Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2011
- 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.
- Malika Hamadi & Andreas Heinen, 2011, "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," 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. - 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.
2010
- 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, Center of Political Economy, volume 30, issue 2, pages 293-309.
- 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.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010, "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-19, Mar.
- Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-35, May.
- Caporin, M. & McAleer, M.J., 2010, "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-36, May.
- Constantinos T. Artikis, 2010, "Bernoulli Selecting Processes in Actuarial Decisions," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 219-224.
- Amit Shovon Ray & Sabyasachi Saha, 2010, "Drivers of Academic Research and Patenting in India: Econometric Estimation of the Research Production Function," Working Papers, eSocialSciences, number id:2476, Apr.
- Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010, "Spatial propagation of macroeconomic shocks in Europe," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces10.12, Apr.
- Marco Ratto & Werner Roeger & Jan in 't Veld, 2010, "Using a DSGE model to look at the recent boom-bust cycle in the US," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 397, Jan.
- Werner Roeger & Janos Varga & Jan in 't Veld, 2010, "How to close the productivity gap between the US and Europe: A quantitative assessment using a semi-endogenous growth model," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 399, Jan.
- Ana Beatriz Galvao & Massimiliano Marcellino, 2010, "Endogenous Monetary Policy Regimes and the Great Moderation," Economics Working Papers, European University Institute, number ECO2010/22.
- Glenn Harrison & Don Ross, 2010, "The Methodologies of Neuroeconomics," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2010-12, Sep.
- Martin Hrubý & Petr Čambala & Jan Toufar, 2010, "Game-Theoretic Modeling of Electricity Markets in Central Europe," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 1, pages 032-061, March.
- Boril Šopov & Jakub Seidler, 2010, "Yield Curve Dynamics: Regional Common Factor Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/17, Aug, revised Aug 2010.
- Cláudio Ribeiro de Lucinda, 2010, "Quantifying the Benefits of Multifuel Cars: An Application of Random-Coefficients Logit Model," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 01-2010.
- Jinwen Zhao & Hui Gao, 2010, "Impact of Asset Price Fluctuation on China’s Monetary Policy: An Empirical Analysis Based on Quarterly Data, 1994–2006," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 1, pages 69-95, March.
- Martin Fukac & Adrian R. Pagan, 2010, "Structural macro-econometric modelling in a policy environment," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-08.
- Giovanni De Luca & Giampiero Gallo, 2010, "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_03, Apr.
- Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010, "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_06, Jul.
- Ole Bonnichsen & Jacob Ladenburg, 2010, "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/7, Jun.
- Lars Gårn Hansen & Carsten Lynge Jensen, 2010, "Jointness through fishing days input in a multi-species Fishery," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/8, May.
- Jacob Ladenburg & Jens Olav Dahlgaard & Ole Bonnichsen, 2010, "Testing the Effect of a Short Cheap Talk Script in Choice Experiments," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/11, Sep.
- Hrishikesh D. Vinod, 2010, "A New Solution to Time Series Inference in Spurious Regression Problems," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-01.
- Marina Turuntseva & Tatiana Kiblitskaya, 2010, "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
- Andrew C. Worthington, 2010, "Commercial and industrial water demand estimation: Theoretical and methodological guidelines for applied economics research," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201011, Nov.
- Dominique Guegan & Jing Zhang, 2010, "Change analysis of a dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368334, Apr, DOI: 10.1080/14697680902933041.
- Grégory Levieuge & Alexis Penot, 2010, "The FED and the ECB: Why such an apparent difference of reactivity?," Post-Print, HAL, number halshs-00492933, May.
- Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," PSE Working Papers, HAL, number halshs-00564894, Jun.
- Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," Working Papers, HAL, number halshs-00564894, Jun.
- Li, Yushu & Shukur, Ghazi, 2010, "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 227, Apr.
- Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David, 2010, "Testing the Invariance of Expectations Models of Inflation," Memorandum, Oslo University, Department of Economics, number 21/2010, Nov.
- Li, Feng & Villani, Mattias & Kohn, Robert, 2010, "Modeling Conditional Densities Using Finite Smooth Mixtures," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 245, Aug.
- Tilman Br�ck & Fernanda Lluss� & Jos� Tavares, 2010, "Perceptions, Expectations, and Entrepreneurship: The Role of Extreme Events," HiCN Working Papers, Households in Conflict Network, number 87, Dec.
- Carola Pessino & Ricardo Fenochietto, 2010, "Determining countries’ tax effort," Hacienda Pública Española / Review of Public Economics, IEF, volume 195, issue 4, pages 65-87, december.
- Yating Yang & H.W. Chuang, 2010, "A Dynamic Financial Ratio Adjustment Model," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 1-10.
- Florens, Jean-Pierre & Simon, Guillaume, 2010, "Endogeneity and Instrumental Variables in Dynamic Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 624, Apr.
- Manzi, Jorge & San Martin, Ernesto & Van Bellegem, Sébastien, 2010, "School System Evaluation By Value-Added Analysis under Endogeneity," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 631, Jul.
- Luca Flabbi, 2010, "Gender Discrimination Estimation In A Search Model With Matching And Bargaining," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 51, issue 3, pages 745-783, August.
- Bode, Eckhardt & Mutl, Jan, 2010, "Testing Nonlinear New Economic Geography Models," Economics Series, Institute for Advanced Studies, number 253, Jul.
- Aysu İNSEL & M. Nedim SUALP & Mesut KARAKAŞ, 2010, "A comparative analysis of the ARMA and Neural Network Models: A case of Turkish economy," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 290, pages 35-64.
- Jamal Nazrul Islam & Haradhan Kumar Mohajan & Pahlaj Moolio, 2010, "Utility Maximization Subject to Multiple Constraints," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 4, issue 1, pages 15-29, December.
- Thierry Ane & Carole Metais, 2010, "Jump Distribution Characteristics: Evidence from European Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 1, pages 1-22, April.
- Christopher Martin & Costas Milas, 2010, "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 119-144, September.
- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010, "The equity premium and the business cycle: the role of demand and supply shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 134-152, DOI: 10.1002/ijfe.395.
- Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry, 2010, "Are Financial Crises Alike?," IMF Working Papers, International Monetary Fund, number 2010/014, Jan.
- Matthew Greenwood-Nimmo & Yongcheol Shin, 2010, "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 16-2010.
- Florin Marius Pavelescu, 2010, "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 31, issue 2(40), pages 65-93, December.
- Juan Carlos Caro & Byron Idrovo, 2010, "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 47, issue 136, pages 273-303.
- K. Batu Tunay, 2010, "Turkiye’de Enflasyon ve Nispi Fiyat Degiskenligi Iliskisi: VABHO Modelleriyle Uzun Donem Analizi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 12, issue 1, pages 40-64, November.
- Carolina Silva Cassorla, 2010, "The interaction of minimum wage and severance payments in a frictional labor market: theory and estimation," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-22, Jun.
- Kholodilin Konstantin A. & Menz Jan-Oliver & Siliverstovs Boriss, 2010, "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 230, issue 1, pages 59-76, February, DOI: 10.1515/jbnst-2010-0105.
- Anna Conte & Peter G. Moffatt, 2010, "The econometric modeling of social Preferences," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-042, Jun.
- Franz Buscha & Anna Conte, 2010, "The Impact of Truancy on Educational Attainment: A Bivariate Ordered Probit Estimator with Mixed Effects," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-062, Sep.
- Pu Chen & Chih-Ying Hsiao, 2010, "Causal Inference for Structural Equations: With an Application to Wage-Price Spiral," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 1, pages 17-36, June, DOI: 10.1007/s10614-010-9202-6.
- Hendrik Wolff & Thomas Heckelei & Ron Mittelhammer, 2010, "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 4, pages 309-339, December, DOI: 10.1007/s10614-010-9215-1.
- Rafael Weißbach & Carsten Lieres und Wilkau, 2010, "Economic capital for nonperforming loans," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 67-85, March, DOI: 10.1007/s11408-009-0121-2.
- Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010, "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 193-213, June, DOI: 10.1007/s11408-010-0130-1.
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