportunity Working Group, number 2011-035, Jul.
• Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2011, "Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements," Working Papers, Human Capital and Economic Opportunity Working Group, number 2012-017, Jul.
• Daniel Roesch & Harald Scheule, 2011, "Securitization Rating Performance and Agency Incentives," Working Papers, Hong Kong Institute for Monetary Research, number 182011, Jun.
• Sánchez Sellero, Francisco Javier & Cruz González, Mª Montserrat, 2011, "Percepción Empresarial De La Mejora Del Enlace Ferroviario Vigo-Oporto Y Modelización De La Elección Modal / Managerial Perception Of The Improvement Of Railway Connection Vigo-Oporto And Modelling Of The Modal Election," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 17, issue 1, pages 159-175.
• Fernando García & Margarita Díaz, 2011, "Modelos mixtos generalizados para el estudio del desempleo en los grandes aglomerados urbanos de Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 49, issue 1, pages 79-98, Junio, DOI: 10.55444/2451.7321.2011.v49.n1.6510.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Polasek, Wolfgang & Sellner, Richard, 2011, "Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Economics Series, Institute for Advanced Studies, number 266, May.
• Aslıhan Atabek Demirhan, 2011, "Ramazan ayı, üretim için de on bir ayın sultanı mı?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 302, pages 109-124.
• Aydanur GACENER ATIŞ & Utku UTKULU, 2011, "Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 303, pages 65-84.
• Serkan ÇİÇEK & Cüneyt AKAR & Eray YÜCEL, 2011, "Türkiye’de enflasyon beklentilerinin çapalanması ve güvenilirlik," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 37-55.
• Ali F. Darrat & Bin Li & Omar Benkato, 2011, "The Relationship between Volatility and Expected Returns: Some Evidence for Australia," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 1, pages 27-43, April.
• Ibrahim Mosaad El-Atroush & Gabriel Montes-Rojas, 2011, "Technical Efficiency Estimation via Metafrontier Technique with Factors that Affect Supply Chain Operations," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 117-138, August.
• Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
• Mr. Troy D Matheson, 2011, "New Indicators for Tracking Growth in Real Time," IMF Working Papers, International Monetary Fund, number 2011/043, Feb.
• Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011, "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers, International Monetary Fund, number 2011/098, Apr.
• Florin-Marius PAVELESCU, 2011, "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 131-150, June.
• Vadim DUMITRASCU & Roxana Arabela DUMITRASCU, 2011, "Approach to the Organisational Complexity in Terms of Network and Intellectual Capital Concepts," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 191-215, June.
• Mihaela BRATU, 2011, "Modeling And Forecasting The Exchange Rate In Romania," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 56-72, December.
• Cintya Lanchimba & Paúl Medina, 2011, "Fecundidad en el Ecuador y su relación con el entorno social y evolutivo," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 1, issue 1, pages 31-55, Junio.
• Eduardo Cepeda, 2011, "Portafolio de consumo: problema de Merton," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 37-51, Diciembre.
• Andrés Galvis, 2011, "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 55-65, Diciembre.
• Patricia Cortez & Paúl Medina, 2011, "Evolución de la población inmigrante en Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 69-87, Diciembre.
• Juan Urquiza, 2011, "Income Asymmetries and the Permanent Income Hypothesis," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 409.
• Hernández-Mejía, Sergio, 2011, "Capacidad predictiva de los modelos ARCH: una aplicación para los rendimientosdel índice de precios y cotizaciones de la Bolsa Mexicana de Valores," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 30, pages 3-19, segundo t.
• Atif Evren & Elif Tuna, 2011, "Yariparametrik Kismi Dogrusal Panel Veri Modelleriyle Uluslararasý Goc," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 13, issue 1, pages 95-113, Special I.
• Arzdar KIRACI, 2011, "Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 1-14, November.
• Serguey Khovansky & Zhylyevskyy, Oleksandr, 2011, "What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32769, Mar.
• Zhylyevskyy, Oleksandr & Serguey Khovansky, 2011, "Cross-sectional GMM estimation under a common data shock," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36085, Dec.
• Zahid Irshad Younas & Wasif Siddiqi, 2011, "Who Drives Whom? Mutual Funds VS Stock Market," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 7, issue 4, pages 268-274, December.
• Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011, "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 63-81, February, DOI: 10.1515/jbnst-2011-0106.
• Arnold Polanski & Evarist Stoja, 2011, "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 523-540, September.
• Anna Conte & M. Vittoria Levati, 2011, "Use of data on planned contributions and stated beliefs in the measurement of social preferences," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-039, Sep.
• Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2011, "DEoptim: An R Package for Global Optimization by Differential Evolution," Journal of Statistical Software, Foundation for Open Access Statistics, volume 40, issue i06, DOI: http://hdl.handle.net/10.18637/jss..
• Bos, Charles S., 2011, "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 41, issue i13, DOI: http://hdl.handle.net/10.18637/jss..
• Johannes Paha, 2011, "Empirical methods in the analysis of collusion," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 38, issue 3, pages 389-415, July, DOI: 10.1007/s10663-010-9160-1.
• Wei Zhu & Harry Timmermans, 2011, "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 101-126, June, DOI: 10.1007/s10109-010-0122-8.
• Maria Corton, 2011, "Sector fragmentation and aggregation of service provision in the water industry," Journal of Productivity Analysis, Springer, volume 35, issue 2, pages 159-169, April, DOI: 10.1007/s11123-010-0180-4.
• William Cooper & Jesús Pastor & Fernando Borras & Juan Aparicio & Diego Pastor, 2011, "BAM: a bounded adjusted measure of efficiency for use with bounded additive models," Journal of Productivity Analysis, Springer, volume 35, issue 2, pages 85-94, April, DOI: 10.1007/s11123-010-0190-2.
• Ku-Hsieh Chen & Hao-Yen Yang, 2011, "A cross-country comparison of productivity growth using the generalised metafrontier Malmquist productivity index: with application to banking industries in Taiwan and China," Journal of Productivity Analysis, Springer, volume 35, issue 3, pages 197-212, June, DOI: 10.1007/s11123-010-0198-7.
• Andrew Johnson & Timo Kuosmanen, 2011, "One-stage estimation of the effects of operational conditions and practices on productive performance: asymptotically normal and efficient, root-n consistent StoNEZD method," Journal of Productivity Analysis, Springer, volume 36, issue 2, pages 219-230, October, DOI: 10.1007/s11123-011-0231-5.
• Xiaojing Dong & Pradeep Chintagunta & Puneet Manchanda, 2011, "A new multivariate count data model to study multi-category physician prescription behavior," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 3, pages 301-337, September, DOI: 10.1007/s11129-011-9102-7.
• Chau-Jung Kuo & Chin-Ming Chen & Chao-Hsien Sung, 2011, "Evaluating guarantee fees for loans to small and medium-sized enterprises," Small Business Economics, Springer, volume 37, issue 2, pages 205-218, September, DOI: 10.1007/s11187-009-9236-0.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011, "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, volume 71, issue 3, pages 297-324, September, DOI: 10.1007/s11238-010-9198-3.
• Marossy, Zita, 2011, "A villamos energia áralakulásának egy új modellje
  [A new model for price movement in electric power]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 253-274.
• Jamal NazrulIslam & Haradhan Kumar Mohajan & Pahlaj Moolio, 2011, "Output Maximization Subject to a Nonlinear Constraint," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), volume 4, pages 116-128, December.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 771, Apr.
• Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011, "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers, LAMETA, Universtiy of Montpellier, number 11-10, May, revised May 2011.
• David Tobón & Germán Valencia & John Bedoya, 2011, "Habits and Preferences for Sports and Recreation in Medellín: An Application of Logit Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 9-35.
• Elkin Castaño, 2011, "A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 89-106.
• Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev, 2011, "The Forward Rate Premium Puzzle: A Resolution?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/23, Mar.
• Stephen Hall & George S. Tavlas & P. A. V. B. Swamy, 2011, "The Nonexistence of Instrumental Variables," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/24, Mar.
• Alistair Dieppe & Alberto González Pandiella & Stephen Hall & Alpo Willman, 2011, "The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/27, Apr.
• Marielle Brunette & Stéphane Couture & Serge Garcia, 2011, "La demande d’assurance contre le risque incendie de forêt: Une analyse empirique sur des propriétaires privés en France," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2011-01, Mar.
• Viktors Ajevskis & Kristine Vitola, 2011, "Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling," Working Papers, Latvijas Banka, number 2011/02, Jul.
• Stéphane GOUTTE & Benteng Zou, 2011, "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-16.
• Matthew Greenwood-Nimmo & Youngcheol Shin, 2011, "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers, Madras School of Economics,Chennai,India, number 2011-057, May.
• Mübariz Hasanov & Tolga Omay, 2011, "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 5-20, July.
• Dusan Malindzak & Jaroslav Mervart & Radim Lenort, 2011, "The Logistic Principles for Fast Flexible Strategy Design of the Company in Crisis Time," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 9, issue 2, pages 129-149.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-019, Sep.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-039, Dec.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-19, Sep.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-39, Dec.
• Daisuke Ishikawa & Nobutoshi Kitaura & Junji Ueda & Shintaro Nakagawa, 2011, "Structure of the Forward-Looking Model of the Japanese Economy and Simulation Results," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 7, issue 2, pages 385-454, July.
• Taya Dumrongrittikul, 2011, "Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/11, Nov.
• Stuart J. Fowler & Jennifer J. Wilgus, 2011, "An Estimatable DCDP Model of Search and Matching in Real Estate Markets," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 201105, Sep.
• Michele Caputo, 2011, "Seismicity in Italy: The Problem of Insurance of the Real Estate Property," Economia politica, Società editrice il Mulino, issue 1, pages 51-72.
• Bruno Contini, 2011, "Forecasting Errors: Yet more Problems for Identification?," Economia politica, Società editrice il Mulino, issue 2, pages 185-194.
• Dobromil Serwa, 2011, "Identifying multiple regimes in the model of credit to households," NBP Working Papers, Narodowy Bank Polski, number 99.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011, "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17196, Jul.
• Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011, "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
• Sridhar Narayanan & Harikesh S. Nair, 2011, "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Working Papers, NET Institute, number 11-22, Sep.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2011.
• Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta, 2011, "The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 206-213, July.
• Tiron - Tudor Adriana & Fekete Szilvester & Dragu Ioana - Maria, 2011, "Ifrs Compliance Regarding Information Disclosed By Companies In Consolidated Financial Statements - Case Study On Ias 23 Borrowing Costs Applicability-," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue special, pages 289-295, July.
• Marcel P. Visser, 2011, "GARCH Parameter Estimation Using High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 162-197, Winter.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 489-518, Summer.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, volume 16, issue 1, pages 31-80.
• Popescu Oana Catalina, 2011, "Considerations on the Rationale and Approach of Decision Science," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1733-1738, May.
• Danciu Aniela-Raluca & Goschin Zizi, 2011, "A Multiple Regression Model for Country Risk Assessment for European Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 529-534, May.
• Jennifer Castle & David Hendry, 2011, "A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations," Economics Series Working Papers, University of Oxford, Department of Economics, number 523, Jan.
• Jennifer Castle & David Hendry, 2011, "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers, University of Oxford, Department of Economics, number 528, Feb.
• David Hendry, 2011, "Unpredictability in Economic Analyis, Econometric Modelling and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 551, May.
• David Hendry & Grayham E. Mizon, 2011, "An Open-model Forecast-error Taxonomy," Economics Series Working Papers, University of Oxford, Department of Economics, number 552, Jun.
• Gian Piero Aielli & Massimiliano Caporin, 2011, "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0133, May.
• Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
• Raghbendra Jha & Tu Dang, 2011, "Inflation variability and the relationship between inflation and growth," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2011-08.
• Vesna Bucevska, 2011, "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, volume 4, issue 1, pages 13-26, January.
• Jahanzaib Haider & Muhammad Afzal & Farah Riaz, 2011, "Estimation of import and export demand functions using bilateral trade data: The case of Pakistan," Business and Economic Horizons (BEH), Prague Development Center, volume 6, issue 3, pages 40-53, September.
• Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan, 2011, "A tree-form constant market share model for growth causes in international trade based on multi-level classification," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 42, Sep.
• András Balatoni & Tamás Mellár, 2011, "Rövid távú elÅ‘rejelzÅ‘ modell Magyarországra," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2011/3, Sep.
• Ijaz Hussain, 2011, "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 699-714.
• Andreas Nastansky & Hans Gerhard Strohe, 2011, "Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 50, Aug.
• Christian Calmès & Raymond Théoret, 2011, "Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022011, Jan.
• Dagher, Leila & yacoubian, talar, 2011, "The causal relationship between energy consumption and economic growth in Lebanon," MPRA Paper, University Library of Munich, Germany, number 116124.
• Dagher, Leila, 2011, "Natural Gas demand at the utility level: An application of dynamic elasticities," MPRA Paper, University Library of Munich, Germany, number 116126.
• Bespalova, Olga Gennadyevna, 2011, "Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (May 2011): pp. 1-48," MPRA Paper, University Library of Munich, Germany, number 117672, May, revised 22 Apr 2011.
• Erdogdu, Erkan, 2011, "The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: a cross country panel data analysis," MPRA Paper, University Library of Munich, Germany, number 28414.
• Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper, University Library of Munich, Germany, number 28964, Feb.
• Lanne, Markku & Luoto, Jani, 2011, "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 29801, Mar.
• Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011, "Gravity and extended gravity: estimating a structural model of export entry," MPRA Paper, University Library of Munich, Germany, number 30311, Jan.
• Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011, "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper, University Library of Munich, Germany, number 30475, Apr.
• Mamoon, Dawood, 2011, "Good versus Bad Political Institutions and Economic Welfare," MPRA Paper, University Library of Munich, Germany, number 30488, Apr.
• Cunedioglu, Ekrem & Yucel, Eray, 2011, "Does every stone fall in the same way? new gravity evidence on world trade," MPRA Paper, University Library of Munich, Germany, number 30870, May.
• Suchánek, Petr & Bucki, Robert, 2011, "Method of supply chain optimization in E-commerce," MPRA Paper, University Library of Munich, Germany, number 32366, May.
• pakos, michal, 2011, "Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods," MPRA Paper, University Library of Munich, Germany, number 32453, Jul.
• Erdogdu, Erkan, 2011, "What happened to efficiency in electricity industries after reforms?," MPRA Paper, University Library of Munich, Germany, number 32483, Jul.
• Polemis, Michail & Fotis, Panagiotis, 2011, "Gasoline price asymmetries in the Euro Zone," MPRA Paper, University Library of Munich, Germany, number 32755, Aug.
• Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca, 2011, "Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration," MPRA Paper, University Library of Munich, Germany, number 32810, Jun.
• Halkos, George & Tzeremes, Nickolaos, 2011, "Economic growth and carbon dioxide emissions: Empirical evidence from China," MPRA Paper, University Library of Munich, Germany, number 32840.
• Chan, Tze-Haw, 2011, "A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era," MPRA Paper, University Library of Munich, Germany, number 32955, Aug.
• Drichoutis, Andreas, 2011, "Interpreting interaction terms in linear and non-linear models: A cautionary tale," MPRA Paper, University Library of Munich, Germany, number 33251, Jul.
• Hasanov, Fakhri, 2011, "Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect?," MPRA Paper, University Library of Munich, Germany, number 33494, Jun.
• Chan, Tze-Haw & Hooy, Chee-Wooi, 2011, "China-Malaysia’s long run trading and exchange rate: complementary or conflicting?," MPRA Paper, University Library of Munich, Germany, number 33585, Jun.
• Chilarescu, Constantin & Viasu, Ioana Luciana, 2011, "A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics," MPRA Paper, University Library of Munich, Germany, number 33908, Oct.
• Pavlyuk, Dmitry, 2011, "Efficiency of broadband internet adoption in European Union member states," MPRA Paper, University Library of Munich, Germany, number 34183, Jun.
• Delis, Manthos D & Tsionas, Efthymios, 2011, "A new method to estimate the risk of financial intermediaries," MPRA Paper, University Library of Munich, Germany, number 34735, Nov.
• Polemis, Michail & Fotis, Panagiotis, 2011, "The gasoline Industry in European Union and the USA," MPRA Paper, University Library of Munich, Germany, number 35097, Nov.
• Rumyantsev, Mikhail I., 2011, "Simulation of financial institutions activity in transitional economies," MPRA Paper, University Library of Munich, Germany, number 35265, Nov.
• Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter, 2011, "A predictive multi-agent approach to model systems with linear rational expectations," MPRA Paper, University Library of Munich, Germany, number 35351, Jan, revised 11 Dec 2011.
• Lof, Matthijs, 2011, "GMM estimation with noncausal instruments under rational expectations," MPRA Paper, University Library of Munich, Germany, number 35536, Dec.
• Travaglini, Guido, 2011, "Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series," MPRA Paper, University Library of Munich, Germany, number 35565, Dec.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Wasim, Ahmad & Bandi, Kamaiah, 2011, "Identifying regime shifts in Indian stock market: A Markov switching approach," MPRA Paper, University Library of Munich, Germany, number 37174, Jan, revised 08 Mar 2012.
• Verbič, Miroslav & Spruk, Rok, 2011, "Aging population and public pensions: theory and evidence," MPRA Paper, University Library of Munich, Germany, number 38914, Sep.
• Doko Tchatoka, Firmin, 2011, "Testing for partial exogeneity with weak identification," MPRA Paper, University Library of Munich, Germany, number 39504, Apr, revised Mar 2012.
• du Jardin, Philippe & Séverin, Eric, 2011, "Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model," MPRA Paper, University Library of Munich, Germany, number 44262.
• Jiranyakul, Komain, 2011, "The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries," MPRA Paper, University Library of Munich, Germany, number 46068.
• Fantazzini, Dean & Geraskin, Petr, 2011, "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper, University Library of Munich, Germany, number 47869, Feb.
• Rumyantsev, Mikhail I., 2011, "Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора
  [A hybrid simulation model of bank branch considered as system of queuing: the role of human factor]," MPRA Paper, University Library of Munich, Germany, number 48589, Nov.
• Rumyantsev, Mikhail I., 2011, "Изоморфизм И Гомоморфизм В Имитационном Моделировании
  [Isomorphism and homomorphism in simulation]," MPRA Paper, University Library of Munich, Germany, number 48633, Nov.
• NGUENA, Christian L., 2011, "Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 49411, Mar, revised 31 Aug 2013.
• Hammouda, Nacer-Eddine & Souag, ali, 2011, "Y-a-t-il une discrimination salariale à l'encontre des migrants d'origine Africaine en France ?
  [Is there any wage discrimination against African migrants in France]," MPRA Paper, University Library of Munich, Germany, number 59060.
• Nizar, Muhammad Afdi & Purnomo, Kuntarto, 2011, "Potensi Penerimaan Pajak Dari Underground Economy Di Indonesia
  [underground economy activities in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 65608.
• Doojav, Gan-Ochir, 2011, "The role of exchange rate in Mongolia: A shock absorber or a source of shocks?," MPRA Paper, University Library of Munich, Germany, number 72145, Nov, revised Nov 2011.
• CHIKHI, Mohamed, 2011, "Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie
  [Analysis of informational shock and conditional heteroscedasticity in cash flows]," MPRA Paper, University Library of Munich, Germany, number 77269, Apr, revised Jun 2011.

2010

• Picci, Lucio, 2010, "The internationalization of inventive activity: A gravity model using patent data," Research Policy, Elsevier, volume 39, issue 8, pages 1070-1081, October.
• Choi, Andy S. & Ritchie, Brent W. & Papandrea, Franco & Bennett, Jeff, 2010, "Economic valuation of cultural heritage sites: A choice modeling approach," Tourism Management, Elsevier, volume 31, issue 2, pages 213-220, DOI: 10.1016/j.tourman.2009.02.014.
• Divino, Jose Angelo & McAleer, Michael, 2010, "Modelling and forecasting daily international mass tourism to Peru," Tourism Management, Elsevier, volume 31, issue 6, pages 846-854, DOI: 10.1016/j.tourman.2009.09.002.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-37, Dec.
• Aron, Janine & Muellbauer, John, 2010, "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58520, Aug.
• Christopher Martin & C Milas, 2010, "Financial Stability and Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 5/10, May.
• Marislei Nishijima & Sylvia Macchione Saes, 2010, "Tariff Discrimination on Brazils soluble coffee: an economic analysis," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 2, pages 293-309, April.
• Marislei Nishijima & Sylvia Macchione Saes, 2010, "Tariff Discrimination on Brazils soluble coffee: an economic analysis," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 2, pages 293-309, April.
• Rodolfo Cermeño & Bjamin S. Jensen & Huver Rivera, 2010, "Trade Flows and Volatility of Their Fundamentals: Some Evidence from Mexico," Working Papers, CIDE, División de Economía, number DTE 496, Dec.