Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2010

• 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.
• Amir Safari & Detlef Seese, 2010, "Behavior of Realized Volatility and Correlation In Exchange Markets," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 73-96, September.
• 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.
• Zheng Liu & Daniel F. Waggoner & Tao Zha, 2010, "Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-01, Apr, DOI: 10.24148/wp2009-01.
• 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.
• 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.