Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2010

• Ivan Pitt, 2010, "Superstar effects on royalty income in a performing rights organization," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 34, issue 3, pages 219-236, August, DOI: 10.1007/s10824-010-9123-1.
• Víctor Moreira & Boris Bravo-Ureta, 2010, "Technical efficiency and metatechnology ratios for dairy farms in three southern cone countries: a stochastic meta-frontier model," Journal of Productivity Analysis, Springer, volume 33, issue 1, pages 33-45, February, DOI: 10.1007/s11123-009-0144-8.
• Joseph Paradi & Sandra Vela & Haiyan Zhu, 2010, "Adjusting for cultural differences, a new DEA model applied to a merged bank," Journal of Productivity Analysis, Springer, volume 33, issue 2, pages 109-123, April, DOI: 10.1007/s11123-009-0158-2.
• Yunhee Kim & Almas Heshmati, 2010, "Analysis of Korean IT startups’ initial public offering and their post-IPO performance," Journal of Productivity Analysis, Springer, volume 34, issue 2, pages 133-149, October, DOI: 10.1007/s11123-010-0176-0.
• Esmeralda Ramalho & Joaquim Ramalho & Pedro Henriques, 2010, "Fractional regression models for second stage DEA efficiency analyses," Journal of Productivity Analysis, Springer, volume 34, issue 3, pages 239-255, December, DOI: 10.1007/s11123-010-0184-0.
• Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010, "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, volume 21, issue 1, pages 91-103, February, DOI: 10.1007/s11079-009-9157-1.
• Marc Fischer & Peter Leeflang & Peter Verhoef, 2010, "Drivers of peak sales for pharmaceutical brands," Quantitative Marketing and Economics (QME), Springer, volume 8, issue 4, pages 429-460, December, DOI: 10.1007/s11129-010-9089-5.
• Yu Cong & Rani Hoitash & Murugappa Krishnan, 2010, "Event study with imperfect competition and private information: earnings announcements revisited," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 383-411, April, DOI: 10.1007/s11156-009-0136-9.
• Dimitris Psychoyios & George Dotsis & Raphael Markellos, 2010, "A jump diffusion model for VIX volatility options and futures," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 245-269, October, DOI: 10.1007/s11156-009-0153-8.
• Ralf Brüggemann & Jana Riedel, 2010, "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-15, Dec.
• Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid, 2010, "Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?
  [Is CAPMs characteristic, security-market line a straight one?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 201-221.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 741, Nov.
• Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 751, Dec.
• R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
• Vaqar Ahmed & Cathal O'Donoghue, 2010, "External Shocks in a Small Open Economy: A CGE - Microsimulation Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 45-90, Jan-Jun.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
• Saira Ahmed & Vagar Ahmed & Ahsan Abbas, 2010, "Taxation Reforms: a CGE-Microsimulation Analysis for Pakistan," Working Papers MPIA, PEP-MPIA, number 2010-12.
• Stefan Hlawatsch & Peter Reichling, 2010, "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100016, Jul.
• Ralf Becker & Denise R Osborn & Dilem Yildirim, 2010, "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 141.
• Kyriakos C. Neanidis & Christos S. Savva, 2010, "Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 145.
• Johannes Paha, 2010, "Simulation and Prosecution of a Cartel with Endogenous Cartel Formation," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201007.
• Johannes Paha, 2010, "Empirical Methods in the Analysis of Collusion," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201033.
• Sameti, Morteza & Khanzadi, Azad & Yazdani, Mehdi, 2010, "Investigating Asymmetric Effects of Exchange Rate Fluctuations on Real Output and Prices Levels Hypothesis (A Case Study of Iran)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 4, pages 35-58, September.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_09, Jul, revised Jul 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Panagiotis Tsintzos & Theologos Dergiades, 2010, "Uncertainty in the Public Debt Market and Stochastic Long-Run Growth," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_19, Mar, revised Apr 2010.
• Emanuele BACCHIOCCHI, 2010, "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-038, Nov.
• Emanuele BACCHIOCCHI, 2010, "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-38, Nov.
• Andrea Cipollini & Iolanda Lo Cascio, 2010, "Testing for Contagion: a Time-Scale Decomposition," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 047, Jun.
• Romain Houssa, 2010, "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers, University of Namur, Department of Economics, number 1009, Apr.
• Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010, "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Jeffrey Clemens & Stephen Miran, 2010, "Fiscal Policy Multipliers on Subnational Government Spending," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES)".
• Joshua Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15794, Mar.
• Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010, "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers, National Bureau of Economic Research, Inc, number 16223, Jul.
• Francis X. Diebold & Georg Strasser, 2010, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16469, Oct.
• Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior, 2010, "Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gasoline Consumption between July 2001 and December 2," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 20, issue 3, pages 403-426, September.
• C. Klein & O. Simon, 2010, "The MESANGE model: re-estimation on National Accounts base 2000 - Part 1 Version with fixed-base volumes," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-03.
• P.-Y. Cabannes & H. Erkel-Rousse & G. Lalanne & O. Monso & E. Pouliquen, 2010, "The MESANGE model: re-estimation on National Accounts base 2000 / Part 2 Version with chained-linked volumes," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-17.
• Dr. James Mitchell, 2010, "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 370, Nov.
• John Bailey Jones & Eric French, 2010, "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Discussion Papers, University at Albany, SUNY, Department of Economics, number 10-10.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/14, Dec.
• Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010, "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 3, pages 877-921.
• Stoenescu Cimpoeru Smaranda, 2010, "A Risk Correlation Model for an European Emerging Country and its Integration in a Global Macroeconometric Model," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 819-824, May.
• Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
• Jennifer Castle & David Hendry, 2010, "Automatic Selection for Non-linear Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 473, Jan.
• Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010, "Evaluating Automatic Model Selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 474, Jan.
• David Hendry & Grayham E. Mizon, 2010, "Econometric Modelling of Changing Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 475, Jan.
• David Hendry & Carlos Santos, 2010, "An Automatic Test of Super Exogeneity," Economics Series Working Papers, University of Oxford, Department of Economics, number 476, Jan.
• David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
• Janine Aron & John Muellbauer, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers, University of Oxford, Department of Economics, number 499, Aug.
• David Hendry & Jennifer L. Castle, 2010, "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 509, Oct.
• David Hendry & Jennifer L. Castle & Jurgen A. Doornik, 2010, "Testing the Invariance of Expectations Models of Inflation," Economics Series Working Papers, University of Oxford, Department of Economics, number 510, Nov.
• Benedetto Molinari, 2010, "Sticky Information and Inflation Persistence: Evidence from U.S. Data," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 10.09, Oct.
• Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010, "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0123, Dec.
• Shylashri Shankar & Raghav Gaiha & Raghbendra Jha, 2010, "Information and Corruption: The National Rural Employment Guarantee Scheme in India," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2010-02.
• Darina Zaimova, 2010, "Efficiency Analysis Of Producers’Organizations (Case Of South Eastern And Central Planning Regions Of Bulgaria)," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 4, issue 1, pages 41-44, February.
• Arthur Lewbel & Xun Tang, 2010, "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-018, Nov, revised 20 Mar 2012.
• Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 75/2010, Jul.
• Janczura, Joanna & Weron, Rafal, 2010, "An empirical comparison of alternate regime-switching models or electricity spot prices," MPRA Paper, University Library of Munich, Germany, number 20546, Feb.
• Saba, Irum & Alsayyed, Nidal, 2010, "Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective," MPRA Paper, University Library of Munich, Germany, number 20683, Feb.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Kontek, Krzysztof, 2010, "Mean, Median or Mode? A Striking Conclusion From Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 21758, Mar.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
• Skribans, Valerijs, 2010, "Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии
  [Housing model in the post socialistic countries on the example of Latvia]," MPRA Paper, University Library of Munich, Germany, number 22229.
• Kontek, Krzysztof, 2010, "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22268, Apr.
• Kontek, Krzysztof, 2010, "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22378, Apr.
• Ardia, David & Hoogerheide, Lennart F., 2010, "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper, University Library of Munich, Germany, number 22919, Feb.
• Kontek, Krzysztof, 2010, "Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility," MPRA Paper, University Library of Munich, Germany, number 22947, May.
• Filoso, Valerio, 2010, "Regression Anatomy, Revealed," MPRA Paper, University Library of Munich, Germany, number 23224, Jun.
• Cadogan, Godfrey, 2010, "Canonical Representation Of Option Prices and Greeks with Implications for Market Timing," MPRA Paper, University Library of Munich, Germany, number 23426, Jun.
• Ciuiu, Daniel, 2010, "Modeling the fraud-like investment founds by Petri nets," MPRA Paper, University Library of Munich, Germany, number 23589, Mar, revised May 2010.
• Travaglini, Guido, 2010, "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper, University Library of Munich, Germany, number 23600, Jun.
• Loening, Josef & Rao, B. Bhaskara & Singh, Rup, 2010, "Effects of education on economic growth:Evidence from Guatemala," MPRA Paper, University Library of Munich, Germany, number 23665, Jul.
• Hasanov, Mübariz & Omay, Tolga, 2010, "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper, University Library of Munich, Germany, number 23764, Jul.
• Areal, Francisco J & Balcombe, Kelvin & Tiffin, R, 2010, "Integrating spatial dependence into stochastic frontier analysis," MPRA Paper, University Library of Munich, Germany, number 24961.
• Halicioglu, Ferda & Andrés, Antonio R., 2010, "Determinants of Suicides in Denmark: Evidence from Time Series Data," MPRA Paper, University Library of Munich, Germany, number 24980.
• Pavlyuk, Dmitry, 2010, "Spatial Competition and Cooperation Effects on European Airports' Efficiency," MPRA Paper, University Library of Munich, Germany, number 25050, Aug.
• Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin, 2010, "Provision of an environmental output within a multi-output distance function approach," MPRA Paper, University Library of Munich, Germany, number 25051.
• Pavlyuk, Dmitry, 2010, "Regional Tourism Competition in the Baltic States: a Spatial Stochastic Frontier Approach," MPRA Paper, University Library of Munich, Germany, number 25052, Aug.
• Cadogan, Godfrey, 2010, "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper, University Library of Munich, Germany, number 25890, Sep, revised Oct 2010.
• MEZUI-MBENG, Pamphile, 2010, "Tramsission de la politique monétaire: le cas des pays de la CEMAC
  [Monetary policy transmission: the case of the CEMAC]," MPRA Paper, University Library of Munich, Germany, number 26032, Aug.
• Zubairy, Sarah, 2010, "Explaining the Effects of Government Spending Shocks," MPRA Paper, University Library of Munich, Germany, number 26051, May.
• Weron, Rafal & Janczura, Joanna, 2010, "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper, University Library of Munich, Germany, number 26628, Nov.
• Kisswani, Khalid, 2010, "OPEC and political considerations when deciding on oil extraction," MPRA Paper, University Library of Munich, Germany, number 27030, Nov.
• Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
• Yilmaz, Tolgahan, 2010, "Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 27314, Dec.
• Erdogdu, Erkan, 2010, "Electricity Market Reform: Lessons for developing countries," MPRA Paper, University Library of Munich, Germany, number 27317, Aug.
• Skribans, Valerijs, 2010, "Construction industry forecasting system dynamic model," MPRA Paper, University Library of Munich, Germany, number 27323.
• Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
• Bayraci, Selcuk & UNAL, GAZANFER, 2010, "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper, University Library of Munich, Germany, number 28091, Nov.
• Bera, Soumitra Kumar, 2010, "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper, University Library of Munich, Germany, number 28144, Nov.
• Ghiba, Nicolae, 2010, "Impactul modificării ratei dobânzii asupra cursului de schimb în România
  [The impact of interest rates changes on the exchange rate in Romania]," MPRA Paper, University Library of Munich, Germany, number 28451, Oct, revised 27 Jan 2011.
• Ari, Yakup & Unal, Gazanfer, 2010, "Continuous Modeling of Foreign Exchange Rate of USD versus TRY," MPRA Paper, University Library of Munich, Germany, number 29241.
• Jeferson da Conceição Silva, José & Maia Gomes Lages, André, 2010, "Comercialização de Produtos Agropecuários em Alagoas: Um Estudo de Margem de Comercialização e Transmissão de Preços
  [Marketing of Agricultural Products in Alagoas: A Study of Marketing Margins and Price Transmission]," MPRA Paper, University Library of Munich, Germany, number 29587, Mar, revised 28 Mar 2010.
• Schneider, Stefan & Schneider, Stefan, 2010, "Power Spot Price Models with negative Prices," MPRA Paper, University Library of Munich, Germany, number 29958, Dec.
• Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010, "Classification of competitiveness types using copula," MPRA Paper, University Library of Munich, Germany, number 30314, Oct, revised Nov 2010.
• Mohamed Hassan, Hisham, 2010, "Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality," MPRA Paper, University Library of Munich, Germany, number 31442, May.
• Korap, Levent, 2010, "Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 31765.
• Roman, Monica & Ileanu, Bogdan, 2010, "Modelarea Deciziei De Remitere A Emigranţilor Est Europeni
  [Modelling The Remittance Decision Of Eastern European Emigrants]," MPRA Paper, University Library of Munich, Germany, number 31776, Jul, revised 15 Sep 2010.
• Zubović, Jovan & Jeločnik, Marko & Subić, Jonel, 2010, "Analiza HR indeksa u finansijskom sektoru Srbije
  [Analysis of HR Index in Serbian Financial Sector]," MPRA Paper, University Library of Munich, Germany, number 31789, Apr, revised Oct 2010.
• Ko, Byoung Wook, 2010, "An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size," MPRA Paper, University Library of Munich, Germany, number 32572, Dec.
• Albu, Lucian-Liviu, 2010, "Scenarios for post-crisis period based on a set of presumed changes in the interest rate – investment – GDP growth relationship," MPRA Paper, University Library of Munich, Germany, number 32753, Jun.
• Bilgili, Faik & Pamuk, Yalçın & Halıcı Tülüce, Nadide Sevil, 2010, "Short run and long run dynamics of residential electricity consumption: Homogeneous and heterogeneous panel estimations for OECD," MPRA Paper, University Library of Munich, Germany, number 33291, Nov, revised Jun 2011.
• Dias Gomes, Nicolas, 2010, "Determinantes da pirataria informática na União Europeia a 27, e análise das perdas
  [Determinants of Software Piracy in the European Union and analysis of the losses]," MPRA Paper, University Library of Munich, Germany, number 34510, Jan.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Pandey, Krishan & Tikkiwal, G.C., 2010, "Generalized class of composite method of estimation for crop acreage in small domain," MPRA Paper, University Library of Munich, Germany, number 37163, Nov.
• Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
• Clemens, Jeffrey & Miran, Stephen, 2010, "The effects of state budget cuts on employment and income," MPRA Paper, University Library of Munich, Germany, number 38715, Aug.
• Zhou, Xianbo & Li, Kui-Wai & Li, Qin, 2010, "An Analysis on Technical Efficiency in Post-reform China," MPRA Paper, University Library of Munich, Germany, number 41034.
• du Jardin, Philippe, 2010, "Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy," MPRA Paper, University Library of Munich, Germany, number 44375.
• Wang, Yafeng & Graham, Brett, 2010, "Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria," MPRA Paper, University Library of Munich, Germany, number 45656, Oct, revised 16 May 2011.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
• Rumyantsev, Mikhail I., 2010, "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
  [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48591, Nov.
• Ghassan, Hassan & Alhajhoj, Hassan, 2010, "الارتباط الحركي بين الاستثمار في مؤسسات القطاع الحكومي والاستثمار الخاص عبر نموذج التقهقر الذاتي البنيوي: حالة الاقتصاد السعودي
  [The Dynamic Relationship between the Investment in Public and Private Sectors Using an SVAR Model: Case of Saudi Arabi," MPRA Paper, University Library of Munich, Germany, number 54398, Jun.
• Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman, 2010, "هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
  [Does the International Financial Crisis impact the Saudi Arabia Economy? SVAR Model Analysis]," MPRA Paper, University Library of Munich, Germany, number 56358, Mar, revised 23 Nov 2011.
• Esquivel Monge, Manfred & Gomez Rodriguez, Jose Fabio, 2010, "Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica," MPRA Paper, University Library of Munich, Germany, number 60251, Mar, revised Jul 2010.
• Hasanov, Fakhri & Mammadov, Fuad, 2010, "The Role of the Fiscal Policy in the Development of the Non-Resource," MPRA Paper, University Library of Munich, Germany, number 65571, Jun.
• Wadood, Syed Naimul & Mahmoud, Chowdhury Shameem, 2010, "Location Decisions of Microfinance Institutions of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 88605, Jul.
• Ruthira Naraidoo & Leroi Raputsoane, 2010, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201004, Mar.
• Ruthira Naraidoo & Leroi Raputsoane, 2010, "Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy," Working Papers, University of Pretoria, Department of Economics, number 201005, Mar.
• Ruthira Naraidoo & Kasai Ndahiriwe, 2010, "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers, University of Pretoria, Department of Economics, number 201006, Mar.
• Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
• Charl Jooste & Ruthira Naraidoo, 2010, "Nonlinear Tax Elasticities And Their Implications For The Structural Budget Balance," Working Papers, University of Pretoria, Department of Economics, number 201022, Oct.
• Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010, "Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach," Working Papers, University of Pretoria, Department of Economics, number 201023, Oct.
• Anthony J. Lawrance, 2010, "Volatile ARMA Modelling of GARCH Squares," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 3, pages 195-203, June.
• Robert Kelm, 2010, "The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 315-349, September.
• Paulo Esteves & Paulo M.M. Rodrigues, 2010, "Calendar Effects in Daily ATM Withdrawals," Working Papers, Banco de Portugal, Economics and Research Department, number w201012.
• João Valle e Azevedo, 2010, "Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates," Working Papers, Banco de Portugal, Economics and Research Department, number w201024.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201032.
• Duo Qin, 2010, "Long-term Nexus of Industrial Pollution and Income in China," Working Papers, Queen Mary University of London, School of Economics and Finance, number 659, Feb.
• Luis Catão & Adrian Pagan, 2010, "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," NCER Working Paper Series, National Centre for Econometric Research, number 53, Mar.
• Renee Fry & Adrian Pagan, 2010, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series, National Centre for Econometric Research, number 57, Jul.
• Sandrine Dury & Véronique meuriot, 2010, "Do urban African dwellers pay a premium for food quality and, if so, how much? An investigation of the Malian fonio grain market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 91, issue 4, pages 417-433.
• Alain Carpentier & Elodie Letort, 2010, "Simple econometric models for short term production choices in cropping systems," Working Papers SMART, INRAE UMR SMART, number 10-11.
• Barrera, Carlos R., 2010, "Redes neuronales para predecir el tipo de cambio diario," Working Papers, Banco Central de Reserva del Perú, number 2010-001, Jan.
• Michael Weber & Marcel Prokopczuk, 2010, "American Option Valuation: Implied Calibration of GARCH Pricing-Models," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-02, Jan.
• Carol Alexander & Jose Maria Sarabia, 2010, "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-07, Jul.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers, Society for Economic Dynamics, number 1117.
• Nicolas Groshenny, 2010, "Monetary policy, inflation and unemployment. In Defense of the Federal Reserve," 2010 Meeting Papers, Society for Economic Dynamics, number 676.
• Petre Caraiani, 2010, "Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 53-65, December.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Massimo Filippini & Nevenka Hrovatin & Jelena Zoric, 2010, "Productivity growth and price regulation of Slovenian water distribution utilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 28, issue 1, pages 89-112.
• Christopher Martin & Costas Milas, 2010, "Financial Stability and Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 12_10, Jan.
• Jan Magnus & Anatoly Peresetsky, 2010, "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 89-105.
• Valentina Lapo, 2010, "Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 18, issue 2, pages 3-19.
• Marina Lifshits, 2010, "Net migration to Russia — Factors, prospects and conclusions for migration policy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 18, issue 2, pages 32-52.
• Igor Lutoshkin, 2010, "Modeling a response function to frequency of advertising," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 101-111.
• Youssef Ahmad Youssef Ahmad Youssef & Baltazar de´ Andrade de´ Andrade, 2010, "Gestão do conhecimento estratégico em instituições de ensino superior," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 14, pages 107-126.
• Yilmaz, Mesut & Oskenbayev, Yessengali & Kanat, Abdulla, 2010, "Demand For Money In Kazakhstan: 2000-2007," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 118-129, March.
• Albulescu, Claudiu Tiberiu, 2010, "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 81-98, March.
• Pavelescu, Florin Marius, 2010, "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 245-264, July.
• Andrei, Tudorel & Lefter, Viorel & Oancea, Bogdan & Stancu, Stelian, 2010, "A Comparative Study of Some Features of Higher Education in Romania, Bulgaria and Hungary," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 280-294, July.
• Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
• Balan, Mariana & Uzlau, Carmen, 2010, "Migration in the Context of Current Economic and Financial Crisis - Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 82-99.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Joshua D. Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers, German Data Forum (RatSWD), number 142.
• Manoj Pant & Manoranjan Pattanayak, 2010, "Corporate Governance, Competition and Firm Performance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 347-381, December, DOI: 10.1177/097265271000900305.
• Ritwik Mazumder & Maniklal Adhikary, 2010, "Measuring Technical Efficiency in the Indian Automobile Industry," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 11, issue 1, pages 53-67, March, DOI: 10.1177/139156141001100104.
• Muhammad Nadim Hanif & Zulfiqar Hyder & Muhammad Amin Khan lodhi & Mahmood ul Hasan Khan & Irem Batool, 2010, "A Small-size Macroeconometric Model for Pakistan Economy," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 34, May.
• Stefan Leist & Klaus Neusser, 2010, "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue I, pages 275-300, March.
• Yvan Lengwiler & Jean-Marc Natal, 2010, "Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue I, pages 301-311, March.
• Alessandro Flamini & Costas Milas, 2010, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2010015, Jun, revised Jun 2010.
• Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis, 2010, "The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201039, Jan, revised Jan 2010.
• Junseok Hwang & Jorn Altmann & Ashraf Bany Mohammed, 2010, "Determinants of Participation in Global Volunteer Grids: A Cross-Country Analysis," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201040, Jan, revised Jan 2010.
• Fatmawati Zifa & Jorn Altmann, 2010, "An Empirically Validated Framework for Limiting Free-Riding in P2P Networks Through the Use of Social Network Information," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201060, Jun, revised Jun 2010.
• Peter Jensen, 2010, "Testing the null of a low dimensional growth model," Empirical Economics, Springer, volume 38, issue 1, pages 193-215, February, DOI: 10.1007/s00181-009-0262-1.
• Emil Stavrev, 2010, "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, volume 38, issue 1, pages 217-239, February, DOI: 10.1007/s00181-009-0263-0.
• Catherine Kyrtsou & Michel Terraza, 2010, "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 325-345, April, DOI: 10.1007/s00181-009-0268-8.
• Praveen Sinha, 2010, "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, volume 38, issue 2, pages 347-360, April, DOI: 10.1007/s00181-009-0269-7.
• Christophe Cahn & Arthur Saint-Guilhem, 2010, "Potential output growth in several industrialised countries a comparison," Empirical Economics, Springer, volume 39, issue 1, pages 139-165, August, DOI: 10.1007/s00181-009-0298-2.
• Christos Savva & Nektarios Aslanidis, 2010, "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, volume 39, issue 2, pages 337-351, October, DOI: 10.1007/s00181-009-0306-6.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2010, "Spain in the Euro: a general equilibrium analysis," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 67-95, March, DOI: 10.1007/s13209-009-0015-6.
• Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
• Eilev S. Jansen, 2010, "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers, Statistics Norway, Research Department, number 616, Apr.
• Andreas Benedictow & Daniel Fjærtoft & Ole Løfsnæs, 2010, "Oil dependency of the Russian economy: an econometric analysis," Discussion Papers, Statistics Norway, Research Department, number 617, May.
• Matus Senaj & Milan Vyskrabka & Juraj Zeman, 2010, "MUSE: Monetary Union and Slovak Economy model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2010, Dec.
• J. Hirschberg & J. Lye, 2010, "A reinterpretation of interactions in regressions," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 5, pages 427-430, DOI: 10.1080/13504850701842843.
• Silke Anger & Michael Kvasnicka, 2010, "Does smoking really harm your earnings so much? Biases in current estimates of the smoking wage penalty," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 6, pages 561-564, DOI: 10.1080/13504850802260846.
• Leonardo Gambacorta & Carlotta Rossi, 2010, "Modelling bank lending in the euro area: a nonlinear approach," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 14, pages 1099-1112, DOI: 10.1080/09603101003781430.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010, "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 18, pages 1429-1440, DOI: 10.1080/09603107.2010.498343.
• Carlos Santos & Maria Alberta Oliveira, 2010, "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, volume 42, issue 12, pages 1577-1589, DOI: 10.1080/00036840701721521.
• Russel Cooper & Gary Madden, 2010, "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," Applied Economics, Taylor & Francis Journals, volume 42, issue 1, pages 87-96, DOI: 10.1080/00036840701564442.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
• Pål Boug & Andreas Fagereng, 2010, "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, volume 42, issue 7, pages 851-864, DOI: 10.1080/00036840802600491.
• Glenn Harrison & Don Ross, 2010, "The methodologies of neuroeconomics," Journal of Economic Methodology, Taylor & Francis Journals, volume 17, issue 2, pages 185-196, DOI: 10.1080/13501781003756543.
• D. Guegan & J. Zhang, 2010, "Change analysis of a dynamic copula for measuring dependence in multivariate financial data," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 4, pages 421-430, DOI: 10.1080/14697680902933041.
• Jan Bulla, 2010, "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 459-475, DOI: 10.1080/14697681003685563.
• Dungey, Mardi & Yalama, Abdullah, 2010, "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10447, May, revised 01 May 2010.
• Charles S. Bos & Siem Jan Koopman, 2010, "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-017/4, Feb.
• Drew Creal & Siem Jan Koopman & André Lucas, 2010, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-032/2, Mar.